MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED 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: 32,742
COMMITMENTS
1,135 1,056 3,197 23,051 15,854 27,383 20,107 5,358 12,634
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 3,137)
-34 -296 533 2,446 2,205 2,945 2,441 191 696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 3.2 9.8 70.4 48.4 83.6 61.4 16.4 38.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 8 12 17 15 30 28
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 147,333
COMMITMENTS
18,764 27,999 30,209 75,474 53,403 124,447 111,610 22,886 35,723
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 6,927)
1,872 8,576 1,921 1,915 -4,730 5,709 5,768 1,218 1,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 19.0 20.5 51.2 36.2 84.5 75.8 15.5 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
51 82 65 36 44 128 163
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED 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: 2,634
COMMITMENTS
436 1,076 313 1,033 436 1,782 1,825 852 809
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 115)
67 101 -116 325 78 275 63 -160 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 40.8 11.9 39.2 16.6 67.7 69.3 32.3 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 15 10 9 4 26 25
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 267,148
COMMITMENTS
56,984 14,948 63,904 112,665 114,071 233,552 192,923 33,596 74,225
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 156)
-5,194 -1,614 3,832 1,962 1,137 600 3,356 -444 -3,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 5.6 23.9 42.2 42.7 87.4 72.2 12.6 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
94 66 96 97 135 254 249
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 6,373
COMMITMENTS
1,909 129 774 929 3,652 3,612 4,555 2,761 1,818
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 73)
-207 18 164 58 -293 14 -112 59 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 2.0 12.1 14.6 57.3 56.7 71.5 43.3 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
28 5 12 14 26 45 40
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 35,637
COMMITMENTS
13,069 2,231 5,321 11,229 10,760 29,619 18,312 6,018 17,325
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -2,127)
-1,816 293 -1,292 806 -553 -2,302 -1,551 175 -576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 6.3 14.9 31.5 30.2 83.1 51.4 16.9 48.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
43 20 24 57 59 112 95
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED 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: 127,928
COMMITMENTS
51,705 15,547 3,579 31,021 87,133 86,305 106,258 41,623 21,670
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 17,734)
16,493 7,043 279 -39 8,889 16,733 16,210 1,001 1,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 12.2 2.8 24.2 68.1 67.5 83.1 32.5 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
35 14 6 24 27 60 46
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 84,920
COMMITMENTS
26,360 25,239 194 44,582 41,872 71,136 67,305 13,784 17,615
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -2,232)
1,571 5,274 194 -1,609 -10,891 157 -5,423 -2,389 3,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 29.7 0.2 52.5 49.3 83.8 79.3 16.2 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
12 14 2 9 13 21 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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: 117,649
COMMITMENTS
69,877 3,779 394 39,875 110,291 110,146 114,464 7,503 3,185
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 19,033)
21,381 -160 11 -3,454 18,424 17,938 18,275 1,095 758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.4 3.2 0.3 33.9 93.7 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
OPTION AND FUTURES COMBINED 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: 97,852
COMMITMENTS
21,179 22,940 1,801 54,703 52,363 77,682 77,104 20,169 20,748
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 4,599)
-791 4,068 -86 6,447 -882 5,569 3,100 -971 1,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 23.4 1.8 55.9 53.5 79.4 78.8 20.6 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
15 13 6 21 18 37 36
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 232,259
COMMITMENTS
29,571 74,067 5,570 164,785 118,897 199,927 198,534 32,333 33,725
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 20,959)
2,438 25,072 -197 23,129 -11,687 25,371 13,188 -4,411 7,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 31.9 2.4 70.9 51.2 86.1 85.5 13.9 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
19 38 7 24 25 48 65
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 170,328
COMMITMENTS
56,157 21,372 15,951 40,749 92,386 112,856 129,709 57,472 40,619
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 1,265)
-550 2,177 -789 2,238 -46 899 1,342 366 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 12.5 9.4 23.9 54.2 66.3 76.2 33.7 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
49 31 34 27 28 90 80
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 14,998,231
COMMITMENTS
705,635 899,115 5131609 8139942 7417245 13977187 13447969 1021045 1550262
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 595,304)
33,171 126,663 279,872 268,813 80,710 581,856 487,245 13,448 108,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 6.0 34.2 54.3 49.5 93.2 89.7 6.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
72 71 113 142 148 274 281
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 726,822
COMMITMENTS
75,030 38,764 34,042 464,425 512,904 573,498 585,710 153,324 141,111
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 4,257)
1,713 -8,578 3,720 -2,993 5,207 2,439 349 1,818 3,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 5.3 4.7 63.9 70.6 78.9 80.6 21.1 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
51 40 55 86 65 168 129
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED 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: 1,262,847
COMMITMENTS
235,617 364,581 35,218 624,869 750,419 895,703 1150218 367,144 112,629
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 73,519)
38,860 8,109 3,884 8,167 60,238 50,911 72,230 22,609 1,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 28.9 2.8 49.5 59.4 70.9 91.1 29.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
56 66 37 70 63 155 137
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED 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 TRADER
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 1 15 13 19 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 6,344
COMMITMENTS
4,099 852 375 1,728 4,707 6,203 5,934 141 410
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.6 13.4 5.9 27.2 74.2 97.8 93.5 2.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 7 3 8 9 15 18
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED 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: 63,037
COMMITMENTS
16,791 9,357 426 30,512 46,052 47,730 55,835 15,308 7,203
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 1,163)
-264 970 -7 923 -273 653 690 511 473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 14.8 0.7 48.4 73.1 75.7 88.6 24.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
21 16 3 36 30 60 46
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED 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: 363,268
COMMITMENTS
111,184 84,381 3,920 222,256 238,663 337,360 326,964 25,908 36,304
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 4,455)
974 -11,699 -1,032 6,632 15,432 6,574 2,701 -2,119 1,755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 23.2 1.1 61.2 65.7 92.9 90.0 7.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
83 64 16 45 40 136 112
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 75,119
COMMITMENTS
38,405 9,265 118 12,794 54,592 51,317 63,975 23,802 11,144
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 10,037)
8,595 -1,257 30 -723 11,751 7,902 10,524 2,135 -487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.1 12.3 0.2 17.0 72.7 68.3 85.2 31.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
24 5 1 12 17 36 23
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED 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: 28,567
COMMITMENTS
5,156 6,156 2 18,885 15,980 24,043 22,139 4,523 6,428
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -65)
50 225 0 -302 -167 -252 58 187 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 21.6 0.0 66.1 55.9 84.2 77.5 15.8 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 15 1 29 23 32 38
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED 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: 273,002
COMMITMENTS
48,556 55,900 4,684 200,078 199,917 253,319 260,501 19,683 12,500
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 574)
6,539 -2,137 559 -5,942 4,255 1,155 2,677 -581 -2,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 20.5 1.7 73.3 73.2 92.8 95.4 7.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
34 73 26 40 57 96 134
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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: 65,263
COMMITMENTS
12,449 17,026 4,540 35,471 34,096 52,460 55,662 12,803 9,601
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 1,661)
135 945 -114 2,232 1,313 2,253 2,144 -592 -483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 26.1 7.0 54.4 52.2 80.4 85.3 19.6 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
22 23 7 23 27 52 55
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 40,188
COMMITMENTS
3,210 3,054 231 15,907 30,893 19,348 34,178 20,840 6,010
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 3,955)
2,472 -84 100 626 3,155 3,198 3,171 757 784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 7.6 0.6 39.6 76.9 48.1 85.0 51.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 10 3 20 25 28 36
Updated February 3, 2006