MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,753
COMMITMENTS
1,242 1,568 1,047 19,028 12,826 21,317 15,441 4,436 10,312
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 2,049)
-252 367 220 1,890 156 1,858 743 191 1,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 6.1 4.1 73.9 49.8 82.8 60.0 17.2 40.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 7 8 16 14 25 25
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 133,458
COMMITMENTS
16,723 20,395 24,504 72,236 56,070 113,463 100,969 19,995 32,489
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -4,284)
-4,196 -1,555 1,336 10 -939 -2,850 -1,158 -1,434 -3,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 15.3 18.4 54.1 42.0 85.0 75.7 15.0 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
45 71 64 33 42 121 153
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,413
COMMITMENTS
388 982 326 708 358 1,422 1,666 991 747
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 195)
162 277 -171 143 17 134 123 61 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 40.7 13.5 29.3 14.8 58.9 69.0 41.1 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 16 6 8 4 25 21
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 238,347
COMMITMENTS
63,541 23,589 42,469 101,058 101,586 207,068 167,644 31,279 70,703
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 8,991)
-1,869 1,868 4,919 5,348 1,541 8,398 8,328 593 663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 9.9 17.8 42.4 42.6 86.9 70.3 13.1 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
87 71 94 82 127 242 241
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,685
COMMITMENTS
2,163 186 282 846 3,816 3,291 4,284 2,394 1,401
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -815)
-1,177 -5 -28 204 -477 -1,001 -510 186 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 3.3 5.0 14.9 67.1 57.9 75.4 42.1 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
30 6 9 10 27 46 37
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,987
COMMITMENTS
14,913 3,654 3,125 9,726 10,142 27,764 16,921 5,223 16,066
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -182)
360 46 -88 -51 -145 221 -187 -403 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.2 11.1 9.5 29.5 30.7 84.2 51.3 15.8 48.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
43 22 22 43 49 99 84
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 102,095
COMMITMENTS
35,048 7,915 975 28,685 76,880 64,708 85,770 37,387 16,325
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 143)
-4,458 -4,658 260 1,673 17 -2,525 -4,381 2,668 4,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 7.8 1.0 28.1 75.3 63.4 84.0 36.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
27 9 3 22 23 49 35
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 85,876
COMMITMENTS
24,328 19,965 0 46,191 52,763 70,519 72,728 15,357 13,148
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 5,396)
2,972 69 0 -293 8,333 2,679 8,402 2,717 -3,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 23.2 0.0 53.8 61.4 82.1 84.7 17.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 13 0 10 15 20 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 98,608
COMMITMENTS
48,496 3,939 383 43,321 91,867 92,200 96,189 6,408 2,419
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -877)
-555 -1,042 163 -33 105 -425 -774 -452 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.2 4.0 0.4 43.9 93.2 93.5 97.5 6.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
55 8 2 17 16 72 26
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 89,537
COMMITMENTS
22,028 19,180 35 47,377 52,493 69,440 71,708 20,097 17,829
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 6,402)
4,617 -1,534 29 -1,253 7,469 3,393 5,964 3,009 438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 21.4 0.0 52.9 58.6 77.6 80.1 22.4 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
14 12 2 18 18 33 31
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 166,600
COMMITMENTS
29,698 48,976 32 103,532 94,693 133,262 143,701 33,338 22,899
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -1,081)
-364 655 0 -260 975 -624 1,630 -457 -2,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 29.4 0.0 62.1 56.8 80.0 86.3 20.0 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
23 25 2 17 22 40 49
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 144,608
COMMITMENTS
56,834 19,370 3,315 33,491 89,341 93,640 112,026 50,968 32,582
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 15,043)
15,627 -626 585 -2,660 19,672 13,552 19,631 1,491 -4,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 13.4 2.3 23.2 61.8 64.8 77.5 35.2 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
48 21 9 21 30 75 55
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 15,046
COMMITMENTS
9,589 5,740 96 4,182 8,008 13,867 13,844 1,179 1,202
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 20)
-748 230 -38 1,122 -148 336 44 -316 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.7 38.1 0.6 27.8 53.2 92.2 92.0 7.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 4 1 8 10 15 15
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 33,659
COMMITMENTS
5,531 721 0 21,306 26,995 26,837 27,716 6,822 5,943
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -24,085)
-14,631 0 0 -8,003 -21,015 -22,634 -21,015 -1,451 -3,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 2.1 0.0 63.3 80.2 79.7 82.3 20.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 0 10 15 14 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,717,950
COMMITMENTS
962,621 824,021 1120661 5722233 5422246 7805515 7366928 912,435 1351022
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -218,545)
-29,514 1,108 -110,207 -65,284 -86,716 -205,005 -195,815 -13,540 -22,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 9.5 12.9 65.6 62.2 89.5 84.5 10.5 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
63 48 92 134 152 241 260
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 659,986
COMMITMENTS
69,715 45,065 853 454,664 493,502 525,232 539,420 134,754 120,566
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 3,252)
4,545 2,839 -93 4,303 2,997 8,755 5,743 -5,503 -2,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 6.8 0.1 68.9 74.8 79.6 81.7 20.4 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
42 29 10 82 57 129 91
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,151,254
COMMITMENTS
198,593 355,078 12,857 599,666 675,465 811,116 1043400 340,138 107,854
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 184)
13,855 29,266 -6,852 10,933 -16,402 17,936 6,012 -17,752 -5,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 30.8 1.1 52.1 58.7 70.5 90.6 29.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
56 59 16 67 61 133 126
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,230
COMMITMENTS
1,973 1,052 0 6,060 10,165 8,033 11,217 4,197 1,013
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 74)
-22 0 0 259 0 237 0 -163 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 8.6 0.0 49.6 83.1 65.7 91.7 34.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 0 15 12 19 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 52,661
COMMITMENTS
8,514 11,011 0 37,589 38,590 46,103 49,601 6,558 3,060
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 3,069)
1,429 980 0 226 2,850 1,655 3,830 1,414 -761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 20.9 0.0 71.4 73.3 87.5 94.2 12.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 6 0 24 18 33 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 61,623
COMMITMENTS
17,055 8,543 276 29,543 46,192 46,874 55,011 14,749 6,612
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 1,213)
-1,442 348 -383 -1,535 919 -3,360 884 4,573 329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 13.9 0.4 47.9 75.0 76.1 89.3 23.9 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
22 13 2 35 27 58 41
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 355,224
COMMITMENTS
109,579 95,226 3,806 214,054 221,768 327,439 320,800 27,785 34,424
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 4,426)
-8,394 -512 116 7,906 -12,519 -372 -12,915 4,798 17,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 26.8 1.1 60.3 62.4 92.2 90.3 7.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
75 70 6 45 37 122 111
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 63,978
COMMITMENTS
29,898 10,522 0 13,517 42,780 43,415 53,302 20,563 10,676
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 2,453)
2,796 6,129 0 639 -2,915 3,435 3,214 -982 -761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.7 16.4 0.0 21.1 66.9 67.9 83.3 32.1 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
19 6 0 12 16 31 22
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 28,626
COMMITMENTS
5,106 5,931 2 19,186 16,147 24,294 22,080 4,332 6,546
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 54)
49 209 0 -110 562 -61 771 115 -717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 20.7 0.0 67.0 56.4 84.9 77.1 15.1 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 14 1 30 22 33 36
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 268,175
COMMITMENTS
41,901 58,337 1,609 204,764 194,714 248,274 254,660 19,901 13,515
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -10,002)
6,999 -2,329 -688 -14,793 -6,880 -8,482 -9,897 -1,520 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 21.8 0.6 76.4 72.6 92.6 95.0 7.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
34 57 9 35 52 73 114
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 57,829
COMMITMENTS
16,576 16,081 392 27,469 31,624 44,437 48,097 13,392 9,732
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -2,020)
-1,050 -2,329 -286 95 460 -1,241 -2,155 -779 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 27.8 0.7 47.5 54.7 76.8 83.2 23.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
28 22 4 24 23 55 46
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 35,831
COMMITMENTS
15,203 5,785 6 14,513 16,517 29,722 22,308 6,109 13,523
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -1,035)
-1,031 -23 -5 62 4,165 -974 4,137 -61 -5,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.4 16.1 0.0 40.5 46.1 83.0 62.3 17.0 37.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
15 11 1 15 10 30 22
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 36,225
COMMITMENTS
738 3,138 131 15,281 27,738 16,150 31,007 20,075 5,218
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 2,287)
296 -20 -150 -833 1,664 -687 1,494 2,974 793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 8.7 0.4 42.2 76.6 44.6 85.6 55.4 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 11 2 19 22 25 34
Updated January 20, 2006