MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,690
COMMITMENTS
3,287 2,067 1,129 15,032 13,358 19,448 16,554 4,242 7,136
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 589)
257 16 44 237 281 538 341 51 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 8.7 4.8 63.5 56.4 82.1 69.9 17.9 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 7 10 21 17 34 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 98,704
COMMITMENTS
10,992 17,790 26,237 46,842 28,855 84,071 72,882 14,633 25,822
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 2,697)
-927 1,543 1,579 2,121 339 2,773 3,461 -76 -764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 18.0 26.6 47.5 29.2 85.2 73.8 14.8 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
35 56 58 20 33 93 129
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,904
COMMITMENTS
534 1,688 265 1,456 744 2,255 2,697 1,649 1,207
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -9)
-71 -20 -6 -52 -38 -129 -64 120 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 43.2 6.8 37.3 19.1 57.8 69.1 42.2 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 14 5 7 4 21 21
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 147,167
COMMITMENTS
40,486 16,161 16,313 70,439 77,014 127,238 109,488 19,929 37,679
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 3,021)
-356 56 1,596 810 1,994 2,050 3,646 971 -625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 11.0 11.1 47.9 52.3 86.5 74.4 13.5 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
59 39 51 68 98 159 170
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,509
COMMITMENTS
1,259 391 133 1,004 1,961 2,396 2,485 1,113 1,024
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 101)
81 -73 3 62 154 146 84 -45 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 11.1 3.8 28.6 55.9 68.3 70.8 31.7 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 9 5 15 15 30 25
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 21,827
COMMITMENTS
10,334 4,140 823 6,116 3,418 17,273 8,381 4,554 13,446
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -2,681)
-521 -44 -742 -1,241 -974 -2,504 -1,760 -177 -921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.3 19.0 3.8 28.0 15.7 79.1 38.4 20.9 61.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
38 27 15 24 36 73 68
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 94,700
COMMITMENTS
10,524 41,764 647 60,610 30,914 71,781 73,325 22,919 21,375
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -2,133)
718 -926 60 -2,788 -29 -2,010 -895 -123 -1,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 44.1 0.7 64.0 32.6 75.8 77.4 24.2 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
11 24 5 29 23 43 49
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 69,037
COMMITMENTS
850 40,249 53 58,759 6,938 59,662 47,240 9,375 21,797
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -836)
-912 816 -4 -857 -341 -1,773 471 937 -1,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 58.3 0.1 85.1 10.0 86.4 68.4 13.6 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 24 2 20 7 23 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 109,821
COMMITMENTS
83,830 3,400 639 16,483 101,612 100,952 105,651 8,869 4,170
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 8,117)
6,786 -199 299 457 8,364 7,542 8,464 575 -347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.3 3.1 0.6 15.0 92.5 91.9 96.2 8.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
62 12 4 15 18 80 32
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 95,073
COMMITMENTS
14,346 25,417 793 61,489 48,354 76,628 74,564 18,445 20,509
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 8,686)
-414 3,247 -12 8,865 2,702 8,439 5,937 247 2,749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 26.7 0.8 64.7 50.9 80.6 78.4 19.4 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
16 19 2 23 14 40 34
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 183,593
COMMITMENTS
6,467 54,902 824 150,941 100,736 158,232 156,462 25,361 27,131
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -429)
-4,162 5,442 0 713 -9,613 -3,449 -4,171 3,020 3,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 29.9 0.4 82.2 54.9 86.2 85.2 13.8 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
12 28 3 30 25 44 54
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 190,494
COMMITMENTS
24,211 42,521 1,043 103,595 83,901 128,849 127,465 61,645 63,029
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 28,349)
-420 2,569 -231 11,274 15,378 10,623 17,716 17,726 10,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 22.3 0.5 54.4 44.0 67.6 66.9 32.4 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
30 32 7 31 30 64 66
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 55,632
COMMITMENTS
9,572 3,191 589 40,073 44,970 50,234 48,750 5,398 6,882
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 5.7 1.1 72.0 80.8 90.3 87.6 9.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 2 14 13 17 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,795,768
COMMITMENTS
878,819 765,661 1069873 5855986 5406257 7804678 7241791 991,090 1553977
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 99,367)
84,855 489 6,721 15,605 108,010 107,181 115,220 -7,814 -15,853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 8.7 12.2 66.6 61.5 88.7 82.3 11.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
56 61 91 130 136 239 243
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 699,838
COMMITMENTS
57,075 68,455 14,294 481,001 495,001 552,370 577,750 147,468 122,088
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -3,759)
-2,698 -814 -1,575 -9,424 163 -13,697 -2,226 9,938 -1,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 9.8 2.0 68.7 70.7 78.9 82.6 21.1 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
36 29 17 91 61 139 95
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,064,782
COMMITMENTS
188,598 223,213 16,533 520,372 733,095 725,503 972,841 339,279 91,941
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 15,732)
7,606 -17,949 3,794 23,355 37,131 34,755 22,976 -19,023 -7,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 21.0 1.6 48.9 68.8 68.1 91.4 31.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
44 53 14 57 61 112 117
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,144
COMMITMENTS
725 1,281 19 5,920 9,592 6,664 10,892 5,480 1,252
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 629)
0 -25 19 494 -279 513 -285 116 914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 10.5 0.2 48.7 79.0 54.9 89.7 45.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 1 12 13 14 16
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 29,538
COMMITMENTS
9,798 5,314 144 16,035 19,377 25,977 24,835 3,561 4,703
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 46)
-1,200 -858 144 1,640 1,534 584 820 -538 -774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 18.0 0.5 54.3 65.6 87.9 84.1 12.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 5 2 15 17 21 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,678
COMMITMENTS
9,403 12,967 2 36,521 25,724 45,926 38,693 9,752 16,985
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 1,221)
1,833 -4,716 -5 -511 209 1,317 -4,512 -96 5,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 23.3 0.0 65.6 46.2 82.5 69.5 17.5 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
19 17 1 31 28 50 46
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 307,287
COMMITMENTS
71,691 112,049 6,930 166,978 162,135 245,599 281,114 61,688 26,173
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -7,767)
-18,034 -3,454 761 -23,456 2,331 -40,729 -362 32,962 -7,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 36.5 2.3 54.3 52.8 79.9 91.5 20.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
54 69 10 44 32 104 105
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 83,172
COMMITMENTS
15,019 9,095 64 49,234 58,473 64,317 67,632 18,855 15,540
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -2,127)
-6,920 463 58 5,155 -2,715 -1,707 -2,194 -420 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 10.9 0.1 59.2 70.3 77.3 81.3 22.7 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 10 2 20 13 28 23
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 37,826
COMMITMENTS
1,009 13,657 107 31,707 18,605 32,823 32,369 5,003 5,457
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 1,174)
232 640 -4 1,737 86 1,965 722 -791 452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 36.1 0.3 83.8 49.2 86.8 85.6 13.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 12 2 28 26 33 39
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 247,747
COMMITMENTS
52,587 35,520 2,821 181,657 192,208 237,065 230,549 10,682 17,198
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 5,635)
916 -509 1,067 3,217 3,162 5,200 3,720 435 1,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 14.3 1.1 73.3 77.6 95.7 93.1 4.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
15 39 7 34 47 54 88
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,914
COMMITMENTS
13,567 5,556 143 13,479 23,463 27,189 29,162 13,725 11,752
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -1,425)
27 -998 67 -824 639 -730 -292 -695 -1,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 13.6 0.3 32.9 57.3 66.5 71.3 33.5 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
29 13 3 18 28 49 42
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 28,334
COMMITMENTS
7,117 560 103 16,663 2,399 23,883 3,062 4,451 25,272
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -996)
-43 210 61 699 2 717 273 -1,713 -1,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 2.0 0.4 58.8 8.5 84.3 10.8 15.7 89.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 2 3 11 4 21 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 74,526
COMMITMENTS
4,449 5,762 599 52,583 28,063 57,631 34,424 16,895 40,102
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -1,323)
-17 44 154 950 -406 1,087 -208 -2,410 -1,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 7.7 0.8 70.6 37.7 77.3 46.2 22.7 53.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 14 3 19 29 26 45
Updated June 3, 2005