MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,635
COMMITMENTS
1,196 2,640 1,829 16,272 10,067 19,297 14,536 5,338 10,098
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 875)
691 97 147 363 479 1,202 723 -327 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 10.7 7.4 66.1 40.9 78.3 59.0 21.7 41.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 7 11 19 14 31 27
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 126,734
COMMITMENTS
25,296 10,313 30,045 53,153 53,186 108,494 93,544 18,239 33,190
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 805)
134 65 -309 983 -235 807 -480 -3 1,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 8.1 23.7 41.9 42.0 85.6 73.8 14.4 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
63 42 77 30 39 147 129
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,241
COMMITMENTS
478 783 430 563 232 1,471 1,445 770 796
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 82)
88 26 -5 47 23 129 44 -47 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 34.9 19.2 25.1 10.4 65.6 64.5 34.4 35.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 17 10 6 4 20 26
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 217,062
COMMITMENTS
66,704 12,402 39,671 87,969 103,012 194,345 155,085 22,718 61,977
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -1,810)
-2,272 131 983 2,360 -2 1,071 1,112 -2,881 -2,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 5.7 18.3 40.5 47.5 89.5 71.4 10.5 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
97 37 65 85 137 220 214
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,296
COMMITMENTS
2,383 285 603 868 3,501 3,854 4,389 2,443 1,907
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 580)
332 -103 102 -87 366 347 365 233 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 4.5 9.6 13.8 55.6 61.2 69.7 38.8 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
25 6 10 18 31 47 43
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 35,976
COMMITMENTS
14,264 985 5,769 9,909 11,294 29,942 18,049 6,034 17,927
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 221)
-363 149 -412 837 636 62 373 159 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 2.7 16.0 27.5 31.4 83.2 50.2 16.8 49.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
50 23 28 53 69 119 107
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 109,331
COMMITMENTS
50,889 7,882 1,745 22,455 82,455 75,089 92,082 34,242 17,249
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -34,518)
-5,896 -224 -1,242 -24,672 -22,740 -31,810 -24,206 -2,708 -10,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.5 7.2 1.6 20.5 75.4 68.7 84.2 31.3 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
33 11 4 22 21 56 35
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 87,128
COMMITMENTS
9,032 47,358 0 69,968 17,768 79,000 65,126 8,128 22,002
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 10,665)
3,785 8,044 0 8,609 1,910 12,394 9,954 -1,729 711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 54.4 0.0 80.3 20.4 90.7 74.7 9.3 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 20 0 13 12 20 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 91,711
COMMITMENTS
38,295 7,660 373 47,237 79,959 85,905 87,992 5,806 3,719
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -2,222)
-3,970 1,684 1 1,791 -4,183 -2,178 -2,498 -44 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.8 8.4 0.4 51.5 87.2 93.7 95.9 6.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
39 12 2 17 14 57 27
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 64,597
COMMITMENTS
9,377 21,086 690 38,292 25,428 48,360 47,204 16,237 17,393
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -7,650)
-63 3,400 41 -6,238 -11,636 -6,260 -8,195 -1,390 545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 32.6 1.1 59.3 39.4 74.9 73.1 25.1 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
11 17 4 20 13 32 33
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 192,877
COMMITMENTS
14,842 39,630 4,799 143,132 117,283 162,773 161,711 30,104 31,166
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 9,391)
4,454 697 100 806 10,510 5,360 11,308 4,031 -1,917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 20.5 2.5 74.2 60.8 84.4 83.8 15.6 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
19 30 6 21 27 44 59
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 128,556
COMMITMENTS
24,795 21,390 11,670 46,760 52,774 83,225 85,833 45,331 42,723
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -9,956)
1,150 991 981 -6,272 -8,056 -4,141 -6,083 -5,815 -3,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 16.6 9.1 36.4 41.1 64.7 66.8 35.3 33.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
32 34 27 28 27 73 76
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 10,731
COMMITMENTS
6,328 1,887 0 3,366 8,226 9,694 10,113 1,037 618
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -2,502)
-652 914 -155 -854 -2,538 -1,661 -1,779 -841 -723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.0 17.6 0.0 31.4 76.7 90.3 94.2 9.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 0 8 6 13 9
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 45,300
COMMITMENTS
17,244 721 0 20,401 36,277 37,645 36,998 7,655 8,302
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 2,605)
2,851 0 0 -215 3,316 2,636 3,316 -31 -711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 1.6 0.0 45.0 80.1 83.1 81.7 16.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 0 8 13 12 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,189,227
COMMITMENTS
658,920 910,216 4180051 7440372 6721659 12279344 11811926 909,884 1377302
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 170,267)
14,794 21,855 -20,939 154,848 149,733 148,703 150,649 21,564 19,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 6.9 31.7 56.4 51.0 93.1 89.6 6.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
53 65 100 134 146 246 262
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 688,003
COMMITMENTS
61,712 42,097 27,252 460,191 497,871 549,155 567,220 138,848 120,783
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -6,297)
4,089 -4,218 -2,429 -1,214 1,394 446 -5,253 -6,743 -1,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 6.1 4.0 66.9 72.4 79.8 82.4 20.2 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
44 35 48 87 60 158 116
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,074,480
COMMITMENTS
156,041 248,665 27,506 529,966 698,235 713,512 974,406 360,968 100,074
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 27,387)
-39,777 -13,033 5,067 34,258 34,399 -452 26,433 27,838 954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 23.1 2.6 49.3 65.0 66.4 90.7 33.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
50 51 29 60 57 127 120
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,178
COMMITMENTS
2,022 1,052 0 5,774 10,008 7,796 11,060 4,382 1,118
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 56)
398 0 0 30 -62 428 -62 -372 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 8.6 0.0 47.4 82.2 64.0 90.8 36.0 9.2
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 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 41,469
COMMITMENTS
8,513 10,193 0 27,982 27,430 36,495 37,623 4,974 3,846
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -136)
382 -1,688 0 -699 1,864 -317 176 181 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 24.6 0.0 67.5 66.1 88.0 90.7 12.0 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 6 0 20 17 27 23
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,342
COMMITMENTS
14,032 8,351 286 28,268 40,414 42,586 49,051 12,756 6,291
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 894)
-386 549 286 187 -274 87 561 807 333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 15.1 0.5 51.1 73.0 77.0 88.6 23.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
14 13 1 33 25 48 38
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 277,820
COMMITMENTS
113,060 87,935 5,383 135,980 152,003 254,423 245,321 23,398 32,499
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -7,326)
-12,321 3,012 -5,248 9,029 -8,413 -8,540 -10,648 1,214 3,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 31.7 1.9 48.9 54.7 91.6 88.3 8.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
66 51 15 41 35 115 93
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 57,579
COMMITMENTS
13,691 12,787 2 29,658 28,100 43,351 40,889 14,228 16,690
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 13,745)
-806 6,199 2 15,918 3,046 15,114 9,247 -1,369 4,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 22.2 0.0 51.5 48.8 75.3 71.0 24.7 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 9 1 12 10 24 19
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,120
COMMITMENTS
4,864 5,007 2 19,343 15,511 24,209 20,521 4,912 8,599
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 285)
0 -1 0 127 -62 127 -63 158 348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 17.2 0.0 66.4 53.3 83.1 70.5 16.9 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 11 1 28 23 30 34
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 271,270
COMMITMENTS
27,789 47,513 2,494 212,854 210,654 243,136 260,660 28,133 10,609
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 2,211)
388 456 238 1,786 1,311 2,412 2,005 -201 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 17.5 0.9 78.5 77.7 89.6 96.1 10.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
36 52 21 36 48 78 115
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 61,032
COMMITMENTS
9,302 17,460 4,700 33,519 29,806 47,521 51,966 13,511 9,066
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 421)
-353 -2,400 -181 815 2,330 281 -251 140 672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 28.6 7.7 54.9 48.8 77.9 85.1 22.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
20 17 6 20 22 45 43
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 31,423
COMMITMENTS
16,655 2,588 14 10,226 7,260 26,895 9,862 4,528 21,561
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -458)
-2,005 131 14 1,599 1,452 -392 1,597 -66 -2,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.0 8.2 0.0 32.5 23.1 85.6 31.4 14.4 68.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 5 1 12 10 23 16
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 37,721
COMMITMENTS
442 1,754 1,206 17,355 29,703 19,003 32,663 18,718 5,058
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 773)
0 -122 100 150 2,643 250 2,621 523 -1,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 4.6 3.2 46.0 78.7 50.4 86.6 49.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 8 3 18 24 24 33
Updated December 30, 2005