MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,244
COMMITMENTS
700 2,011 1,638 13,656 9,854 15,995 13,503 6,250 8,741
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 217)
236 26 -81 100 -3 254 -58 -37 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 9.0 7.4 61.4 44.3 71.9 60.7 28.1 39.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 5 10 18 13 29 24
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 119,284
COMMITMENTS
24,068 21,631 29,273 49,632 35,156 102,973 86,060 16,311 33,224
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 3,317)
140 3,231 427 2,050 37 2,618 3,696 700 -378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 18.1 24.5 41.6 29.5 86.3 72.1 13.7 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
52 47 68 30 38 129 120
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,424
COMMITMENTS
517 381 99 216 132 832 612 592 813
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -66)
-162 -106 20 50 4 -92 -82 26 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 26.7 7.0 15.2 9.3 58.4 43.0 41.6 57.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 10 5 4 4 17 14
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 187,363
COMMITMENTS
52,202 7,410 38,595 75,490 89,057 166,287 135,062 21,076 52,301
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 4,595)
2,034 -1,314 2,711 -9 2,838 4,735 4,235 -141 359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 4.0 20.6 40.3 47.5 88.8 72.1 11.2 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
74 52 66 76 123 197 201
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,429
COMMITMENTS
895 749 474 849 1,385 2,218 2,608 2,211 1,821
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -82)
-95 -219 85 -19 183 -29 49 -53 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 16.9 10.7 19.2 31.3 50.1 58.9 49.9 41.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 18 9 14 21 33 42
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,811
COMMITMENTS
11,869 2,272 5,117 7,934 8,521 24,920 15,910 5,891 14,901
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 160)
-417 610 -92 352 -285 -158 232 318 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 7.4 16.6 25.7 27.7 80.9 51.6 19.1 48.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
50 18 27 47 52 116 82
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 111,455
COMMITMENTS
44,982 6,730 2,691 28,836 82,198 76,509 91,619 34,946 19,836
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -7,571)
-7,277 -1,877 539 972 -7,416 -5,766 -8,754 -1,805 1,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 6.0 2.4 25.9 73.7 68.6 82.2 31.4 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
29 15 9 20 28 54 47
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 67,299
COMMITMENTS
12,814 33,657 356 44,806 13,183 57,976 47,196 9,323 20,103
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -13,501)
-1,144 -11,283 356 -13,691 2,369 -14,479 -8,558 978 -4,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 50.0 0.5 66.6 19.6 86.1 70.1 13.9 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 25 3 15 9 24 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 64,459
COMMITMENTS
26,719 12,048 20 31,075 46,847 57,814 58,915 6,645 5,544
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 1,228)
-180 5,459 20 664 -3,594 504 1,885 724 -657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.5 18.7 0.0 48.2 72.7 89.7 91.4 10.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
35 18 1 13 16 49 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 76,537
COMMITMENTS
12,542 26,701 1,053 44,567 29,318 58,162 57,073 18,375 19,465
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -9,056)
2,001 -5,169 739 -8,857 1,330 -6,118 -3,100 -2,939 -5,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 34.9 1.4 58.2 38.3 76.0 74.6 24.0 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
12 18 6 22 15 39 34
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 237,857
COMMITMENTS
15,227 87,396 7,177 185,620 109,459 208,024 204,031 29,833 33,826
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -4,754)
475 -10 -131 -2,803 3,889 -2,459 3,749 -2,295 -8,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 36.7 3.0 78.0 46.0 87.5 85.8 12.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
21 49 12 31 27 58 82
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 172,335
COMMITMENTS
20,138 24,154 11,183 82,714 74,355 114,035 109,692 58,299 62,643
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 6,995)
-4,607 -1,633 835 5,517 2,135 1,745 1,337 5,250 5,658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 14.0 6.5 48.0 43.1 66.2 63.7 33.8 36.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
31 36 26 33 30 80 77
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 38,653
COMMITMENTS
8,946 721 450 24,483 32,035 33,879 33,206 4,774 5,447
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 8,860)
93 -1,126 0 7,770 9,822 7,863 8,696 997 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 1.9 1.2 63.3 82.9 87.6 85.9 12.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 1 10 13 14 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,831,084
COMMITMENTS
841,956 900,528 4336929 7572170 6974365 12751054 12211821 1080029 1619262
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 586,069)
-36,952 -16,832 250,868 307,194 275,424 521,110 509,460 64,959 76,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 6.5 31.4 54.7 50.4 92.2 88.3 7.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
60 74 110 139 151 257 285
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 726,184
COMMITMENTS
63,568 71,459 40,231 481,108 482,463 584,907 594,154 141,277 132,030
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -23,089)
-3,827 373 -18,424 2,093 -9,025 -20,158 -27,075 -2,931 3,986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 9.8 5.5 66.3 66.4 80.5 81.8 19.5 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
49 38 51 93 65 168 128
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,166,673
COMMITMENTS
142,785 363,447 28,426 678,032 636,476 849,243 1028350 317,430 138,323
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 18,671)
-21,980 57,215 -28,004 35,288 -35,170 -14,696 -5,959 33,368 24,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 31.2 2.4 58.1 54.6 72.8 88.1 27.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
46 58 33 65 61 127 136
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,938
COMMITMENTS
1,242 661 0 6,807 11,133 8,049 11,794 4,889 1,144
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -5)
3 -27 0 -1 0 2 -27 -7 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 5.1 0.0 52.6 86.0 62.2 91.2 37.8 8.8
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 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 35,342
COMMITMENTS
6,299 6,322 0 24,957 21,589 31,256 27,911 4,086 7,431
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 809)
226 434 0 444 76 670 510 139 299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 17.9 0.0 70.6 61.1 88.4 79.0 11.6 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 6 0 18 17 22 23
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 63,467
COMMITMENTS
9,011 13,069 1,164 33,524 39,497 43,699 53,730 19,769 9,737
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -1,171)
907 -3,039 817 -499 411 1,225 -1,810 -2,396 639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 20.6 1.8 52.8 62.2 68.9 84.7 31.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
12 18 4 34 25 49 44
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 404,606
COMMITMENTS
70,935 185,360 9,681 305,725 134,671 386,341 329,711 18,265 74,895
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -10,201)
-2,956 -20,487 5,948 -13,335 19,493 -10,343 4,954 143 -15,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 45.8 2.4 75.6 33.3 95.5 81.5 4.5 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
46 88 11 47 40 103 129
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 60,467
COMMITMENTS
15,562 7,648 0 27,250 41,155 42,812 48,803 17,655 11,664
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -4,050)
-3,831 -683 0 -948 -2,478 -4,779 -3,161 729 -889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 12.6 0.0 45.1 68.1 70.8 80.7 29.2 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 6 0 11 15 21 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,435
COMMITMENTS
852 7,087 0 31,125 22,763 31,977 29,850 3,458 5,585
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 944)
109 -4 0 1,581 20 1,690 16 -746 928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 20.0 0.0 87.8 64.2 90.2 84.2 9.8 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
2 16 1 32 28 34 45
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 284,188
COMMITMENTS
13,556 70,108 2,591 256,172 200,017 272,319 272,717 11,869 11,472
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 15,007)
1,299 7,214 -1,317 11,943 11,070 11,925 16,966 3,082 -1,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 24.7 0.9 90.1 70.4 95.8 96.0 4.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
20 54 17 41 51 70 113
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 61,262
COMMITMENTS
14,211 17,330 2,877 31,492 34,148 48,580 54,355 12,682 6,907
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -886)
-572 -119 -122 -1,078 -462 -1,772 -703 886 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 28.3 4.7 51.4 55.7 79.3 88.7 20.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
24 20 6 22 24 49 49
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 36,146
COMMITMENTS
9,985 1,531 0 21,591 4,583 31,576 6,114 4,570 30,032
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -1,036)
-353 20 0 -1,555 1,010 -1,908 1,030 872 -2,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 4.2 0.0 59.7 12.7 87.4 16.9 12.6 83.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 2 0 9 10 21 12
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 35,567
COMMITMENTS
1,609 2,094 0 17,087 28,732 18,696 30,826 16,871 4,741
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 1,696)
0 -20 0 503 744 503 724 1,193 972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 5.9 0.0 48.0 80.8 52.6 86.7 47.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 9 0 18 26 21 35
Updated October 28, 2005