MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,080
COMMITMENTS
1,222 1,078 2,294 18,578 13,404 22,093 16,776 4,986 10,304
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 1,114)
-723 131 196 1,645 381 1,117 708 -3 407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 4.0 8.5 68.6 49.5 81.6 61.9 18.4 38.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 4 7 18 16 28 25
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 144,162
COMMITMENTS
21,314 20,796 26,665 73,327 58,801 121,306 106,263 22,856 37,899
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 10,687)
-4,621 6,508 1,801 11,648 626 8,829 8,935 1,858 1,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 14.4 18.5 50.9 40.8 84.1 73.7 15.9 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
51 74 75 35 43 141 155
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,296
COMMITMENTS
219 702 565 565 341 1,350 1,608 946 688
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 129)
-160 -14 130 73 11 42 126 87 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 30.6 24.6 24.6 14.9 58.8 70.1 41.2 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 16 11 8 5 22 24
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 257,565
COMMITMENTS
63,921 14,855 54,672 105,750 111,656 224,343 181,183 33,221 76,382
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 16,575)
-7,795 548 8,380 11,168 1,294 11,753 10,223 4,822 6,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 5.8 21.2 41.1 43.4 87.1 70.3 12.9 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
103 52 98 92 139 263 251
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,045
COMMITMENTS
3,291 112 617 655 4,379 4,563 5,107 2,482 1,938
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 58)
-156 -93 9 -98 37 -246 -47 304 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 1.6 8.8 9.3 62.2 64.8 72.5 35.2 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
29 6 8 11 30 45 39
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,902
COMMITMENTS
14,615 1,706 6,587 10,374 11,468 31,575 19,760 6,326 18,141
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: -835)
-255 619 268 -359 -717 -346 169 -488 -1,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 4.5 17.4 27.4 30.3 83.3 52.1 16.7 47.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
50 17 28 56 66 117 104
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 108,193
COMMITMENTS
39,274 12,332 2,490 28,602 78,236 70,366 93,058 37,827 15,135
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 3,965)
7,044 3,197 -220 -453 1,343 6,371 4,320 -2,407 -356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 11.4 2.3 26.4 72.3 65.0 86.0 35.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
30 15 4 23 25 54 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 81,179
COMMITMENTS
21,573 19,896 0 46,484 44,430 68,057 64,326 13,122 16,853
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 1,448)
-2,785 -4,482 0 5,425 4,593 2,640 111 -1,192 1,337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 24.5 0.0 57.3 54.7 83.8 79.2 16.2 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 15 0 9 15 18 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 99,493
COMMITMENTS
49,051 4,981 220 43,361 91,762 92,632 96,963 6,860 2,530
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 3,331)
5,640 1,709 0 -2,351 1,430 3,289 3,139 43 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.3 5.0 0.2 43.6 92.2 93.1 97.5 6.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
47 11 1 17 16 64 28
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 85,925
COMMITMENTS
17,504 20,721 1,235 48,980 45,497 67,719 67,453 18,206 18,473
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 6,346)
347 -1,134 107 2,668 8,231 3,122 7,203 3,224 -857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 24.1 1.4 57.0 52.9 78.8 78.5 21.2 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
15 16 5 20 16 37 35
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 211,582
COMMITMENTS
27,363 48,340 5,521 142,053 129,370 174,937 183,230 36,645 28,352
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: -2,903)
-660 -1,750 -137 414 -2,006 -382 -3,893 -2,520 990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 22.8 2.6 67.1 61.1 82.7 86.6 17.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
21 25 6 21 28 44 57
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 147,543
COMMITMENTS
40,472 19,662 12,512 39,454 71,961 92,437 104,135 55,106 43,408
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 3,795)
-315 93 288 1,855 6,943 1,828 7,324 1,967 -3,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 13.3 8.5 26.7 48.8 62.7 70.6 37.3 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
43 30 31 23 27 79 76
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 15,026
COMMITMENTS
10,337 5,510 134 3,060 8,156 13,531 13,800 1,495 1,226
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 2,013)
1,678 595 -117 -40 1,528 1,521 2,006 492 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.8 36.7 0.9 20.4 54.3 90.1 91.8 9.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 5 1 8 10 15 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 14,372,905
COMMITMENTS
696,498 791,656 4797047 7864613 7329123 13358158 12917826 1014747 1455079
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 45,533)
71,968 2,075 -85,636 34,707 131,645 21,039 48,084 24,494 -2,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 5.5 33.4 54.7 51.0 92.9 89.9 7.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
60 66 107 137 151 263 270
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 730,786
COMMITMENTS
68,422 43,152 38,371 468,875 507,580 575,668 589,103 155,118 141,683
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 4,659)
1,770 2,862 11 1,097 -2,387 2,878 486 1,781 4,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 5.9 5.3 64.2 69.5 78.8 80.6 21.2 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
57 37 60 85 62 171 130
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,205,831
COMMITMENTS
185,530 327,328 44,289 612,742 714,360 842,562 1085977 363,269 119,854
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 12,425)
-7,000 8,728 6,220 -22,384 1,429 -23,163 16,378 35,588 -3,953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 27.1 3.7 50.8 59.2 69.9 90.1 30.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
58 63 36 71 61 155 134
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,156
COMMITMENTS
1,995 1,052 0 5,801 10,165 7,796 11,217 4,360 939
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 33)
-15 0 0 -20 0 -35 0 68 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 8.7 0.0 47.7 83.6 64.1 92.3 35.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 1 15 12 19 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 49,592
COMMITMENTS
7,085 10,031 0 37,363 35,740 44,448 45,771 5,144 3,821
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 4,378)
-663 364 0 5,594 3,058 4,931 3,422 -553 956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 20.2 0.0 75.3 72.1 89.6 92.3 10.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 6 0 22 19 29 25
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 60,575
COMMITMENTS
18,497 8,197 659 31,167 45,355 50,323 54,211 10,252 6,364
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 637)
2,419 170 233 -722 692 1,930 1,095 -1,293 -458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 13.5 1.1 51.5 74.9 83.1 89.5 16.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
21 15 2 35 29 57 45
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 355,598
COMMITMENTS
117,321 95,400 6,701 208,277 236,132 332,299 338,234 23,299 17,365
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 4,122)
8,049 -33,013 -90 -7,423 40,269 535 7,166 3,587 -3,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 26.8 1.9 58.6 66.4 93.4 95.1 6.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
75 70 15 44 37 128 113
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 62,438
COMMITMENTS
27,102 4,393 0 12,878 45,757 39,980 50,150 22,458 12,287
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 6,206)
399 -576 0 1 6,121 400 5,545 5,806 661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.4 7.0 0.0 20.6 73.3 64.0 80.3 36.0 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 4 0 10 17 23 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 28,577
COMMITMENTS
5,057 5,722 2 19,297 15,586 24,356 21,310 4,221 7,267
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 72)
-6 416 0 404 -347 398 69 -326 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 20.0 0.0 67.5 54.5 85.2 74.6 14.8 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 13 1 30 24 33 37
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 282,448
COMMITMENTS
35,240 60,926 4,406 220,961 202,555 260,607 267,888 21,841 14,561
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 1,521)
-556 7,616 553 2,619 -6,876 2,616 1,293 -1,095 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 21.6 1.6 78.2 71.7 92.3 94.8 7.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
34 59 27 34 55 86 123
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 67,122
COMMITMENTS
12,721 18,410 5,583 34,644 32,650 52,948 56,643 14,174 10,479
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 2,561)
466 -858 165 1,524 2,380 2,155 1,687 406 874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 27.4 8.3 51.6 48.6 78.9 84.4 21.1 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
27 22 8 21 20 54 48
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 36,866
COMMITMENTS
16,234 5,808 11 14,451 12,352 30,696 18,171 6,170 18,695
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 1,354)
-557 855 11 -523 -1,622 -1,069 -756 2,423 2,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 15.8 0.0 39.2 33.5 83.3 49.3 16.7 50.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
13 10 1 15 9 28 20
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 33,947
COMMITMENTS
442 3,158 281 16,114 26,074 16,837 29,513 17,110 4,434
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 60)
0 761 -825 -253 -501 -1,078 -565 1,138 625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 9.3 0.8 47.5 76.8 49.6 86.9 50.4 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 11 3 19 23 25 35
Updated January 20, 2006