MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,227
COMMITMENTS
371 2,250 1,825 15,776 9,239 17,973 13,314 5,254 9,914
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 1,232)
145 46 207 1,455 288 1,807 541 -575 691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 9.7 7.9 67.9 39.8 77.4 57.3 22.6 42.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 6 10 19 13 29 24
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 125,238
COMMITMENTS
27,228 18,882 26,685 52,254 42,411 106,167 87,977 19,071 37,261
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 152)
-2,668 -1,893 317 2,243 152 -109 -1,424 261 1,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 15.1 21.3 41.7 33.9 84.8 70.2 15.2 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
63 45 68 32 40 142 123
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,416
COMMITMENTS
282 299 174 310 161 766 635 650 781
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 94)
-15 -30 7 22 19 13 -5 80 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 21.1 12.3 21.9 11.4 54.1 44.8 45.9 55.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 9 6 4 2 13 14
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 201,764
COMMITMENTS
55,292 7,644 41,073 81,142 94,146 177,507 142,863 24,258 58,901
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 3,850)
1,152 36 174 2,313 1,786 3,639 1,996 211 1,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 3.8 20.4 40.2 46.7 88.0 70.8 12.0 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
83 41 80 81 133 217 225
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,763
COMMITMENTS
2,445 118 702 498 3,092 3,645 3,912 2,118 1,852
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 264)
-56 -90 92 16 244 51 246 212 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 2.1 12.2 8.6 53.6 63.2 67.9 36.8 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
27 5 13 11 28 45 41
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,238
COMMITMENTS
11,012 1,624 4,091 7,275 7,746 22,377 13,461 4,861 13,777
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -3,094)
-1,510 -209 -718 -458 -770 -2,687 -1,697 -407 -1,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 6.0 15.0 26.7 28.4 82.2 49.4 17.8 50.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
39 17 22 40 50 96 78
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 113,643
COMMITMENTS
35,392 18,386 2,590 40,815 72,085 78,797 93,062 34,846 20,581
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 4,193)
2,088 5,638 615 2,018 -1,947 4,722 4,306 -529 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 16.2 2.3 35.9 63.4 69.3 81.9 30.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
24 20 8 23 26 50 51
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 101,876
COMMITMENTS
14,922 63,543 338 79,324 14,256 94,585 78,138 7,291 23,738
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 2,263)
-221 2,719 271 2,108 1,521 2,158 4,511 105 -2,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 62.4 0.3 77.9 14.0 92.8 76.7 7.2 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 33 1 19 12 25 45
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 129,824
COMMITMENTS
91,337 5,042 130 31,169 118,752 122,636 123,924 7,188 5,900
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 19,408)
6,673 215 130 12,411 16,920 19,214 17,265 194 2,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.4 3.9 0.1 24.0 91.5 94.5 95.5 5.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
64 9 1 17 19 82 28
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 91,962
COMMITMENTS
8,976 42,418 361 63,211 23,025 72,549 65,803 19,414 26,159
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 5,667)
-1,133 8,120 41 4,947 -4,727 3,855 3,433 1,812 2,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 46.1 0.4 68.7 25.0 78.9 71.6 21.1 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 24 2 21 11 30 36
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 246,295
COMMITMENTS
17,989 87,052 5,626 191,758 116,856 215,372 209,533 30,923 36,762
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 1,748)
-180 -1,973 66 -588 3,720 -702 1,814 2,450 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 35.3 2.3 77.9 47.4 87.4 85.1 12.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
24 46 9 30 27 58 78
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 209,126
COMMITMENTS
35,196 45,989 15,961 99,956 83,730 151,113 145,680 58,013 63,446
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 10,979)
3,735 649 2,517 2,893 6,216 9,145 9,382 1,835 1,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 22.0 7.6 47.8 40.0 72.3 69.7 27.7 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
40 39 33 28 32 83 90
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 15,224,168
COMMITMENTS
720,066 895,489 5099805 8284223 7593078 14104094 13588372 1120074 1635796
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 14,018)
-195,218 -69,979 -32,793 168,982 124,814 -59,029 22,043 73,047 -8,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 5.9 33.5 54.4 49.9 92.6 89.3 7.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
69 69 117 144 157 273 293
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 743,600
COMMITMENTS
64,412 68,716 42,070 478,515 485,628 584,997 596,414 158,604 147,186
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 7,353)
1,735 2,561 -6,715 -1,773 483 -6,753 -3,671 14,107 11,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 9.2 5.7 64.4 65.3 78.7 80.2 21.3 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
40 44 48 89 64 159 127
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,275,549
COMMITMENTS
212,623 322,465 45,891 657,749 776,737 916,263 1145092 359,286 130,456
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 59,149)
48,500 5,726 2,848 3,242 42,061 54,591 50,635 4,559 8,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 25.3 3.6 51.6 60.9 71.8 89.8 28.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
58 62 36 65 62 147 136
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,914
COMMITMENTS
1,277 649 0 6,284 11,021 7,561 11,670 5,353 1,244
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -65)
-5 0 0 -83 -136 -88 -136 23 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 5.0 0.0 48.7 85.3 58.5 90.4 41.5 9.6
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 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 44,248
COMMITMENTS
8,473 9,188 0 30,437 29,181 38,910 38,369 5,338 5,879
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 225)
661 -473 0 -1,070 2,181 -409 1,708 634 -1,483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 20.8 0.0 68.8 65.9 87.9 86.7 12.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 7 0 21 17 28 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,450
COMMITMENTS
14,529 14,373 509 35,530 32,322 50,567 47,204 8,883 12,246
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -365)
319 2,036 72 1,969 -4,554 2,359 -2,447 -2,724 2,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 24.2 0.9 59.8 54.4 85.1 79.4 14.9 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
17 15 4 39 26 57 44
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 424,302
COMMITMENTS
183,435 127,852 4,191 204,122 275,887 391,748 407,930 32,555 16,373
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 68,753)
35,929 38,542 -1,583 26,463 43,728 60,810 80,687 7,944 -11,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.2 30.1 1.0 48.1 65.0 92.3 96.1 7.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
86 57 13 45 43 138 106
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 80,785
COMMITMENTS
19,690 18,941 0 46,121 44,046 65,811 62,987 14,974 17,798
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 4,257)
1,323 767 0 2,829 3,241 4,152 4,008 105 249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 23.4 0.0 57.1 54.5 81.5 78.0 18.5 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 16 0 16 14 22 30
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,936
COMMITMENTS
1,523 5,940 0 31,439 22,659 32,962 28,600 3,974 8,336
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -240)
7 104 0 -371 -607 -364 -503 123 263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 16.1 0.0 85.1 61.3 89.2 77.4 10.8 22.6
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 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 292,761
COMMITMENTS
23,505 58,267 3,959 237,149 219,908 264,613 282,134 28,148 10,628
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 1,233)
4,257 -2,084 -337 -4,168 3,216 -248 795 1,481 438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 19.9 1.4 81.0 75.1 90.4 96.4 9.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
25 52 16 42 50 80 105
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 76,850
COMMITMENTS
16,722 27,102 4,274 41,587 36,664 62,583 68,040 14,267 8,810
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 5,036)
-1,518 1,579 899 5,289 2,430 4,670 4,908 366 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 35.3 5.6 54.1 47.7 81.4 88.5 18.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
32 27 8 21 26 59 57
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 49,715
COMMITMENTS
19,345 3,227 4 24,565 9,202 43,914 12,433 5,801 37,282
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 4,610)
2,254 -177 0 527 1,608 2,781 1,431 1,829 3,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 6.5 0.0 49.4 18.5 88.3 25.0 11.7 75.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
18 7 1 12 11 31 18
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 35,541
COMMITMENTS
1,929 1,904 106 19,800 27,292 21,835 29,302 13,706 6,239
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 813)
-479 102 -30 107 -514 -402 -442 1,215 1,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 5.4 0.3 55.7 76.8 61.4 82.4 38.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 9 1 19 26 24 36
Updated November 28, 2005