MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,995
COMMITMENTS
226 2,203 1,618 14,321 8,951 16,165 12,772 5,829 9,223
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 838)
17 -3 130 651 133 798 260 40 578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 10.0 7.4 65.1 40.7 73.5 58.1 26.5 41.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 6 10 18 13 28 24
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 125,086
COMMITMENTS
29,896 20,774 26,368 50,012 42,259 106,276 89,401 18,810 35,684
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 4,926)
4,482 65 -1,080 181 3,713 3,582 2,698 1,344 2,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 16.6 21.1 40.0 33.8 85.0 71.5 15.0 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
57 54 68 27 39 138 121
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,323
COMMITMENTS
297 330 168 288 142 753 639 570 683
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -72)
-107 -28 84 16 -44 -6 12 -65 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 24.9 12.7 21.8 10.7 56.9 48.3 43.1 51.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 10 6 3 2 13 15
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 197,915
COMMITMENTS
54,139 7,608 40,899 78,829 92,360 173,868 140,867 24,047 57,048
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 8,276)
1,101 423 2,251 3,955 5,502 7,307 8,176 969 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 3.8 20.7 39.8 46.7 87.8 71.2 12.2 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
79 36 70 77 133 201 216
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,500
COMMITMENTS
2,501 208 610 482 2,848 3,593 3,665 1,906 1,834
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 435)
489 -95 150 -44 471 594 526 -160 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 3.8 11.1 8.8 51.8 65.3 66.6 34.7 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
27 7 11 12 31 43 45
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,332
COMMITMENTS
12,522 1,833 4,809 7,733 8,516 25,064 15,158 5,268 15,174
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -776)
457 -611 -838 -233 465 -614 -984 -162 208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 6.0 15.9 25.5 28.1 82.6 50.0 17.4 50.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
50 15 25 44 52 110 80
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 109,450
COMMITMENTS
33,303 12,748 1,975 38,797 74,032 74,075 88,756 35,375 20,695
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -2,095)
-4,817 1,596 -460 1,683 7,482 -3,595 8,618 1,500 -10,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 11.6 1.8 35.4 67.6 67.7 81.1 32.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
23 16 6 22 26 48 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 99,612
COMMITMENTS
15,143 60,824 67 77,216 12,735 92,426 73,627 7,186 25,986
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 13,329)
1,036 11,426 -156 13,343 249 14,224 11,519 -894 1,811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 61.1 0.1 77.5 12.8 92.8 73.9 7.2 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 34 1 19 11 26 45
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 110,416
COMMITMENTS
84,664 4,827 0 18,758 101,832 103,422 106,659 6,994 3,757
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 18,586)
17,303 -380 0 776 18,864 18,079 18,484 507 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.7 4.4 0.0 17.0 92.2 93.7 96.6 6.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
62 7 0 17 20 79 27
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 86,295
COMMITMENTS
10,110 34,298 320 58,264 27,752 68,694 62,370 17,601 23,925
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 3,938)
-379 4,404 316 4,726 -444 4,664 4,276 -725 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 39.7 0.4 67.5 32.2 79.6 72.3 20.4 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
10 21 3 21 12 33 34
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 244,547
COMMITMENTS
18,169 89,025 5,559 192,345 113,136 216,074 207,720 28,473 36,827
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 6,556)
1,616 4,417 -9 3,696 216 5,303 4,624 1,253 1,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 36.4 2.3 78.7 46.3 88.4 84.9 11.6 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
21 53 9 31 29 60 83
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 198,147
COMMITMENTS
31,461 45,340 13,444 97,063 77,514 141,968 136,298 56,178 61,848
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 17,369)
1,582 8,181 2,927 13,020 5,200 17,529 16,308 -160 1,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 22.9 6.8 49.0 39.1 71.6 68.8 28.4 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
39 39 28 30 30 84 83
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 15,210,150
COMMITMENTS
915,284 965,468 5132598 8115241 7468263 14163123 13566330 1047027 1643820
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 44,083)
36,092 -10,121 46,292 2,179 25,840 84,562 62,011 -40,479 -17,928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 6.3 33.7 53.4 49.1 93.1 89.2 6.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
72 69 114 141 153 268 289
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 736,247
COMMITMENTS
62,677 66,155 48,785 480,288 485,145 591,750 600,085 144,497 136,162
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 4,997)
3,139 -120 2,255 503 -592 5,897 1,544 -900 3,453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 9.0 6.6 65.2 65.9 80.4 81.5 19.6 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
49 45 59 94 67 177 138
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,216,399
COMMITMENTS
164,123 316,739 43,042 654,507 734,676 861,672 1094457 354,727 121,942
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 18,657)
579 -18,123 1,067 -19,353 26,897 -17,707 9,842 36,364 8,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 26.0 3.5 53.8 60.4 70.8 90.0 29.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
54 56 35 64 61 140 130
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,979
COMMITMENTS
1,282 649 0 6,367 11,157 7,649 11,806 5,330 1,173
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -219)
5 0 0 -309 -161 -304 -161 85 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 5.0 0.0 49.1 86.0 58.9 91.0 41.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 1 17 15 19 18
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 44,023
COMMITMENTS
7,812 9,661 0 31,507 27,000 39,319 36,661 4,704 7,362
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 4,964)
716 479 0 4,828 4,065 5,544 4,544 -580 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 21.9 0.0 71.6 61.3 89.3 83.3 10.7 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 6 0 20 18 26 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,815
COMMITMENTS
14,210 12,337 437 33,562 36,877 48,209 49,651 11,607 10,164
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -2,859)
3,049 -730 5 -173 -1,316 2,881 -2,041 -5,740 -818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 20.6 0.7 56.1 61.7 80.6 83.0 19.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
17 14 2 37 26 55 41
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 355,549
COMMITMENTS
147,505 89,310 5,774 177,659 232,159 330,938 327,243 24,611 28,306
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 4,382)
38,430 -5,993 841 -38,804 39,612 467 34,460 3,915 -30,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.5 25.1 1.6 50.0 65.3 93.1 92.0 6.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
80 61 17 45 42 136 109
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 76,529
COMMITMENTS
18,367 18,174 0 43,292 40,805 61,659 58,979 14,870 17,550
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 7,542)
1,184 5,062 0 6,782 1,738 7,966 6,800 -424 742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 23.7 0.0 56.6 53.3 80.6 77.1 19.4 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 15 0 15 14 22 29
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 37,176
COMMITMENTS
1,516 5,836 0 31,810 23,267 33,326 29,103 3,850 8,073
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -443)
8 -158 0 106 -13 114 -171 -557 -272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 15.7 0.0 85.6 62.6 89.6 78.3 10.4 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
2 14 1 31 28 33 43
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 291,529
COMMITMENTS
19,248 60,350 4,296 241,318 216,692 264,862 281,339 26,667 10,190
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 3,748)
1,984 -21 375 -2,142 4,679 216 5,032 3,532 -1,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 20.7 1.5 82.8 74.3 90.9 96.5 9.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
34 47 23 42 51 85 112
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 71,814
COMMITMENTS
18,240 25,523 3,375 36,298 34,234 57,913 63,132 13,901 8,682
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 2,640)
-363 1,651 -193 231 -2,011 -325 -553 2,965 3,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 35.5 4.7 50.5 47.7 80.6 87.9 19.4 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
32 28 7 24 25 61 57
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 45,105
COMMITMENTS
17,091 3,404 4 24,038 7,594 41,133 11,002 3,972 34,103
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -1,021)
-101 -214 0 -396 132 -497 -82 -524 -939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 7.5 0.0 53.3 16.8 91.2 24.4 8.8 75.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
17 7 1 11 11 29 18
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 34,728
COMMITMENTS
2,408 1,802 136 19,693 27,806 22,237 29,744 12,491 4,984
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -927)
829 108 0 865 -206 1,694 -98 -2,621 -829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 5.2 0.4 56.7 80.1 64.0 85.6 36.0 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 9 2 20 27 26 38
Updated October 14, 2005