MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,375
COMMITMENTS
0 1,425 3,999 26,802 16,441 30,800 21,865 4,574 13,510
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 2,555)
-24 790 884 2,104 795 2,964 2,469 -409 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 11.3 75.8 46.5 87.1 61.8 12.9 38.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 10 9 21 17 30 27
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 154,057
COMMITMENTS
19,250 26,512 37,531 75,172 54,903 131,953 118,946 22,105 35,111
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 2,877)
1,317 -4,365 4,406 -1,715 3,544 4,007 3,585 -1,131 -708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 17.2 24.4 48.8 35.6 85.7 77.2 14.3 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
56 70 80 36 40 141 159
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,666
COMMITMENTS
257 800 333 1,231 568 1,820 1,701 846 965
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 3)
-81 -363 40 65 316 24 -7 -21 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 30.0 12.5 46.2 21.3 68.3 63.8 31.7 36.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 11 6 8 3 19 18
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 241,128
COMMITMENTS
45,548 15,811 56,360 107,283 101,147 209,191 173,319 31,937 67,809
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -7,436)
-4,541 -1,719 -103 -2,335 -2,623 -6,978 -4,445 -457 -2,991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 6.6 23.4 44.5 41.9 86.8 71.9 13.2 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
71 62 90 90 127 224 240
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,783
COMMITMENTS
1,769 299 775 1,055 3,017 3,599 4,091 2,185 1,692
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -303)
-173 41 231 97 -399 154 -127 -458 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 5.2 13.4 18.2 52.2 62.2 70.7 37.8 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
22 9 12 12 21 38 38
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 39,409
COMMITMENTS
11,959 2,977 6,689 14,135 11,348 32,783 21,014 6,626 18,395
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 1,211)
-89 497 399 1,706 673 2,016 1,570 -805 -359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 7.6 17.0 35.9 28.8 83.2 53.3 16.8 46.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
37 28 34 63 66 123 115
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 125,446
COMMITMENTS
52,687 12,053 3,819 28,898 90,892 85,405 106,765 40,042 18,682
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -3,641)
-4,007 400 -264 2,485 -3,789 -1,786 -3,654 -1,855 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.0 9.6 3.0 23.0 72.5 68.1 85.1 31.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
32 15 6 23 23 58 41
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 109,376
COMMITMENTS
21,713 52,800 359 77,521 33,516 99,593 86,675 9,783 22,701
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 16,396)
-2,071 14,486 208 17,209 -1,833 15,346 12,861 1,050 3,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 48.3 0.3 70.9 30.6 91.1 79.2 8.9 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 27 2 14 12 22 40
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 120,107
COMMITMENTS
70,463 3,987 389 41,721 112,550 112,573 116,926 7,533 3,181
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 2,475)
2,866 -2,637 -6 -114 5,425 2,746 2,782 -271 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.7 3.3 0.3 34.7 93.7 93.7 97.4 6.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
60 7 2 17 15 77 24
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 102,644
COMMITMENTS
11,983 36,789 906 72,552 38,808 85,441 76,504 17,203 26,141
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 6,375)
-3,469 7,255 235 9,136 -4,906 5,902 2,584 473 3,792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 35.8 0.9 70.7 37.8 83.2 74.5 16.8 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
13 18 5 22 19 37 40
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 238,347
COMMITMENTS
24,896 82,605 4,475 179,471 116,013 208,842 203,093 29,505 35,254
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -1,892)
-3,564 -4,958 -222 212 1,120 -3,575 -4,060 1,683 2,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 34.7 1.9 75.3 48.7 87.6 85.2 12.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
17 39 6 24 24 43 67
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 161,568
COMMITMENTS
42,189 33,257 12,805 53,779 72,041 108,773 118,103 52,795 43,466
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 3,798)
-2,145 5,228 1,152 6,444 -5,022 5,451 1,358 -1,653 2,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 20.6 7.9 33.3 44.6 67.3 73.1 32.7 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
43 43 33 26 31 85 91
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 11,225
COMMITMENTS
4,622 611 118 5,033 9,271 9,773 10,000 1,452 1,225
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -3,975)
-4,498 -4,408 118 195 322 -4,185 -3,968 210 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 5.4 1.1 44.8 82.6 87.1 89.1 12.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 2 1 9 9 15 12
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 34,526
COMMITMENTS
6,114 1,721 684 24,121 28,568 30,919 30,973 3,607 3,553
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -10,999)
745 -84 650 -8,293 -8,929 -6,898 -8,363 -4,101 -2,636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 5.0 2.0 69.9 82.7 89.6 89.7 10.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 2 11 10 16 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 16,285,944
COMMITMENTS
748,173 1071652 5844297 8675791 7827552 15268260 14743501 1017685 1542444
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 501,592)
9,560 11,573 307,908 231,137 256,567 548,606 576,048 -47,014 -74,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 6.6 35.9 53.3 48.1 93.8 90.5 6.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
74 81 129 150 156 295 304
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 736,648
COMMITMENTS
72,094 38,073 37,499 478,201 525,755 587,795 601,327 148,853 135,320
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -3,129)
-2,314 -5,373 914 3,334 3,595 1,934 -864 -5,063 -2,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 5.2 5.1 64.9 71.4 79.8 81.6 20.2 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
49 46 57 94 69 179 136
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,207,597
COMMITMENTS
221,887 414,512 42,297 602,089 636,675 866,273 1093484 341,323 114,112
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -27,380)
-17,479 -23,518 5,078 2,432 -2,306 -9,969 -20,747 -17,411 -6,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 34.3 3.5 49.9 52.7 71.7 90.6 28.3 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
60 68 46 74 69 166 151
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,897
COMMITMENTS
2,476 733 0 5,754 10,011 8,230 10,744 3,667 1,153
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -84)
427 0 0 -163 -27 264 -27 -348 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 6.2 0.0 48.4 84.1 69.2 90.3 30.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 1 1 14 13 19 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 48,463
COMMITMENTS
7,172 10,620 0 35,462 35,203 42,634 45,823 5,829 2,640
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -496)
471 170 0 -336 -567 135 -397 -631 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 21.9 0.0 73.2 72.6 88.0 94.6 12.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
9 6 0 24 22 33 28
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CME HDD INDEX X $20) OPEN INTEREST: 8,325
COMMITMENTS
2,088 1,746 633 4,958 5,384 7,679 7,764 646 561
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -856)
-2,116 -54 -43 802 -1,074 -1,358 -1,171 501 315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 21.0 7.6 59.6 64.7 92.2 93.3 7.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 7 5 8 9 14 20
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 61,110
COMMITMENTS
12,946 8,700 356 31,121 45,623 44,423 54,679 16,687 6,431
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -133)
-1,601 -318 130 860 804 -611 616 478 -749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 14.2 0.6 50.9 74.7 72.7 89.5 27.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
16 16 3 37 27 55 44
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 354,141
COMMITMENTS
105,873 103,591 6,567 216,630 200,895 329,070 311,053 25,071 43,088
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -9,734)
-6,340 7,852 2,731 -7,147 -19,355 -10,755 -8,772 1,021 -963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 29.3 1.9 61.2 56.7 92.9 87.8 7.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
74 64 15 47 39 130 109
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 63,985
COMMITMENTS
22,669 14,618 3 25,417 33,294 48,089 47,915 15,896 16,069
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -5,595)
-8,640 4,090 3 6,303 -10,871 -2,334 -6,778 -3,261 1,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 22.8 0.0 39.7 52.0 75.2 74.9 24.8 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
13 10 1 13 16 27 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,690
COMMITMENTS
5,368 6,276 2 19,784 17,282 25,154 23,561 6,536 8,129
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 2,281)
273 180 0 76 853 349 1,033 1,931 1,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 19.8 0.0 62.4 54.5 79.4 74.3 20.6 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 14 1 29 22 33 36
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 278,230
COMMITMENTS
37,952 61,330 4,414 213,265 202,178 255,631 267,921 22,599 10,309
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 1,391)
-6,771 1,198 630 4,548 1,830 -1,592 3,658 2,984 -2,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 22.0 1.6 76.7 72.7 91.9 96.3 8.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
38 66 32 34 60 91 139
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 67,002
COMMITMENTS
14,956 15,605 4,531 34,199 36,964 53,686 57,100 13,316 9,902
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 1,852)
1,081 -160 -40 125 2,167 1,166 1,967 686 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 23.3 6.8 51.0 55.2 80.1 85.2 19.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
26 21 7 20 28 53 54
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 35,210
COMMITMENTS
11,059 7,591 0 18,480 21,579 29,539 29,170 5,671 6,040
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -1,554)
-1,229 199 -12 1,192 2,546 -49 2,733 -1,505 -4,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 21.6 0.0 52.5 61.3 83.9 82.8 16.1 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 10 0 17 11 29 21
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 39,210
COMMITMENTS
2,650 2,697 331 14,403 33,090 17,384 36,118 21,826 3,092
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -2,851)
-10 -224 -3 -174 -1,697 -187 -1,924 -2,664 -927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 6.9 0.8 36.7 84.4 44.3 92.1 55.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 10 4 19 27 27 39
Updated February 17, 2006