MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,399
COMMITMENTS
279 2,323 1,561 15,349 8,953 17,189 12,837 5,210 9,562
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 1,035)
62 -225 57 734 708 853 540 182 495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 10.4 7.0 68.5 40.0 76.7 57.3 23.3 42.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 3 9 19 13 29 23
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 135,796
COMMITMENTS
29,460 12,028 32,874 52,858 57,140 115,191 102,041 20,604 33,755
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 328)
-338 -7,130 1,800 -1,003 7,474 460 2,144 -132 -1,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 8.9 24.2 38.9 42.1 84.8 75.1 15.2 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
68 61 88 34 49 171 148
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,892
COMMITMENTS
296 596 334 479 143 1,109 1,073 783 819
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 341)
-47 188 153 138 -30 244 311 98 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 31.5 17.6 25.3 7.6 58.6 56.7 41.4 43.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 16 8 5 3 17 21
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 217,522
COMMITMENTS
68,401 11,248 37,947 87,463 104,936 193,811 154,130 23,711 63,392
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 4,602)
772 1,677 392 2,927 877 4,090 2,946 512 1,656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 5.2 17.4 40.2 48.2 89.1 70.9 10.9 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
105 38 74 89 143 237 229
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,599
COMMITMENTS
2,001 357 423 994 3,227 3,418 4,006 2,181 1,593
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 70)
-281 252 -47 309 -49 -18 156 88 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 6.4 7.5 17.8 57.6 61.0 71.6 39.0 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
25 6 11 19 32 47 46
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,591
COMMITMENTS
14,266 1,079 6,283 8,386 9,575 28,935 16,938 5,656 17,654
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 1,234)
-248 -738 448 392 338 592 49 642 1,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 3.1 18.2 24.2 27.7 83.6 49.0 16.4 51.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
52 16 28 40 54 107 87
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 147,271
COMMITMENTS
66,859 11,394 3,902 35,505 112,188 106,266 127,485 41,005 19,787
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 18,835)
15,985 -1,211 310 3,807 21,354 20,102 20,453 -1,268 -1,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 7.7 2.6 24.1 76.2 72.2 86.6 27.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
35 13 11 26 27 63 49
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 114,326
COMMITMENTS
13,937 53,810 1,671 87,273 37,440 102,880 92,920 11,446 21,406
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 7,861)
-2,353 -12,256 1,115 7,453 20,462 6,216 9,321 1,646 -1,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 47.1 1.5 76.3 32.7 90.0 81.3 10.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 26 7 20 14 31 42
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 138,346
COMMITMENTS
73,246 5,621 1,986 52,301 125,252 127,533 132,858 10,813 5,488
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 1,830)
-14,503 462 964 14,006 -743 466 682 1,363 1,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.9 4.1 1.4 37.8 90.5 92.2 96.0 7.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
59 10 7 14 20 75 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 113,530
COMMITMENTS
13,527 21,457 1,570 80,584 70,493 95,681 93,520 17,849 20,010
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 3,810)
-2,071 -20,236 551 6,269 28,208 4,749 8,523 -939 -4,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 18.9 1.4 71.0 62.1 84.3 82.4 15.7 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
16 14 6 25 23 43 41
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 286,406
COMMITMENTS
21,076 96,152 5,646 227,138 148,098 253,861 249,896 32,545 36,510
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 37,324)
-2,986 -3,701 -1,823 42,265 41,697 37,456 36,174 -131 1,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 33.6 2.0 79.3 51.7 88.6 87.3 11.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
23 43 9 34 30 63 76
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 206,283
COMMITMENTS
27,103 28,591 10,425 120,394 116,293 157,922 155,310 48,361 50,974
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 2,923)
-1,402 -22,501 -7,038 14,121 33,205 5,682 3,666 -2,759 -743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 13.9 5.1 58.4 56.4 76.6 75.3 23.4 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
30 34 29 34 29 80 77
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 13,233
COMMITMENTS
6,980 973 155 4,220 10,764 11,355 11,892 1,878 1,341
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 1,046)
-626 78 155 1,735 628 1,264 861 -218 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.7 7.4 1.2 31.9 81.3 85.8 89.9 14.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 3 1 9 11 15 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 15,936,073
COMMITMENTS
771,140 974,922 5572933 8521420 7806846 14865493 14354701 1070580 1581372
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 155,295)
-25,443 -9,186 78,514 83,329 72,728 136,401 142,056 18,894 13,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 6.1 35.0 53.5 49.0 93.3 90.1 6.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
64 71 112 153 161 278 290
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 850,697
COMMITMENTS
61,676 72,523 60,693 552,643 556,356 675,012 689,572 175,686 161,126
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 64,534)
-1,407 -1,198 8,930 51,558 43,208 59,081 50,940 5,452 13,593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 8.5 7.1 65.0 65.4 79.3 81.1 20.7 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
42 48 60 97 69 177 141
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,589,918
COMMITMENTS
298,145 261,436 163,771 723,548 1034919 1185464 1460126 404,453 129,792
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 230,650)
23,662 11,181 82,968 74,711 127,756 181,340 221,904 49,310 8,745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 16.4 10.3 45.5 65.1 74.6 91.8 25.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
77 59 62 80 74 189 164
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 17,285
COMMITMENTS
1,768 1,486 41 8,108 14,050 9,917 15,577 7,368 1,708
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 2,220)
30 306 -24 550 1,491 556 1,773 1,664 447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 8.6 0.2 46.9 81.3 57.4 90.1 42.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 4 2 20 17 25 22
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 59,569
COMMITMENTS
9,394 8,757 1,533 40,986 33,287 51,913 43,577 7,656 15,992
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 10,812)
465 -349 1,161 7,380 1,702 9,006 2,514 1,806 8,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 14.7 2.6 68.8 55.9 87.1 73.2 12.9 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 5 3 23 18 33 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 84,476
COMMITMENTS
15,803 9,010 4,198 53,383 57,208 73,384 70,417 11,092 14,059
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 22,965)
-455 726 3,517 19,537 18,611 22,598 22,853 366 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 10.7 5.0 63.2 67.7 86.9 83.4 13.1 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
17 15 11 46 37 72 56
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 506,657
COMMITMENTS
169,790 114,885 23,988 252,426 340,153 446,203 479,025 60,454 27,631
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 84,398)
-3,129 435 18,104 56,644 57,361 71,620 75,900 12,779 8,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 22.7 4.7 49.8 67.1 88.1 94.5 11.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
92 53 34 50 54 156 128
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 83,307
COMMITMENTS
23,890 3,608 2,150 34,827 64,988 60,867 70,746 22,440 12,561
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 10,805)
838 -3,732 1,422 3,213 12,029 5,473 9,719 5,332 1,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 4.3 2.6 41.8 78.0 73.1 84.9 26.9 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
16 3 5 13 17 30 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 50,364
COMMITMENTS
2,411 5,514 2,120 35,426 32,969 39,957 40,604 10,406 9,760
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 9,198)
851 -576 2,076 33 5,186 2,960 6,686 6,238 2,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 10.9 4.2 70.3 65.5 79.3 80.6 20.7 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
2 13 3 35 33 38 48
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 364,922
COMMITMENTS
21,826 44,932 17,867 299,484 277,131 339,177 339,930 25,745 24,992
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 62,115)
-2,658 -2,768 13,161 46,961 38,082 57,463 48,475 4,652 13,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 12.3 4.9 82.1 75.9 92.9 93.2 7.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
29 57 33 42 53 94 122
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 59,678
COMMITMENTS
10,254 21,671 5,431 33,951 26,540 49,636 53,642 10,042 6,036
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: -58,005)
-4,885 -1,594 -13,733 -23,227 -25,072 -41,845 -40,399 -16,160 -17,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 36.3 9.1 56.9 44.5 83.2 89.9 16.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
21 20 4 18 18 43 42
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 34,149
COMMITMENTS
21,433 3,482 0 4,956 4,312 26,389 7,794 7,760 26,355
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: -29,124)
5,005 -4,257 -4,740 -21,836 -4,075 -21,571 -13,072 -7,553 -16,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.8 10.2 0.0 14.5 12.6 77.3 22.8 22.7 77.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
14 7 0 6 6 20 13
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 45,145
COMMITMENTS
2,667 2,196 1,206 19,974 35,426 23,847 38,828 21,298 6,317
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 2,350)
875 350 953 578 5,257 2,406 6,560 -56 -4,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 4.9 2.7 44.2 78.5 52.8 86.0 47.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 8 3 20 29 29 39
Updated December 16, 2005