MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,366
COMMITMENTS
567 2,468 1,771 15,823 9,252 18,160 13,490 5,206 9,876
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 139)
195 218 -55 47 13 188 176 -49 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 10.6 7.6 67.7 39.6 77.7 57.7 22.3 42.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 7 11 19 13 31 25
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 129,683
COMMITMENTS
27,960 19,249 29,167 52,910 45,035 110,037 93,451 19,645 36,231
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 4,445)
732 368 2,482 656 2,624 3,871 5,474 575 -1,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 14.8 22.5 40.8 34.7 84.9 72.1 15.1 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
63 52 75 32 43 152 132
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,405
COMMITMENTS
365 350 87 392 163 844 599 562 806
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -11)
83 50 -88 82 2 78 -35 -88 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 24.9 6.2 27.9 11.6 60.0 42.6 40.0 57.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 11 5 5 2 15 14
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 212,991
COMMITMENTS
61,140 7,063 43,250 83,953 100,070 188,342 150,382 24,649 62,608
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 11,227)
5,848 -581 2,177 2,811 5,924 10,836 7,519 391 3,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 3.3 20.3 39.4 47.0 88.4 70.6 11.6 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
94 38 81 89 139 234 229
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,845
COMMITMENTS
2,400 241 765 548 3,225 3,713 4,232 2,131 1,613
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 82)
-45 123 64 49 134 69 320 13 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 4.1 13.1 9.4 55.2 63.5 72.4 36.5 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
26 6 14 14 31 48 46
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,974
COMMITMENTS
12,971 1,817 5,398 7,246 8,937 25,614 16,151 5,359 14,823
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 3,736)
1,959 193 1,307 -29 1,191 3,237 2,690 499 1,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 5.9 17.4 23.4 28.9 82.7 52.1 17.3 47.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
52 16 25 40 54 106 86
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 122,776
COMMITMENTS
43,803 13,615 3,165 38,967 86,279 85,936 103,060 36,840 19,717
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 9,133)
8,412 -4,771 575 -1,847 14,194 7,139 9,998 1,994 -864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 11.1 2.6 31.7 70.3 70.0 83.9 30.0 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
27 18 9 24 27 53 52
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 100,427
COMMITMENTS
13,932 62,798 329 78,423 13,235 92,684 76,361 7,744 24,066
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -1,449)
-990 -745 -10 -901 -1,021 -1,901 -1,776 452 328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 62.5 0.3 78.1 13.2 92.3 76.0 7.7 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 32 1 19 11 25 43
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 137,066
COMMITMENTS
89,972 4,249 1,000 38,596 127,620 129,568 132,869 7,498 4,197
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 7,242)
-1,365 -793 870 7,427 8,868 6,932 8,945 310 -1,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.6 3.1 0.7 28.2 93.1 94.5 96.9 5.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
66 10 3 17 19 84 31
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 102,263
COMMITMENTS
10,901 44,388 395 71,921 33,155 83,217 77,938 19,046 24,325
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 10,301)
1,924 1,971 34 8,710 10,131 10,668 12,135 -367 -1,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 43.4 0.4 70.3 32.4 81.4 76.2 18.6 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
11 25 3 23 15 35 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 248,401
COMMITMENTS
19,497 86,684 5,422 191,007 118,881 215,927 210,988 32,474 37,413
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 2,106)
1,509 -368 -204 -751 2,026 555 1,454 1,551 651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 34.9 2.2 76.9 47.9 86.9 84.9 13.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
24 45 7 33 27 61 75
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 205,633
COMMITMENTS
30,688 48,525 15,824 104,733 87,503 151,245 151,852 54,387 53,780
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -3,493)
-4,508 2,536 -137 4,777 3,773 132 6,172 -3,626 -9,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 23.6 7.7 50.9 42.6 73.6 73.8 26.4 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
39 43 35 29 29 85 91
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 15,363,651
COMMITMENTS
761,965 824,631 5267474 8278290 7640125 14307730 13732230 1055921 1631421
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 139,483)
41,899 -70,858 167,669 -5,932 47,048 203,635 143,858 -64,153 -4,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 5.4 34.3 53.9 49.7 93.1 89.4 6.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
71 67 116 144 155 271 290
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 747,161
COMMITMENTS
65,699 71,073 44,482 482,796 486,649 592,976 602,204 154,185 144,957
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 3,561)
1,286 2,357 2,412 4,281 1,021 7,980 5,790 -4,419 -2,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 9.5 6.0 64.6 65.1 79.4 80.6 20.6 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
42 44 50 93 65 166 129
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,319,227
COMMITMENTS
234,773 274,602 44,680 664,126 890,707 943,580 1209988 375,647 109,238
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 43,678)
22,150 -47,863 -1,211 6,378 113,970 27,317 64,896 16,361 -21,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 20.8 3.4 50.3 67.5 71.5 91.7 28.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
65 56 38 69 63 158 133
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,804
COMMITMENTS
1,497 866 0 6,041 10,936 7,538 11,802 5,266 1,002
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -110)
220 217 0 -243 -85 -23 132 -87 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 6.8 0.0 47.2 85.4 58.9 92.2 41.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 1 16 15 19 19
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 46,184
COMMITMENTS
8,612 9,401 150 32,281 29,088 41,043 38,639 5,141 7,545
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 1,936)
139 213 150 1,844 -93 2,133 270 -197 1,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 20.4 0.3 69.9 63.0 88.9 83.7 11.1 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 7 1 22 18 30 25
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,071
COMMITMENTS
15,113 13,646 496 34,185 35,148 49,795 49,290 9,277 9,781
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -379)
585 -727 -12 -1,345 2,826 -773 2,086 394 -2,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 23.1 0.8 57.9 59.5 84.3 83.4 15.7 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
18 11 3 37 29 56 42
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 421,039
COMMITMENTS
184,657 127,223 6,772 200,348 272,206 391,777 406,202 29,263 14,838
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -3,263)
1,222 -628 2,581 -3,774 -3,681 29 -1,728 -3,292 -1,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 30.2 1.6 47.6 64.7 93.0 96.5 7.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
96 58 18 46 48 151 115
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 79,935
COMMITMENTS
21,190 15,448 0 44,298 48,198 65,488 63,646 14,447 16,289
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -851)
1,500 -3,493 0 -1,823 4,152 -323 659 -528 -1,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 19.3 0.0 55.4 60.3 81.9 79.6 18.1 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 15 0 16 13 25 28
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,896
COMMITMENTS
1,522 5,700 0 31,614 23,317 33,136 29,017 3,760 7,879
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -40)
-1 -240 0 175 658 174 418 -214 -457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 15.4 0.0 85.7 63.2 89.8 78.6 10.2 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
2 13 1 32 29 34 43
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 300,981
COMMITMENTS
23,386 60,829 4,170 248,205 225,635 275,761 290,634 25,221 10,347
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 8,220)
-119 2,562 211 11,055 5,727 11,147 8,501 -2,928 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 20.2 1.4 82.5 75.0 91.6 96.6 8.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
30 49 19 40 48 79 107
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 76,720
COMMITMENTS
14,073 24,265 4,564 43,652 37,874 62,289 66,703 14,431 10,017
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -130)
-2,649 -2,837 290 2,065 1,210 -294 -1,337 164 1,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 31.6 5.9 56.9 49.4 81.2 86.9 18.8 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
29 23 7 22 25 56 52
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 51,511
COMMITMENTS
18,654 4,034 4 25,699 9,313 44,357 13,351 7,154 38,160
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 1,796)
-691 807 0 1,134 111 443 918 1,353 878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 7.8 0.0 49.9 18.1 86.1 25.9 13.9 74.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
16 9 1 11 11 28 20
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 40,168
COMMITMENTS
1,581 2,109 194 18,273 28,602 20,048 30,905 20,119 9,263
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 4,627)
-348 205 88 -1,527 1,310 -1,787 1,603 6,414 3,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 5.2 0.5 45.5 71.2 49.9 76.9 50.1 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 9 3 19 26 25 37
Updated December 2, 2005