MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,819
COMMITMENTS
24 635 3,115 24,697 15,646 27,836 19,396 4,983 13,423
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 78)
-1,111 -421 -83 1,646 -208 453 -711 -375 789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.9 9.5 75.3 47.7 84.8 59.1 15.2 40.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 7 7 16 14 23 22
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 151,181
COMMITMENTS
17,933 30,877 33,125 76,887 51,359 127,945 115,361 23,235 35,820
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 3,848)
-831 2,878 2,916 1,413 -2,044 3,498 3,750 349 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 20.4 21.9 50.9 34.0 84.6 76.3 15.4 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
47 82 70 37 44 133 165
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,663
COMMITMENTS
338 1,164 292 1,166 252 1,796 1,708 867 955
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 30)
-98 88 -21 133 -184 14 -116 15 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 43.7 11.0 43.8 9.5 67.4 64.1 32.6 35.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 14 4 7 3 18 17
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 248,564
COMMITMENTS
50,089 17,531 56,463 109,617 103,770 216,169 177,764 32,394 70,799
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -18,584)
-6,895 2,582 -7,441 -3,047 -10,300 -17,383 -15,159 -1,201 -3,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 7.1 22.7 44.1 41.7 87.0 71.5 13.0 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
83 59 93 94 126 240 241
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,086
COMMITMENTS
1,942 258 544 958 3,417 3,444 4,218 2,642 1,868
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -287)
33 129 -230 29 -236 -168 -337 -119 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 4.2 8.9 15.7 56.1 56.6 69.3 43.4 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
27 5 12 11 24 41 39
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,198
COMMITMENTS
12,048 2,480 6,289 12,429 10,675 30,767 19,444 7,431 18,753
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 2,560)
-1,021 249 968 1,200 -85 1,147 1,132 1,413 1,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 6.5 16.5 32.5 27.9 80.5 50.9 19.5 49.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
36 24 30 58 59 115 102
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 129,087
COMMITMENTS
56,694 11,654 4,084 26,413 94,681 87,191 110,418 41,897 18,669
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 1,159)
4,989 -3,893 505 -4,608 7,548 886 4,160 273 -3,001
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 9.0 3.2 20.5 73.3 67.5 85.5 32.5 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
35 13 6 24 25 61 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 92,980
COMMITMENTS
23,784 38,314 151 60,312 35,349 84,247 73,814 8,733 19,166
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 8,060)
-2,576 13,075 -44 15,730 -6,523 13,111 6,508 -5,051 1,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 41.2 0.2 64.9 38.0 90.6 79.4 9.4 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 21 1 12 12 21 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 117,632
COMMITMENTS
67,597 6,624 395 41,835 107,125 109,827 114,144 7,804 3,488
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -17)
-2,280 2,845 1 1,961 -3,166 -318 -320 301 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.5 5.6 0.3 35.6 91.1 93.4 97.0 6.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
58 9 2 15 15 74 25
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 96,269
COMMITMENTS
15,452 29,534 672 63,416 43,714 79,539 73,920 16,730 22,349
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -1,583)
-5,727 6,594 -1,129 8,713 -8,649 1,857 -3,184 -3,439 1,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 30.7 0.7 65.9 45.4 82.6 76.8 17.4 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
11 18 3 21 17 33 37
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 240,239
COMMITMENTS
28,460 87,564 4,698 179,259 114,892 212,417 207,153 27,821 33,086
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 7,980)
-1,111 13,497 -873 14,475 -4,005 12,491 8,619 -4,511 -640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 36.4 2.0 74.6 47.8 88.4 86.2 11.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
19 44 7 24 23 46 71
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 157,770
COMMITMENTS
44,334 28,029 11,653 47,335 77,063 103,322 116,745 54,448 41,026
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -12,558)
-11,822 6,657 -4,298 6,586 -15,323 -9,534 -12,964 -3,024 406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 17.8 7.4 30.0 48.8 65.5 74.0 34.5 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
42 36 32 26 30 82 84
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 15,200
COMMITMENTS
9,120 5,019 0 4,838 8,949 13,958 13,968 1,242 1,232
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -484)
-241 -568 -114 -189 250 -544 -432 60 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.0 33.0 0.0 31.8 58.9 91.8 91.9 8.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 4 0 10 9 17 13
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 45,525
COMMITMENTS
5,369 1,805 34 32,414 37,497 37,817 39,336 7,708 6,189
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 4,816)
-3,456 47 34 6,900 5,024 3,478 5,105 1,338 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 4.0 0.1 71.2 82.4 83.1 86.4 16.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 1 12 16 16 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 15,784,353
COMMITMENTS
738,612 1060080 5536388 8444654 7570985 14719654 14167453 1064699 1616900
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 786,121)
32,977 160,964 404,779 304,712 153,741 742,467 719,484 43,654 66,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 6.7 35.1 53.5 48.0 93.3 89.8 6.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
72 76 115 149 154 283 291
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 739,776
COMMITMENTS
74,409 43,446 36,585 474,867 522,160 585,860 602,191 153,916 137,585
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 12,954)
-622 4,682 2,543 10,441 9,256 12,362 16,481 592 -3,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 5.9 4.9 64.2 70.6 79.2 81.4 20.8 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
55 37 53 94 68 175 132
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,234,977
COMMITMENTS
239,366 438,031 37,219 599,658 638,981 876,242 1114231 358,734 120,745
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -27,870)
3,749 73,450 2,001 -25,211 -111,438 -19,461 -35,987 -8,410 8,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 35.5 3.0 48.6 51.7 71.0 90.2 29.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
63 62 35 69 63 154 138
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,981
COMMITMENTS
2,049 733 0 5,917 10,038 7,966 10,771 4,015 1,210
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 197)
122 0 -0 -161 127 -39 127 236 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 6.1 0.0 49.4 83.8 66.5 89.9 33.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 1 14 13 18 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 48,959
COMMITMENTS
6,701 10,450 0 35,798 35,770 42,499 46,220 6,460 2,739
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 511)
-426 451 0 407 -303 -19 148 530 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 21.3 0.0 73.1 73.1 86.8 94.4 13.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 5 0 24 23 32 28
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CME HDD INDEX X $20) OPEN INTEREST: 9,181
COMMITMENTS
4,204 1,801 676 4,156 6,459 9,036 8,935 145 246
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 2,838)
104 948 302 2,428 1,752 2,834 3,002 4 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.8 19.6 7.4 45.3 70.3 98.4 97.3 1.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 10 4 8 8 14 21
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 61,243
COMMITMENTS
14,547 9,018 226 30,261 44,819 45,034 54,063 16,209 7,181
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -1,794)
-2,244 -339 -200 -251 -1,233 -2,695 -1,772 901 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 14.7 0.4 49.4 73.2 73.5 88.3 26.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
21 16 2 35 27 58 43
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 363,876
COMMITMENTS
112,213 95,739 3,836 223,777 220,250 339,826 319,825 24,050 44,051
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 608)
1,029 11,358 -84 1,521 -18,412 2,466 -7,139 -1,858 7,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 26.3 1.1 61.5 60.5 93.4 87.9 6.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
70 71 13 49 42 125 120
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 69,579
COMMITMENTS
31,309 10,528 0 19,114 44,165 50,423 54,693 19,156 14,886
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -5,540)
-7,096 1,263 -118 6,320 -10,427 -894 -9,282 -4,646 3,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 15.1 0.0 27.5 63.5 72.5 78.6 27.5 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
16 6 0 12 16 28 22
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,409
COMMITMENTS
5,095 6,096 2 19,708 16,429 24,805 22,528 4,604 6,882
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 843)
-61 -60 0 823 449 762 389 81 454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 20.7 0.0 67.0 55.9 84.3 76.6 15.7 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 14 1 29 22 32 36
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 276,838
COMMITMENTS
44,722 60,132 3,783 208,718 200,348 257,223 264,263 19,615 12,575
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 3,837)
-3,834 4,231 -901 8,639 432 3,905 3,762 -68 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 21.7 1.4 75.4 72.4 92.9 95.5 7.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
42 66 30 38 56 96 136
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 65,150
COMMITMENTS
13,875 15,765 4,571 34,074 34,797 52,520 55,133 12,630 10,017
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -113)
1,426 -1,261 31 -1,397 701 60 -529 -173 416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 24.2 7.0 52.3 53.4 80.6 84.6 19.4 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
24 22 7 20 28 51 55
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 36,764
COMMITMENTS
12,288 7,392 12 17,288 19,033 29,588 26,437 7,176 10,327
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 1,590)
-1,862 1,085 1 1,434 1,050 -427 2,136 2,017 -546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 20.1 0.0 47.0 51.8 80.5 71.9 19.5 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 10 1 17 12 29 23
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 42,062
COMMITMENTS
2,660 2,921 334 14,577 34,787 17,571 38,042 24,491 4,020
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 1,874)
-550 -133 103 -1,330 3,894 -1,777 3,864 3,651 -1,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 6.9 0.8 34.7 82.7 41.8 90.4 58.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 12 4 18 28 27 41
Updated February 10, 2006