MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,027
COMMITMENTS
464 1,985 1,720 13,556 9,857 15,740 13,561 6,287 8,466
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 794)
166 -2 -7 212 526 372 517 422 277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 9.0 7.8 61.5 44.7 71.5 61.6 28.5 38.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 4 10 18 13 28 24
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 115,967
COMMITMENTS
23,928 18,401 28,845 47,582 35,118 100,355 82,364 15,612 33,602
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -13,394)
-2,878 -1,176 -3,324 -3,073 -2,421 -9,275 -6,922 -4,119 -6,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 15.9 24.9 41.0 30.3 86.5 71.0 13.5 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
60 48 66 28 38 136 117
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,491
COMMITMENTS
679 487 79 166 128 924 694 567 797
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -282)
-354 2 44 29 5 -281 50 -1 -332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 32.7 5.3 11.1 8.6 62.0 46.6 38.0 53.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 11 4 3 3 16 14
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 182,769
COMMITMENTS
50,168 8,724 35,885 75,499 86,218 161,552 130,826 21,217 51,942
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -3,782)
-3,369 -4,754 -998 1,475 1,954 -2,892 -3,798 -890 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 4.8 19.6 41.3 47.2 88.4 71.6 11.6 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
74 42 66 75 124 192 202
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,511
COMMITMENTS
990 968 389 868 1,202 2,247 2,559 2,263 1,952
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 43)
-81 96 -38 13 -33 -106 25 149 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 21.5 8.6 19.2 26.6 49.8 56.7 50.2 43.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
18 19 9 13 20 36 43
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,651
COMMITMENTS
12,286 1,662 5,210 7,582 8,807 25,078 15,679 5,574 14,973
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -1,238)
-68 466 -914 249 -1,366 -732 -1,814 -506 576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 5.4 17.0 24.7 28.7 81.8 51.2 18.2 48.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
48 16 25 45 52 109 82
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 119,027
COMMITMENTS
52,260 8,606 2,153 27,864 89,614 82,276 100,373 36,751 18,653
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 3,301)
625 1,707 -477 1,885 4,939 2,034 6,170 1,267 -2,869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 7.2 1.8 23.4 75.3 69.1 84.3 30.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
32 15 6 20 29 55 47
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 80,800
COMMITMENTS
13,958 44,940 0 58,497 10,814 72,455 55,754 8,345 25,046
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 7,959)
386 6,081 0 6,211 -1,513 6,597 4,568 1,362 3,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 55.6 0.0 72.4 13.4 89.7 69.0 10.3 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 28 0 16 9 22 37
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 63,230
COMMITMENTS
26,899 6,589 0 30,411 50,441 57,310 57,030 5,920 6,200
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -12,478)
-26,544 1,080 -55 15,379 -13,414 -11,220 -12,389 -1,258 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 10.4 0.0 48.1 79.8 90.6 90.2 9.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
36 14 0 16 15 52 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 85,594
COMMITMENTS
10,541 31,870 314 53,424 27,988 64,280 60,172 21,314 25,422
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -5,568)
-3,037 -4,956 48 -2,949 -4,497 -5,938 -9,406 370 3,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 37.2 0.4 62.4 32.7 75.1 70.3 24.9 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
12 18 4 19 13 33 33
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 242,611
COMMITMENTS
14,752 87,405 7,307 188,424 105,569 210,483 200,282 32,128 42,329
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 41,757)
-1,763 2,283 3,478 38,015 31,213 39,730 36,973 2,027 4,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 36.0 3.0 77.7 43.5 86.8 82.6 13.2 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
19 49 9 30 26 54 79
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 165,340
COMMITMENTS
24,746 25,787 10,348 77,197 72,220 112,290 108,355 53,049 56,985
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 15,051)
-4,875 -442 110 12,619 10,390 7,854 10,058 7,197 4,993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 15.6 6.3 46.7 43.7 67.9 65.5 32.1 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
38 36 27 30 30 82 79
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 10,099
COMMITMENTS
6,208 508 0 2,353 8,421 8,561 8,929 1,538 1,170
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 661)
616 0 0 -146 566 470 566 191 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.5 5.0 0.0 23.3 83.4 84.8 88.4 15.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 0 6 8 11 11
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 29,793
COMMITMENTS
8,853 1,847 450 16,713 22,213 26,016 24,510 3,777 5,283
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -11,278)
-752 -940 -910 -6,538 -7,044 -8,200 -8,894 -3,078 -2,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 6.2 1.5 56.1 74.6 87.3 82.3 12.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 2 1 8 11 12 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,245,014
COMMITMENTS
878,907 917,360 4086061 7264976 6698942 12229944 11702362 1015070 1542653
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -88,401)
3,178 -68,973 -115,063 50,453 78,601 -61,432 -105,436 -26,969 17,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 6.9 30.8 54.9 50.6 92.3 88.4 7.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
60 77 110 137 148 257 280
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 749,272
COMMITMENTS
67,395 71,086 58,655 479,015 491,489 605,065 621,229 144,208 128,044
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 6,027)
8,830 -397 -1,085 6,975 -1,749 14,719 -3,230 -8,692 9,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 9.5 7.8 63.9 65.6 80.8 82.9 19.2 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
60 43 64 93 70 184 146
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,148,001
COMMITMENTS
164,765 306,232 56,430 642,744 671,646 863,939 1034308 284,062 113,693
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 86,134)
-38,945 46,426 4,735 61,761 28,926 27,550 80,086 58,585 6,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 26.7 4.9 56.0 58.5 75.3 90.1 24.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
48 56 34 65 59 128 134
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,943
COMMITMENTS
1,239 688 0 6,808 11,133 8,047 11,821 4,896 1,122
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 151)
48 261 0 1 -145 49 116 102 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 5.3 0.0 52.6 86.0 62.2 91.3 37.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 1 19 16 21 19
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 34,533
COMMITMENTS
6,073 5,888 0 24,513 21,513 30,586 27,401 3,947 7,132
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 125)
-1,568 889 0 883 -1,573 -685 -684 810 809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 17.1 0.0 71.0 62.3 88.6 79.3 11.4 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 6 0 19 20 23 26
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 64,638
COMMITMENTS
8,104 16,108 347 34,023 39,086 42,473 55,540 22,165 9,098
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 4,413)
777 3,836 -1,003 3,857 2,016 3,631 4,850 782 -437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 24.9 0.5 52.6 60.5 65.7 85.9 34.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
12 21 2 34 28 48 49
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 414,807
COMMITMENTS
73,891 205,847 3,733 319,060 115,178 396,684 324,757 18,123 90,050
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 66,405)
-25,350 49,179 -145 95,595 7,422 70,100 56,456 -3,696 9,949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 49.6 0.9 76.9 27.8 95.6 78.3 4.4 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
50 69 13 46 38 105 111
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 64,516
COMMITMENTS
19,393 8,331 0 28,198 43,633 47,591 51,964 16,925 12,552
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 3,814)
549 6,415 0 6,476 -5,331 7,025 1,084 -3,211 2,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 12.9 0.0 43.7 67.6 73.8 80.5 26.2 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 8 0 11 15 21 23
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 34,491
COMMITMENTS
743 7,091 0 29,544 22,743 30,287 29,834 4,205 4,658
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 649)
-123 744 0 1,804 17 1,681 761 -1,032 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 20.6 0.0 85.7 65.9 87.8 86.5 12.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
1 17 1 31 28 32 46
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 269,182
COMMITMENTS
12,257 62,894 3,908 244,229 188,948 260,395 255,750 8,787 13,431
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 10,143)
194 6,284 -100 13,069 10,356 13,162 16,539 -3,018 -6,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 23.4 1.5 90.7 70.2 96.7 95.0 3.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
23 51 19 39 49 69 112
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 62,148
COMMITMENTS
14,783 17,449 2,999 32,570 34,610 50,352 55,058 11,796 7,090
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,162)
-671 -3 -364 2,444 2,402 1,409 2,035 -247 -873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 28.1 4.8 52.4 55.7 81.0 88.6 19.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
26 22 7 20 24 49 52
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 37,182
COMMITMENTS
10,338 1,511 0 23,146 3,573 33,484 5,084 3,698 32,098
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -2,839)
-247 -559 -145 353 440 -39 -264 -2,800 -2,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 4.1 0.0 62.3 9.6 90.1 13.7 9.9 86.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
15 2 0 9 8 24 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 33,872
COMMITMENTS
1,609 2,114 0 16,584 27,988 18,193 30,102 15,679 3,770
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,017)
0 -605 0 653 653 653 48 364 969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 6.2 0.0 49.0 82.6 53.7 88.9 46.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 11 0 18 27 21 38
Updated October 21, 2005