MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,115
COMMITMENTS
2,639 2,201 4,909 20,086 19,134 27,633 26,244 3,482 4,871
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 2,230)
706 335 481 929 1,072 2,116 1,887 114 343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 7.1 15.8 64.6 61.5 88.8 84.3 11.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
26 7 18 35 39 65 60
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 109,831
COMMITMENTS
31,048 3,119 19,857 37,168 49,918 88,073 72,894 21,757 36,936
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 86)
513 -188 -107 -1,563 385 -1,157 89 1,242 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 2.8 18.1 33.8 45.4 80.2 66.4 19.8 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
66 22 51 31 34 136 91
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,092
COMMITMENTS
375 480 124 921 403 1,420 1,007 672 1,085
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 27)
-137 -126 -17 136 34 -18 -109 45 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 22.9 5.9 44.0 19.3 67.9 48.1 32.1 51.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 13 6 7 3 17 16
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 162,583
COMMITMENTS
45,402 7,979 33,327 64,131 79,339 142,861 120,645 19,723 41,938
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 47)
1,602 178 1,513 -2,845 -1,883 270 -192 -223 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 4.9 20.5 39.4 48.8 87.9 74.2 12.1 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
62 28 49 68 106 154 167
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,822
COMMITMENTS
1,292 644 160 481 1,956 1,933 2,760 1,889 1,062
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -141)
-137 34 -43 -92 -11 -271 -19 130 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 16.8 4.2 12.6 51.2 50.6 72.2 49.4 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
19 5 6 12 20 33 29
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 22,537
COMMITMENTS
6,121 542 4,782 7,146 5,139 18,049 10,463 4,489 12,075
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 961)
575 -188 507 -69 222 1,013 541 -52 421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 2.4 21.2 31.7 22.8 80.1 46.4 19.9 53.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
36 14 27 43 49 94 79
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 86,051
COMMITMENTS
20,166 14,760 1,860 31,825 51,953 53,852 68,573 32,199 17,478
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 7,998)
241 4,902 524 7,004 2,114 7,770 7,540 228 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 17.2 2.2 37.0 60.4 62.6 79.7 37.4 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
19 13 7 23 19 44 37
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 53,036
COMMITMENTS
11,178 12,317 268 27,306 27,276 38,752 39,861 14,285 13,175
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -1,364)
-761 494 155 1,493 -2,378 887 -1,729 -2,251 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 23.2 0.5 51.5 51.4 73.1 75.2 26.9 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
13 5 4 13 6 26 15
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 72,683
COMMITMENTS
47,902 5,279 522 14,466 61,835 62,889 67,635 9,794 5,048
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 3,256)
9,369 -1,277 -188 -2,921 7,350 6,260 5,885 -3,004 -2,629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.9 7.3 0.7 19.9 85.1 86.5 93.1 13.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
48 9 1 16 19 65 28
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 66,910
COMMITMENTS
20,756 2,237 599 21,563 47,502 42,917 50,338 23,993 16,573
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -1,588)
-1,984 873 336 -653 -4,164 -2,301 -2,955 713 1,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 3.3 0.9 32.2 71.0 64.1 75.2 35.9 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
20 5 4 11 12 33 19
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 195,746
COMMITMENTS
39,804 31,770 2,386 108,550 139,736 150,741 173,892 45,005 21,854
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 9,360)
4,881 20,345 -211 -3,961 -10,478 709 9,656 8,651 -296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 16.2 1.2 55.5 71.4 77.0 88.8 23.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
27 14 4 22 21 52 36
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 167,940
COMMITMENTS
28,839 14,759 21,882 50,868 73,986 101,589 110,626 66,351 57,314
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -7,313)
-4,480 623 4,136 6,077 -4,660 5,733 99 -13,047 -7,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 8.8 13.0 30.3 44.1 60.5 65.9 39.5 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
32 23 25 31 23 72 62
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 50,467
COMMITMENTS
10,128 700 100 29,271 45,423 39,499 46,223 10,968 4,244
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 3,473)
-82 0 0 -4,566 3,556 -4,648 3,556 8,121 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 1.4 0.2 58.0 90.0 78.3 91.6 21.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 1 17 26 20 28
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,477,763
COMMITMENTS
579,218 952,544 2894573 6505982 5819968 9979773 9667085 497,989 810,677
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -97,224)
35,351 -20,721 -162,411 54,489 78,255 -72,571 -104,877 -24,653 7,653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 9.1 27.6 62.1 55.5 95.2 92.3 4.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420)
88 107 149 186 204 350 395
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 728,809
COMMITMENTS
69,976 56,986 36,938 470,446 524,777 577,359 618,701 151,450 110,108
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -8,878)
5,552 -1,871 1,527 388 1,651 7,467 1,306 -16,345 -10,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 7.8 5.1 64.5 72.0 79.2 84.9 20.8 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
48 38 52 98 73 178 131
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 864,197
COMMITMENTS
189,158 126,819 15,244 362,962 643,988 567,363 786,051 296,834 78,146
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 23,106)
-19,839 11,053 -923 27,139 9,599 6,377 19,729 16,728 3,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 14.7 1.8 42.0 74.5 65.7 91.0 34.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
94 83 33 73 73 186 170
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,957
COMMITMENTS
2,055 0 0 8,145 12,111 10,200 12,111 2,757 846
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -114)
128 0 0 -268 88 -140 88 26 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.0 0.0 62.9 93.5 78.7 93.5 21.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 0 0 23 18 31 18
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 25,266
COMMITMENTS
1,742 4,353 342 20,581 17,650 22,665 22,345 2,601 2,921
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -514)
661 594 -20 -1,491 -463 -850 111 336 -625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 17.2 1.4 81.5 69.9 89.7 88.4 10.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 7 2 24 22 29 30
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 74,830
COMMITMENTS
8,240 14,644 382 33,759 51,123 42,381 66,148 32,449 8,681
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 2,469)
-4,580 356 171 1,643 1,818 -2,765 2,346 5,234 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 19.6 0.5 45.1 68.3 56.6 88.4 43.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
27 38 5 53 38 83 78
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 343,640
COMMITMENTS
121,539 65,104 5,074 183,065 151,723 309,678 221,901 33,962 121,739
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 16,348)
-660 -1,004 125 20,222 11,781 19,688 10,903 -3,339 5,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 18.9 1.5 53.3 44.2 90.1 64.6 9.9 35.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
89 64 16 52 43 146 118
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 66,429
COMMITMENTS
27,749 534 257 15,612 54,534 43,618 55,326 22,811 11,104
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 2,425)
1,255 -51 -4 727 1,385 1,979 1,331 446 1,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.8 0.8 0.4 23.5 82.1 65.7 83.3 34.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
17 2 1 10 14 28 16
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 22,623
COMMITMENTS
2,039 8,170 106 16,485 11,289 18,630 19,565 3,993 3,058
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 954)
-41 758 11 841 -11 811 758 143 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 36.1 0.5 72.9 49.9 82.3 86.5 17.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
9 20 3 41 23 52 44
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 142,522
COMMITMENTS
22,737 17,494 1,153 103,256 108,502 127,146 127,149 15,376 15,373
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 7,515)
1,998 36 -31 -1,570 4,790 397 4,795 7,118 2,720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 12.3 0.8 72.4 76.1 89.2 89.2 10.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
21 31 5 38 37 62 70
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 33,528
COMMITMENTS
12,505 6,652 990 11,274 19,874 24,769 27,516 8,759 6,012
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,264)
372 -547 8 1,155 907 1,535 368 -271 896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 19.8 3.0 33.6 59.3 73.9 82.1 26.1 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
40 19 4 26 25 69 47
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 126,468
COMMITMENTS
299 5,884 2,732 60,970 83,238 64,001 91,854 62,467 34,614
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 10,661)
72 -502 -150 4,616 5,166 4,538 4,514 6,123 6,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.7 2.2 48.2 65.8 50.6 72.6 49.4 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 12 3 16 24 21 38
Updated January 21, 2005