MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,885
COMMITMENTS
1,932 1,866 4,428 19,157 18,062 25,517 24,357 3,368 4,529
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 2,659)
-16 314 487 1,565 1,850 2,036 2,652 623 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 6.5 15.3 66.3 62.5 88.3 84.3 11.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
23 4 15 34 41 58 59
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 109,745
COMMITMENTS
30,535 3,308 19,965 38,731 49,533 89,230 72,805 20,515 36,940
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -1,306)
2,392 -1,965 -1,468 -1,179 3,632 -256 199 -1,051 -1,505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 3.0 18.2 35.3 45.1 81.3 66.3 18.7 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
67 21 50 31 36 131 92
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,065
COMMITMENTS
512 606 141 785 369 1,438 1,116 627 949
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 9)
73 60 -18 -89 18 -34 60 43 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 29.3 6.8 38.0 17.9 69.6 54.0 30.4 46.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 16 6 7 3 20 19
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 162,536
COMMITMENTS
43,800 7,801 31,814 66,977 81,222 142,591 120,836 19,946 41,700
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 9,605)
6,157 -1,345 3,290 -2,991 -961 6,455 983 3,150 8,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 4.8 19.6 41.2 50.0 87.7 74.3 12.3 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
65 25 48 62 100 146 161
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,962
COMMITMENTS
1,428 610 203 573 1,967 2,204 2,779 1,759 1,183
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 117)
212 -18 -33 66 163 245 112 -128 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 15.4 5.1 14.5 49.6 55.6 70.1 44.4 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
20 4 5 13 18 34 26
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 21,576
COMMITMENTS
5,546 731 4,274 7,215 4,917 17,036 9,922 4,541 11,654
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 1,433)
900 -572 440 206 412 1,545 280 -112 1,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 3.4 19.8 33.4 22.8 79.0 46.0 21.0 54.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
37 12 25 41 42 88 71
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 78,053
COMMITMENTS
19,925 9,858 1,336 24,821 49,839 46,082 61,033 31,970 17,020
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -1,271)
-1,070 -2,025 -714 2,373 376 589 -2,364 -1,860 1,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 12.6 1.7 31.8 63.9 59.0 78.2 41.0 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
19 11 5 21 18 41 33
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 54,400
COMMITMENTS
11,939 11,823 113 25,813 29,654 37,865 41,590 16,535 12,810
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 1,939)
-8,187 3,930 -82 13,547 -3,424 5,278 424 -3,339 1,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 21.7 0.2 47.5 54.5 69.6 76.5 30.4 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 5 3 11 7 23 15
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 69,427
COMMITMENTS
38,533 6,556 709 17,387 54,484 56,629 61,750 12,798 7,677
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -5,698)
-4,248 -3,446 69 -4,138 -2,806 -8,316 -6,182 2,618 484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.5 9.4 1.0 25.0 78.5 81.6 88.9 18.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
42 13 3 15 18 58 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 68,499
COMMITMENTS
22,740 1,364 263 22,216 51,666 45,219 53,293 23,280 15,206
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -10,535)
-1,152 -10,691 -1,233 -5,655 83 -8,041 -11,841 -2,494 1,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 2.0 0.4 32.4 75.4 66.0 77.8 34.0 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 2 2 13 11 31 15
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 186,386
COMMITMENTS
34,923 11,426 2,597 112,511 150,214 150,031 164,236 36,354 22,150
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 4,550)
461 -47 -820 3,478 3,795 3,118 2,929 1,431 1,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 6.1 1.4 60.4 80.6 80.5 88.1 19.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
31 13 6 20 21 54 37
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 175,253
COMMITMENTS
33,319 14,136 17,745 44,791 78,646 95,855 110,527 79,397 64,726
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -12,477)
-6,844 -15,886 -8,614 -1,604 3,136 -17,061 -21,363 4,584 8,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 8.1 10.1 25.6 44.9 54.7 63.1 45.3 36.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
31 17 22 31 25 71 55
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 46,994
COMMITMENTS
10,210 700 100 33,837 41,867 44,147 42,667 2,847 4,327
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 2,989)
805 700 -475 1,678 2,113 2,008 2,338 981 651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 1.5 0.2 72.0 89.1 93.9 90.8 6.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 1 19 28 22 30
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,574,987
COMMITMENTS
543,868 973,265 3056984 6451492 5741713 10052344 9771962 522,642 803,024
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 736,902)
-48,427 153,490 289,563 446,537 226,975 687,673 670,028 49,229 66,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 9.2 28.9 61.0 54.3 95.1 92.4 4.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430)
71 117 149 193 216 357 405
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 737,687
COMMITMENTS
64,423 58,857 35,411 470,057 523,126 569,892 617,394 167,795 120,293
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 10,175)
1,516 -2,395 9,304 1,517 4,783 12,337 11,691 -2,162 -1,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 8.0 4.8 63.7 70.9 77.3 83.7 22.7 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
47 39 51 98 71 174 132
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 841,091
COMMITMENTS
208,997 115,767 16,166 335,823 634,389 560,986 766,322 280,105 74,769
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 21,307)
2,262 18,180 -1,898 22,490 3,086 22,854 19,368 -1,547 1,939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 13.8 1.9 39.9 75.4 66.7 91.1 33.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
103 75 35 68 74 187 168
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,071
COMMITMENTS
1,927 0 0 8,413 12,023 10,340 12,023 2,731 1,048
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -159)
125 -140 0 7 133 132 -7 -291 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 0.0 0.0 64.4 92.0 79.1 92.0 20.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 0 0 25 18 32 18
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 25,780
COMMITMENTS
1,081 3,759 362 22,072 18,113 23,515 22,234 2,265 3,546
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 2,191)
-911 -366 73 3,118 2,535 2,280 2,242 -89 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 14.6 1.4 85.6 70.3 91.2 86.2 8.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 6 2 23 20 28 26
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 72,360
COMMITMENTS
12,820 14,287 210 32,116 49,305 45,146 63,802 27,215 8,558
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 8,535)
-1,213 3,700 10 4,770 4,638 3,567 8,348 4,968 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 19.7 0.3 44.4 68.1 62.4 88.2 37.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
34 38 4 52 37 88 77
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 327,292
COMMITMENTS
122,199 66,107 4,949 162,843 139,942 289,991 210,999 37,301 116,294
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 19,463)
-4,845 -7,838 -2,986 22,739 -1,717 14,908 -12,541 4,555 32,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 20.2 1.5 49.8 42.8 88.6 64.5 11.4 35.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
91 68 13 51 42 147 118
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 64,004
COMMITMENTS
26,494 585 261 14,885 53,149 41,640 53,995 22,365 10,009
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -4,311)
-5,772 -1,378 -213 3,729 -2,813 -2,256 -4,403 -2,056 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 0.9 0.4 23.3 83.0 65.1 84.4 34.9 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
19 2 1 10 14 30 16
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 21,669
COMMITMENTS
2,080 7,412 95 15,643 11,300 17,818 18,807 3,851 2,862
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 1,244)
267 1,761 -16 1,103 -45 1,354 1,700 -110 -456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 34.2 0.4 72.2 52.1 82.2 86.8 17.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
10 18 3 40 22 51 42
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 135,007
COMMITMENTS
20,739 17,458 1,184 104,826 103,712 126,749 122,354 8,258 12,653
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 26,479)
7,457 4,138 -177 23,521 18,526 30,801 22,487 -4,322 3,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 12.9 0.9 77.6 76.8 93.9 90.6 6.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
26 33 5 36 39 65 74
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,264
COMMITMENTS
12,133 7,199 982 10,119 18,967 23,234 27,148 9,030 5,116
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -862)
192 -1,680 -5 -255 1,451 -68 -234 -794 -628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 22.3 3.0 31.4 58.8 72.0 84.1 28.0 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
39 17 4 26 24 68 44
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 115,807
COMMITMENTS
227 6,386 2,882 56,354 78,072 59,463 87,340 56,344 28,467
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 4,524)
-264 286 0 10,346 -988 10,082 -702 -5,557 5,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.5 2.5 48.7 67.4 51.3 75.4 48.7 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 14 4 15 24 21 40
Updated January 11, 2005