MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,098
COMMITMENTS
906 2,017 1,721 14,334 10,236 16,960 13,973 6,138 9,125
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 853)
205 6 82 678 382 966 470 -112 384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 8.7 7.4 62.1 44.3 73.4 60.5 26.6 39.5
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 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 120,577
COMMITMENTS
23,499 21,858 30,195 50,109 35,709 103,802 87,762 16,774 32,815
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,293)
-569 227 922 477 553 830 1,702 463 -409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 18.1 25.0 41.6 29.6 86.1 72.8 13.9 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
48 46 71 29 40 131 123
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,482
COMMITMENTS
401 368 149 301 129 850 645 632 837
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 58)
-116 -13 50 85 -3 18 33 40 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 24.8 10.0 20.3 8.7 57.3 43.5 42.7 56.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 9 6 3 3 14 15
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 188,553
COMMITMENTS
50,376 7,092 39,824 76,635 88,178 166,835 135,094 21,719 53,459
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,190)
-1,827 -317 1,229 1,146 -879 548 33 643 1,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 3.8 21.1 40.6 46.8 88.5 71.6 11.5 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
76 42 65 77 122 195 196
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,161
COMMITMENTS
1,351 552 382 598 1,570 2,332 2,505 1,830 1,657
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -268)
456 -196 -92 -251 185 113 -103 -381 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 13.3 9.2 14.4 37.7 56.0 60.2 44.0 39.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
20 13 11 9 21 35 39
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,265
COMMITMENTS
11,291 2,172 5,592 8,000 8,565 24,883 16,328 5,383 13,937
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -546)
-578 -100 475 66 44 -37 418 -509 -964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 7.2 18.5 26.4 28.3 82.2 54.0 17.8 46.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
48 20 27 42 53 110 85
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 115,472
COMMITMENTS
45,634 7,105 2,738 31,231 85,309 79,602 95,151 35,869 20,320
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 4,016)
652 375 46 2,395 3,111 3,093 3,532 923 484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 6.2 2.4 27.0 73.9 68.9 82.4 31.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
30 12 9 21 27 54 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 70,575
COMMITMENTS
13,795 35,911 179 47,402 11,410 61,376 47,501 9,199 23,074
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 3,276)
981 2,254 -177 2,596 -1,773 3,400 305 -124 2,971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 50.9 0.3 67.2 16.2 87.0 67.3 13.0 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 21 1 18 11 25 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 70,025
COMMITMENTS
49,052 5,131 0 14,604 60,275 63,656 65,406 6,369 4,619
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 5,566)
22,333 -6,917 -20 -16,471 13,428 5,842 6,491 -276 -925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.0 7.3 0.0 20.9 86.1 90.9 93.4 9.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
45 9 0 15 17 60 26
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 71,500
COMMITMENTS
9,110 23,638 680 44,531 27,415 54,321 51,733 17,179 19,766
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -5,038)
-3,432 -3,063 -373 -36 -1,903 -3,841 -5,339 -1,196 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 33.1 1.0 62.3 38.3 76.0 72.4 24.0 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
10 17 5 23 11 35 31
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 238,806
COMMITMENTS
15,538 87,208 6,604 187,964 107,645 210,106 201,457 28,700 37,349
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 949)
312 -188 -573 2,344 -1,813 2,082 -2,574 -1,133 3,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 36.5 2.8 78.7 45.1 88.0 84.4 12.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
20 48 10 31 26 56 79
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 166,647
COMMITMENTS
25,186 19,958 12,435 78,148 79,283 115,768 111,676 50,879 54,971
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -5,688)
5,047 -4,197 1,252 -4,566 4,928 1,733 1,983 -7,420 -7,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 12.0 7.5 46.9 47.6 69.5 67.0 30.5 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
40 28 32 29 30 83 77
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 39,943
COMMITMENTS
9,061 721 500 27,201 33,078 36,762 34,299 3,181 5,644
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,290)
115 0 50 2,718 1,043 2,883 1,093 -1,593 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 1.8 1.3 68.1 82.8 92.0 85.9 8.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 1 12 14 16 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 14,566,173
COMMITMENTS
854,671 906,459 4771671 7827933 7205294 13454275 12883424 1111898 1682749
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 735,089)
12,715 5,932 434,743 255,763 230,929 703,220 671,603 31,869 63,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 6.2 32.8 53.7 49.5 92.4 88.4 7.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
67 73 113 140 149 263 286
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 728,679
COMMITMENTS
61,911 71,388 44,003 485,549 484,035 591,463 599,426 137,216 129,253
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 2,496)
-1,657 -71 3,772 4,441 1,571 6,556 5,272 -4,060 -2,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 9.8 6.0 66.6 66.4 81.2 82.3 18.8 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
51 41 55 97 68 174 138
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,162,640
COMMITMENTS
162,036 308,259 39,361 638,590 687,869 839,987 1035490 322,653 127,151
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -4,032)
19,251 -55,188 10,935 -39,441 51,393 -9,256 7,140 5,223 -11,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 26.5 3.4 54.9 59.2 72.2 89.1 27.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
50 57 32 63 58 131 129
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,103
COMMITMENTS
1,323 661 0 6,458 11,221 7,781 11,882 5,322 1,221
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 165)
81 0 0 -349 88 -268 88 433 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 5.0 0.0 49.3 85.6 59.4 90.7 40.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 1 17 16 19 19
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 37,979
COMMITMENTS
6,810 9,825 0 26,056 19,709 32,866 29,534 5,113 8,445
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 2,637)
511 3,503 0 1,099 -1,880 1,610 1,623 1,027 1,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 25.9 0.0 68.6 51.9 86.5 77.8 13.5 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 7 0 19 15 23 22
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 63,034
COMMITMENTS
8,818 13,532 402 33,698 39,912 42,917 53,846 20,117 9,189
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -433)
-193 463 -762 174 415 -781 115 348 -549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 21.5 0.6 53.5 63.3 68.1 85.4 31.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
12 17 2 34 26 48 43
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 377,135
COMMITMENTS
68,940 138,941 11,453 277,736 146,743 358,128 297,136 19,007 79,999
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -27,471)
-1,995 -46,419 1,772 -27,989 12,072 -28,213 -32,575 742 5,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 36.8 3.0 73.6 38.9 95.0 78.8 5.0 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
59 72 14 44 40 113 116
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 62,025
COMMITMENTS
14,623 10,587 0 31,931 38,432 46,554 49,019 15,471 13,006
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,559)
-939 2,939 0 4,681 -2,723 3,742 216 -2,183 1,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 17.1 0.0 51.5 62.0 75.1 79.0 24.9 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 8 0 12 15 21 23
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,944
COMMITMENTS
900 6,427 0 31,398 23,651 32,298 30,078 3,646 5,866
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 509)
48 -660 0 273 888 321 228 188 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 17.9 0.0 87.4 65.8 89.9 83.7 10.1 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
2 15 1 33 30 35 46
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 289,524
COMMITMENTS
13,733 62,634 4,371 255,626 211,987 273,730 278,992 15,794 10,532
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 5,336)
176 -7,474 1,780 -546 11,970 1,411 6,276 3,925 -940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 21.6 1.5 88.3 73.2 94.5 96.4 5.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
19 57 21 38 49 70 114
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 62,189
COMMITMENTS
16,041 17,248 2,669 31,665 36,148 50,375 56,065 11,814 6,124
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 927)
1,830 -82 -208 173 2,000 1,795 1,710 -868 -783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 27.7 4.3 50.9 58.1 81.0 90.2 19.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
26 21 6 20 24 49 51
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 39,407
COMMITMENTS
11,664 1,597 4 23,126 5,720 34,794 7,321 4,613 32,086
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 3,261)
1,679 66 4 1,535 1,137 3,218 1,207 43 2,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 4.1 0.0 58.7 14.5 88.3 18.6 11.7 81.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 4 1 10 8 26 12
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 37,487
COMMITMENTS
1,609 1,738 129 18,337 29,521 20,075 31,388 17,412 6,099
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,919)
0 -356 129 1,250 789 1,379 562 540 1,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 4.6 0.3 48.9 78.8 53.6 83.7 46.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 9 1 18 26 22 35
Updated November 4, 2005