MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,613
COMMITMENTS
2,925 2,771 1,099 17,874 16,668 21,898 20,538 2,715 4,075
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,867)
803 370 207 759 1,017 1,769 1,594 98 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 11.3 4.5 72.6 67.7 89.0 83.4 11.0 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
24 7 13 32 33 60 49
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 103,915
COMMITMENTS
31,028 5,967 15,649 36,348 47,531 83,025 69,147 20,890 34,768
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 361)
530 -247 84 -1,480 400 -866 237 1,227 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 5.7 15.1 35.0 45.7 79.9 66.5 20.1 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
65 21 47 22 32 123 87
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,022
COMMITMENTS
375 463 90 921 403 1,386 956 636 1,066
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 27)
-137 -143 -1 136 34 -2 -110 29 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 22.9 4.5 45.5 19.9 68.5 47.3 31.5 52.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 12 3 7 3 14 16
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 143,906
COMMITMENTS
43,679 16,234 20,589 61,453 70,672 125,721 107,495 18,185 36,411
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 319)
2,652 1,201 554 -2,657 -1,718 549 37 -230 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 11.3 14.3 42.7 49.1 87.4 74.7 12.6 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
57 30 37 48 101 125 156
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,521
COMMITMENTS
1,262 658 55 481 1,897 1,798 2,610 1,723 911
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -196)
-149 38 -55 -92 -42 -296 -59 100 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 18.7 1.6 13.7 53.9 51.1 74.1 48.9 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 6 5 12 17 30 26
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 18,877
COMMITMENTS
5,979 2,792 1,985 6,913 3,593 14,877 8,370 4,000 10,507
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 759)
555 -67 322 -106 21 771 276 -12 483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 14.8 10.5 36.6 19.0 78.8 44.3 21.2 55.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
26 17 18 27 39 66 65
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 77,385
COMMITMENTS
19,773 14,273 403 29,262 49,283 49,438 63,959 27,947 13,426
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 7,535)
456 4,849 -5 6,683 1,804 7,134 6,648 401 887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 18.4 0.5 37.8 63.7 63.9 82.7 36.1 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
19 12 4 22 16 41 32
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 52,151
COMMITMENTS
11,217 12,317 15 27,306 27,276 38,538 39,608 13,613 12,543
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -1,483)
-666 494 -20 1,493 -2,378 807 -1,904 -2,290 421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 23.6 0.0 52.4 52.3 73.9 75.9 26.1 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
13 5 2 13 6 26 13
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 72,418
COMMITMENTS
47,902 5,122 500 14,292 61,813 62,694 67,435 9,724 4,983
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 3,261)
9,369 -1,275 -188 -2,919 7,350 6,262 5,887 -3,001 -2,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.1 7.1 0.7 19.7 85.4 86.6 93.1 13.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
48 8 1 14 18 63 27
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 64,508
COMMITMENTS
21,007 2,292 13 21,563 47,502 42,583 49,807 21,925 14,701
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -1,959)
-1,749 928 0 -653 -4,164 -2,402 -3,236 443 1,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 3.6 0.0 33.4 73.6 66.0 77.2 34.0 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
20 5 1 11 12 31 18
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 171,109
COMMITMENTS
39,872 31,993 1 88,284 120,135 128,157 152,129 42,952 18,980
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 9,241)
4,664 20,530 -197 -3,896 -10,548 571 9,785 8,670 -544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 18.7 0.0 51.6 70.2 74.9 88.9 25.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
27 12 1 21 19 49 31
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 131,661
COMMITMENTS
28,380 18,467 889 44,413 62,300 73,682 81,656 57,979 50,005
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -12,124)
-5,034 1,234 319 5,516 -6,558 801 -5,005 -12,925 -7,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 14.0 0.7 33.7 47.3 56.0 62.0 44.0 38.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
31 20 7 29 19 61 45
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 50,467
COMMITMENTS
10,128 700 100 29,271 45,423 39,499 46,223 10,968 4,244
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 3,473)
-82 0 0 -4,566 3,556 -4,648 3,556 8,121 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 1.4 0.2 58.0 90.0 78.3 91.6 21.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 1 17 26 20 28
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,216,303
COMMITMENTS
569,566 1196512 886,283 5302614 4374289 6758463 6457084 457,840 759,219
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 53,011)
-5,797 1,646 -21,282 103,981 62,344 76,902 42,708 -23,891 10,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 16.6 12.3 73.5 60.6 93.7 89.5 6.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396)
63 113 119 172 191 309 364
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 676,897
COMMITMENTS
69,692 56,108 9,284 456,248 511,754 535,224 577,146 141,673 99,751
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -8,713)
6,223 -1,809 1,657 -1,135 1,862 6,745 1,710 -15,458 -10,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 8.3 1.4 67.4 75.6 79.1 85.3 20.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
38 28 19 89 67 140 101
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 843,323
COMMITMENTS
188,401 123,760 10,436 349,260 632,509 548,097 766,705 295,226 76,618
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 23,352)
-19,376 11,172 -1,150 26,460 10,000 5,934 20,022 17,418 3,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 14.7 1.2 41.4 75.0 65.0 90.9 35.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
85 81 19 71 71 169 158
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,957
COMMITMENTS
2,055 0 0 8,145 12,111 10,200 12,111 2,757 846
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -114)
128 0 0 -268 88 -140 88 26 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 0.0 0.0 62.9 93.5 78.7 93.5 21.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 0 0 23 18 31 18
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 25,266
COMMITMENTS
1,742 4,353 342 20,581 17,650 22,665 22,345 2,601 2,921
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -514)
661 594 -20 -1,491 -463 -850 111 336 -625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 17.2 1.4 81.5 69.9 89.7 88.4 10.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 7 2 24 22 29 30
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 74,610
COMMITMENTS
8,240 14,642 318 33,629 51,060 42,187 66,020 32,423 8,590
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 2,470)
-4,579 367 167 1,645 1,816 -2,767 2,350 5,237 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 19.6 0.4 45.1 68.4 56.5 88.5 43.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
26 37 3 51 37 78 76
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 341,867
COMMITMENTS
121,176 65,306 4,537 182,328 150,359 308,041 220,202 33,826 121,665
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 16,274)
-418 -801 -150 20,144 11,804 19,576 10,853 -3,302 5,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 19.1 1.3 53.3 44.0 90.1 64.4 9.9 35.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
87 65 12 50 42 141 115
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 65,081
COMMITMENTS
27,749 534 15 15,419 54,133 43,183 54,682 21,898 10,399
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 2,396)
1,255 17 -55 758 1,405 1,958 1,367 438 1,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 0.8 0.0 23.7 83.2 66.4 84.0 33.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
17 2 1 10 14 28 16
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 22,550
COMMITMENTS
2,039 8,170 106 16,475 11,289 18,620 19,565 3,930 2,985
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 945)
-41 758 11 843 -10 813 759 132 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 36.2 0.5 73.1 50.1 82.6 86.8 17.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
9 20 3 41 22 52 43
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 142,522
COMMITMENTS
22,737 17,494 1,153 103,256 108,502 127,146 127,149 15,376 15,373
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 7,515)
1,998 36 -31 -1,570 4,790 397 4,795 7,118 2,720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 12.3 0.8 72.4 76.1 89.2 89.2 10.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
21 31 5 38 37 62 70
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,572
COMMITMENTS
13,405 6,652 90 10,324 19,824 23,819 26,566 8,753 6,006
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,264)
372 -547 8 1,155 907 1,535 368 -271 896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.2 20.4 0.3 31.7 60.9 73.1 81.6 26.9 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
42 19 2 26 25 69 45
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 126,440
COMMITMENTS
299 5,884 2,732 60,942 83,238 63,973 91,854 62,467 34,586
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 10,661)
100 -502 -150 4,588 5,166 4,538 4,514 6,123 6,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 4.7 2.2 48.2 65.8 50.6 72.6 49.4 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 12 3 15 24 20 38
Updated January 21, 2005