MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,278
COMMITMENTS
2,320 2,343 1,332 14,350 14,017 18,002 17,692 5,276 5,586
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -3,711)
-1,538 -537 -101 -2,522 -2,243 -4,161 -2,881 450 -830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 10.1 5.7 61.6 60.2 77.3 76.0 22.7 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
12 6 12 19 18 35 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 104,232
COMMITMENTS
26,532 8,434 16,389 42,456 45,654 85,377 70,477 18,855 33,755
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -33)
3,597 53 -3,948 937 2,965 586 -930 -619 897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 8.1 15.7 40.7 43.8 81.9 67.6 18.1 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
58 27 40 25 37 116 84
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,966
COMMITMENTS
316 1,437 145 1,697 373 2,158 1,955 808 1,011
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -40)
61 -39 64 43 -26 168 -1 -208 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 48.4 4.9 57.2 12.6 72.8 65.9 27.2 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 16 4 8 1 17 19
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 136,253
COMMITMENTS
44,760 16,969 10,364 66,159 70,356 121,283 97,689 14,970 38,564
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 7,499)
6,659 -2,363 -338 -1,177 4,219 5,144 1,518 2,355 5,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 12.5 7.6 48.6 51.6 89.0 71.7 11.0 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
57 34 35 52 99 127 155
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,104
COMMITMENTS
2,034 404 148 876 3,241 3,058 3,793 2,046 1,311
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -95)
-92 109 -68 28 -193 -132 -152 37 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 7.9 2.9 17.2 63.5 59.9 74.3 40.1 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
19 10 5 12 17 35 29
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,016
COMMITMENTS
8,545 3,160 3,661 8,855 5,792 21,061 12,613 3,955 12,403
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 1,188)
1,484 -603 -157 -173 1,183 1,154 423 34 765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 12.6 14.6 35.4 23.2 84.2 50.4 15.8 49.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
35 19 21 32 43 78 76
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 105,920
COMMITMENTS
17,563 14,234 619 60,248 76,330 78,430 91,183 27,490 14,737
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 10,276)
5,770 -4,388 -344 3,701 16,289 9,127 11,557 1,149 -1,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 13.4 0.6 56.9 72.1 74.0 86.1 26.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
18 11 2 26 27 45 39
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 67,512
COMMITMENTS
7,474 10,501 1,346 39,556 43,558 48,376 55,405 19,136 12,107
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 5,556)
161 1,285 1,346 2,833 3,780 4,340 6,411 1,216 -855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 15.6 2.0 58.6 64.5 71.7 82.1 28.3 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 6 2 17 16 26 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 125,412
COMMITMENTS
73,217 8,218 1,779 35,794 107,181 110,790 117,178 14,622 8,234
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 23,026)
2,218 -468 1,532 15,470 17,885 19,220 18,949 3,806 4,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.4 6.6 1.4 28.5 85.5 88.3 93.4 11.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
62 10 4 19 26 84 38
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 99,583
COMMITMENTS
46,451 5,324 1,569 21,121 80,602 69,141 87,495 30,442 12,088
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 19,673)
8,269 661 1,535 5,315 17,742 15,119 19,938 4,554 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.6 5.3 1.6 21.2 80.9 69.4 87.9 30.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
26 9 4 13 19 41 30
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| 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
13,350 23,136 3,861 120,197 121,990 137,408 148,987 33,701 22,122
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 17,478)
-72 2,591 3,672 12,217 9,082 15,817 15,345 1,661 2,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 13.5 2.3 70.2 71.3 80.3 87.1 19.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
16 17 6 26 24 45 44
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 169,161
COMMITMENTS
37,116 14,526 550 70,109 108,157 107,775 123,233 61,386 45,928
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -781)
-9,764 1,064 -629 9,890 -282 -503 153 -278 -934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 8.6 0.3 41.4 63.9 63.7 72.8 36.3 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
32 18 7 33 32 67 55
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 11,871
COMMITMENTS
5,933 0 0 3,852 10,846 9,785 10,846 2,086 1,025
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.0 0.0 0.0 32.4 91.4 82.4 91.4 17.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 0 0 7 11 15 11
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 60,857
COMMITMENTS
14,573 1,906 62 40,533 50,920 55,168 52,888 5,689 7,969
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 27,082)
4,207 266 -188 22,103 24,766 26,122 24,844 960 2,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 3.1 0.1 66.6 83.7 90.7 86.9 9.3 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 2 11 16 16 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,471,241
COMMITMENTS
745,359 1353497 1010304 5821783 4572252 7577446 6936053 893,795 1535188
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 157,134)
8,106 -30,765 100,246 84,378 85,720 192,730 155,201 -35,596 1,933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 16.0 11.9 68.7 54.0 89.4 81.9 10.6 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
46 73 85 121 137 219 252
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 724,325
COMMITMENTS
68,410 86,617 11,352 500,062 523,282 579,824 621,251 144,501 103,074
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 15,089)
2,628 3,573 2,782 12,359 15,361 17,769 21,716 -2,680 -6,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 12.0 1.6 69.0 72.2 80.1 85.8 19.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
38 32 20 91 72 143 110
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,059,985
COMMITMENTS
226,570 263,815 25,206 481,569 681,858 733,345 970,879 326,640 89,106
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 58,571)
19,513 2,245 8,646 47,095 54,383 75,254 65,274 -16,683 -6,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 24.9 2.4 45.4 64.3 69.2 91.6 30.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
39 62 20 56 54 107 124
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 15,358
COMMITMENTS
1,795 478 617 7,128 12,397 9,540 13,492 5,818 1,866
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 1,445)
228 -45 561 292 685 1,081 1,201 364 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 3.1 4.0 46.4 80.7 62.1 87.8 37.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 2 17 12 22 16
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 33,166
COMMITMENTS
3,912 6,008 1,497 22,094 17,981 27,503 25,486 5,663 7,680
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 721)
-646 -163 1,224 534 -669 1,112 392 -391 329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 18.1 4.5 66.6 54.2 82.9 76.8 17.1 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 5 6 16 20 25 28
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 85,610
COMMITMENTS
4,969 13,344 820 45,062 60,504 50,851 74,668 34,759 10,942
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -4,199)
450 -6,730 820 4,506 2,890 5,776 -3,020 -9,975 -1,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 15.6 1.0 52.6 70.7 59.4 87.2 40.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
14 23 5 37 33 56 58
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 391,185
COMMITMENTS
82,225 101,231 2,250 278,680 155,895 363,155 259,376 28,030 131,809
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -66,310)
-32,906 1,878 -468 -27,004 -13,138 -60,378 -11,728 -5,932 -54,582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 25.9 0.6 71.2 39.9 92.8 66.3 7.2 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
50 56 9 42 30 96 91
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 130,231
COMMITMENTS
55,816 3,863 511 38,147 114,073 94,474 118,447 35,757 11,784
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 26,132)
-434 2,992 -825 22,065 19,235 20,806 21,402 5,326 4,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.9 3.0 0.4 29.3 87.6 72.5 91.0 27.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
20 5 1 15 26 36 31
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 39,958
COMMITMENTS
1,652 15,694 224 31,573 19,279 33,449 35,197 6,509 4,761
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 4,239)
149 1,144 -86 3,938 2,861 4,001 3,919 238 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 39.3 0.6 79.0 48.2 83.7 88.1 16.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 10 2 28 22 34 33
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 212,726
COMMITMENTS
66,550 36,512 4,286 130,812 160,295 201,648 201,093 11,078 11,633
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 1,500)
5,055 1,706 3,191 -4,634 -468 3,612 4,429 -2,112 -2,929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 17.2 2.0 61.5 75.4 94.8 94.5 5.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
16 33 8 29 42 50 78
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 53,368
COMMITMENTS
12,532 8,247 7,134 15,343 25,209 35,009 40,590 18,359 12,778
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 13,304)
684 -251 6,980 -401 1,301 7,263 8,030 6,041 5,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 15.5 13.4 28.7 47.2 65.6 76.1 34.4 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
24 20 11 18 26 52 48
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 37,666
COMMITMENTS
7,588 485 4,458 7,979 4,852 20,025 9,795 17,641 27,871
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 1.3 11.8 21.2 12.9 53.2 26.0 46.8 74.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 3 5 9 7 21 14
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 115,370
COMMITMENTS
200 9,599 2,219 56,513 72,005 58,932 83,823 56,438 31,547
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -3,196)
100 -912 -399 -1,667 -3,317 -1,966 -4,628 -1,230 1,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 8.3 1.9 49.0 62.4 51.1 72.7 48.9 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 16 3 21 29 25 47
Updated March 11, 2005