MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,321
COMMITMENTS
1,261 3,332 1,763 16,326 9,443 19,351 14,538 4,970 9,783
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -314)
66 691 -66 54 -624 54 2 -368 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 13.7 7.2 67.1 38.8 79.6 59.8 20.4 40.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 6 7 17 14 27 23
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 132,415
COMMITMENTS
26,287 12,568 31,244 54,572 54,450 112,104 98,263 20,311 34,153
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 5,682)
991 2,255 1,199 1,419 1,264 3,610 4,719 2,072 963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 9.5 23.6 41.2 41.1 84.7 74.2 15.3 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
60 58 82 30 40 152 144
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,343
COMMITMENTS
460 835 424 573 282 1,457 1,541 886 803
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 102)
-18 52 -6 10 50 -14 96 117 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 35.6 18.1 24.5 12.0 62.2 65.7 37.8 34.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 16 11 7 4 22 25
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 225,130
COMMITMENTS
72,428 13,544 40,533 88,089 108,164 201,050 162,241 24,080 62,889
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 8,068)
5,724 1,142 862 120 5,152 6,705 7,156 1,363 912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 6.0 18.0 39.1 48.0 89.3 72.1 10.7 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
104 42 65 74 134 219 211
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,723
COMMITMENTS
2,435 193 406 748 3,501 3,589 4,099 2,134 1,624
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -573)
53 -92 -198 -120 -0 -265 -290 -308 -283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 3.4 7.1 13.1 61.2 62.7 71.6 37.3 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
23 8 10 13 31 44 42
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,228
COMMITMENTS
14,569 1,024 6,746 10,342 12,141 31,657 19,911 6,570 18,317
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 2,252)
304 38 977 434 847 1,715 1,862 537 390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 2.7 17.6 27.1 31.8 82.8 52.1 17.2 47.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
54 23 34 56 78 129 121
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 111,703
COMMITMENTS
46,143 10,388 1,744 27,146 82,209 75,033 94,341 36,671 17,362
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 2,373)
-4,747 2,506 -1 4,691 -245 -57 2,260 2,429 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 9.3 1.6 24.3 73.6 67.2 84.5 32.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
32 12 4 22 21 55 36
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 77,937
COMMITMENTS
15,002 31,513 0 53,848 24,025 68,850 55,538 9,087 22,399
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -9,192)
5,970 -15,845 0 -16,120 6,257 -10,150 -9,588 958 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 40.4 0.0 69.1 30.8 88.3 71.3 11.7 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 19 0 10 14 16 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 91,830
COMMITMENTS
38,380 2,566 220 46,697 86,611 85,297 89,397 6,533 2,433
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 119)
85 -5,094 -153 -540 6,652 -608 1,405 727 -1,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.8 2.8 0.2 50.9 94.3 92.9 97.4 7.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
43 8 1 16 14 59 23
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 71,904
COMMITMENTS
13,043 28,153 922 42,989 20,537 56,953 49,612 14,951 22,292
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 7,307)
3,665 7,067 232 4,696 -4,891 8,593 2,408 -1,286 4,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 39.2 1.3 59.8 28.6 79.2 69.0 20.8 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
11 21 5 20 11 35 33
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 200,426
COMMITMENTS
19,883 47,124 5,800 144,228 120,154 169,911 173,078 30,515 27,348
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 7,549)
5,040 7,494 1,001 1,096 2,871 7,138 11,367 411 -3,818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 23.5 2.9 72.0 59.9 84.8 86.4 15.2 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
23 31 9 19 26 45 63
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 139,196
COMMITMENTS
34,787 24,265 14,512 40,413 50,728 89,713 89,506 49,483 49,690
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 10,640)
9,992 2,876 2,843 -6,347 -2,046 6,488 3,673 4,152 6,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 17.4 10.4 29.0 36.4 64.5 64.3 35.5 35.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
36 42 34 23 25 78 83
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 12,189
COMMITMENTS
8,158 3,321 0 3,074 7,857 11,232 11,178 957 1,011
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 1,458)
1,830 1,434 0 -292 -369 1,538 1,065 -80 393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.9 27.2 0.0 25.2 64.5 92.1 91.7 7.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 2 0 8 7 15 9
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 47,914
COMMITMENTS
17,641 721 0 20,945 38,658 38,586 39,379 9,328 8,535
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 2,614)
397 0 0 544 2,381 941 2,381 1,673 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 1.5 0.0 43.7 80.7 80.5 82.2 19.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 0 8 13 12 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,564,227
COMMITMENTS
617,300 896,583 4371368 7649116 6925693 12637785 12193645 926,443 1370583
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 375,000)
-41,620 -13,633 191,317 208,744 204,034 358,441 381,719 16,559 -6,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 6.6 32.2 56.4 51.1 93.2 89.9 6.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
59 65 100 141 155 256 271
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 700,267
COMMITMENTS
65,847 39,955 31,634 458,776 510,982 556,256 582,570 144,011 117,697
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 12,264)
4,135 -2,142 4,382 -1,415 13,111 7,101 15,350 5,163 -3,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 5.7 4.5 65.5 73.0 79.4 83.2 20.6 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
45 38 52 86 60 164 118
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,103,700
COMMITMENTS
203,367 281,728 29,049 558,773 686,931 791,189 997,707 312,512 105,993
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 29,220)
47,326 33,062 1,543 28,807 -11,304 77,677 23,301 -48,457 5,919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 25.5 2.6 50.6 62.2 71.7 90.4 28.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
58 52 30 62 54 138 118
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,263
COMMITMENTS
1,982 1,052 0 5,775 10,163 7,757 11,215 4,506 1,048
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 85)
-40 0 0 1 155 -39 155 124 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 8.6 0.0 47.1 82.9 63.3 91.5 36.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 1 15 12 19 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 44,355
COMMITMENTS
8,111 9,812 0 30,539 30,616 38,650 40,428 5,705 3,927
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 2,886)
-402 -381 0 2,557 3,186 2,155 2,805 731 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 22.1 0.0 68.9 69.0 87.1 91.1 12.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 5 0 20 17 27 22
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,693
COMMITMENTS
14,194 10,157 296 27,684 42,209 42,174 52,661 16,519 6,032
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 3,351)
162 1,806 10 -584 1,794 -412 3,610 3,763 -259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 17.3 0.5 47.2 71.9 71.9 89.7 28.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
14 15 1 33 29 48 44
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 324,659
COMMITMENTS
112,815 104,679 4,083 176,054 164,480 292,951 273,242 31,708 51,417
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 46,839)
-245 16,744 -1,300 40,074 12,477 38,529 27,921 8,310 18,917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 32.2 1.3 54.2 50.7 90.2 84.2 9.8 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
66 55 11 44 30 115 91
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 60,846
COMMITMENTS
21,116 14,006 0 25,302 29,085 46,418 43,091 14,428 17,755
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 3,267)
7,425 1,219 -2 -4,356 985 3,067 2,202 200 1,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 23.0 0.0 41.6 47.8 76.3 70.8 23.7 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 12 0 10 12 21 24
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 28,880
COMMITMENTS
4,864 5,203 2 19,189 15,863 24,055 21,069 4,826 7,812
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -240)
0 196 0 -154 352 -154 548 -86 -788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 18.0 0.0 66.4 54.9 83.3 73.0 16.7 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 12 1 28 24 30 36
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 277,629
COMMITMENTS
28,592 51,849 2,430 220,684 213,407 251,706 267,686 25,923 9,942
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 6,359)
803 4,337 -64 7,830 2,753 8,570 7,026 -2,210 -667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 18.7 0.9 79.5 76.9 90.7 96.4 9.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
25 63 21 32 52 71 122
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 61,258
COMMITMENTS
9,575 20,160 4,874 33,493 27,700 47,942 52,734 13,316 8,524
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 226)
273 2,700 174 -26 -2,106 421 768 -195 -542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 32.9 8.0 54.7 45.2 78.3 86.1 21.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
21 20 7 18 20 45 44
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 31,791
COMMITMENTS
17,354 4,424 10 10,875 10,999 28,239 15,433 3,552 16,358
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 368)
699 1,836 -4 649 3,739 1,344 5,571 -976 -5,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.6 13.9 0.0 34.2 34.6 88.8 48.5 11.2 51.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
12 8 1 12 11 24 20
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 35,826
COMMITMENTS
672 3,131 1,106 17,355 25,961 19,133 30,198 16,693 5,628
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -1,895)
230 1,377 -100 0 -3,742 130 -2,465 -2,025 570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 8.7 3.1 48.4 72.5 53.4 84.3 46.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 9 2 18 23 24 33
Updated January 7, 2006