MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,623
COMMITMENTS
2,287 1,891 618 15,228 13,415 18,133 15,924 4,490 6,699
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 547)
951 12 -313 -38 839 600 538 -53 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 8.4 2.7 67.3 59.3 80.2 70.4 19.8 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 6 9 23 18 33 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 94,657
COMMITMENTS
13,499 25,716 20,494 49,418 22,877 83,411 69,087 11,246 25,570
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -4,685)
673 -531 -6,231 1,211 1,268 -4,347 -5,494 -338 809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 27.2 21.7 52.2 24.2 88.1 73.0 11.9 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
31 53 40 23 29 83 103
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,219
COMMITMENTS
526 877 68 640 381 1,234 1,326 985 893
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -187)
21 -69 -2 -72 -63 -53 -134 -134 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 39.5 3.1 28.8 17.2 55.6 59.8 44.4 40.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 14 4 8 5 18 20
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 136,698
COMMITMENTS
31,552 37,038 12,959 73,773 57,735 118,284 107,732 18,414 28,966
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -5,854)
208 -625 -3,639 -906 -797 -4,337 -5,061 -1,517 -793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 27.1 9.5 54.0 42.2 86.5 78.8 13.5 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
48 68 53 60 83 134 189
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,541
COMMITMENTS
931 1,059 86 1,027 973 2,044 2,118 1,497 1,423
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 325)
-38 239 65 194 -94 221 210 104 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 29.9 2.4 29.0 27.5 57.7 59.8 42.3 40.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 14 6 15 8 27 27
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 23,723
COMMITMENTS
7,273 4,153 3,471 8,158 4,768 18,902 12,392 4,821 11,331
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1)
-407 197 162 258 -438 13 -79 -12 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 17.5 14.6 34.4 20.1 79.7 52.2 20.3 47.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
31 31 23 35 35 82 75
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 90,753
COMMITMENTS
31,840 14,321 543 27,243 62,482 59,626 77,346 31,127 13,407
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -502)
-3,844 4,462 0 3,353 -3,362 -491 1,100 -11 -1,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 15.8 0.6 30.0 68.8 65.7 85.2 34.3 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
25 9 2 23 25 48 36
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 73,768
COMMITMENTS
4,604 41,033 1 62,539 8,799 67,144 49,833 6,624 23,935
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,352)
-1,415 -1,478 0 3,472 1,115 2,057 -363 -705 1,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 55.6 0.0 84.8 11.9 91.0 67.6 9.0 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 22 1 9 8 13 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 97,082
COMMITMENTS
75,471 1,862 170 13,155 89,532 88,796 91,564 8,286 5,518
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 2,441)
865 -2,520 -70 1,957 5,267 2,752 2,677 -311 -236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.7 1.9 0.2 13.6 92.2 91.5 94.3 8.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
60 8 1 17 14 78 22
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 75,763
COMMITMENTS
12,276 32,141 23 46,338 23,720 58,637 55,884 17,126 19,879
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -1,833)
1,008 -4,751 13 -2,380 1,936 -1,359 -2,802 -474 969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 42.4 0.0 61.2 31.3 77.4 73.8 22.6 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
12 22 2 17 20 31 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 161,014
COMMITMENTS
8,032 55,800 423 128,689 75,625 137,144 131,848 23,870 29,166
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -7,683)
-1,133 -12,421 -53 -4,366 8,345 -5,552 -4,129 -2,131 -3,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 34.7 0.3 79.9 47.0 85.2 81.9 14.8 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
13 30 2 23 22 37 53
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 144,785
COMMITMENTS
24,520 32,816 651 71,960 64,853 97,131 98,320 47,654 46,465
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,733)
1,465 -2,109 358 -3,004 4,575 -1,181 2,824 2,914 -1,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 22.7 0.4 49.7 44.8 67.1 67.9 32.9 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
29 30 8 23 28 54 64
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 67,609
COMMITMENTS
5,997 1,000 415 56,931 61,541 63,343 62,956 4,266 4,653
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 6,696)
-3,375 0 55 9,895 7,318 6,575 7,373 121 -677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 1.5 0.6 84.2 91.0 93.7 93.1 6.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 9 16 11 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,461,846
COMMITMENTS
782,725 1016801 824,026 4987576 4125151 6594327 5965978 867,519 1495868
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 142,985)
10,713 105,616 17,697 83,655 -34,938 112,065 88,375 30,920 54,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 13.6 11.0 66.8 55.3 88.4 80.0 11.6 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
46 66 79 123 131 210 237
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 655,214
COMMITMENTS
53,958 46,699 3,934 470,064 502,972 527,956 553,605 127,258 101,609
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -1,447)
-2,517 3,708 -621 1,067 -1,576 -2,071 1,511 624 -2,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 7.1 0.6 71.7 76.8 80.6 84.5 19.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
36 28 13 85 62 130 94
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 949,969
COMMITMENTS
153,712 249,431 5,903 456,531 604,999 616,146 860,333 333,823 89,636
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,602)
17,357 11,268 -1,073 -16,343 -2,772 -59 7,423 1,661 -5,821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 26.3 0.6 48.1 63.7 64.9 90.6 35.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
42 56 15 54 60 105 122
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,425
COMMITMENTS
1,466 494 0 6,803 11,087 8,269 11,581 4,156 844
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 159)
406 157 0 260 127 666 284 -507 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 4.0 0.0 54.8 89.2 66.6 93.2 33.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 0 15 18 19 19
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 30,016
COMMITMENTS
8,984 1,628 0 18,058 26,755 27,042 28,383 2,974 1,633
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -825)
109 44 0 603 1,368 712 1,412 -1,537 -2,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 5.4 0.0 60.2 89.1 90.1 94.6 9.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 3 0 17 19 24 22
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,334
COMMITMENTS
6,852 8,617 0 26,948 32,606 33,800 41,223 15,534 8,111
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,622)
-518 1,513 0 781 749 263 2,262 1,359 -640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 17.5 0.0 54.6 66.1 68.5 83.6 31.5 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
11 16 0 30 22 41 38
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 288,790
COMMITMENTS
124,042 61,189 2,130 140,748 189,143 266,920 252,462 21,870 36,328
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 22,331)
24,238 -11,208 339 -3,705 30,454 20,872 19,585 1,459 2,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.0 21.2 0.7 48.7 65.5 92.4 87.4 7.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
75 55 7 34 44 114 101
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 60,938
COMMITMENTS
20,643 3,300 0 22,845 46,424 43,488 49,724 17,450 11,214
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -2,721)
4,434 -6,153 -7 -9,196 7,721 -4,769 1,561 2,048 -4,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 5.4 0.0 37.5 76.2 71.4 81.6 28.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 3 0 13 17 23 20
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,112
COMMITMENTS
468 4,134 0 23,345 19,134 23,813 23,268 5,299 5,844
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -162)
-310 -110 0 -86 -156 -396 -266 234 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 14.2 0.0 80.2 65.7 81.8 79.9 18.2 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 10 0 28 21 30 31
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 221,879
COMMITMENTS
23,976 42,850 582 184,812 169,469 209,370 212,901 12,509 8,978
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -2,830)
-2,107 -717 -298 20 -534 -2,385 -1,549 -445 -1,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 19.3 0.3 83.3 76.4 94.4 96.0 5.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
23 39 4 32 49 57 90
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,702
COMMITMENTS
13,811 6,602 415 13,773 23,820 27,999 30,837 12,703 9,865
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 3,092)
397 -481 4 1,453 1,850 1,854 1,373 1,238 1,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 16.2 1.0 33.8 58.5 68.8 75.8 31.2 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
28 12 3 17 21 46 35
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 29,021
COMMITMENTS
1,511 2,342 33 14,787 22,374 16,331 24,749 12,690 4,272
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 62)
358 -24 -74 498 36 782 -62 -720 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 8.1 0.1 51.0 77.1 56.3 85.3 43.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 10 1 15 21 19 31
Updated July 29, 2005