MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,707
COMMITMENTS
496 1,849 1,375 12,331 9,090 14,202 12,313 5,505 7,394
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -2,895)
-154 28 -526 -1,281 -2,561 -1,961 -3,059 -934 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 9.4 7.0 62.6 46.1 72.1 62.5 27.9 37.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 5 10 18 12 29 23
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 123,965
COMMITMENTS
25,691 19,321 29,959 49,376 37,330 105,026 86,611 18,939 37,354
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 3,218)
1,768 66 538 -822 1,875 1,484 2,479 1,734 739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 15.6 24.2 39.8 30.1 84.7 69.9 15.3 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
57 45 58 30 42 135 109
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 192,705
COMMITMENTS
50,594 16,288 40,934 78,048 85,259 169,577 142,482 23,128 50,224
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 14,604)
7,054 -3,547 5,354 889 7,979 13,296 9,786 1,308 4,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 8.5 21.2 40.5 44.2 88.0 73.9 12.0 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
74 48 63 77 117 191 200
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,612
COMMITMENTS
1,161 714 482 704 1,498 2,348 2,694 2,264 1,918
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 33)
-57 -267 28 45 408 17 169 16 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 15.5 10.5 15.3 32.5 50.9 58.4 49.1 41.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
16 12 9 11 24 32 40
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,820
COMMITMENTS
11,904 1,546 6,743 7,830 10,577 26,477 18,865 6,343 13,954
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -484)
-382 -409 170 -515 35 -727 -204 243 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 4.7 20.5 23.9 32.2 80.7 57.5 19.3 42.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
57 13 31 44 57 115 95
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 115,220
COMMITMENTS
48,323 8,781 2,953 26,348 84,898 77,624 96,631 37,596 18,589
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -1,463)
-3,389 1,612 177 872 -2,480 -2,340 -691 877 -772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 7.6 2.6 22.9 73.7 67.4 83.9 32.6 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
29 17 11 18 28 51 52
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 88,230
COMMITMENTS
9,973 57,099 0 69,953 8,884 79,926 65,983 8,304 22,247
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 11,020)
3,835 7,230 0 5,671 2,588 9,506 9,818 1,514 1,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 64.7 0.0 79.3 10.1 90.6 74.8 9.4 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 30 0 15 7 19 37
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 81,422
COMMITMENTS
60,168 3,894 0 14,360 72,660 74,528 76,554 6,894 4,868
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 1,321)
20,091 -3,521 -53 -20,491 5,852 -453 2,278 1,774 -957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.9 4.8 0.0 17.6 89.2 91.5 94.0 8.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
53 8 0 16 17 69 25
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 91,960
COMMITMENTS
19,908 37,159 669 53,630 34,747 74,207 72,575 17,754 19,385
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 12,599)
-7,529 11,984 -13 23,148 -1,259 15,606 10,712 -3,007 1,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 40.4 0.7 58.3 37.8 80.7 78.9 19.3 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
13 20 6 21 16 40 36
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 193,871
COMMITMENTS
13,676 80,004 4,593 147,267 74,700 165,535 159,297 28,336 34,574
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 30,131)
2,733 7,106 354 24,636 22,934 27,724 30,395 2,407 -264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 41.3 2.4 76.0 38.5 85.4 82.2 14.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
18 44 7 29 25 51 72
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 169,924
COMMITMENTS
34,068 36,865 14,455 72,557 61,915 121,080 113,235 48,844 56,689
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 11,643)
1,613 2,018 2,131 5,211 799 8,954 4,948 2,689 6,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 21.7 8.5 42.7 36.4 71.3 66.6 28.7 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
47 33 32 31 30 88 85
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 39,084
COMMITMENTS
9,022 3,401 6 23,527 25,681 32,555 29,088 6,529 9,996
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 2,468)
-308 873 0 3,851 -7 3,543 866 -1,075 1,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 8.7 0.0 60.2 65.7 83.3 74.4 16.7 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 1 10 13 13 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,098,630
COMMITMENTS
817,897 979,094 4100532 7076292 6435219 11994722 11514845 1103909 1583785
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 819,013)
-52,044 198,003 474,780 264,546 96,012 687,283 768,795 131,731 50,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 7.5 31.3 54.0 49.1 91.6 87.9 8.4 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
60 69 105 136 148 246 276
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 705,593
COMMITMENTS
52,688 63,314 44,581 461,460 483,885 558,730 591,780 146,863 113,813
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 5,110)
2,428 2,010 4,639 -1,732 1,262 5,336 7,912 -226 -2,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 9.0 6.3 65.4 68.6 79.2 83.9 20.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
51 38 58 90 66 168 135
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,006,727
COMMITMENTS
190,112 246,094 41,517 521,751 596,598 753,381 884,210 253,346 122,517
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 21,280)
8,780 9,866 15,319 13,120 -20,072 37,219 5,113 -15,939 16,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 24.4 4.1 51.8 59.3 74.8 87.8 25.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
49 54 31 59 61 126 128
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,780
COMMITMENTS
1,940 427 0 6,660 11,324 8,600 11,751 4,180 1,029
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 159)
154 0 0 -332 -145 -178 -145 337 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 3.3 0.0 52.1 88.6 67.3 91.9 32.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 1 1 18 15 23 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 33,351
COMMITMENTS
7,323 3,681 98 21,655 25,512 29,076 29,291 4,275 4,060
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 3,322)
1,126 -1,427 30 1,708 5,267 2,864 3,870 458 -548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 11.0 0.3 64.9 76.5 87.2 87.8 12.8 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 4 1 20 21 27 26
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,929
COMMITMENTS
9,460 9,527 1,604 28,696 35,769 39,760 46,900 17,169 10,028
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -45)
3,942 -3,197 974 -1,316 852 3,600 -1,371 -3,644 1,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 16.7 2.8 50.4 62.8 69.8 82.4 30.2 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
14 15 3 33 25 49 41
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 270,515
COMMITMENTS
105,990 81,409 3,090 128,565 119,850 237,645 204,349 32,870 66,166
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 4,290)
17,481 -3,797 29 -31,771 15,836 -14,261 12,068 18,551 -7,778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 30.1 1.1 47.5 44.3 87.8 75.5 12.2 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
66 60 13 38 37 110 104
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 70,271
COMMITMENTS
29,452 582 0 16,799 60,544 46,251 61,126 24,020 9,145
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 6,372)
5,925 0 0 96 6,432 6,021 6,432 351 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 0.8 0.0 23.9 86.2 65.8 87.0 34.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
16 1 0 9 13 25 14
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 32,231
COMMITMENTS
669 6,045 0 26,746 21,574 27,415 27,619 4,817 4,612
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 601)
-3 156 0 580 376 577 532 24 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 18.8 0.0 83.0 66.9 85.1 85.7 14.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
1 14 1 31 29 32 44
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 232,510
COMMITMENTS
16,982 52,928 1,417 205,084 162,142 223,482 216,487 9,027 16,023
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 10,069)
3,333 3,753 -161 5,218 3,956 8,390 7,547 1,679 2,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 22.8 0.6 88.2 69.7 96.1 93.1 3.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
21 51 18 37 48 70 105
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 56,203
COMMITMENTS
14,634 17,304 3,539 25,561 29,498 43,734 50,341 12,469 5,862
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 1,154)
-3,886 -2,076 1,566 2,810 2,043 490 1,533 664 -379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 30.8 6.3 45.5 52.5 77.8 89.6 22.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
28 18 5 19 23 48 46
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 35,013
COMMITMENTS
8,548 3,119 626 22,107 2,526 31,281 6,271 3,732 28,742
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 1,307)
-2,502 1,246 305 2,745 488 548 2,039 759 -732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 8.9 1.8 63.1 7.2 89.3 17.9 10.7 82.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
14 3 1 10 4 24 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 36,303
COMMITMENTS
1,819 2,796 150 17,579 29,143 19,548 32,089 16,755 4,214
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -1,820)
-465 100 150 1,474 -1,569 1,159 -1,319 -2,979 -501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 7.7 0.4 48.4 80.3 53.8 88.4 46.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 10 1 20 26 24 37
Updated October 7, 2005