MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,720
COMMITMENTS
1,172 3,043 536 15,381 9,184 17,089 12,763 4,631 8,957
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 823)
643 138 154 333 467 1,130 759 -307 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 14.0 2.5 70.8 42.3 78.7 58.8 21.3 41.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 9 9 16 14 26 27
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 121,168
COMMITMENTS
25,090 12,258 26,565 52,192 51,176 103,847 89,999 17,321 31,169
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 710)
198 95 -479 999 -171 718 -555 -8 1,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 10.1 21.9 43.1 42.2 85.7 74.3 14.3 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
56 45 69 26 39 134 126
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,159
COMMITMENTS
477 781 373 563 232 1,413 1,386 746 773
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 81)
89 23 -13 47 23 123 33 -42 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 36.2 17.3 26.1 10.7 65.4 64.2 34.6 35.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 14 5 6 4 17 22
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 195,778
COMMITMENTS
67,113 20,035 25,927 82,077 93,558 175,117 139,520 20,661 56,258
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -2,467)
-1,735 451 103 2,021 -377 389 177 -2,856 -2,644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 10.2 13.2 41.9 47.8 89.4 71.3 10.6 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
94 39 58 67 127 198 200
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,493
COMMITMENTS
2,396 384 171 856 3,274 3,423 3,829 2,070 1,664
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 380)
317 -16 -52 -82 293 183 225 197 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.6 7.0 3.1 15.6 59.6 62.3 69.7 37.7 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
22 7 6 16 28 42 37
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,042
COMMITMENTS
14,300 3,001 2,806 9,503 10,186 26,609 15,993 5,433 16,049
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 48)
-357 179 -521 795 665 -83 323 131 -275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.6 9.4 8.8 29.7 31.8 83.0 49.9 17.0 50.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
41 28 19 45 59 101 94
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 103,040
COMMITMENTS
49,468 7,176 727 21,536 80,374 71,731 88,277 31,309 14,763
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -34,579)
-6,074 -255 -1,162 -24,621 -22,971 -31,857 -24,388 -2,722 -10,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.0 7.0 0.7 20.9 78.0 69.6 85.7 30.4 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
33 9 3 20 20 53 32
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 86,551
COMMITMENTS
9,032 47,358 0 69,968 17,768 79,000 65,126 7,551 21,425
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 10,647)
3,785 8,044 0 8,609 1,910 12,394 9,954 -1,747 693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 54.7 0.0 80.8 20.5 91.3 75.2 8.7 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 20 0 13 12 20 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 91,636
COMMITMENTS
38,295 7,660 373 47,237 79,959 85,905 87,992 5,731 3,644
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -2,219)
-3,970 1,684 1 1,791 -4,183 -2,178 -2,498 -41 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.8 8.4 0.4 51.5 87.3 93.7 96.0 6.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
39 12 2 17 14 57 27
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 62,736
COMMITMENTS
9,474 21,067 0 37,989 25,091 47,463 46,158 15,273 16,578
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -7,494)
49 3,450 -95 -6,008 -11,532 -6,054 -8,177 -1,440 683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 33.6 0.0 60.6 40.0 75.7 73.6 24.3 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
10 16 0 19 12 29 28
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 148,945
COMMITMENTS
16,998 39,127 122 104,516 81,452 121,636 120,701 27,309 28,244
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 9,442)
4,676 700 50 851 10,640 5,577 11,390 3,865 -1,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 26.3 0.1 70.2 54.7 81.7 81.0 18.3 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
21 26 1 20 23 42 49
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 112,370
COMMITMENTS
25,937 21,359 2,384 44,261 50,356 72,582 74,099 39,788 38,271
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -11,075)
1,085 1,011 -59 -6,253 -8,152 -5,227 -7,200 -5,848 -3,875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 19.0 2.1 39.4 44.8 64.6 65.9 35.4 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
31 28 7 23 22 58 54
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 10,731
COMMITMENTS
6,328 1,887 0 3,366 8,226 9,694 10,113 1,037 618
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -2,502)
-652 914 -155 -854 -2,538 -1,661 -1,779 -841 -723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.0 17.6 0.0 31.4 76.7 90.3 94.2 9.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 0 8 6 13 9
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 45,300
COMMITMENTS
17,244 721 0 20,401 36,277 37,645 36,998 7,655 8,302
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 2,605)
2,851 0 0 -215 3,316 2,636 3,316 -31 -711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.1 1.6 0.0 45.0 80.1 83.1 81.7 16.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 0 8 13 12 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,505,743
COMMITMENTS
980,684 963,370 1102475 5614622 5136395 7697781 7202240 807,962 1303503
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 37,783)
2,107 -25,552 -48,330 74,496 94,567 28,273 20,685 9,510 17,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 11.3 13.0 66.0 60.4 90.5 84.7 9.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
54 53 83 120 139 218 243
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 633,845
COMMITMENTS
58,338 39,142 869 447,319 485,363 506,526 525,374 127,319 108,471
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -5,168)
3,729 -5,053 -1,034 -802 1,467 1,893 -4,620 -7,061 -548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 6.2 0.1 70.6 76.6 79.9 82.9 20.1 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
34 29 7 79 57 118 88
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,039,230
COMMITMENTS
155,209 248,706 11,456 515,432 682,278 682,097 942,440 357,133 96,790
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 25,865)
-39,917 -14,195 4,172 33,608 34,279 -2,137 24,256 28,002 1,609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 23.9 1.1 49.6 65.7 65.6 90.7 34.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
48 49 11 57 56 110 111
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,178
COMMITMENTS
2,022 1,052 0 5,774 10,008 7,796 11,060 4,382 1,118
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 56)
398 0 0 30 -62 428 -62 -372 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 8.6 0.0 47.4 82.2 64.0 90.8 36.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 0 15 12 19 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 41,469
COMMITMENTS
8,513 10,193 0 27,982 27,430 36,495 37,623 4,974 3,846
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -136)
382 -1,688 0 -699 1,864 -317 176 181 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 24.6 0.0 67.5 66.1 88.0 90.7 12.0 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 6 0 20 17 27 23
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,255
COMMITMENTS
14,032 8,349 286 28,224 40,374 42,542 49,009 12,713 6,246
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 879)
-386 549 286 172 -274 72 561 807 318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 15.1 0.5 51.1 73.1 77.0 88.7 23.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
14 11 1 32 24 47 35
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 274,778
COMMITMENTS
113,257 88,141 3,583 134,787 150,798 251,627 242,522 23,151 32,256
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -7,720)
-12,315 3,121 -5,569 9,031 -8,449 -8,853 -10,897 1,133 3,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.2 32.1 1.3 49.1 54.9 91.6 88.3 8.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
66 51 9 41 33 112 88
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 57,071
COMMITMENTS
13,691 12,787 2 29,658 28,100 43,351 40,889 13,720 16,182
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 13,756)
-806 6,199 2 15,918 3,046 15,114 9,247 -1,358 4,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 22.4 0.0 52.0 49.2 76.0 71.6 24.0 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 9 1 12 10 24 19
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,119
COMMITMENTS
4,864 5,007 2 19,342 15,511 24,208 20,520 4,911 8,599
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 285)
0 -1 0 127 -62 127 -63 158 348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 17.2 0.0 66.4 53.3 83.1 70.5 16.9 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 11 1 28 22 30 33
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 268,723
COMMITMENTS
27,765 47,474 1,113 212,212 210,047 241,090 258,634 27,633 10,089
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 1,991)
337 487 125 1,701 1,355 2,163 1,967 -172 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 17.7 0.4 79.0 78.2 89.7 96.2 10.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
28 51 3 35 46 63 100
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 54,362
COMMITMENTS
13,578 17,460 424 26,849 28,214 40,851 46,098 13,511 8,264
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 421)
-728 -2,400 194 815 1,395 281 -811 140 1,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 32.1 0.8 49.4 51.9 75.1 84.8 24.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
23 17 3 20 21 45 39
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 31,423
COMMITMENTS
16,655 2,588 14 10,226 7,260 26,895 9,862 4,528 21,561
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -458)
-2,005 131 14 1,599 1,452 -392 1,597 -66 -2,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.0 8.2 0.0 32.5 23.1 85.6 31.4 14.4 68.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 5 1 12 10 23 16
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 37,721
COMMITMENTS
442 1,754 1,206 17,355 29,703 19,003 32,663 18,718 5,058
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 773)
0 -122 100 150 2,643 250 2,621 523 -1,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 4.6 3.2 46.0 78.7 50.4 86.6 49.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 8 3 18 24 24 33
Updated December 30, 2005