MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,762
COMMITMENTS
404 2,427 493 13,136 9,194 14,033 12,114 5,729 7,648
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 765)
179 22 -29 206 516 356 509 409 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 12.3 2.5 66.5 46.5 71.0 61.3 29.0 38.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 8 7 17 13 26 22
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 110,126
COMMITMENTS
23,577 20,426 25,073 46,904 33,673 95,554 79,172 14,572 30,954
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -8,651)
-3,350 -4,218 1,672 -3,108 -813 -4,786 -3,359 -3,865 -5,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 18.5 22.8 42.6 30.6 86.8 71.9 13.2 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
56 48 57 23 37 123 112
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,433
COMMITMENTS
679 499 51 166 128 896 678 537 755
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -281)
-354 -1 37 29 5 -288 41 7 -322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.4 34.8 3.6 11.6 8.9 62.5 47.3 37.5 52.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 11 2 3 3 14 14
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 165,123
COMMITMENTS
51,040 16,397 23,523 71,420 78,492 145,983 118,412 19,140 46,711
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -3,876)
-3,450 -4,653 -857 1,252 1,873 -3,055 -3,637 -821 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 9.9 14.2 43.3 47.5 88.4 71.7 11.6 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
70 45 58 62 118 173 194
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,896
COMMITMENTS
1,048 975 138 838 1,092 2,024 2,205 1,872 1,691
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 13)
-53 103 -46 13 1 -86 58 99 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 25.0 3.5 21.5 28.0 52.0 56.6 48.0 43.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
16 17 6 13 17 33 37
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,479
COMMITMENTS
12,134 3,003 3,141 7,250 8,124 22,525 14,268 4,954 13,211
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -1,323)
-32 619 -1,066 283 -1,207 -815 -1,654 -508 331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.2 10.9 11.4 26.4 29.6 82.0 51.9 18.0 48.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
41 21 22 38 43 97 73
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 112,354
COMMITMENTS
51,259 8,447 781 26,795 87,395 78,835 96,623 33,519 15,731
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 3,207)
727 1,506 -4 1,724 4,714 2,447 6,216 760 -3,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.6 7.5 0.7 23.8 77.8 70.2 86.0 29.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
32 14 4 19 25 52 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 80,322
COMMITMENTS
13,958 44,940 0 58,497 10,814 72,455 55,754 7,867 24,568
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 7,945)
386 6,081 0 6,211 -1,513 6,597 4,568 1,348 3,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 55.9 0.0 72.8 13.5 90.2 69.4 9.8 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 28 0 16 9 22 37
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 63,100
COMMITMENTS
26,899 6,589 0 30,411 50,441 57,310 57,030 5,790 6,070
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -12,477)
-26,544 1,080 -55 15,379 -13,414 -11,220 -12,389 -1,257 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 10.4 0.0 48.2 79.9 90.8 90.4 9.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
36 14 0 16 15 52 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 83,729
COMMITMENTS
10,591 31,641 4 53,424 27,988 64,019 59,633 19,710 24,096
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -5,671)
-3,125 -5,120 0 -2,949 -4,497 -6,074 -9,617 403 3,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 37.8 0.0 63.8 33.4 76.5 71.2 23.5 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
12 16 1 19 13 32 29
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 199,678
COMMITMENTS
20,214 86,855 33 149,883 72,818 170,130 159,706 29,548 39,972
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 23,517)
1,469 2,075 -10 20,378 16,470 21,837 18,535 1,680 4,982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 43.5 0.0 75.1 36.5 85.2 80.0 14.8 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
22 45 2 28 19 51 65
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 144,421
COMMITMENTS
25,238 24,383 763 73,072 68,315 99,073 93,461 45,348 50,960
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 13,423)
-4,865 -928 -482 11,792 9,674 6,445 8,264 6,978 5,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 16.9 0.5 50.6 47.3 68.6 64.7 31.4 35.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
36 30 7 28 25 67 59
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 10,099
COMMITMENTS
6,208 508 0 2,353 8,421 8,561 8,929 1,538 1,170
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 661)
616 0 0 -146 566 470 566 191 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.5 5.0 0.0 23.3 83.4 84.8 88.4 15.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 0 6 8 11 11
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 29,793
COMMITMENTS
8,853 1,847 450 16,713 22,213 26,016 24,510 3,777 5,283
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -11,278)
-752 -940 -910 -6,538 -7,044 -8,200 -8,894 -3,078 -2,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 6.2 1.5 56.1 74.6 87.3 82.3 12.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 2 1 8 11 12 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,426,832
COMMITMENTS
920,919 1069474 1123238 5508367 4821193 7552524 7013905 874,308 1412927
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 74,836)
-9,200 -18,257 35,157 76,977 48,389 102,934 65,289 -28,098 9,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 12.7 13.3 65.4 57.2 89.6 83.2 10.4 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
52 71 91 119 140 218 261
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 644,666
COMMITMENTS
60,722 67,697 1,633 460,210 468,792 522,565 538,122 122,101 106,544
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 9,663)
7,288 1,877 -220 8,156 -2,708 15,224 -1,051 -5,561 10,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 10.5 0.3 71.4 72.7 81.1 83.5 18.9 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
35 43 13 83 62 128 108
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,050,108
COMMITMENTS
152,417 302,426 12,626 609,636 626,922 774,679 941,974 275,429 108,134
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 66,657)
-44,400 46,414 -5,351 57,967 19,945 8,216 61,008 58,441 5,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 28.8 1.2 58.1 59.7 73.8 89.7 26.2 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
43 56 16 62 56 114 119
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,943
COMMITMENTS
1,239 688 0 6,808 11,133 8,047 11,821 4,896 1,122
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 151)
48 261 0 1 -145 49 116 102 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 5.3 0.0 52.6 86.0 62.2 91.3 37.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 0 19 15 21 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 34,533
COMMITMENTS
6,073 5,888 0 24,513 21,513 30,586 27,401 3,947 7,132
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 125)
-1,568 889 0 883 -1,573 -685 -684 810 809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 17.1 0.0 71.0 62.3 88.6 79.3 11.4 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 6 0 19 20 23 26
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 64,079
COMMITMENTS
8,104 16,076 0 33,849 38,919 41,953 54,995 22,126 9,084
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 4,410)
777 3,837 -1,004 3,853 2,014 3,626 4,847 784 -437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 25.1 0.0 52.8 60.7 65.5 85.8 34.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
12 21 0 33 27 45 48
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 412,587
COMMITMENTS
73,884 206,003 2,658 318,105 114,139 394,647 322,800 17,940 89,787
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 65,606)
-25,378 48,974 -413 95,046 7,193 69,255 55,754 -3,649 9,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 49.9 0.6 77.1 27.7 95.7 78.2 4.3 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
50 69 9 45 36 102 107
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 63,897
COMMITMENTS
19,393 8,331 0 28,198 43,633 47,591 51,964 16,306 11,933
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 3,769)
549 6,415 0 6,476 -5,331 7,025 1,084 -3,256 2,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 13.0 0.0 44.1 68.3 74.5 81.3 25.5 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 8 0 11 15 21 23
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 34,459
COMMITMENTS
743 7,091 0 29,542 22,742 30,285 29,833 4,174 4,626
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 651)
-123 744 0 1,803 17 1,680 761 -1,029 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 20.6 0.0 85.7 66.0 87.9 86.6 12.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
1 17 0 31 27 32 44
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 265,998
COMMITMENTS
13,062 62,886 1,428 243,534 188,430 258,024 252,744 7,974 13,254
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 10,104)
512 6,437 -291 12,785 10,312 13,006 16,458 -2,902 -6,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 23.6 0.5 91.6 70.8 97.0 95.0 3.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
13 52 5 39 47 56 100
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 58,951
COMMITMENTS
17,057 17,449 725 29,373 33,860 47,155 52,034 11,796 6,917
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,174)
-644 -3 -391 2,456 2,402 1,421 2,008 -247 -834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 29.6 1.2 49.8 57.4 80.0 88.3 20.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
28 22 3 20 23 49 47
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 37,182
COMMITMENTS
10,338 1,511 0 23,146 3,573 33,484 5,084 3,698 32,098
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -2,839)
-247 -559 -145 353 440 -39 -264 -2,800 -2,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 4.1 0.0 62.3 9.6 90.1 13.7 9.9 86.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
15 2 0 9 8 24 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 33,868
COMMITMENTS
1,609 2,114 0 16,584 27,988 18,193 30,102 15,675 3,766
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,017)
0 -605 0 653 653 653 48 364 969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 6.2 0.0 49.0 82.6 53.7 88.9 46.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 11 0 18 27 21 38
Updated October 21, 2005