MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,760
COMMITMENTS
504 2,543 1,681 15,909 9,589 18,095 13,813 5,665 9,947
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 1,361)
225 220 120 560 636 906 976 455 385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 10.7 7.1 67.0 40.4 76.2 58.1 23.8 41.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 3 10 19 13 30 25
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 125,929
COMMITMENTS
25,162 10,248 30,354 52,170 53,421 107,687 94,024 18,242 31,906
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -9,867)
-4,298 -1,780 -2,519 -688 -3,719 -7,504 -8,018 -2,362 -1,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 8.1 24.1 41.4 42.4 85.5 74.7 14.5 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
67 44 76 29 44 146 133
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,158
COMMITMENTS
390 757 435 516 209 1,342 1,401 817 758
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 267)
94 161 101 37 66 233 328 34 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 35.1 20.2 23.9 9.7 62.2 64.9 37.8 35.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 16 10 5 4 19 26
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 218,872
COMMITMENTS
68,976 12,271 38,688 85,609 103,014 193,273 153,973 25,599 64,899
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 1,350)
575 1,023 741 -1,854 -1,922 -538 -157 1,888 1,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 5.6 17.7 39.1 47.1 88.3 70.3 11.7 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
99 34 62 86 138 221 211
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,716
COMMITMENTS
2,050 388 501 955 3,136 3,506 4,024 2,210 1,692
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 117)
49 31 78 -39 -91 89 18 29 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 6.8 8.8 16.7 54.9 61.3 70.4 38.7 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
26 7 11 18 31 48 45
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 35,754
COMMITMENTS
14,627 836 6,181 9,072 10,658 29,880 17,676 5,875 18,078
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 1,163)
361 -243 -102 686 1,084 944 738 219 425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 2.3 17.3 25.4 29.8 83.6 49.4 16.4 50.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
53 17 29 48 64 117 98
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 143,848
COMMITMENTS
56,785 8,105 2,987 47,127 105,195 106,899 116,287 36,949 27,561
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -3,423)
-10,074 -3,289 -915 11,622 -6,994 633 -11,198 -4,056 7,775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 5.6 2.1 32.8 73.1 74.3 80.8 25.7 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
36 10 7 30 26 67 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 76,463
COMMITMENTS
5,247 39,314 0 61,359 15,858 66,606 55,172 9,857 21,291
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -37,863)
-8,690 -14,496 -1,671 -25,914 -21,582 -36,274 -37,748 -1,589 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 51.4 0.0 80.2 20.7 87.1 72.2 12.9 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 18 0 12 13 16 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 93,933
COMMITMENTS
42,265 5,976 372 45,446 84,142 88,083 90,490 5,850 3,443
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -44,413)
-30,981 355 -1,614 -6,855 -41,110 -39,450 -42,368 -4,963 -2,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 6.4 0.4 48.4 89.6 93.8 96.3 6.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
42 10 2 14 14 56 26
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 72,247
COMMITMENTS
9,440 17,686 649 44,531 37,064 54,620 55,399 17,627 16,848
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -41,283)
-4,086 -3,771 -921 -36,053 -33,429 -41,061 -38,121 -222 -3,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 24.5 0.9 61.6 51.3 75.6 76.7 24.4 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
11 13 4 19 16 31 32
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 183,486
COMMITMENTS
10,388 38,932 4,699 142,325 106,772 157,413 150,404 26,073 33,082
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -102,920)
-10,688 -57,219 -947 -84,813 -41,326 -96,448 -99,492 -6,472 -3,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 21.2 2.6 77.6 58.2 85.8 82.0 14.2 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
16 32 6 21 26 41 60
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 138,512
COMMITMENTS
23,645 20,398 10,688 53,032 60,829 87,366 91,916 51,146 46,596
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -67,771)
-3,457 -8,193 263 -67,362 -55,464 -70,556 -63,394 2,785 -4,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 14.7 7.7 38.3 43.9 63.1 66.4 36.9 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
31 35 26 27 26 72 74
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 42,695
COMMITMENTS
14,393 721 0 20,616 32,961 35,009 33,682 7,686 9,013
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 1.7 0.0 48.3 77.2 82.0 78.9 18.0 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 8 13 11 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,018,961
COMMITMENTS
644,127 888,361 4200990 7285524 6571926 12130641 11661277 888,320 1357684
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -2,917,112)
-127,013 -86,561 -1371943 -1235896 -1234920 -2734852 -2693424 -182,260 -223,688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 6.8 32.3 56.0 50.5 93.2 89.6 6.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
58 56 98 132 143 241 257
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 694,301
COMMITMENTS
57,623 46,315 29,681 461,406 496,477 548,709 572,473 145,591 121,828
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -156,397)
-4,053 -26,208 -31,012 -91,237 -59,879 -126,302 -117,099 -30,094 -39,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 6.7 4.3 66.5 71.5 79.0 82.5 21.0 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
38 38 48 87 60 155 117
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,047,094
COMMITMENTS
195,818 261,699 22,439 495,708 663,836 713,964 947,973 333,130 99,120
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -542,824)
-102,328 263 -141,332 -227,841 -371,083 -471,500 -512,152 -71,323 -30,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 25.0 2.1 47.3 63.4 68.2 90.5 31.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
50 56 26 60 55 129 118
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,122
COMMITMENTS
1,624 1,052 0 5,744 10,070 7,368 11,122 4,754 1,000
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -5,163)
-144 -434 -41 -2,364 -3,980 -2,549 -4,455 -2,614 -708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 8.7 0.0 47.4 83.1 60.8 91.8 39.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 1 14 12 17 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 41,605
COMMITMENTS
8,131 11,881 0 28,681 25,566 36,812 37,447 4,793 4,158
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -17,964)
-1,263 3,124 -1,533 -12,305 -7,721 -15,101 -6,130 -2,863 -11,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 28.6 0.0 68.9 61.4 88.5 90.0 11.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 8 0 19 15 25 23
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,448
COMMITMENTS
14,418 7,802 0 28,081 40,688 42,499 48,490 11,949 5,958
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -30,028)
-1,385 -1,208 -4,198 -25,302 -16,521 -30,885 -21,927 857 -8,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 14.3 0.0 51.6 74.7 78.1 89.1 21.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
12 14 0 34 25 46 39
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 285,146
COMMITMENTS
125,381 84,923 10,631 126,951 160,416 262,962 255,969 22,184 29,177
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -221,511)
-44,409 -29,962 -13,357 -125,475 -179,737 -183,240 -223,057 -38,270 1,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 29.8 3.7 44.5 56.3 92.2 89.8 7.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
71 54 14 43 36 120 98
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 43,834
COMMITMENTS
14,497 6,588 0 13,740 25,054 28,237 31,642 15,597 12,192
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -39,473)
-9,393 2,980 -2,150 -21,087 -39,934 -32,630 -39,104 -6,843 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 15.0 0.0 31.3 57.2 64.4 72.2 35.6 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 6 0 10 11 24 17
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 28,835
COMMITMENTS
4,864 5,008 2 19,215 15,574 24,081 20,584 4,754 8,251
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -21,528)
2,453 -506 -2,118 -16,211 -17,396 -15,876 -20,020 -5,652 -1,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 17.4 0.0 66.6 54.0 83.5 71.4 16.5 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 11 1 29 24 31 35
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 269,059
COMMITMENTS
27,400 47,056 2,256 211,068 209,343 240,724 258,655 28,335 10,404
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -95,863)
5,574 2,125 -15,611 -88,416 -67,789 -98,453 -81,275 2,590 -14,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 17.5 0.8 78.4 77.8 89.5 96.1 10.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
38 51 19 36 46 79 111
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 60,611
COMMITMENTS
9,655 19,860 4,881 32,704 27,476 47,240 52,217 13,371 8,394
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 933)
-599 -1,811 -550 -1,247 936 -2,396 -1,425 3,329 2,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 32.8 8.1 54.0 45.3 77.9 86.2 22.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
21 20 7 19 21 46 46
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 31,881
COMMITMENTS
18,660 2,457 0 8,627 5,808 27,287 8,265 4,594 23,616
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -2,268)
-2,773 -1,025 0 3,671 1,496 898 471 -3,166 -2,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.5 7.7 0.0 27.1 18.2 85.6 25.9 14.4 74.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 5 0 11 10 24 15
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 36,948
COMMITMENTS
442 1,876 1,106 17,205 27,060 18,753 30,042 18,195 6,906
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -8,197)
-2,225 -320 -100 -2,769 -8,366 -5,094 -8,786 -3,103 589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 5.1 3.0 46.6 73.2 50.8 81.3 49.2 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 8 2 18 23 23 32
Updated December 23, 2005