MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,706
COMMITMENTS
177 2,578 703 15,255 8,501 16,135 11,782 4,571 8,924
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 1,081)
48 117 155 1,491 185 1,694 457 -613 624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 12.5 3.4 73.7 41.1 77.9 56.9 22.1 43.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 8 7 18 13 26 23
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 117,449
COMMITMENTS
27,144 21,993 20,944 51,496 40,204 99,584 83,141 17,865 34,308
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 790)
-2,426 -2,114 533 2,272 623 379 -958 411 1,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 18.7 17.8 43.8 34.2 84.8 70.8 15.2 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
55 48 53 29 40 125 118
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,343
COMMITMENTS
286 313 125 310 161 721 599 622 744
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 96)
-16 -32 9 22 19 15 -4 81 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 23.3 9.3 23.1 12.0 53.7 44.6 46.3 55.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 8 3 4 2 11 12
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 178,002
COMMITMENTS
56,751 19,241 22,890 76,288 83,426 155,929 125,557 22,073 52,445
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 4,670)
1,232 -89 539 2,374 2,042 4,145 2,492 525 2,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 10.8 12.9 42.9 46.9 87.6 70.5 12.4 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
78 42 69 63 123 188 213
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,196
COMMITMENTS
2,468 159 436 475 2,947 3,379 3,542 1,817 1,654
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 298)
-65 -66 97 12 243 44 274 254 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.5 3.1 8.4 9.1 56.7 65.0 68.2 35.0 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
24 6 9 10 27 41 37
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,242
COMMITMENTS
10,828 2,860 2,093 6,959 7,014 19,880 11,967 4,362 12,275
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -2,978)
-1,680 -424 -401 -515 -685 -2,596 -1,510 -382 -1,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.7 11.8 8.6 28.7 28.9 82.0 49.4 18.0 50.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
37 17 15 29 44 79 69
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 106,006
COMMITMENTS
33,585 17,860 1,346 39,485 69,963 74,416 89,169 31,590 16,837
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 3,456)
1,098 5,542 615 1,600 -1,868 3,313 4,289 143 -833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 16.8 1.3 37.2 66.0 70.2 84.1 29.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
23 19 6 22 25 48 47
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 100,881
COMMITMENTS
15,191 63,398 0 78,940 14,203 94,131 77,601 6,750 23,280
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 2,435)
59 3,232 0 2,281 1,532 2,340 4,764 95 -2,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 62.8 0.0 78.3 14.1 93.3 76.9 6.7 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 32 0 19 10 24 42
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 129,683
COMMITMENTS
91,337 5,043 129 31,169 118,752 122,635 123,924 7,048 5,759
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 19,407)
6,673 216 129 12,411 16,920 19,213 17,265 194 2,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.4 3.9 0.1 24.0 91.6 94.6 95.6 5.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
64 9 1 17 19 82 28
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 89,837
COMMITMENTS
9,056 42,076 0 63,136 22,728 72,192 64,804 17,645 25,033
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 5,396)
-1,119 8,084 -4 4,926 -4,809 3,803 3,271 1,593 2,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 46.8 0.0 70.3 25.3 80.4 72.1 19.6 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 21 0 20 11 29 32
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 204,816
COMMITMENTS
21,037 86,921 575 155,228 83,522 176,840 171,018 27,976 33,798
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 1,679)
-110 -1,457 -92 -448 3,489 -650 1,940 2,329 -261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 42.4 0.3 75.8 40.8 86.3 83.5 13.7 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
26 44 4 29 19 55 67
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 185,618
COMMITMENTS
35,452 46,579 3,216 97,074 80,164 135,742 129,959 49,876 55,659
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 10,353)
3,965 1,870 1,120 2,596 6,358 7,681 9,348 2,672 1,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 25.1 1.7 52.3 43.2 73.1 70.0 26.9 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
32 40 14 26 29 65 77
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,455,007
COMMITMENTS
1015872 1095961 1420214 6058733 5441113 8494819 7957288 960,188 1497719
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 119,540)
-9,940 -107,913 -20,039 81,915 231,707 51,936 103,755 67,604 15,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 11.6 15.0 64.1 57.5 89.8 84.2 10.2 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
56 64 94 129 148 236 268
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 660,513
COMMITMENTS
60,512 68,879 5,309 454,469 464,827 520,290 539,015 140,223 121,498
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 4,062)
891 1,514 815 -8,084 -2,716 -6,378 -387 10,440 4,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 10.4 0.8 68.8 70.4 78.8 81.6 21.2 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
33 36 12 80 59 120 101
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,210,541
COMMITMENTS
209,791 316,772 26,703 619,638 743,582 856,132 1087057 354,409 123,484
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 65,833)
46,245 7,408 7,268 6,595 41,745 60,108 56,421 5,725 9,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 26.2 2.2 51.2 61.4 70.7 89.8 29.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
59 59 18 62 62 130 130
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,914
COMMITMENTS
1,277 649 0 6,284 11,021 7,561 11,670 5,353 1,244
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -65)
-5 0 0 -83 -136 -88 -136 23 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 5.0 0.0 48.7 85.3 58.5 90.4 41.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 0 17 14 19 16
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 44,248
COMMITMENTS
8,473 9,188 0 30,437 29,181 38,910 38,369 5,338 5,879
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 225)
661 -473 0 -1,070 2,181 -409 1,708 634 -1,483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 20.8 0.0 68.8 65.9 87.9 86.7 12.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 7 0 21 17 28 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,829
COMMITMENTS
14,517 14,620 18 35,468 31,987 50,003 46,625 8,826 12,204
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -316)
360 2,133 18 1,992 -4,576 2,370 -2,425 -2,686 2,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 24.9 0.0 60.3 54.4 85.0 79.3 15.0 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
16 15 1 38 24 54 40
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 421,971
COMMITMENTS
184,072 128,163 2,956 202,547 274,769 389,575 405,888 32,396 16,083
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 71,655)
36,194 39,950 -715 28,171 44,385 63,650 83,620 8,005 -11,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.6 30.4 0.7 48.0 65.1 92.3 96.2 7.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
86 57 10 44 41 136 102
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 79,829
COMMITMENTS
19,690 18,941 0 46,121 44,046 65,811 62,987 14,018 16,842
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 4,248)
1,323 767 0 2,829 3,241 4,152 4,008 96 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 23.7 0.0 57.8 55.2 82.4 78.9 17.6 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 16 0 16 14 22 30
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,897
COMMITMENTS
1,523 5,940 0 31,436 22,659 32,959 28,599 3,938 8,298
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -244)
7 104 0 -370 -607 -363 -503 119 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 16.1 0.0 85.2 61.4 89.3 77.5 10.7 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
2 14 0 31 27 33 41
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 290,149
COMMITMENTS
22,809 57,725 2,962 236,407 219,499 262,178 280,186 27,971 9,963
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 1,966)
4,326 -1,954 143 -4,247 3,615 222 1,804 1,744 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 19.9 1.0 81.5 75.7 90.4 96.6 9.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
28 45 5 40 50 72 96
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 72,180
COMMITMENTS
19,790 27,102 1,206 36,917 35,768 57,913 64,076 14,267 8,104
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 3,936)
-593 1,579 -26 4,189 2,430 3,570 3,983 366 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 37.5 1.7 51.1 49.6 80.2 88.8 19.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
34 27 5 21 25 59 53
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 49,715
COMMITMENTS
19,345 3,227 4 24,565 9,202 43,914 12,433 5,801 37,282
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 4,610)
2,254 -177 0 527 1,608 2,781 1,431 1,829 3,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 6.5 0.0 49.4 18.5 88.3 25.0 11.7 75.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
18 7 1 12 11 31 18
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 35,540
COMMITMENTS
1,929 1,904 106 19,800 27,292 21,835 29,302 13,705 6,238
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 815)
-479 102 -30 107 -514 -402 -442 1,217 1,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 5.4 0.3 55.7 76.8 61.4 82.4 38.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 9 1 19 26 24 36
Updated November 28, 2005