MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,989
COMMITMENTS
3,858 2,880 1,433 16,872 16,260 22,163 20,573 4,826 6,416
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 714)
878 -13 172 133 658 1,183 817 -469 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 10.7 5.3 62.5 60.2 82.1 76.2 17.9 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
14 8 13 23 18 41 35
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 104,265
COMMITMENTS
22,935 8,381 20,337 41,519 42,689 84,791 71,407 19,474 32,858
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 10,049)
5,183 746 1,927 1,928 6,025 9,038 8,698 1,011 1,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 8.0 19.5 39.8 40.9 81.3 68.5 18.7 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
58 29 46 26 38 119 95
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,006
COMMITMENTS
255 1,476 81 1,654 399 1,990 1,956 1,016 1,050
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -511)
-3 209 -536 -71 -66 -610 -393 99 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 49.1 2.7 55.0 13.3 66.2 65.1 33.8 34.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 18 4 7 2 16 20
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 128,754
COMMITMENTS
38,101 19,332 10,702 67,336 66,137 116,139 96,171 12,615 32,583
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -3,191)
181 1,798 -2,095 359 -129 -1,555 -426 -1,636 -2,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 15.0 8.3 52.3 51.4 90.2 74.7 9.8 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
45 41 33 42 83 105 144
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,199
COMMITMENTS
2,126 295 216 848 3,434 3,190 3,945 2,009 1,254
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -59)
98 -83 47 187 204 332 168 -391 -227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 5.7 4.2 16.3 66.1 61.4 75.9 38.6 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
23 7 7 12 16 39 27
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 23,828
COMMITMENTS
7,061 3,763 3,818 9,028 4,609 19,907 12,190 3,921 11,638
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -304)
300 21 -274 -279 223 -253 -30 -51 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 15.8 16.0 37.9 19.3 83.5 51.2 16.5 48.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
27 20 20 33 40 70 75
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 95,644
COMMITMENTS
11,793 18,622 963 56,547 60,041 69,303 79,626 26,341 16,018
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 7,369)
518 4,206 -189 6,143 791 6,472 4,808 897 2,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 19.5 1.0 59.1 62.8 72.5 83.3 27.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
15 15 4 24 20 41 37
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 61,956
COMMITMENTS
7,313 9,216 0 36,723 39,778 44,036 48,994 17,920 12,962
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 7,519)
2,523 976 -727 6,318 9,713 8,114 9,962 -595 -2,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 14.9 0.0 59.3 64.2 71.1 79.1 28.9 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 5 0 13 11 20 16
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 102,386
COMMITMENTS
70,999 8,686 247 20,324 89,296 91,570 98,229 10,816 4,157
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,741)
-257 448 -216 6,458 6,200 5,985 6,432 -1,244 -1,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.3 8.5 0.2 19.9 87.2 89.4 95.9 10.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
55 9 2 15 22 71 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 79,910
COMMITMENTS
38,182 4,663 34 15,806 62,860 54,022 67,557 25,888 12,353
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 732)
8,813 450 10 -10,472 -165 -1,649 295 2,381 437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.8 5.8 0.0 19.8 78.7 67.6 84.5 32.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
25 8 2 9 15 36 23
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 153,631
COMMITMENTS
13,422 20,545 189 107,980 112,908 121,591 133,642 32,040 19,989
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -453)
-656 -19,468 -595 1,575 22,968 324 2,905 -777 -3,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 13.4 0.1 70.3 73.5 79.1 87.0 20.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
14 18 3 23 23 39 42
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 169,942
COMMITMENTS
46,880 13,462 1,179 60,219 108,439 108,278 123,080 61,664 46,862
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,981)
17,876 -11,518 -437 -10,135 29,118 7,304 17,163 -2,323 -12,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 7.9 0.7 35.4 63.8 63.7 72.4 36.3 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
32 18 7 31 28 67 49
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 33,775
COMMITMENTS
10,366 1,640 250 18,430 26,154 29,046 28,044 4,729 5,731
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,830)
0 0 0 1,042 -38 1,042 -38 788 1,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 4.9 0.7 54.6 77.4 86.0 83.0 14.0 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 7 17 9 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,314,107
COMMITMENTS
737,253 1384262 910,058 5737405 4486532 7384716 6780852 929,391 1533255
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 319,479)
35,128 116,965 35,187 218,787 189,228 289,102 341,380 30,377 -21,901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 16.6 10.9 69.0 54.0 88.8 81.6 11.2 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
40 69 78 120 137 207 244
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 709,236
COMMITMENTS
65,782 83,044 8,570 487,703 507,921 562,055 599,535 147,181 109,701
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 13,151)
3,662 2,709 349 10,227 1,370 14,238 4,428 -1,087 8,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 11.7 1.2 68.8 71.6 79.2 84.5 20.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
40 29 18 91 66 142 102
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,001,414
COMMITMENTS
207,057 261,570 16,560 434,474 627,475 658,091 905,605 343,323 95,809
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 96,319)
-154 21,344 5,317 52,500 81,412 57,663 108,073 38,656 -11,754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 26.1 1.7 43.4 62.7 65.7 90.4 34.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
37 60 19 56 56 108 121
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,913
COMMITMENTS
1,567 523 56 6,836 11,712 8,459 12,291 5,454 1,622
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 592)
-43 283 56 838 187 851 526 -259 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 3.8 0.4 49.1 84.2 60.8 88.3 39.2 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 17 11 20 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 32,445
COMMITMENTS
4,558 6,171 273 21,560 18,650 26,391 25,094 6,054 7,351
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,324)
2,071 299 4 -2,221 686 -146 989 1,470 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 19.0 0.8 66.5 57.5 81.3 77.3 18.7 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 5 2 18 19 23 25
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 89,809
COMMITMENTS
4,519 20,074 0 40,556 57,614 45,075 77,688 44,734 12,121
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 2,671)
-125 643 -188 3,743 4,053 3,430 4,508 -759 -1,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 22.4 0.0 45.2 64.2 50.2 86.5 49.8 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
14 22 0 38 32 52 54
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 457,495
COMMITMENTS
115,131 99,353 2,718 305,684 169,033 423,533 271,104 33,962 186,391
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -16,733)
121 -7,196 -854 -5,770 5,421 -6,503 -2,629 -10,230 -14,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 21.7 0.6 66.8 36.9 92.6 59.3 7.4 40.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
46 58 11 46 31 100 92
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 104,099
COMMITMENTS
56,250 871 1,336 16,082 94,838 73,668 97,045 30,431 7,054
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 8,920)
6,332 -3,077 242 1,827 12,566 8,401 9,731 519 -811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.0 0.8 1.3 15.4 91.1 70.8 93.2 29.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
21 3 2 12 25 34 29
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,719
COMMITMENTS
1,503 14,550 310 27,635 16,418 29,448 31,278 6,271 4,441
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,123)
128 1,055 50 4,052 2,955 4,230 4,060 -107 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 40.7 0.9 77.4 46.0 82.4 87.6 17.6 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 11 3 28 20 35 32
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 211,226
COMMITMENTS
61,495 34,806 1,095 135,446 160,763 198,036 196,664 13,190 14,562
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 12,039)
11,702 3,271 -291 -37 7,994 11,374 10,974 665 1,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 16.5 0.5 64.1 76.1 93.8 93.1 6.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
18 30 5 30 41 52 72
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,064
COMMITMENTS
11,848 8,498 154 15,744 23,908 27,746 32,560 12,318 7,504
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,788)
634 1,124 26 2,268 513 2,928 1,663 -1,140 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 21.2 0.4 39.3 59.7 69.3 81.3 30.7 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
22 17 3 19 22 43 40
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 118,566
COMMITMENTS
100 10,511 2,618 58,180 75,322 60,898 88,451 57,668 30,115
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -941)
-190 3,601 87 1,848 -2,193 1,745 1,495 -2,686 -2,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 8.9 2.2 49.1 63.5 51.4 74.6 48.6 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 18 5 21 28 27 47
Updated March 4, 2005