MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY 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: 27,187
COMMITMENTS
326 550 721 21,904 14,606 22,951 15,877 4,236 11,310
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -744)
-756 -590 -518 913 -177 -361 -1,285 -383 541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 2.0 2.7 80.6 53.7 84.4 58.4 15.6 41.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 5 7 15 13 22 21
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY 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: 142,329
COMMITMENTS
17,660 32,019 28,216 75,236 48,743 121,112 108,978 21,217 33,351
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 3,403)
-1,066 3,199 2,415 1,576 -2,272 2,925 3,342 478 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 22.5 19.8 52.9 34.2 85.1 76.6 14.9 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
44 79 65 33 43 123 162
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY 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: 2,622
COMMITMENTS
350 1,177 257 1,166 252 1,773 1,686 849 936
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 97)
-132 73 71 133 -184 72 -40 25 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 44.9 9.8 44.5 9.6 67.6 64.3 32.4 35.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 13 4 7 3 18 17
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY 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: 227,304
COMMITMENTS
50,977 21,318 44,547 100,981 95,823 196,505 161,688 30,799 65,616
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -9,890)
-7,671 -1,249 169 -1,943 -6,521 -9,445 -7,601 -445 -2,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 9.4 19.6 44.4 42.2 86.5 71.1 13.5 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
78 63 86 81 119 222 231
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY 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: 5,408
COMMITMENTS
1,950 293 161 900 3,256 3,011 3,710 2,397 1,698
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -311)
6 111 -237 20 -242 -211 -368 -100 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 5.4 3.0 16.6 60.2 55.7 68.6 44.3 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
24 5 9 10 20 37 32
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY 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: 33,559
COMMITMENTS
11,973 3,827 3,616 11,483 9,753 27,072 17,196 6,487 16,363
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 2,011)
-1,003 88 860 1,026 4 883 952 1,128 1,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 11.4 10.8 34.2 29.1 80.7 51.2 19.3 48.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
35 23 25 45 55 97 96
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY 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: 121,889
COMMITMENTS
56,298 11,453 1,738 24,823 93,013 82,859 106,204 39,030 15,685
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 4,575)
5,593 -1,768 177 -2,230 7,436 3,540 5,845 1,035 -1,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.2 9.4 1.4 20.4 76.3 68.0 87.1 32.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
35 12 5 23 24 59 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY 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: 92,132
COMMITMENTS
23,624 38,314 0 60,312 35,349 83,936 73,663 8,196 18,469
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 8,010)
-2,598 13,075 -72 15,730 -6,523 13,060 6,480 -5,050 1,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 41.6 0.0 65.5 38.4 91.1 80.0 8.9 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 21 0 12 12 20 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY 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: 117,623
COMMITMENTS
67,597 6,624 395 41,827 107,125 109,819 114,144 7,804 3,479
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 TRADERS
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
FUTURES ONLY 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: 93,793
COMMITMENTS
15,492 29,554 41 62,786 43,168 78,319 72,763 15,474 21,030
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -298)
-5,804 6,348 -70 8,978 -8,393 3,104 -2,115 -3,402 1,817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 31.5 0.0 66.9 46.0 83.5 77.6 16.5 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
10 18 1 20 17 31 35
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY 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: 197,898
COMMITMENTS
31,219 87,566 153 141,301 79,899 172,673 167,618 25,225 30,280
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 9,174)
-1,068 13,534 121 14,706 -3,570 13,759 10,085 -4,585 -911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 44.2 0.1 71.4 40.4 87.3 84.7 12.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
20 42 3 23 17 43 62
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY 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: 140,121
COMMITMENTS
45,622 26,657 1,662 44,620 75,293 91,904 103,612 48,217 36,509
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -7,832)
-12,942 4,475 -720 8,151 -14,166 -5,511 -10,411 -2,321 2,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 19.0 1.2 31.8 53.7 65.6 73.9 34.4 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
38 31 12 24 26 70 61
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 9,319,955
COMMITMENTS
1086641 1336677 1201491 6086960 5298923 8375092 7837091 944,863 1482864
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 318,940)
76,911 294,971 34,333 172,595 -59,372 283,839 269,932 35,101 49,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 14.3 12.9 65.3 56.9 89.9 84.1 10.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
66 63 94 135 147 242 272
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY 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: 662,796
COMMITMENTS
68,635 41,568 1,302 458,125 499,907 528,062 542,777 134,734 120,019
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 1,936)
-2,987 1,662 324 7,527 3,236 4,864 5,222 -2,928 -3,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 6.3 0.2 69.1 75.4 79.7 81.9 20.3 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
39 32 8 88 58 132 93
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY 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: 1,183,852
COMMITMENTS
239,465 434,355 13,985 578,985 621,129 832,435 1069469 351,417 114,383
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -32,867)
1,904 72,418 1,409 -25,924 -113,358 -22,611 -39,531 -10,256 6,664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 36.7 1.2 48.9 52.5 70.3 90.3 29.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
59 60 18 64 63 133 131
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY 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 TRADERS
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 0 14 13 18 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 5,409
COMMITMENTS
3,361 1,186 0 1,909 4,223 5,270 5,409 139 0
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 215)
-442 275 -250 859 290 167 315 48 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.1 21.9 0.0 35.3 78.1 97.4 100.0 2.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 8 0 4 5 9 13
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY 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: 61,046
COMMITMENTS
14,547 9,091 152 30,230 44,693 44,929 53,936 16,117 7,110
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -1,716)
-2,244 -425 -114 -227 -1,190 -2,585 -1,729 869 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 14.9 0.2 49.5 73.2 73.6 88.4 26.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
21 14 1 34 24 56 38
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY 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: 357,859
COMMITMENTS
111,006 94,106 2,008 221,117 217,888 334,131 314,002 23,728 43,857
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -995)
-711 10,133 430 1,265 -19,319 984 -8,756 -1,979 7,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 26.3 0.6 61.8 60.9 93.4 87.7 6.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
70 71 8 47 40 120 116
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY 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: 68,525
COMMITMENTS
31,309 10,528 0 19,114 44,065 50,423 54,593 18,102 13,932
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -5,288)
-7,214 1,263 0 6,320 -10,487 -894 -9,224 -4,394 3,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.7 15.4 0.0 27.9 64.3 73.6 79.7 26.4 20.3
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
FUTURES ONLY 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: 29,398
COMMITMENTS
5,095 6,096 2 19,707 16,429 24,804 22,527 4,594 6,871
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 840)
-61 -60 0 823 449 762 389 78 451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 20.7 0.0 67.0 55.9 84.4 76.6 15.6 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 14 1 29 21 32 35
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY 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: 271,551
COMMITMENTS
44,810 60,851 558 207,251 198,297 252,619 259,706 18,932 11,845
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 4,553)
-4,088 3,969 16 8,886 -106 4,814 3,879 -261 674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 22.4 0.2 76.3 73.0 93.0 95.6 7.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
35 60 11 35 55 77 119
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY 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: 59,178
COMMITMENTS
18,337 15,765 109 28,104 33,639 46,550 49,513 12,628 9,665
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 TRADERS
31.0 26.6 0.2 47.5 56.8 78.7 83.7 21.3 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
29 22 2 20 27 51 49
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 42,052
COMMITMENTS
2,660 2,921 334 14,577 34,787 17,571 38,042 24,481 4,010
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 1,873)
-550 -133 103 -1,330 3,894 -1,777 3,864 3,650 -1,991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 6.9 0.8 34.7 82.7 41.8 90.5 58.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 12 4 18 28 27 41
Updated February 10, 2006