MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,226
COMMITMENTS
1,948 1,552 3,941 17,592 16,212 23,481 21,705 2,745 4,521
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -4,785)
-2,037 -67 -1,330 -1,443 -2,842 -4,809 -4,239 25 -546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 5.9 15.0 67.1 61.8 89.5 82.8 10.5 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
16 11 14 36 40 60 57
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 111,051
COMMITMENTS
28,143 5,272 21,433 39,910 45,901 89,486 72,606 21,566 38,445
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 9,965)
3,824 329 3,241 1,099 2,409 8,164 5,979 1,801 3,986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 4.7 19.3 35.9 41.3 80.6 65.4 19.4 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
60 34 49 32 38 131 93
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,056
COMMITMENTS
439 546 159 874 351 1,472 1,056 584 1,000
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 23)
-108 123 -47 149 39 -6 115 29 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 26.6 7.7 42.5 17.1 71.6 51.4 28.4 48.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 14 6 7 3 18 17
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 152,931
COMMITMENTS
37,643 9,146 28,524 69,968 82,183 136,135 119,853 16,796 33,078
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 1,916)
-2,217 492 1,252 2,454 2,873 1,490 4,618 426 -2,701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 6.0 18.7 45.8 53.7 89.0 78.4 11.0 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
62 29 46 61 99 140 159
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,845
COMMITMENTS
1,216 628 236 507 1,804 1,959 2,667 1,887 1,178
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -500)
376 85 -265 -308 58 -197 -122 -303 -378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 16.3 6.1 13.2 46.9 50.9 69.4 49.1 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
17 7 8 9 15 31 26
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 20,143
COMMITMENTS
4,646 1,303 3,834 7,010 4,505 15,490 9,642 4,653 10,501
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 918)
941 473 30 244 555 1,215 1,058 -298 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 6.5 19.0 34.8 22.4 76.9 47.9 23.1 52.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
29 19 26 39 37 82 70
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 79,324
COMMITMENTS
20,995 11,883 2,050 22,448 49,463 45,493 63,396 33,831 15,928
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 5,966)
1,128 -1,479 1,071 3,133 6,065 5,332 5,657 634 309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 15.0 2.6 28.3 62.4 57.4 79.9 42.6 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
19 11 7 20 17 41 33
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 52,461
COMMITMENTS
20,126 7,893 195 12,266 33,078 32,587 41,166 19,874 11,295
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -8,864)
-13,592 -846 -8 4,311 -11,497 -9,289 -12,351 425 3,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 15.0 0.4 23.4 63.1 62.1 78.5 37.9 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
14 3 2 12 6 26 11
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 75,125
COMMITMENTS
42,781 10,002 640 21,524 57,290 64,946 67,932 10,180 7,193
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -10,729)
-11,339 3,799 -52 512 -15,428 -10,879 -11,682 150 953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.9 13.3 0.9 28.7 76.3 86.4 90.4 13.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
43 12 3 17 16 63 28
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 79,033
COMMITMENTS
23,892 12,055 1,496 27,871 51,583 53,259 65,134 25,774 13,900
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,118)
-9,073 -885 480 7,836 -2,147 -758 -2,552 -360 1,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 15.3 1.9 35.3 65.3 67.4 82.4 32.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
21 9 8 14 13 40 25
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 181,836
COMMITMENTS
34,462 11,472 3,417 109,034 146,418 146,913 161,307 34,923 20,529
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 5,873)
-5,525 110 848 14,134 2,604 9,457 3,561 -3,584 2,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 6.3 1.9 60.0 80.5 80.8 88.7 19.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
32 16 8 22 20 57 41
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 187,730
COMMITMENTS
40,163 30,022 26,359 46,395 75,510 112,917 131,891 74,813 55,839
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6,396)
-10,786 -1,594 6,874 -8,764 2,836 -12,676 8,116 6,280 -14,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 16.0 14.0 24.7 40.2 60.1 70.3 39.9 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
39 31 35 31 24 89 71
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 44,005
COMMITMENTS
9,405 0 575 32,159 39,754 42,139 40,329 1,866 3,676
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 3,348)
-781 0 475 3,945 2,872 3,639 3,347 -291 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 0.0 1.3 73.1 90.3 95.8 91.6 4.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 0 1 19 25 22 26
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,838,085
COMMITMENTS
592,295 819,775 2767421 6004955 5514739 9364672 9101935 473,413 736,150
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 339,715)
-29,999 76,672 29,394 287,638 178,242 287,032 284,307 52,682 55,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 8.3 28.1 61.0 56.1 95.2 92.5 4.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419)
75 112 143 188 207 346 394
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 727,512
COMMITMENTS
62,907 61,253 26,108 468,540 518,343 557,555 605,703 169,957 121,809
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 13,189)
4,653 1,681 2,278 567 417 7,498 4,375 5,690 8,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 8.4 3.6 64.4 71.2 76.6 83.3 23.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
49 34 44 96 70 169 124
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 819,784
COMMITMENTS
206,735 97,587 18,064 313,333 631,303 538,132 746,954 281,652 72,830
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 71,009)
15,049 15,427 6,148 1,506 34,709 22,704 56,284 48,305 14,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 11.9 2.2 38.2 77.0 65.6 91.1 34.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
95 67 33 68 70 178 155
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,230
COMMITMENTS
1,802 140 0 8,406 11,890 10,208 12,030 3,022 1,200
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 108)
56 -116 0 -337 286 -281 170 389 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 1.1 0.0 63.5 89.9 77.2 90.9 22.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 1 0 24 17 30 18
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 23,589
COMMITMENTS
1,992 4,125 289 18,954 15,578 21,235 19,992 2,354 3,597
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 1,459)
-797 460 148 2,600 -119 1,951 489 -492 970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 17.5 1.2 80.4 66.0 90.0 84.8 10.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 7 3 25 17 35 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 63,826
COMMITMENTS
14,032 10,587 201 27,346 44,667 41,578 55,455 22,247 8,371
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,423)
760 -2,532 -26 -4,946 697 -4,213 -1,861 2,789 438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 16.6 0.3 42.8 70.0 65.1 86.9 34.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
31 35 3 46 32 79 68
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 307,829
COMMITMENTS
127,044 73,945 7,935 140,105 141,660 275,083 223,540 32,746 84,290
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 40,451)
-7,404 35,263 4,739 36,219 -13,670 33,554 26,331 6,896 14,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 24.0 2.6 45.5 46.0 89.4 72.6 10.6 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
89 70 14 44 46 141 122
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 68,316
COMMITMENTS
32,266 1,963 473 11,156 55,962 43,895 58,398 24,421 9,917
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 5,511)
1,936 1,750 173 2,380 3,788 4,488 5,711 1,023 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.2 2.9 0.7 16.3 81.9 64.3 85.5 35.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
19 3 1 10 16 30 19
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 20,425
COMMITMENTS
1,813 5,651 111 14,540 11,345 16,464 17,107 3,960 3,317
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -162)
2 265 90 -298 -723 -206 -368 44 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 27.7 0.5 71.2 55.5 80.6 83.8 19.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
7 20 3 38 20 47 41
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 108,528
COMMITMENTS
13,282 13,320 1,361 81,305 85,186 95,948 99,867 12,580 8,661
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 7,147)
-5,074 -4,841 793 9,487 7,402 5,206 3,354 1,941 3,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 12.3 1.3 74.9 78.5 88.4 92.0 11.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
23 30 8 37 36 65 70
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 33,126
COMMITMENTS
11,941 8,879 987 10,374 17,516 23,302 27,382 9,824 5,744
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 3,652)
474 -96 50 344 1,784 868 1,738 2,784 1,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 26.8 3.0 31.3 52.9 70.3 82.7 29.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
35 19 4 26 23 64 45
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 8,193
COMMITMENTS
3,468 451 0 2,174 1,583 5,642 2,034 2,551 6,159
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 1,011)
434 -432 0 407 1,293 841 861 170 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 5.5 0.0 26.5 19.3 68.9 24.8 31.1 75.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 2 0 4 8 11 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 111,283
COMMITMENTS
491 6,100 2,882 46,008 79,060 49,381 88,042 61,902 23,241
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,329)
16 -493 308 -79 1,111 245 926 -1,574 -2,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.5 2.6 41.3 71.0 44.4 79.1 55.6 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 14 4 13 24 20 40
Updated January 7, 2005