MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,704
COMMITMENTS
1,494 1,201 827 17,138 12,670 19,459 14,698 4,245 9,006
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 1,114)
-756 153 153 1,675 446 1,072 752 42 362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 5.1 3.5 72.3 53.5 82.1 62.0 17.9 38.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 5 6 16 15 25 24
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 137,742
COMMITMENTS
20,919 21,950 23,168 72,226 57,009 116,313 102,127 21,429 35,615
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 10,055)
-4,700 5,877 1,795 11,440 716 8,535 8,388 1,520 1,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 15.9 16.8 52.4 41.4 84.4 74.1 15.6 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
46 74 66 32 43 129 153
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,218
COMMITMENTS
226 705 497 565 341 1,288 1,543 930 675
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 132)
-162 -21 134 73 11 45 124 87 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 31.8 22.4 25.5 15.4 58.1 69.6 41.9 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 14 6 8 5 20 21
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 229,356
COMMITMENTS
65,410 21,721 37,550 95,710 100,045 198,670 159,316 30,686 70,040
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 15,735)
-7,580 363 8,153 10,827 1,176 11,400 9,692 4,335 6,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 9.5 16.4 41.7 43.6 86.6 69.5 13.4 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
100 51 94 74 128 242 238
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,500
COMMITMENTS
3,340 191 310 642 4,293 4,292 4,794 2,208 1,706
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 43)
-139 -70 -19 -101 32 -259 -57 302 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.4 2.9 4.8 9.9 66.0 66.0 73.8 34.0 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
28 5 6 10 30 42 37
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,169
COMMITMENTS
14,553 3,608 3,213 9,777 10,287 27,543 17,108 5,626 16,061
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: -1,411)
-350 279 75 -515 -546 -790 -192 -621 -1,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.9 10.9 9.7 29.5 31.0 83.0 51.6 17.0 48.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
43 21 21 46 52 100 87
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 101,952
COMMITMENTS
39,506 12,573 715 27,012 76,863 67,233 90,151 34,719 11,801
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 3,608)
6,878 3,262 0 -611 1,152 6,267 4,414 -2,659 -806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 12.3 0.7 26.5 75.4 65.9 88.4 34.1 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
30 14 2 21 24 51 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 80,480
COMMITMENTS
21,356 19,896 0 46,484 44,430 67,840 64,326 12,640 16,154
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 1,451)
-2,782 -4,482 0 5,425 4,593 2,643 111 -1,192 1,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 24.7 0.0 57.8 55.2 84.3 79.9 15.7 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 15 0 9 15 17 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 99,485
COMMITMENTS
49,051 4,981 220 43,354 91,762 92,625 96,963 6,860 2,522
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 3,331)
5,640 1,709 0 -2,352 1,430 3,288 3,139 43 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.3 5.0 0.2 43.6 92.2 93.1 97.5 6.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
47 11 1 17 16 64 28
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 83,135
COMMITMENTS
17,411 20,714 6 48,630 45,024 66,047 65,744 17,088 17,391
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 6,056)
337 -1,133 0 2,642 8,096 2,979 6,963 3,077 -907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 24.9 0.0 58.5 54.2 79.4 79.1 20.6 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
14 16 1 20 16 35 32
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 167,681
COMMITMENTS
30,062 48,321 32 103,792 93,718 133,886 142,071 33,795 25,610
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: -2,205)
-410 -1,680 -4 598 -1,562 184 -3,246 -2,389 1,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 28.8 0.0 61.9 55.9 79.8 84.7 20.2 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
22 23 3 19 24 41 50
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 129,565
COMMITMENTS
41,207 19,996 2,730 36,151 69,669 80,088 92,395 49,477 37,170
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 2,179)
-889 -139 275 1,281 6,595 667 6,731 1,512 -4,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 15.4 2.1 27.9 53.8 61.8 71.3 38.2 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
40 26 11 20 24 68 54
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 15,026
COMMITMENTS
10,337 5,510 134 3,060 8,156 13,531 13,800 1,495 1,226
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 2,013)
1,678 595 -117 -40 1,528 1,521 2,006 492 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.8 36.7 0.9 20.4 54.3 90.1 91.8 9.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 5 1 8 10 15 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,936,495
COMMITMENTS
992,135 822,913 1230868 5787517 5508962 8010520 7562743 925,975 1373752
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 27,455)
2,419 -70,739 28,062 -25,036 69,963 5,445 27,286 22,010 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 9.2 13.8 64.8 61.6 89.6 84.6 10.4 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
61 49 90 124 146 230 252
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 656,734
COMMITMENTS
65,170 42,226 946 450,361 490,505 516,477 533,677 140,257 123,057
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 6,906)
1,548 2,080 259 3,312 -2,209 5,119 130 1,787 6,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 6.4 0.1 68.6 74.7 78.6 81.3 21.4 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
40 30 11 77 57 124 91
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,151,070
COMMITMENTS
184,738 325,812 19,709 588,733 691,867 793,180 1037388 357,890 113,682
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 10,324)
-6,388 6,840 5,425 -23,451 1,705 -24,414 13,970 34,738 -3,646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 28.3 1.7 51.1 60.1 68.9 90.1 31.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
57 57 17 65 61 133 124
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,156
COMMITMENTS
1,995 1,052 0 5,801 10,165 7,796 11,217 4,360 939
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 33)
-15 0 0 -20 0 -35 0 68 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 8.7 0.0 47.7 83.6 64.1 92.3 35.9 7.7
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 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 49,592
COMMITMENTS
7,085 10,031 0 37,363 35,740 44,448 45,771 5,144 3,821
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 4,378)
-663 364 0 5,594 3,058 4,931 3,422 -553 956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 20.2 0.0 75.3 72.1 89.6 92.3 10.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 6 0 22 19 29 25
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 60,410
COMMITMENTS
18,497 8,195 659 31,078 45,273 50,234 54,127 10,176 6,283
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 635)
2,419 170 233 -724 684 1,928 1,087 -1,293 -452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 13.6 1.1 51.4 74.9 83.2 89.6 16.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
21 13 2 34 28 56 42
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 350,798
COMMITMENTS
117,973 95,738 3,690 206,148 234,287 327,811 333,715 22,987 17,083
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 3,025)
8,542 -32,979 -954 -8,019 40,049 -431 6,116 3,456 -3,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 27.3 1.1 58.8 66.8 93.4 95.1 6.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
76 69 9 42 37 123 110
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 61,525
COMMITMENTS
27,102 4,393 0 12,878 45,695 39,980 50,088 21,545 11,437
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 6,193)
399 -576 0 1 6,131 400 5,555 5,793 638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.1 7.1 0.0 20.9 74.3 65.0 81.4 35.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 4 0 10 17 23 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 28,572
COMMITMENTS
5,057 5,722 2 19,296 15,585 24,355 21,309 4,217 7,263
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 71)
-6 416 0 404 -347 398 69 -327 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 20.0 0.0 67.5 54.5 85.2 74.6 14.8 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 13 1 30 23 33 36
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 278,177
COMMITMENTS
34,902 60,666 2,297 219,557 201,594 256,756 264,557 21,421 13,620
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 2,014)
-282 7,703 625 2,847 -7,070 3,190 1,258 -1,176 756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 21.8 0.8 78.9 72.5 92.3 95.1 7.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
33 46 6 31 53 65 104
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 59,849
COMMITMENTS
17,626 18,410 678 27,374 31,164 45,678 50,252 14,171 9,597
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 2,560)
466 -858 165 1,524 2,379 2,155 1,686 405 874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 30.8 1.1 45.7 52.1 76.3 84.0 23.7 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
31 22 4 21 19 54 43
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 36,866
COMMITMENTS
16,234 5,808 11 14,451 12,352 30,696 18,171 6,170 18,695
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 1,354)
-557 855 11 -523 -1,622 -1,069 -756 2,423 2,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.0 15.8 0.0 39.2 33.5 83.3 49.3 16.7 50.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
13 10 1 15 9 28 20
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 33,938
COMMITMENTS
442 3,158 281 16,114 26,074 16,837 29,513 17,101 4,425
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 61)
0 761 -825 -253 -501 -1,078 -565 1,139 626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 9.3 0.8 47.5 76.8 49.6 87.0 50.4 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 11 3 19 23 25 35
Updated January 20, 2006