MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,864
COMMITMENTS
2,356 2,590 1,291 15,772 15,177 19,419 19,058 5,445 5,806
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 1,721)
-20 138 224 1,163 943 1,367 1,305 354 416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 10.4 5.2 63.4 61.0 78.1 76.6 21.9 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 6 13 19 19 35 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 91,044
COMMITMENTS
18,294 6,994 13,019 44,230 40,933 75,543 60,946 15,501 30,098
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 1,253)
-417 -1,288 1,575 1,319 1,002 2,477 1,289 -1,224 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 7.7 14.3 48.6 45.0 83.0 66.9 17.0 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
54 23 48 23 35 103 95
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,717
COMMITMENTS
126 861 122 1,744 483 1,992 1,466 725 1,251
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -284)
-213 -505 -33 -13 65 -259 -473 -25 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 31.7 4.5 64.2 17.8 73.3 54.0 26.7 46.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 14 2 8 2 13 16
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 152,539
COMMITMENTS
46,706 15,780 13,159 73,036 81,485 132,901 110,424 19,638 42,115
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 3,043)
-6,506 -1,744 2,813 5,703 2,596 2,010 3,665 1,033 -622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 10.3 8.6 47.9 53.4 87.1 72.4 12.9 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
54 36 40 69 117 152 175
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,022
COMMITMENTS
1,891 519 95 1,050 3,235 3,036 3,849 1,986 1,173
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 198)
-94 81 -12 296 191 190 260 8 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 10.3 1.9 20.9 64.4 60.5 76.6 39.5 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
19 9 6 14 16 38 26
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,889
COMMITMENTS
10,667 2,785 5,270 6,924 6,440 22,861 14,495 4,028 12,394
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 771)
317 36 605 -116 381 806 1,022 -35 -251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 10.4 19.6 25.8 24.0 85.0 53.9 15.0 46.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
47 18 18 25 45 80 74
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 89,844
COMMITMENTS
43,143 11,596 625 14,685 62,757 58,453 74,978 31,391 14,866
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -35,347)
6,884 1,487 -279 -37,506 -14,667 -30,901 -13,459 -4,446 -21,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.0 12.9 0.7 16.3 69.9 65.1 83.5 34.9 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
25 12 3 16 22 42 36
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 38,278
COMMITMENTS
5,242 16,598 1 19,966 11,796 25,209 28,395 13,069 9,883
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -3,526)
-5,413 6,103 0 5,136 -10,728 -277 -4,625 -3,249 1,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 43.4 0.0 52.2 30.8 65.9 74.2 34.1 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 7 1 11 4 18 11
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 65,784
COMMITMENTS
37,662 4,651 260 16,793 56,453 54,715 61,364 11,069 4,420
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -6,179)
-11,948 -364 9 2,758 -7,093 -9,181 -7,448 3,002 1,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.3 7.1 0.4 25.5 85.8 83.2 93.3 16.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
42 15 2 14 17 57 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 71,769
COMMITMENTS
31,332 4,677 87 16,237 56,958 47,656 61,722 24,113 10,047
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -7,670)
-10,674 495 55 6,370 -9,003 -4,249 -8,453 -3,421 783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.7 6.5 0.1 22.6 79.4 66.4 86.0 33.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
24 8 3 12 15 37 25
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 108,865
COMMITMENTS
15,675 27,578 73 65,906 59,607 81,654 87,258 27,211 21,607
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 1,431)
1,731 8,288 0 1,651 -10,534 3,382 -2,246 -1,951 3,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 25.3 0.1 60.5 54.8 75.0 80.2 25.0 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
16 16 2 17 18 34 35
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 115,071
COMMITMENTS
36,967 9,768 183 27,075 63,385 64,225 73,336 50,846 41,735
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -7,300)
-5,680 -2,967 -44 116 -5,222 -5,608 -8,233 -1,692 933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 8.5 0.2 23.5 55.1 55.8 63.7 44.2 36.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
29 12 3 24 23 53 38
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 74,746
COMMITMENTS
30,399 3,261 0 38,676 64,260 69,075 67,521 5,671 7,225
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 11,500)
10,121 100 0 477 9,623 10,598 9,723 902 1,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.7 4.4 0.0 51.7 86.0 92.4 90.3 7.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 0 15 17 19 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,073,726
COMMITMENTS
776,997 1515350 766,226 5545559 4193566 7088782 6475142 984,944 1598584
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 391,139)
54,662 71,300 89,555 208,529 183,210 352,746 344,065 38,393 47,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 18.8 9.5 68.7 51.9 87.8 80.2 12.2 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
47 74 76 109 123 204 230
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 672,423
COMMITMENTS
55,754 84,441 5,864 475,630 480,723 537,248 571,028 135,175 101,395
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -122,834)
-11,125 -19,398 -6,891 -65,468 -86,036 -83,484 -112,325 -39,350 -10,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 12.6 0.9 70.7 71.5 79.9 84.9 20.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
30 37 13 88 61 129 100
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 843,641
COMMITMENTS
151,451 165,491 11,432 355,462 568,512 518,345 745,435 325,296 98,206
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -382,767)
-124,632 -62,057 -46,489 -230,317 -178,317 -401,438 -286,863 18,671 -95,904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 19.6 1.4 42.1 67.4 61.4 88.4 38.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
41 46 9 43 48 90 97
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,705
COMMITMENTS
1,464 2,113 0 6,069 8,536 7,533 10,649 4,172 1,056
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -8,082)
-1,246 1,505 -1,287 -2,809 -6,135 -5,342 -5,917 -2,740 -2,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 18.1 0.0 51.8 72.9 64.4 91.0 35.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 4 0 13 11 16 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 22,563
COMMITMENTS
7,689 1,614 2 9,616 15,165 17,307 16,781 5,256 5,782
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -25,311)
3,803 -4,394 -5,244 -19,285 -6,659 -20,726 -16,297 -4,585 -9,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 7.2 0.0 42.6 67.2 76.7 74.4 23.3 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 4 1 12 17 18 22
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,688
COMMITMENTS
5,141 17,734 0 34,243 27,103 39,384 44,837 14,304 8,851
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -50,067)
916 392 -3,847 -20,232 -43,289 -23,163 -46,744 -26,904 -3,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 33.0 0.0 63.8 50.5 73.4 83.5 26.6 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
13 22 0 34 28 47 50
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 268,573
COMMITMENTS
77,577 120,051 2,874 152,169 99,969 232,620 222,894 35,953 45,679
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -220,672)
-10,504 12,539 -7,383 -201,141 -105,344 -219,028 -100,188 -1,644 -120,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 44.7 1.1 56.7 37.2 86.6 83.0 13.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
45 68 7 31 36 82 105
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 105,846
COMMITMENTS
58,973 3,982 17 18,980 94,366 77,970 98,365 27,876 7,481
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 2,998)
1,563 713 17 1,512 1,308 3,092 2,038 -94 960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.7 3.8 0.0 17.9 89.2 73.7 92.9 26.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
25 4 1 12 16 37 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 28,824
COMMITMENTS
1,190 10,221 0 22,748 12,139 23,938 22,360 4,886 6,464
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -20,299)
-504 -8,567 -1,607 -12,808 -11,387 -14,919 -21,561 -5,380 1,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 35.5 0.0 78.9 42.1 83.0 77.6 17.0 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 11 0 26 23 29 34
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 154,652
COMMITMENTS
37,464 31,118 1,063 97,869 109,985 136,396 142,166 18,256 12,486
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -94,921)
-36,796 -7,136 -13,095 -53,985 -50,890 -103,876 -71,121 8,955 -23,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 20.1 0.7 63.3 71.1 88.2 91.9 11.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
21 32 4 28 40 50 75
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,790
COMMITMENTS
12,752 11,210 72 9,246 14,540 22,070 25,822 10,720 6,968
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 1,613)
968 544 36 363 1,608 1,367 2,188 246 -575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 34.2 0.2 28.2 44.3 67.3 78.7 32.7 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
22 14 2 14 18 37 33
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 67,720
COMMITMENTS
3,246 7,628 0 48,325 25,810 51,571 33,438 16,149 34,282
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 242)
-230 0 0 346 -461 116 -461 126 703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 11.3 0.0 71.4 38.1 76.2 49.4 23.8 50.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 13 0 19 29 22 42
Updated March 25, 2005