MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED 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: 25,965
COMMITMENTS
1,945 947 2,098 16,933 13,023 20,976 16,068 4,989 9,897
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 1,644)
684 -2,385 335 607 3,580 1,625 1,530 19 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 3.6 8.1 65.2 50.2 80.8 61.9 19.2 38.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 3 7 18 16 29 24
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 133,475
COMMITMENTS
25,935 14,289 24,864 61,679 58,176 112,478 97,328 20,997 36,147
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 1,060)
-352 1,720 -6,381 7,106 3,726 374 -934 686 1,994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 10.7 18.6 46.2 43.6 84.3 72.9 15.7 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
51 68 74 29 40 135 143
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED 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: 2,167
COMMITMENTS
379 716 436 492 330 1,307 1,482 859 684
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: -177)
-80 -118 12 -81 48 -149 -58 -27 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 33.1 20.1 22.7 15.2 60.3 68.4 39.7 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 17 11 7 5 24 23
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 240,989
COMMITMENTS
71,717 14,307 46,292 94,582 110,361 212,590 170,960 28,399 70,030
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 15,859)
-711 762 5,759 6,493 2,197 11,541 8,718 4,319 7,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 5.9 19.2 39.2 45.8 88.2 70.9 11.8 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
97 59 85 82 137 240 236
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 6,986
COMMITMENTS
3,447 204 608 753 4,341 4,809 5,154 2,177 1,833
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 1,263)
1,012 11 203 5 841 1,220 1,055 43 208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.3 2.9 8.7 10.8 62.1 68.8 73.8 31.2 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
32 10 13 15 33 54 49
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 38,736
COMMITMENTS
14,870 1,087 6,319 10,733 12,185 31,922 19,591 6,815 19,145
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 509)
301 64 -427 391 44 264 -319 245 828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 2.8 16.3 27.7 31.5 82.4 50.6 17.6 49.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
55 20 36 59 77 132 122
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED 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: 104,229
COMMITMENTS
32,230 9,134 2,710 29,055 76,893 63,994 88,738 40,234 15,491
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: -7,475)
-13,913 -1,253 965 1,909 -5,316 -11,038 -5,604 3,563 -1,871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 8.8 2.6 27.9 73.8 61.4 85.1 38.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
26 13 4 25 24 52 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 79,731
COMMITMENTS
24,358 24,378 0 41,059 39,837 65,417 64,215 14,314 15,516
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 1,794)
9,356 -7,135 0 -12,789 15,812 -3,433 8,677 5,227 -6,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 30.6 0.0 51.5 50.0 82.0 80.5 18.0 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 16 0 10 15 18 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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: 96,161
COMMITMENTS
43,411 3,272 220 45,713 90,332 89,344 93,824 6,817 2,337
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 4,331)
5,031 706 0 -984 3,721 4,047 4,427 284 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED 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: 79,579
COMMITMENTS
17,157 21,855 1,128 46,312 37,266 64,597 60,249 14,982 19,330
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 7,675)
4,114 -6,298 206 3,324 16,729 7,644 10,637 31 -2,962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 27.5 1.4 58.2 46.8 81.2 75.7 18.8 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
17 14 5 19 14 37 32
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 214,485
COMMITMENTS
28,022 50,090 5,658 141,639 131,376 175,320 187,123 39,165 27,361
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 14,059)
8,140 2,966 -143 -2,588 11,222 5,408 14,045 8,651 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 23.4 2.6 66.0 61.3 81.7 87.2 18.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
23 32 6 21 27 46 63
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 143,748
COMMITMENTS
40,787 19,569 12,224 37,599 65,018 90,609 96,811 53,139 46,938
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 4,553)
5,999 -4,696 -2,288 -2,814 14,290 897 7,305 3,656 -2,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 13.6 8.5 26.2 45.2 63.0 67.3 37.0 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
40 29 27 22 30 73 76
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 14,327,372
COMMITMENTS
624,530 789,581 4882683 7829906 7197478 13337119 12869742 990,253 1457630
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 763,145)
7,230 -107,002 511,315 180,790 271,784 699,334 676,097 63,810 87,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 5.5 34.1 54.6 50.2 93.1 89.8 6.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
54 65 102 137 148 252 263
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 726,127
COMMITMENTS
66,652 40,290 38,360 467,779 509,967 572,791 588,617 153,336 137,510
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 25,859)
805 334 6,726 9,002 -1,014 16,534 6,046 9,325 19,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 5.5 5.3 64.4 70.2 78.9 81.1 21.1 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
44 44 57 85 62 167 125
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED 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: 1,193,406
COMMITMENTS
192,530 318,600 38,069 635,126 712,930 865,725 1069599 327,681 123,807
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 89,706)
-10,837 36,872 9,020 76,353 25,999 74,536 71,892 15,170 17,814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 26.7 3.2 53.2 59.7 72.5 89.6 27.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
57 57 36 70 60 153 127
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED 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 TRADER
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 1 15 12 19 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 59,938
COMMITMENTS
16,078 8,027 426 31,889 44,663 48,393 53,116 11,545 6,822
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 1,245)
1,884 -2,130 130 4,205 2,455 6,219 455 -4,974 790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 13.4 0.7 53.2 74.5 80.7 88.6 19.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
16 13 2 34 27 51 41
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED 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: 351,477
COMMITMENTS
109,273 128,413 6,791 215,701 195,863 331,764 331,067 19,712 20,409
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 26,818)
-3,542 23,734 2,708 39,647 31,383 38,813 57,825 -11,995 -31,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 36.5 1.9 61.4 55.7 94.4 94.2 5.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
78 65 17 44 38 131 111
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 56,232
COMMITMENTS
26,703 4,969 0 12,877 39,637 39,580 44,606 16,652 11,627
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: -4,613)
5,587 -9,037 0 -12,425 10,552 -6,838 1,515 2,225 -6,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.5 8.8 0.0 22.9 70.5 70.4 79.3 29.6 20.7
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
OPTION AND FUTURES COMBINED 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: 28,505
COMMITMENTS
5,063 5,306 2 18,893 15,932 23,958 21,241 4,548 7,265
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: -375)
199 103 0 -296 69 -97 172 -278 -547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 18.6 0.0 66.3 55.9 84.0 74.5 16.0 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 12 1 27 24 30 36
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED 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: 280,927
COMMITMENTS
35,796 53,310 3,853 218,342 209,432 257,991 266,594 22,936 14,333
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 3,298)
7,204 1,461 1,423 -2,342 -3,975 6,285 -1,092 -2,986 4,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 19.0 1.4 77.7 74.6 91.8 94.9 8.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
32 67 22 35 54 83 127
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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: 64,561
COMMITMENTS
12,255 19,268 5,418 33,120 30,270 50,793 54,956 13,768 9,605
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 3,303)
2,680 -892 544 -373 2,570 2,851 2,222 452 1,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 29.8 8.4 51.3 46.9 78.7 85.1 21.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
26 20 7 18 21 50 46
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 33,887
COMMITMENTS
442 2,397 1,106 16,367 26,575 17,915 30,078 15,972 3,809
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: -1,939)
-230 -734 0 -988 614 -1,218 -120 -721 -1,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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