MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,590
COMMITMENTS
2,250 1,048 674 15,463 12,224 18,387 13,946 4,203 8,644
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 1,548)
892 -2,377 -11 547 3,713 1,428 1,325 120 223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 4.6 3.0 68.5 54.1 81.4 61.7 18.6 38.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 4 6 16 15 26 23
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 127,687
COMMITMENTS
25,619 16,073 21,373 60,786 56,293 107,778 93,739 19,909 33,948
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 997)
-476 1,455 -6,235 7,124 3,954 413 -826 584 1,823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 12.6 16.7 47.6 44.1 84.4 73.4 15.6 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
46 67 67 27 40 125 140
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,086
COMMITMENTS
388 726 363 492 330 1,243 1,419 843 667
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: -177)
-70 -111 -1 -81 48 -152 -64 -25 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 34.8 17.4 23.6 15.8 59.6 68.0 40.4 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 14 6 7 5 21 20
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 213,621
COMMITMENTS
72,990 21,358 29,397 84,883 98,869 187,270 149,624 26,351 63,997
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 13,728)
263 1,550 3,547 5,538 1,635 9,348 6,732 4,380 6,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 10.0 13.8 39.7 46.3 87.7 70.0 12.3 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
97 58 78 66 127 220 222
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,457
COMMITMENTS
3,479 261 329 743 4,261 4,551 4,851 1,906 1,606
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 1,139)
1,007 83 91 4 810 1,102 984 37 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.9 4.0 5.1 11.5 66.0 70.5 75.1 29.5 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
30 10 11 14 32 51 46
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,580
COMMITMENTS
14,903 3,329 3,138 10,292 10,833 28,333 17,300 6,247 17,280
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 406)
332 166 -559 356 -17 129 -410 277 816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.1 9.6 9.1 29.8 31.3 81.9 50.0 18.1 50.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
48 24 27 52 67 115 110
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 98,344
COMMITMENTS
32,628 9,311 715 27,623 75,711 60,966 85,737 37,378 12,607
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: -7,057)
-13,121 249 -12 2,633 -5,522 -10,500 -5,285 3,443 -1,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 9.5 0.7 28.1 77.0 62.0 87.2 38.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
26 12 2 23 23 49 37
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 79,029
COMMITMENTS
24,138 24,378 0 41,059 39,837 65,197 64,215 13,832 14,814
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 1,661)
9,136 -7,135 0 -12,789 15,812 -3,653 8,677 5,314 -7,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 30.8 0.0 52.0 50.4 82.5 81.3 17.5 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 16 0 10 15 17 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 96,154
COMMITMENTS
43,411 3,272 220 45,706 90,332 89,337 93,824 6,817 2,330
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 4,404)
5,031 706 0 -985 3,721 4,046 4,427 358 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.1 3.4 0.2 47.5 93.9 92.9 97.6 7.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
44 9 1 18 15 62 25
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 77,079
COMMITMENTS
17,074 21,847 6 45,988 36,928 63,068 58,781 14,011 18,298
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 7,488)
4,048 -6,200 -81 3,268 16,657 7,235 10,376 253 -2,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 28.3 0.0 59.7 47.9 81.8 76.3 18.2 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
15 15 1 19 14 35 29
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 169,886
COMMITMENTS
30,472 50,001 36 103,194 95,280 133,702 145,317 36,184 24,569
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 14,164)
8,280 3,072 -108 -2,354 11,172 5,818 14,136 8,346 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 29.4 0.0 60.7 56.1 78.7 85.5 21.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
24 29 3 19 23 43 55
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 127,386
COMMITMENTS
42,096 20,135 2,455 34,870 63,074 79,421 85,664 47,965 41,722
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 8,148)
6,083 -4,647 35 -1,974 14,541 4,144 9,929 4,004 -1,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 15.8 1.9 27.4 49.5 62.3 67.2 37.7 32.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
38 24 7 20 26 62 54
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 13,013
COMMITMENTS
8,659 4,915 251 3,100 6,628 12,010 11,794 1,003 1,219
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 824)
501 1,594 251 26 -1,229 778 616 46 208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.5 37.8 1.9 23.8 50.9 92.3 90.6 7.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 1 8 6 14 9
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 57,744
COMMITMENTS
20,162 721 0 29,309 48,010 49,471 48,731 8,273 9,013
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 9,830)
2,521 0 0 8,364 9,352 10,885 9,352 -1,055 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 1.2 0.0 50.8 83.1 85.7 84.4 14.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 1 0 10 13 15 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,909,040
COMMITMENTS
989,716 893,652 1202806 5812553 5438999 8005075 7535457 903,965 1373583
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 241,078)
56,066 -61,454 51,397 72,272 170,071 179,735 160,014 61,343 81,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 10.0 13.5 65.2 61.1 89.9 84.6 10.1 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
54 51 83 125 140 222 241
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 649,828
COMMITMENTS
63,622 40,146 687 447,049 492,714 511,358 533,547 138,470 116,281
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 7,242)
128 501 -1,483 3,289 -3,425 1,934 -4,407 5,308 11,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 6.2 0.1 68.8 75.8 78.7 82.1 21.3 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
36 28 10 77 57 120 89
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,140,746
COMMITMENTS
191,126 318,972 14,284 612,184 690,162 817,594 1023418 323,152 117,328
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 74,632)
-11,088 37,372 1,773 69,658 19,251 60,343 58,396 14,289 16,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 28.0 1.3 53.7 60.5 71.7 89.7 28.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
56 52 16 65 60 130 119
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,123
COMMITMENTS
2,010 1,052 0 5,821 10,165 7,831 11,217 4,292 906
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: -140)
28 0 0 46 2 74 2 -214 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 8.7 0.0 48.0 83.8 64.6 92.5 35.4 7.5
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 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 45,214
COMMITMENTS
7,748 9,667 0 31,769 32,682 39,517 42,349 5,697 2,865
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 859)
-363 -145 0 1,230 2,066 867 1,921 -8 -1,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 21.4 0.0 70.3 72.3 87.4 93.7 12.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 5 0 22 19 30 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,775
COMMITMENTS
16,078 8,025 426 31,802 44,589 48,306 53,040 11,469 6,735
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 1,174)
1,884 -2,130 130 4,162 2,426 6,176 426 -5,002 748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 13.4 0.7 53.2 74.6 80.8 88.7 19.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
16 11 2 33 25 50 37
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 347,773
COMMITMENTS
109,431 128,717 4,644 214,167 194,238 328,242 327,599 19,531 20,174
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 26,230)
-3,368 24,007 2,163 39,435 31,171 38,230 57,341 -12,000 -31,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 37.0 1.3 61.6 55.9 94.4 94.2 5.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
79 64 11 43 37 127 107
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 55,332
COMMITMENTS
26,703 4,969 0 12,877 39,564 39,580 44,533 15,752 10,799
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: -4,913)
5,587 -9,037 0 -12,425 10,479 -6,838 1,442 1,925 -6,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.3 9.0 0.0 23.3 71.5 71.5 80.5 28.5 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
15 5 0 8 15 23 20
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 28,501
COMMITMENTS
5,063 5,306 2 18,892 15,932 23,957 21,240 4,544 7,261
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: -378)
199 103 0 -296 69 -97 172 -281 -550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 18.6 0.0 66.3 55.9 84.1 74.5 15.9 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 12 1 27 23 30 35
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 276,163
COMMITMENTS
35,184 52,963 1,672 216,710 208,664 253,566 263,299 22,597 12,864
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 1,357)
6,606 1,115 778 -3,143 -4,237 4,241 -2,344 -2,884 3,701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 19.2 0.6 78.5 75.6 91.8 95.3 8.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
33 56 6 33 51 67 112
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 57,289
COMMITMENTS
17,160 19,268 513 25,850 28,785 43,523 48,566 13,766 8,723
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 2,701)
3,309 -892 -85 -973 2,677 2,251 1,700 450 1,001
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 33.6 0.9 45.1 50.2 76.0 84.8 24.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
30 20 3 18 20 50 41
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 35,512
COMMITMENTS
16,791 4,953 0 14,974 13,974 31,765 18,927 3,747 16,585
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 3,721)
-563 529 -10 4,099 2,975 3,526 3,494 195 227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.3 13.9 0.0 42.2 39.4 89.4 53.3 10.6 46.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
14 10 0 16 9 30 19
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 33,877
COMMITMENTS
442 2,397 1,106 16,367 26,575 17,915 30,078 15,962 3,799
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: -1,949)
-230 -734 0 -988 614 -1,218 -120 -731 -1,829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 7.1 3.3 48.3 78.4 52.9 88.8 47.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 10 2 18 23 23 34
Updated January 12, 2006