MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,364
COMMITMENTS
217 2,549 1,504 14,615 8,244 16,336 12,297 5,028 9,067
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -2,002)
-350 81 -266 -1,208 -1,007 -1,824 -1,193 -178 -810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 11.9 7.0 68.4 38.6 76.5 57.6 23.5 42.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 6 9 18 12 28 23
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 135,468
COMMITMENTS
29,798 19,158 31,073 53,861 49,666 114,731 99,897 20,736 35,571
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 5,785)
1,837 -92 1,907 950 4,631 4,694 6,446 1,091 -661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 14.1 22.9 39.8 36.7 84.7 73.7 15.3 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
59 67 81 31 44 155 141
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,550
COMMITMENTS
343 407 181 341 173 865 761 685 789
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 145)
-22 58 94 -51 10 22 162 124 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 26.3 11.7 22.0 11.2 55.8 49.1 44.2 50.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 12 7 4 2 15 17
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 212,920
COMMITMENTS
67,630 9,571 37,555 84,536 104,058 189,721 151,184 23,199 61,736
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -71)
6,490 2,507 -5,695 583 3,989 1,378 802 -1,449 -873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 4.5 17.6 39.7 48.9 89.1 71.0 10.9 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
102 37 73 89 147 233 235
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,529
COMMITMENTS
2,282 105 469 684 3,276 3,436 3,850 2,093 1,679
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -316)
-118 -136 -296 137 50 -278 -382 -38 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 1.9 8.5 12.4 59.2 62.1 69.6 37.9 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
24 3 11 19 32 48 43
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,358
COMMITMENTS
14,514 1,817 5,835 7,994 9,236 28,343 16,889 5,014 16,469
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 2,384)
1,543 0 437 748 300 2,729 738 -345 1,646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 5.4 17.5 24.0 27.7 85.0 50.6 15.0 49.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
50 21 28 42 57 111 92
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 128,437
COMMITMENTS
50,874 12,606 3,592 31,698 90,834 86,163 107,032 42,273 21,405
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 5,660)
7,070 -1,010 427 -7,270 4,555 227 3,972 5,433 1,688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 9.8 2.8 24.7 70.7 67.1 83.3 32.9 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
30 14 8 25 26 56 47
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 106,465
COMMITMENTS
16,290 66,066 555 79,820 16,978 96,665 83,599 9,800 22,865
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 6,037)
2,357 3,268 227 1,397 3,743 3,981 7,238 2,056 -1,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 62.1 0.5 75.0 15.9 90.8 78.5 9.2 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 33 2 20 12 27 45
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 136,516
COMMITMENTS
87,749 5,159 1,022 38,295 125,995 127,067 132,176 9,450 4,340
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -549)
-2,223 909 22 -301 -1,625 -2,501 -693 1,952 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.3 3.8 0.7 28.1 92.3 93.1 96.8 6.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
65 11 4 17 20 83 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 109,720
COMMITMENTS
15,597 41,693 1,019 74,315 42,285 90,932 84,997 18,788 24,723
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 7,457)
4,696 -2,695 624 2,395 9,130 7,715 7,058 -258 399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 38.0 0.9 67.7 38.5 82.9 77.5 17.1 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
13 22 5 21 19 36 44
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 249,082
COMMITMENTS
24,063 99,852 7,469 184,873 106,401 216,405 213,722 32,677 35,360
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 681)
4,565 13,168 2,047 -6,134 -12,480 478 2,735 203 -2,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 40.1 3.0 74.2 42.7 86.9 85.8 13.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
24 49 10 32 29 64 80
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 203,361
COMMITMENTS
28,505 51,092 17,463 106,273 83,089 152,241 151,644 51,120 51,717
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -2,272)
-2,183 2,567 1,639 1,540 -4,415 995 -209 -3,267 -2,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 25.1 8.6 52.3 40.9 74.9 74.6 25.1 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
38 48 36 31 29 90 93
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 12,187
COMMITMENTS
7,606 895 0 2,485 10,136 10,091 11,031 2,096 1,156
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.4 7.3 0.0 20.4 83.2 82.8 90.5 17.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 3 0 3 10 10 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 15,780,778
COMMITMENTS
796,583 984,108 5494419 8438090 7734118 14729092 14212645 1051686 1568133
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 417,127)
34,618 159,477 226,945 159,800 93,993 421,362 480,415 -4,236 -63,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 6.2 34.8 53.5 49.0 93.3 90.1 6.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
65 70 113 149 159 273 291
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 786,164
COMMITMENTS
63,082 73,721 51,763 501,085 513,147 615,930 638,631 170,233 147,532
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 39,002)
-2,616 2,648 7,281 18,289 26,498 22,954 36,427 16,048 2,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 9.4 6.6 63.7 65.3 78.3 81.2 21.7 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
40 45 52 94 63 166 130
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,359,268
COMMITMENTS
274,483 250,255 80,803 648,838 907,164 1004124 1238221 355,144 121,046
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 40,041)
39,710 -24,347 36,123 -15,289 16,457 60,544 28,233 -20,504 11,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 18.4 5.9 47.7 66.7 73.9 91.1 26.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
68 51 41 69 68 161 136
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 15,065
COMMITMENTS
1,738 1,180 65 7,558 12,559 9,361 13,804 5,704 1,261
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 2,261)
241 314 65 1,517 1,623 1,823 2,002 438 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 7.8 0.4 50.2 83.4 62.1 91.6 37.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 4 1 18 15 22 20
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 48,757
COMMITMENTS
8,929 9,106 372 33,606 31,585 42,907 41,063 5,850 7,694
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 2,573)
317 -295 222 1,325 2,497 1,864 2,424 709 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 18.7 0.8 68.9 64.8 88.0 84.2 12.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 5 1 23 19 30 25
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 61,511
COMMITMENTS
16,258 8,285 681 33,846 38,598 50,785 47,564 10,726 13,948
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 2,440)
1,144 -5,362 185 -339 3,450 991 -1,727 1,449 4,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 13.5 1.1 55.0 62.7 82.6 77.3 17.4 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
18 12 4 39 31 59 45
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 422,258
COMMITMENTS
172,918 114,449 5,884 195,781 282,792 374,583 403,125 47,675 19,133
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 1,219)
-11,738 -12,774 -888 -4,567 10,586 -17,193 -3,076 18,413 4,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 27.1 1.4 46.4 67.0 88.7 95.5 11.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
98 54 19 44 44 150 110
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 72,502
COMMITMENTS
23,052 7,340 728 31,614 52,959 55,394 61,027 17,108 11,475
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -7,433)
1,862 -8,108 728 -12,684 4,761 -10,094 -2,619 2,661 -4,814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 10.1 1.0 43.6 73.0 76.4 84.2 23.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 9 1 15 15 26 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 41,166
COMMITMENTS
1,560 6,090 44 35,394 27,783 36,998 33,917 4,169 7,249
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 4,270)
38 390 44 3,780 4,466 3,862 4,900 409 -630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 14.8 0.1 86.0 67.5 89.9 82.4 10.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
2 13 1 32 30 34 44
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 302,806
COMMITMENTS
24,485 47,700 4,705 252,523 239,049 281,714 291,455 21,093 11,352
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 1,825)
1,099 -13,129 535 4,318 13,414 5,953 820 -4,128 1,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 15.8 1.6 83.4 78.9 93.0 96.3 7.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
27 56 23 41 52 87 112
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 117,683
COMMITMENTS
15,139 23,265 19,164 57,178 51,612 91,481 94,041 26,202 23,642
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 40,963)
1,066 -1,000 14,600 13,526 13,738 29,192 27,338 11,771 13,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 19.8 16.3 48.6 43.9 77.7 79.9 22.3 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
30 27 24 27 28 75 66
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 63,273
COMMITMENTS
16,428 7,739 4,740 26,792 8,387 47,960 20,866 15,313 42,407
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 11,762)
-2,226 3,705 4,736 1,093 -926 3,603 7,515 8,159 4,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 12.2 7.5 42.3 13.3 75.8 33.0 24.2 67.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
15 12 11 14 12 34 33
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 42,795
COMMITMENTS
1,792 1,846 253 19,396 30,169 21,441 32,268 21,354 10,527
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 2,627)
211 -263 59 1,123 1,567 1,393 1,363 1,234 1,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 4.3 0.6 45.3 70.5 50.1 75.4 49.9 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 8 3 19 25 27 35
Updated December 9, 2005