MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,605
COMMITMENTS
1,169 1,352 2,665 20,605 13,649 24,438 17,666 5,167 11,938
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 2,525)
-53 274 371 2,027 246 2,344 891 181 1,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 4.6 9.0 69.6 46.1 82.5 59.7 17.5 40.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 6 10 18 15 29 26
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 140,406
COMMITMENTS
16,892 19,422 28,288 73,559 58,132 118,739 105,842 21,668 34,564
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -3,756)
-4,423 -1,374 1,622 232 -669 -2,568 -420 -1,188 -3,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 13.8 20.1 52.4 41.4 84.6 75.4 15.4 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
48 71 71 37 43 133 156
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,519
COMMITMENTS
369 974 430 708 358 1,507 1,762 1,012 757
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 223)
150 272 -136 143 17 157 153 66 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 38.7 17.1 28.1 14.2 59.8 70.0 40.2 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 18 11 8 4 25 26
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 266,992
COMMITMENTS
62,178 16,562 60,071 110,703 112,934 232,952 189,567 34,040 77,425
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 9,427)
-1,743 1,707 5,399 4,953 1,278 8,609 8,384 818 1,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 6.2 22.5 41.5 42.3 87.3 71.0 12.7 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
91 70 101 101 136 267 252
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,300
COMMITMENTS
2,116 111 610 871 3,945 3,598 4,667 2,702 1,634
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -744)
-1,175 -1 -6 216 -433 -965 -440 221 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 1.8 9.7 13.8 62.6 57.1 74.1 42.9 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
30 7 11 11 29 48 41
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,764
COMMITMENTS
14,886 1,938 6,613 10,423 11,312 31,921 19,863 5,843 17,901
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -137)
271 232 26 49 -156 346 103 -483 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 5.1 17.5 27.6 30.0 84.5 52.6 15.5 47.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
49 20 29 56 63 119 102
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 110,195
COMMITMENTS
35,212 8,504 3,300 31,059 78,244 69,572 90,048 40,623 20,147
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 2,002)
-4,061 -3,828 810 2,458 8 -794 -3,010 2,795 5,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 7.7 3.0 28.2 71.0 63.1 81.7 36.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
27 10 5 23 24 51 38
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 87,152
COMMITMENTS
24,788 19,965 0 46,191 52,763 70,979 72,728 16,172 14,424
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 5,973)
3,215 69 0 -293 8,333 2,922 8,402 3,051 -2,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 22.9 0.0 53.0 60.5 81.4 83.4 18.6 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 13 0 10 15 22 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 98,616
COMMITMENTS
48,496 3,939 383 43,329 91,867 92,208 96,189 6,408 2,427
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -876)
-555 -1,042 163 -32 105 -424 -774 -452 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.2 4.0 0.4 43.9 93.2 93.5 97.5 6.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
55 8 2 17 16 72 26
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 93,253
COMMITMENTS
21,970 18,872 1,887 48,256 53,245 72,113 74,003 21,140 19,249
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 7,328)
4,467 -1,849 652 -724 7,748 4,394 6,551 2,933 777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 20.2 2.0 51.7 57.1 77.3 79.4 22.7 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
15 12 6 19 18 37 33
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 211,300
COMMITMENTS
27,134 48,995 5,767 141,655 130,584 174,556 185,346 36,744 25,954
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -282)
-229 655 246 -398 1,213 -381 2,115 99 -2,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 23.2 2.7 67.0 61.8 82.6 87.7 17.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
21 28 6 18 26 42 57
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 169,063
COMMITMENTS
56,707 19,195 16,739 38,511 92,432 111,957 128,367 57,106 40,696
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 21,520)
16,235 -467 4,227 -943 20,471 19,520 24,232 2,000 -2,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 11.4 9.9 22.8 54.7 66.2 75.9 33.8 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
46 31 31 25 33 87 80
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 15,046
COMMITMENTS
9,589 5,740 96 4,182 8,008 13,867 13,844 1,179 1,202
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 20)
-748 230 -38 1,122 -148 336 44 -316 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.7 38.1 0.6 27.8 53.2 92.2 92.0 7.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 4 1 8 10 15 15
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 33,659
COMMITMENTS
5,531 721 0 21,306 26,995 26,837 27,716 6,822 5,943
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -24,085)
-14,631 0 0 -8,003 -21,015 -22,634 -21,015 -1,451 -3,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 2.1 0.0 63.3 80.2 79.7 82.3 20.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 0 10 15 14 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 14,402,928
COMMITMENTS
672,464 772,452 4851737 7871129 7336535 13395331 12960724 1007597 1442204
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 30,023)
-24,034 -19,204 54,691 6,516 7,412 37,173 42,898 -7,149 -12,875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 5.4 33.7 54.6 50.9 93.0 90.0 7.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
64 66 110 146 157 274 280
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 722,565
COMMITMENTS
73,317 47,342 30,323 467,419 507,697 571,059 585,362 151,506 137,203
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -8,221)
4,895 4,190 -8,048 -1,457 117 -4,610 -3,741 -3,612 -4,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 6.6 4.2 64.7 70.3 79.0 81.0 21.0 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
52 37 49 88 64 167 123
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,189,328
COMMITMENTS
196,757 356,472 31,334 616,702 690,182 844,793 1077987 344,535 111,340
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -16,504)
11,227 29,144 -12,956 3,960 -24,178 2,231 -7,990 -18,734 -8,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 30.0 2.6 51.9 58.0 71.0 90.6 29.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
57 62 32 72 61 154 130
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,230
COMMITMENTS
1,973 1,052 0 6,060 10,165 8,033 11,217 4,197 1,013
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 74)
-22 0 0 259 0 237 0 -163 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 8.6 0.0 49.6 83.1 65.7 91.7 34.3 8.3
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 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 52,661
COMMITMENTS
8,514 11,011 0 37,589 38,590 46,103 49,601 6,558 3,060
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 3,069)
1,429 980 0 226 2,850 1,655 3,830 1,414 -761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 20.9 0.0 71.4 73.3 87.5 94.2 12.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 6 0 24 18 33 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 61,874
COMMITMENTS
17,055 8,387 433 29,589 46,324 47,077 55,144 14,797 6,730
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 1,299)
-1,442 190 -226 -1,578 970 -3,246 934 4,545 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 13.6 0.7 47.8 74.9 76.1 89.1 23.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
22 15 4 36 30 61 46
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 358,813
COMMITMENTS
110,211 96,080 4,952 215,623 223,231 330,786 324,263 28,027 34,549
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 3,214)
-7,111 680 -1,749 7,346 -12,901 -1,513 -13,970 4,728 17,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 26.8 1.4 60.1 62.2 92.2 90.4 7.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
75 71 11 47 37 126 115
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 65,082
COMMITMENTS
29,810 10,522 88 13,517 42,841 43,415 53,451 21,667 11,631
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 2,644)
2,708 6,129 88 639 -2,916 3,435 3,301 -791 -656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.8 16.2 0.1 20.8 65.8 66.7 82.1 33.3 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
19 6 1 12 16 31 23
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 28,632
COMMITMENTS
5,106 5,931 2 19,187 16,147 24,295 22,081 4,336 6,551
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 55)
49 209 0 -110 562 -61 771 115 -716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 20.7 0.0 67.0 56.4 84.9 77.1 15.1 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 14 1 30 23 33 37
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 272,427
COMMITMENTS
42,017 58,037 4,126 206,021 195,662 252,163 257,825 20,264 14,603
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -10,021)
6,777 -2,889 -280 -14,941 -6,893 -8,444 -10,063 -1,577 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 21.3 1.5 75.6 71.8 92.6 94.6 7.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
33 69 24 37 53 87 129
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 63,602
COMMITMENTS
12,314 16,081 4,654 33,239 32,783 50,207 53,518 13,395 10,084
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -3,520)
-407 -2,329 -929 -1,405 133 -2,741 -3,125 -779 -395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 25.3 7.3 52.3 51.5 78.9 84.1 21.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
23 22 9 24 24 55 52
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 35,831
COMMITMENTS
15,203 5,785 6 14,513 16,517 29,722 22,308 6,109 13,523
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -1,035)
-1,031 -23 -5 62 4,165 -974 4,137 -61 -5,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 16.1 0.0 40.5 46.1 83.0 62.3 17.0 37.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
15 11 1 15 10 30 22
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 36,233
COMMITMENTS
738 3,138 131 15,281 27,738 16,150 31,007 20,083 5,226
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 2,287)
296 -20 -150 -833 1,664 -687 1,494 2,974 793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 8.7 0.4 42.2 76.6 44.6 85.6 55.4 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 11 2 19 22 25 34
Updated January 20, 2006