MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,931
COMMITMENTS
1,082 1,140 1,239 20,991 14,783 23,312 17,162 4,619 10,769
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 2,178)
-160 -428 192 1,963 1,957 1,995 1,721 183 457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 4.1 4.4 75.2 52.9 83.5 61.4 16.5 38.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 9 11 15 15 27 28
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 138,926
COMMITMENTS
18,726 28,820 25,801 73,660 51,015 118,187 105,636 20,739 33,290
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 5,468)
2,003 8,425 1,297 1,424 -5,055 4,724 4,667 744 801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 20.7 18.6 53.0 36.7 85.1 76.0 14.9 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
46 83 59 32 43 117 160
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,525
COMMITMENTS
482 1,104 186 1,033 436 1,701 1,726 824 799
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 112)
94 122 -140 325 78 279 60 -167 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 43.7 7.4 40.9 17.3 67.4 68.4 32.6 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 15 5 9 4 24 22
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 237,194
COMMITMENTS
58,648 22,567 44,378 102,924 102,344 205,950 169,289 31,244 67,905
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -1,153)
-4,893 -1,022 1,909 1,866 758 -1,118 1,645 -35 -2,798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 9.5 18.7 43.4 43.1 86.8 71.4 13.2 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
87 69 91 80 124 232 236
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,719
COMMITMENTS
1,944 182 398 880 3,498 3,222 4,078 2,497 1,641
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 34)
-219 -4 116 34 -318 -69 -206 103 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 3.2 7.0 15.4 61.2 56.3 71.3 43.7 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
27 5 9 12 22 42 33
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,548
COMMITMENTS
12,976 3,739 2,756 10,457 9,749 26,189 16,244 5,359 15,304
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -1,439)
-1,937 85 -369 731 -393 -1,575 -677 136 -762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.1 11.9 8.7 33.1 30.9 83.0 51.5 17.0 48.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
39 22 17 45 54 94 87
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 117,314
COMMITMENTS
50,705 13,221 1,561 27,053 85,577 79,319 100,359 37,995 16,955
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 15,219)
15,657 5,306 586 -1,632 8,697 14,611 14,589 608 630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.2 11.3 1.3 23.1 72.9 67.6 85.5 32.4 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
35 13 4 24 25 59 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 84,122
COMMITMENTS
26,222 25,239 72 44,582 41,872 70,876 67,183 13,246 16,939
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -1,754)
1,894 5,274 72 -1,609 -10,891 357 -5,545 -2,111 3,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 30.0 0.1 53.0 49.8 84.3 79.9 15.7 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 14 1 9 13 20 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 117,640
COMMITMENTS
69,877 3,779 394 39,866 110,291 110,137 114,464 7,503 3,176
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 19,032)
21,381 -160 11 -3,455 18,424 17,937 18,275 1,095 757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.4 3.2 0.3 33.9 93.8 93.6 97.3 6.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
59 8 2 16 15 76 24
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 94,091
COMMITMENTS
21,296 23,206 111 53,808 51,561 75,215 74,878 18,876 19,213
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 4,554)
-732 4,026 76 6,431 -932 5,775 3,170 -1,221 1,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 24.7 0.1 57.2 54.8 79.9 79.6 20.1 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
14 13 4 20 18 35 34
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 188,724
COMMITMENTS
32,287 74,032 32 126,595 83,469 158,914 157,533 29,810 31,191
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 22,124)
2,589 25,056 0 23,063 -11,224 25,652 13,832 -3,528 8,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 39.2 0.0 67.1 44.2 84.2 83.5 15.8 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
23 33 2 23 21 46 56
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 147,953
COMMITMENTS
58,564 22,182 2,382 36,469 89,459 97,415 114,023 50,538 33,930
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 3,345)
1,730 2,812 -933 2,978 118 3,775 1,997 -430 1,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.6 15.0 1.6 24.6 60.5 65.8 77.1 34.2 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
46 23 9 25 23 77 50
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 15,684
COMMITMENTS
9,361 5,587 114 5,027 8,699 14,502 14,400 1,182 1,284
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 638)
-228 -153 18 845 691 635 556 3 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.7 35.6 0.7 32.1 55.5 92.5 91.8 7.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 3 1 10 11 18 15
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 40,709
COMMITMENTS
8,825 1,758 0 25,514 32,473 34,339 34,231 6,370 6,478
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 7,050)
3,294 1,037 0 4,208 5,478 7,502 6,515 -452 535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 4.3 0.0 62.7 79.8 84.4 84.1 15.6 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 2 0 11 16 16 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,001,015
COMMITMENTS
1009730 1041706 1167158 5914365 5358295 8091253 7567159 909,762 1433856
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 283,065)
47,109 217,685 46,497 192,132 -63,951 285,738 200,231 -2,673 82,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 11.6 13.0 65.7 59.5 89.9 84.1 10.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
64 57 90 129 140 233 256
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 660,860
COMMITMENTS
71,622 39,906 978 450,598 496,671 523,198 537,555 137,662 123,305
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 874)
1,907 -5,159 125 -4,066 3,169 -2,034 -1,865 2,908 2,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 6.0 0.1 68.2 75.2 79.2 81.3 20.8 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
43 29 10 82 55 130 89
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,216,719
COMMITMENTS
237,561 361,937 12,576 604,909 734,487 855,046 1109000 361,673 107,719
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 65,465)
38,968 6,859 -281 5,243 59,022 43,930 65,600 21,535 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 29.7 1.0 49.7 60.4 70.3 91.1 29.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
55 62 20 65 62 134 130
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,784
COMMITMENTS
1,927 733 0 6,078 9,911 8,005 10,644 3,779 1,140
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -446)
-46 -319 0 18 -254 -28 -573 -418 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 6.2 0.0 51.6 84.1 67.9 90.3 32.1 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 0 15 13 19 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 48,448
COMMITMENTS
7,127 9,999 0 35,391 36,073 42,518 46,072 5,930 2,376
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -4,213)
-1,387 -1,012 0 -2,198 -2,517 -3,585 -3,529 -628 -684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 20.6 0.0 73.0 74.5 87.8 95.1 12.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
10 5 0 24 21 34 26
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CME HDD INDEX X $20) OPEN INTEREST: 5,194
COMMITMENTS
3,803 911 250 1,050 3,933 5,103 5,094 91 100
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.2 17.5 4.8 20.2 75.7 98.2 98.1 1.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 6 1 4 7 10 14
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,762
COMMITMENTS
16,791 9,516 266 30,457 45,883 47,514 55,665 15,248 7,097
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 1,139)
-264 973 -10 914 -309 640 654 499 485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 15.2 0.4 48.5 73.1 75.7 88.7 24.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
21 14 1 35 27 57 41
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 358,854
COMMITMENTS
111,717 83,973 1,578 219,852 237,207 333,147 322,758 25,707 36,096
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 3,630)
2,138 -11,253 -2,228 5,798 15,439 5,708 1,958 -2,078 1,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 23.4 0.4 61.3 66.1 92.8 89.9 7.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
84 63 13 42 40 131 111
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 73,813
COMMITMENTS
38,523 9,265 0 12,794 54,552 51,317 63,817 22,496 9,996
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 9,835)
8,625 -1,257 0 -723 11,772 7,902 10,515 1,933 -680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.2 12.6 0.0 17.3 73.9 69.5 86.5 30.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
24 5 0 12 17 36 22
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 28,558
COMMITMENTS
5,156 6,156 2 18,884 15,980 24,042 22,138 4,516 6,420
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -68)
50 225 0 -302 -167 -252 58 184 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 21.6 0.0 66.1 56.0 84.2 77.5 15.8 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 15 1 29 22 32 37
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 266,998
COMMITMENTS
48,898 56,882 542 198,365 198,403 247,805 255,827 19,193 11,171
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -1,177)
6,997 -1,455 -1,067 -6,399 3,689 -469 1,167 -708 -2,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 21.3 0.2 74.3 74.3 92.8 95.8 7.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
37 59 10 37 56 80 119
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 59,291
COMMITMENTS
16,911 17,026 78 29,501 32,938 46,490 50,042 12,801 9,249
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 1,462)
335 945 -314 2,032 1,314 2,053 1,945 -591 -483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 28.7 0.1 49.8 55.6 78.4 84.4 21.6 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
27 23 2 23 26 52 49
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 35,174
COMMITMENTS
14,150 6,307 11 15,854 17,983 30,015 24,301 5,159 10,873
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -657)
-1,053 522 5 1,341 1,466 293 1,993 -950 -2,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 17.9 0.0 45.1 51.1 85.3 69.1 14.7 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
15 10 1 14 12 29 23
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 40,179
COMMITMENTS
3,210 3,054 231 15,907 30,893 19,348 34,178 20,831 6,001
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 3,954)
2,472 -84 100 626 3,155 3,198 3,171 756 783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 7.6 0.6 39.6 76.9 48.2 85.1 51.8 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 10 3 20 25 28 36
Updated February 3, 2006