MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,157
COMMITMENTS
209 2,206 1,488 13,670 8,818 15,367 12,513 5,790 8,644
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -1,941)
-696 190 -233 -664 -1,418 -1,593 -1,460 -348 -481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 10.4 7.0 64.6 41.7 72.6 59.1 27.4 40.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 8 9 19 13 29 23
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 120,159
COMMITMENTS
25,414 20,709 27,448 49,831 38,546 102,694 86,703 17,466 33,456
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -417)
1,915 -1,149 -2,747 -277 2,837 -1,109 -1,059 691 641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 17.2 22.8 41.5 32.1 85.5 72.2 14.5 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
54 51 72 31 40 139 126
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,394
COMMITMENTS
404 358 84 272 186 759 627 635 767
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -88)
3 -10 -65 -29 57 -91 -18 3 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 25.6 6.0 19.5 13.3 54.5 45.0 45.5 55.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 9 4 3 3 14 13
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 189,639
COMMITMENTS
53,038 7,185 38,649 74,874 86,858 166,561 132,691 23,078 56,948
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 1,085)
2,663 92 -1,175 -1,761 -1,320 -274 -2,403 1,359 3,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 3.8 20.4 39.5 45.8 87.8 70.0 12.2 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
79 41 66 74 123 192 200
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,065
COMMITMENTS
2,013 303 460 526 2,377 2,999 3,140 2,066 1,925
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 904)
662 -249 77 -72 807 667 635 236 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 6.0 9.1 10.4 46.9 59.2 62.0 40.8 38.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
23 12 12 12 27 42 44
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,109
COMMITMENTS
12,065 2,444 5,647 7,966 8,051 25,678 16,142 5,430 14,966
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 843)
774 272 55 -34 -514 795 -186 48 1,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 7.9 18.2 25.6 25.9 82.5 51.9 17.5 48.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
51 19 32 41 49 112 86
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 111,545
COMMITMENTS
38,120 11,152 2,436 37,114 66,551 77,670 80,138 33,875 31,408
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -3,926)
-7,514 4,047 -302 5,884 -18,758 -1,932 -15,014 -1,994 11,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 10.0 2.2 33.3 59.7 69.6 71.8 30.4 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
26 17 8 20 24 50 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 86,283
COMMITMENTS
14,106 49,399 223 63,873 12,486 78,203 62,108 8,081 24,175
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 15,708)
312 13,487 44 16,471 1,076 16,827 14,607 -1,118 1,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 57.3 0.3 74.0 14.5 90.6 72.0 9.4 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 29 1 19 10 25 40
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 91,830
COMMITMENTS
67,361 5,207 0 17,982 82,968 85,343 88,175 6,487 3,655
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 21,805)
18,309 76 0 3,378 22,693 21,687 22,769 118 -964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.4 5.7 0.0 19.6 90.3 92.9 96.0 7.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
54 9 0 17 19 71 28
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 82,357
COMMITMENTS
10,489 29,894 4 53,538 28,196 64,031 58,094 18,327 24,263
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 10,858)
1,379 6,256 -676 9,007 781 9,710 6,361 1,148 4,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 36.3 0.0 65.0 34.2 77.7 70.5 22.3 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
9 16 1 22 13 32 29
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 237,990
COMMITMENTS
16,553 84,607 5,568 188,650 112,920 210,771 203,095 27,220 34,895
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -816)
1,015 -2,600 -1,036 686 5,274 665 1,638 -1,480 -2,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 35.6 2.3 79.3 47.4 88.6 85.3 11.4 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
18 52 9 30 26 56 79
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 180,777
COMMITMENTS
29,879 37,159 10,517 84,043 72,315 124,439 119,991 56,339 60,787
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 14,130)
4,694 17,202 -1,918 5,895 -6,969 8,671 8,315 5,460 5,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 20.6 5.8 46.5 40.0 68.8 66.4 31.2 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
40 33 21 27 28 76 74
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 36,994
COMMITMENTS
7,467 721 0 25,262 28,487 32,729 29,208 4,265 7,786
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -2,949)
-1,594 0 -500 -1,939 -4,591 -4,033 -5,091 1,084 2,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 1.9 0.0 68.3 77.0 88.5 79.0 11.5 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 11 15 13 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 15,166,068
COMMITMENTS
879,192 975,589 5086306 8113063 7442423 14078561 13504319 1087506 1661749
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 599,895)
24,521 69,130 314,635 285,130 237,130 624,286 620,895 -24,392 -21,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 6.4 33.5 53.5 49.1 92.8 89.0 7.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
62 79 117 144 155 272 294
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 731,250
COMMITMENTS
59,538 66,275 46,530 479,785 485,736 585,853 598,541 145,397 132,709
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 2,571)
-2,372 -5,113 2,527 -5,765 1,702 -5,610 -884 8,181 3,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 9.1 6.4 65.6 66.4 80.1 81.9 19.9 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
46 46 59 93 68 173 139
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,197,742
COMMITMENTS
163,544 334,862 41,975 673,860 707,779 879,379 1084616 318,363 113,126
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 35,102)
1,509 26,603 2,613 35,270 19,909 39,392 49,126 -4,290 -14,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 28.0 3.5 56.3 59.1 73.4 90.6 26.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
53 56 35 63 61 135 133
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,198
COMMITMENTS
1,277 649 0 6,676 11,318 7,953 11,967 5,245 1,231
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 95)
-46 -12 0 218 97 172 85 -77 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 4.9 0.0 50.6 85.8 60.3 90.7 39.7 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 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 39,059
COMMITMENTS
7,096 9,182 0 26,679 22,935 33,775 32,117 5,284 6,942
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 1,080)
286 -643 0 623 3,226 909 2,583 171 -1,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 23.5 0.0 68.3 58.7 86.5 82.2 13.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 6 0 18 17 23 23
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,675
COMMITMENTS
11,161 13,067 432 33,735 38,193 45,328 51,692 17,347 10,983
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -359)
2,343 -465 31 37 -1,719 2,411 -2,154 -2,770 1,794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 20.8 0.7 53.8 60.9 72.3 82.5 27.7 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
13 14 3 38 25 53 40
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 351,168
COMMITMENTS
109,075 95,303 4,933 216,463 192,548 330,471 292,783 20,697 58,385
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -25,967)
40,135 -43,638 -6,520 -61,272 45,805 -27,657 -4,353 1,689 -21,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 27.1 1.4 61.6 54.8 94.1 83.4 5.9 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
70 70 17 43 41 123 118
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 68,986
COMMITMENTS
17,183 13,112 0 36,510 39,067 53,693 52,179 15,293 16,807
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 6,961)
2,560 2,525 0 4,579 635 7,139 3,160 -178 3,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 19.0 0.0 52.9 56.6 77.8 75.6 22.2 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 11 0 14 15 22 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 37,619
COMMITMENTS
1,508 5,994 0 31,704 23,280 33,212 29,274 4,407 8,345
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 1,674)
608 -433 0 306 -371 914 -804 761 2,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 15.9 0.0 84.3 61.9 88.3 77.8 11.7 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
2 15 1 32 28 34 44
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 287,780
COMMITMENTS
17,264 60,372 3,922 243,459 212,014 264,645 276,307 23,135 11,473
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -1,744)
3,532 -2,262 -450 -12,167 27 -9,085 -2,685 7,341 941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 21.0 1.4 84.6 73.7 92.0 96.0 8.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
21 57 19 39 49 76 109
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 69,174
COMMITMENTS
18,603 23,872 3,568 36,067 36,245 58,238 63,685 10,936 5,489
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 6,985)
2,562 6,624 899 4,402 97 7,863 7,620 -878 -635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 34.5 5.2 52.1 52.4 84.2 92.1 15.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
28 26 5 22 24 54 54
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 46,126
COMMITMENTS
17,192 3,618 4 24,434 7,462 41,630 11,084 4,496 35,042
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 6,719)
5,528 2,021 0 1,308 1,742 6,836 3,763 -117 2,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 7.8 0.0 53.0 16.2 90.3 24.0 9.7 76.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
18 9 1 11 11 30 20
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 35,655
COMMITMENTS
1,579 1,694 136 18,828 28,012 20,543 29,842 15,112 5,813
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -1,832)
-30 -44 7 491 -1,509 468 -1,546 -2,300 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 4.8 0.4 52.8 78.6 57.6 83.7 42.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 8 2 19 27 23 37
Updated October 14, 2005