MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,042
COMMITMENTS
1,358 3,425 685 14,916 8,511 16,959 12,621 4,083 8,421
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -678)
186 382 149 -465 -673 -130 -142 -548 -536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 16.3 3.3 70.9 40.4 80.6 60.0 19.4 40.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 6 6 15 13 24 22
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 126,690
COMMITMENTS
26,095 14,618 27,608 53,662 52,339 107,365 94,565 19,325 32,125
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 5,522)
1,005 2,360 1,043 1,470 1,163 3,518 4,566 2,004 956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 11.5 21.8 42.4 41.3 84.7 74.6 15.3 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
55 59 74 27 40 140 141
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,263
COMMITMENTS
458 837 364 573 282 1,395 1,483 868 780
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 104)
-19 56 -9 10 50 -18 97 122 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 37.0 16.1 25.3 12.5 61.6 65.5 38.4 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 15 6 7 4 18 22
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 199,893
COMMITMENTS
72,727 19,808 25,850 79,345 97,234 177,922 142,892 21,971 57,001
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 4,115)
5,614 -227 -77 -2,732 3,676 2,805 3,372 1,310 743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 9.9 12.9 39.7 48.6 89.0 71.5 11.0 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
99 45 60 55 124 197 198
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,318
COMMITMENTS
2,472 178 238 739 3,451 3,449 3,867 1,869 1,451
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -175)
76 -206 67 -117 177 26 38 -201 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.5 3.3 4.5 13.9 64.9 64.9 72.7 35.1 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
22 7 8 12 31 40 41
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,174
COMMITMENTS
14,571 3,163 3,697 9,936 10,850 28,204 17,710 5,970 16,464
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 2,132)
271 162 891 433 664 1,595 1,717 537 415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 9.3 10.8 29.1 31.7 82.5 51.8 17.5 48.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
48 26 24 51 68 113 109
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 105,401
COMMITMENTS
45,749 9,062 727 24,990 81,233 71,466 91,022 33,935 14,379
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 2,361)
-3,719 1,886 0 3,454 859 -265 2,745 2,626 -384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.4 8.6 0.7 23.7 77.1 67.8 86.4 32.2 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
32 11 3 19 20 51 34
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 77,368
COMMITMENTS
15,002 31,513 0 53,848 24,025 68,850 55,538 8,518 21,830
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -9,183)
5,970 -15,845 0 -16,120 6,257 -10,150 -9,588 967 405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 40.7 0.0 69.6 31.1 89.0 71.8 11.0 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 19 0 10 14 16 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 91,750
COMMITMENTS
38,380 2,566 220 46,691 86,611 85,291 89,397 6,459 2,353
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 114)
85 -5,094 -153 -546 6,652 -614 1,405 728 -1,291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.8 2.8 0.2 50.9 94.4 93.0 97.4 7.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
43 8 1 16 14 59 23
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 69,591
COMMITMENTS
13,026 28,047 87 42,720 20,271 55,833 48,405 13,758 21,186
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 6,855)
3,552 6,980 87 4,731 -4,820 8,370 2,247 -1,515 4,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 40.3 0.1 61.4 29.1 80.2 69.6 19.8 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 17 1 20 9 34 26
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 155,722
COMMITMENTS
22,192 46,929 144 105,548 84,108 127,884 131,181 27,838 24,541
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 6,777)
5,194 7,802 22 1,032 2,656 6,248 10,480 529 -3,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 30.1 0.1 67.8 54.0 82.1 84.2 17.9 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
23 29 2 18 21 42 51
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 119,238
COMMITMENTS
36,013 24,782 2,420 36,844 48,533 75,277 75,735 43,961 43,503
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 6,868)
10,076 3,423 36 -7,417 -1,823 2,695 1,636 4,173 5,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 20.8 2.0 30.9 40.7 63.1 63.5 36.9 36.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
39 31 7 16 23 59 58
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 12,189
COMMITMENTS
8,158 3,321 0 3,074 7,857 11,232 11,178 957 1,011
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 1,458)
1,830 1,434 0 -292 -369 1,538 1,065 -80 393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.9 27.2 0.0 25.2 64.5 92.1 91.7 7.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 2 0 8 7 15 9
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 47,914
COMMITMENTS
17,641 721 0 20,945 38,658 38,586 39,379 9,328 8,535
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 2,614)
397 0 0 544 2,381 941 2,381 1,673 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.8 1.5 0.0 43.7 80.7 80.5 82.2 19.5 17.8
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 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,667,962
COMMITMENTS
933,650 955,106 1151409 5740281 5268928 7825340 7375443 842,622 1292519
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 162,219)
-47,034 -8,264 48,934 125,659 132,533 127,559 173,203 34,660 -10,984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 11.0 13.3 66.2 60.8 90.3 85.1 9.7 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
57 53 84 127 147 225 252
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 642,586
COMMITMENTS
63,494 39,645 2,170 443,760 496,139 509,424 537,954 133,162 104,632
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 8,741)
5,156 503 1,301 -3,559 10,776 2,898 12,580 5,843 -3,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 6.2 0.3 69.1 77.2 79.3 83.7 20.7 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
37 29 10 79 56 123 89
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,066,114
COMMITMENTS
202,214 281,600 12,511 542,526 670,911 757,251 965,022 308,863 101,092
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 26,884)
47,005 32,894 1,055 27,094 -11,367 75,154 22,582 -48,270 4,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 26.4 1.2 50.9 62.9 71.0 90.5 29.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
58 48 14 59 53 122 110
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,263
COMMITMENTS
1,982 1,052 0 5,775 10,163 7,757 11,215 4,506 1,048
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 85)
-40 0 0 1 155 -39 155 124 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 8.6 0.0 47.1 82.9 63.3 91.5 36.7 8.5
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 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 44,355
COMMITMENTS
8,111 9,812 0 30,539 30,616 38,650 40,428 5,705 3,927
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 2,886)
-402 -381 0 2,557 3,186 2,155 2,805 731 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 22.1 0.0 68.9 69.0 87.1 91.1 12.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 5 0 20 17 27 22
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,601
COMMITMENTS
14,194 10,155 296 27,640 42,163 42,130 52,614 16,471 5,987
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 3,346)
162 1,806 10 -584 1,789 -412 3,605 3,758 -259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 17.3 0.5 47.2 71.9 71.9 89.8 28.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
14 13 1 32 28 47 41
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 321,543
COMMITMENTS
112,799 104,710 2,481 174,732 163,067 290,012 270,258 31,531 51,285
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 46,765)
-458 16,569 -1,102 39,945 12,269 38,385 27,736 8,380 19,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 32.6 0.8 54.3 50.7 90.2 84.1 9.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
66 55 6 44 27 113 85
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 60,245
COMMITMENTS
21,116 14,006 0 25,302 29,085 46,418 43,091 13,827 17,154
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 3,174)
7,425 1,219 -2 -4,356 985 3,067 2,202 107 972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 23.2 0.0 42.0 48.3 77.0 71.5 23.0 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 12 0 10 12 21 24
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 28,879
COMMITMENTS
4,864 5,203 2 19,188 15,863 24,054 21,068 4,825 7,811
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -240)
0 196 0 -154 352 -154 548 -86 -788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 18.0 0.0 66.4 54.9 83.3 73.0 16.7 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 12 1 28 23 30 35
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 274,806
COMMITMENTS
28,578 51,848 894 219,853 212,901 249,325 265,643 25,481 9,163
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 6,083)
813 4,374 -219 7,641 2,854 8,235 7,009 -2,152 -926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 18.9 0.3 80.0 77.5 90.7 96.7 9.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
24 55 5 31 50 56 109
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 54,588
COMMITMENTS
13,851 20,160 598 26,823 26,108 41,272 46,866 13,316 7,722
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 226)
273 2,700 174 -26 -2,106 421 768 -195 -542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 36.9 1.1 49.1 47.8 75.6 85.9 24.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
24 20 4 18 19 45 40
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 31,791
COMMITMENTS
17,354 4,424 10 10,875 10,999 28,239 15,433 3,552 16,358
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 368)
699 1,836 -4 649 3,739 1,344 5,571 -976 -5,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.6 13.9 0.0 34.2 34.6 88.8 48.5 11.2 51.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
12 8 1 12 11 24 20
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 35,826
COMMITMENTS
672 3,131 1,106 17,355 25,961 19,133 30,198 16,693 5,628
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -1,895)
230 1,377 -100 0 -3,742 130 -2,465 -2,025 570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 8.7 3.1 48.4 72.5 53.4 84.3 46.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 9 2 18 23 24 33
Updated January 7, 2006