MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,233
COMMITMENTS
299 1,987 1,726 13,344 9,331 15,369 13,045 5,864 8,189
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,526)
-198 138 351 1,013 242 1,166 731 359 794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 9.4 8.1 62.8 43.9 72.4 61.4 27.6 38.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 4 10 19 13 30 24
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 129,360
COMMITMENTS
26,806 19,577 32,170 50,655 37,540 109,630 89,286 19,731 40,074
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 5,396)
1,115 256 2,210 1,279 210 4,604 2,675 792 2,720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 15.1 24.9 39.2 29.0 84.7 69.0 15.3 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
62 44 60 33 43 142 111
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,772
COMMITMENTS
1,033 486 35 137 123 1,205 643 567 1,129
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 646)
449 145 16 112 77 577 238 69 408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.3 27.4 2.0 7.7 6.9 68.0 36.3 32.0 63.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 11 2 2 3 14 14
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 186,551
COMMITMENTS
53,538 13,478 36,883 74,024 84,264 164,444 134,624 22,107 51,926
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -6,155)
2,943 -2,810 -4,052 -4,025 -995 -5,133 -7,857 -1,022 1,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 7.2 19.8 39.7 45.2 88.1 72.2 11.9 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
82 45 67 74 116 195 204
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,467
COMMITMENTS
1,071 872 427 855 1,235 2,353 2,534 2,115 1,933
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -144)
-90 158 -55 151 -263 5 -160 -149 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 19.5 9.6 19.1 27.6 52.7 56.7 47.3 43.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
17 18 11 12 23 36 45
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,889
COMMITMENTS
12,354 1,196 6,124 7,333 10,173 25,810 17,492 6,079 14,397
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -930)
450 -350 -619 -497 -404 -666 -1,373 -264 443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 3.8 19.2 23.0 31.9 80.9 54.9 19.1 45.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
53 17 28 42 53 111 88
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 115,726
COMMITMENTS
51,634 6,900 2,629 25,978 84,675 80,242 94,204 35,484 21,522
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 506)
3,311 -1,881 -324 -370 -223 2,618 -2,428 -2,112 2,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.6 6.0 2.3 22.4 73.2 69.3 81.4 30.7 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
31 16 9 18 25 54 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 72,841
COMMITMENTS
13,572 38,859 0 52,286 12,327 65,858 51,186 6,983 21,655
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -15,389)
3,599 -18,240 0 -17,667 3,443 -14,068 -14,797 -1,321 -592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 53.3 0.0 71.8 16.9 90.4 70.3 9.6 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 24 0 15 8 19 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 75,708
COMMITMENTS
53,443 5,509 55 15,032 63,855 68,530 69,419 7,178 6,289
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -5,713)
-6,725 1,615 55 672 -8,805 -5,998 -7,135 285 1,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.6 7.3 0.1 19.9 84.3 90.5 91.7 9.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
48 8 1 18 15 66 24
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 91,162
COMMITMENTS
13,578 36,826 267 56,373 32,485 70,218 69,578 20,945 21,584
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -798)
-6,330 -333 -402 2,743 -2,262 -3,989 -2,998 3,191 2,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 40.4 0.3 61.8 35.6 77.0 76.3 23.0 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
13 17 3 19 14 33 33
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 200,854
COMMITMENTS
16,515 85,122 3,830 150,408 74,357 170,753 163,309 30,101 37,545
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 6,983)
2,840 5,118 -763 3,141 -343 5,218 4,012 1,765 2,971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 42.4 1.9 74.9 37.0 85.0 81.3 15.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
22 43 6 30 24 54 71
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 150,289
COMMITMENTS
29,620 26,230 10,238 64,578 61,829 104,436 98,297 45,852 51,992
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -19,635)
-4,448 -10,635 -4,217 -7,979 -86 -16,644 -14,938 -2,991 -4,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 17.5 6.8 43.0 41.1 69.5 65.4 30.5 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
39 31 29 29 29 81 76
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 9,438
COMMITMENTS
5,592 508 0 2,499 7,855 8,091 8,363 1,347 1,075
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.2 5.4 0.0 26.5 83.2 85.7 88.6 14.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 3 0 6 8 10 11
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 41,071
COMMITMENTS
9,605 2,787 1,360 23,251 29,257 34,216 33,404 6,855 7,667
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,987)
583 -614 1,354 -276 3,576 1,661 4,316 326 -2,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 6.8 3.3 56.6 71.2 83.3 81.3 16.7 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 3 2 11 14 15 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,333,415
COMMITMENTS
875,730 986,333 4201124 7214522 6620340 12291376 11807797 1042039 1525618
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 234,785)
57,832 7,239 100,592 138,230 185,121 296,654 292,952 -61,869 -58,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 7.4 31.5 54.1 49.7 92.2 88.6 7.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
64 68 106 137 152 251 281
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 743,245
COMMITMENTS
58,565 71,482 59,740 472,041 493,237 590,346 624,459 152,900 118,786
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 37,653)
5,877 8,168 15,158 10,580 9,352 31,616 32,679 6,037 4,973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 9.6 8.0 63.5 66.4 79.4 84.0 20.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
54 41 61 89 69 172 142
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,061,867
COMMITMENTS
203,710 259,806 51,696 580,983 642,720 836,389 954,222 225,477 107,645
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 55,140)
13,598 13,712 10,179 59,232 46,122 83,009 70,012 -27,869 -14,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 24.5 4.9 54.7 60.5 78.8 89.9 21.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
49 54 32 66 59 132 128
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,792
COMMITMENTS
1,191 427 0 6,807 11,278 7,998 11,705 4,794 1,087
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 12)
-749 0 0 147 -46 -602 -46 614 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 3.3 0.0 53.2 88.2 62.5 91.5 37.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 19 16 21 18
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 34,408
COMMITMENTS
7,641 4,999 0 23,630 23,086 31,271 28,085 3,137 6,323
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,057)
318 1,318 -98 1,975 -2,426 2,195 -1,206 -1,138 2,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 14.5 0.0 68.7 67.1 90.9 81.6 9.1 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 5 0 20 18 26 23
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 60,225
COMMITMENTS
7,327 12,271 1,349 30,166 37,070 38,843 50,691 21,383 9,535
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 3,296)
-2,133 2,745 -255 1,470 1,301 -918 3,790 4,214 -494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 20.4 2.2 50.1 61.6 64.5 84.2 35.5 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
12 18 4 31 30 47 48
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 348,402
COMMITMENTS
99,242 156,668 3,877 223,465 107,756 326,584 268,301 21,818 80,101
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 77,887)
-6,748 75,258 787 94,900 -12,094 88,939 63,952 -11,052 13,935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 45.0 1.1 64.1 30.9 93.7 77.0 6.3 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
63 59 13 47 31 120 93
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 60,703
COMMITMENTS
18,844 1,916 0 21,722 48,964 40,566 50,880 20,137 9,823
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -9,568)
-10,608 1,334 0 4,923 -11,580 -5,685 -10,246 -3,883 678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 3.2 0.0 35.8 80.7 66.8 83.8 33.2 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 2 0 13 15 24 17
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 33,843
COMMITMENTS
866 6,347 0 27,740 22,726 28,606 29,073 5,236 4,770
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,611)
197 302 -0 995 1,151 1,192 1,453 419 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 18.8 0.0 82.0 67.2 84.5 85.9 15.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
1 14 1 31 28 32 43
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 259,038
COMMITMENTS
12,064 56,611 4,009 231,160 178,592 247,233 239,211 11,805 19,827
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 26,529)
-4,918 3,683 2,592 26,077 16,450 23,751 22,725 2,778 3,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 21.9 1.5 89.2 68.9 95.4 92.3 4.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
28 43 21 36 48 71 105
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 60,986
COMMITMENTS
15,454 17,452 3,363 30,126 32,208 48,943 53,023 12,043 7,963
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 4,782)
820 148 -176 4,564 2,710 5,208 2,682 -426 2,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 28.6 5.5 49.4 52.8 80.3 86.9 19.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
27 19 6 20 23 50 47
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 40,021
COMMITMENTS
10,585 2,070 145 22,793 3,133 33,523 5,348 6,498 34,673
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 5,008)
2,037 -1,049 -481 686 607 2,242 -923 2,766 5,931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 5.2 0.4 57.0 7.8 83.8 13.4 16.2 86.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
15 3 1 8 6 24 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 32,855
COMMITMENTS
1,609 2,719 0 15,931 27,335 17,540 30,054 15,315 2,801
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -3,449)
-210 -77 -150 -1,648 -1,808 -2,008 -2,035 -1,441 -1,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 8.3 0.0 48.5 83.2 53.4 91.5 46.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 10 0 16 24 19 34
Updated October 14, 2005