MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,602
COMMITMENTS
650 1,820 1,901 13,612 11,650 16,164 15,372 6,439 7,231
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 588)
57 63 76 362 237 495 376 93 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 8.1 8.4 60.2 51.5 71.5 68.0 28.5 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 2 9 20 17 31 27
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 120,747
COMMITMENTS
23,923 19,255 29,421 50,198 35,455 103,542 84,132 17,205 36,615
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 4,178)
2,274 1,573 237 1,732 1,542 4,243 3,353 -65 825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 15.9 24.4 41.6 29.4 85.8 69.7 14.2 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
56 45 63 31 42 136 115
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,127
COMMITMENTS
584 340 19 25 46 628 405 499 721
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.8 30.2 1.7 2.2 4.1 55.7 36.0 44.3 64.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 8 4 1 2 14 11
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 178,101
COMMITMENTS
43,541 19,835 35,581 77,160 77,280 156,281 132,696 21,820 45,405
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 8,371)
5,269 1,597 2,414 412 2,838 8,096 6,849 275 1,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 11.1 20.0 43.3 43.4 87.7 74.5 12.3 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
73 42 64 78 115 184 202
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,579
COMMITMENTS
1,218 981 454 659 1,089 2,331 2,525 2,248 2,054
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 174)
55 -529 117 16 394 188 -18 -14 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 21.4 9.9 14.4 23.8 50.9 55.1 49.1 44.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
16 13 10 12 18 34 36
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,304
COMMITMENTS
12,286 1,955 6,573 8,345 10,542 27,204 19,069 6,100 14,235
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 1,437)
5 16 264 668 921 937 1,201 500 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 5.9 19.7 25.1 31.7 81.7 57.3 18.3 42.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
51 20 32 48 58 120 97
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 116,683
COMMITMENTS
51,711 7,168 2,776 25,476 87,377 79,964 97,322 36,719 19,361
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -37,837)
4,777 -12,078 -1,069 -38,326 -18,929 -34,618 -32,076 -3,219 -5,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 6.1 2.4 21.8 74.9 68.5 83.4 31.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
30 14 10 19 28 53 48
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 77,210
COMMITMENTS
6,138 49,869 0 64,282 6,296 70,420 56,165 6,790 21,045
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 19,588)
3,650 16,471 0 18,692 -432 22,342 16,039 -2,754 3,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 64.6 0.0 83.3 8.2 91.2 72.7 8.8 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 26 0 16 6 20 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 80,101
COMMITMENTS
40,077 7,415 53 34,851 66,808 74,981 74,276 5,120 5,825
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 5,363)
257 2,898 -74 5,870 3,098 6,053 5,922 -690 -559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.0 9.3 0.1 43.5 83.4 93.6 92.7 6.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
40 9 1 14 18 55 27
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 79,362
COMMITMENTS
27,437 25,176 682 30,482 36,006 58,601 61,863 20,760 17,499
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 9,931)
2,994 11,176 192 7,846 -5,306 11,033 6,063 -1,102 3,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 31.7 0.9 38.4 45.4 73.8 78.0 26.2 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
17 12 5 17 16 36 31
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 163,740
COMMITMENTS
10,942 72,898 4,238 122,631 51,765 137,811 128,901 25,929 34,839
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 11,325)
1,250 13,047 416 8,238 -5,899 9,904 7,564 1,421 3,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 44.5 2.6 74.9 31.6 84.2 78.7 15.8 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
16 43 7 29 24 49 70
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 158,280
COMMITMENTS
32,455 34,847 12,324 67,347 61,116 112,126 108,287 46,154 49,994
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 19,919)
3,522 3,772 1,573 11,731 10,267 16,827 15,613 3,092 4,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 22.0 7.8 42.5 38.6 70.8 68.4 29.2 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
38 34 30 30 27 83 76
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 36,616
COMMITMENTS
9,330 2,528 6 19,676 25,688 29,012 28,222 7,604 8,394
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 5,964)
1,366 -954 -279 3,564 4,706 4,651 3,473 1,313 2,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 6.9 0.0 53.7 70.2 79.2 77.1 20.8 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 9 13 12 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 12,279,617
COMMITMENTS
869,941 781,091 3625752 6811746 6339207 11307439 10746050 972,178 1533567
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 756,599)
12,968 102,934 327,850 362,509 251,161 703,327 681,946 53,271 74,653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 6.4 29.5 55.5 51.6 92.1 87.5 7.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
62 60 106 138 150 249 273
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 700,483
COMMITMENTS
50,260 61,304 39,942 463,192 482,622 553,394 583,868 147,089 116,615
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 5,813)
3,079 3,606 1,259 -9,902 5,563 -5,564 10,429 11,377 -4,615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 8.8 5.7 66.1 68.9 79.0 83.4 21.0 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
46 41 55 89 64 165 130
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 985,447
COMMITMENTS
181,332 236,228 26,198 508,632 616,671 716,162 879,097 269,285 106,350
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 54,122)
27,540 -21,352 -8,935 49,528 52,622 68,133 22,335 -14,012 31,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 24.0 2.7 51.6 62.6 72.7 89.2 27.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
42 56 30 62 55 121 124
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,621
COMMITMENTS
1,786 427 0 6,992 11,469 8,778 11,896 3,843 725
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 120)
235 0 0 436 341 671 341 -551 -221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 3.4 0.0 55.4 90.9 69.6 94.3 30.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 1 1 20 17 24 19
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 30,029
COMMITMENTS
6,197 5,108 68 19,947 20,245 26,212 25,421 3,817 4,608
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 2,974)
169 1,079 68 2,422 2,378 2,659 3,525 315 -551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 17.0 0.2 66.4 67.4 87.3 84.7 12.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 7 1 18 18 22 26
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,973
COMMITMENTS
5,518 12,724 630 30,012 34,917 36,160 48,271 20,813 8,702
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 4,695)
-302 1,006 233 -730 1,811 -798 3,050 5,494 1,645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 22.3 1.1 52.7 61.3 63.5 84.7 36.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
10 19 3 32 25 45 44
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 266,225
COMMITMENTS
88,509 85,206 3,062 160,336 104,013 251,906 192,281 14,319 73,944
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 34,972)
-12,000 13,507 216 47,788 -4,901 36,005 8,822 -1,033 26,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 32.0 1.2 60.2 39.1 94.6 72.2 5.4 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
47 58 10 43 31 96 93
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 63,899
COMMITMENTS
23,527 582 0 16,703 54,112 40,230 54,694 23,669 9,205
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -15,240)
-12,674 582 0 343 -18,499 -12,331 -17,917 -2,909 2,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 0.9 0.0 26.1 84.7 63.0 85.6 37.0 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
16 1 0 9 14 25 15
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,630
COMMITMENTS
672 5,889 0 26,165 21,198 26,837 27,087 4,793 4,543
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 435)
-506 212 0 425 345 -81 557 516 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 18.6 0.0 82.7 67.0 84.8 85.6 15.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
1 14 1 30 29 31 44
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 222,440
COMMITMENTS
13,649 49,175 1,578 199,865 158,186 215,092 208,939 7,349 13,501
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 7,362)
-2,611 -956 165 10,206 6,144 7,760 5,354 -398 2,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 22.1 0.7 89.9 71.1 96.7 93.9 3.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
24 39 14 34 49 63 97
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 55,049
COMMITMENTS
18,520 19,380 1,973 22,751 27,455 43,244 48,808 11,805 6,241
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 5,997)
1,013 767 617 2,805 2,866 4,435 4,250 1,562 1,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 35.2 3.6 41.3 49.9 78.6 88.7 21.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
29 20 4 21 18 52 41
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 33,706
COMMITMENTS
11,050 1,873 321 19,362 2,038 30,733 4,232 2,973 29,474
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -583)
-1,415 340 85 2,401 548 1,071 973 -1,654 -1,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 5.6 1.0 57.4 6.0 91.2 12.6 8.8 87.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
12 3 1 9 3 21 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 38,123
COMMITMENTS
2,284 2,696 0 16,105 30,712 18,389 33,408 19,734 4,715
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -1,276)
-525 0 0 638 -381 113 -381 -1,389 -895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 7.1 0.0 42.2 80.6 48.2 87.6 51.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 9 0 16 23 20 32
Updated September 30, 2005