MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,479
COMMITMENTS
2,617 2,532 6,324 19,675 18,431 28,616 27,287 5,862 7,192
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,683)
815 -70 851 367 1,025 2,034 1,806 -351 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 7.3 18.3 57.1 53.5 83.0 79.1 17.0 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
15 7 18 25 23 46 42
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 108,898
COMMITMENTS
22,848 6,044 23,725 41,972 44,272 88,545 74,040 20,353 34,858
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 10,778)
5,093 84 2,554 1,966 6,421 9,613 9,060 1,165 1,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 5.5 21.8 38.5 40.7 81.3 68.0 18.7 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
57 30 50 31 39 128 96
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,054
COMMITMENTS
258 1,476 104 1,654 399 2,016 1,979 1,038 1,075
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -523)
-15 204 -527 -71 -66 -614 -390 90 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 48.3 3.4 54.2 13.1 66.0 64.8 34.0 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 18 5 7 2 17 21
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 142,943
COMMITMENTS
39,120 11,899 20,424 69,318 73,549 128,862 105,872 14,081 37,071
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -2,452)
117 861 -1,253 243 607 -892 216 -1,559 -2,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 8.3 14.3 48.5 51.5 90.1 74.1 9.9 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
55 36 46 61 91 136 157
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,673
COMMITMENTS
2,169 184 464 868 3,496 3,501 4,144 2,172 1,529
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -160)
107 -13 -48 192 114 252 54 -411 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 3.2 8.2 15.3 61.6 61.7 73.0 38.3 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
27 5 9 13 17 42 29
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,442
COMMITMENTS
7,212 1,983 6,358 9,419 5,819 22,990 14,159 4,452 13,282
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -210)
384 39 -291 -352 362 -259 110 49 -321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 7.2 23.2 34.3 21.2 83.8 51.6 16.2 48.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
36 16 28 42 45 90 82
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 105,196
COMMITMENTS
12,116 19,636 2,419 60,194 63,462 74,730 85,517 30,466 19,679
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 7,923)
997 5,166 -444 6,137 1,031 6,690 5,753 1,233 2,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 18.7 2.3 57.2 60.3 71.0 81.3 29.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
15 15 6 25 22 43 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 63,228
COMMITMENTS
7,298 9,216 404 36,802 39,778 44,503 49,398 18,725 13,830
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 7,795)
2,459 976 -419 6,329 9,713 8,368 10,270 -574 -2,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 14.6 0.6 58.2 62.9 70.4 78.1 29.6 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 5 2 13 11 20 18
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 102,657
COMMITMENTS
70,999 8,886 256 20,538 89,305 91,793 98,447 10,864 4,210
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,688)
-257 389 -215 6,412 6,201 5,940 6,375 -1,252 -1,688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.2 8.7 0.2 20.0 87.0 89.4 95.9 10.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
55 11 3 17 23 74 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 82,886
COMMITMENTS
37,981 4,551 602 16,178 62,980 54,762 68,133 28,124 14,752
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 827)
8,612 235 263 -10,401 -170 -1,526 328 2,352 499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.8 5.5 0.7 19.5 76.0 66.1 82.2 33.9 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
24 9 3 9 15 36 24
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 180,787
COMMITMENTS
13,327 20,027 2,876 129,949 134,817 146,153 157,720 34,635 23,067
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -778)
-300 -19,227 -1,012 975 22,706 -337 2,467 -442 -3,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 11.1 1.6 71.9 74.6 80.8 87.2 19.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
14 20 7 24 26 42 49
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 211,531
COMMITMENTS
42,700 10,669 21,175 76,944 121,099 140,818 152,943 70,713 58,588
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 2,436)
16,565 -13,856 52 -12,145 28,597 4,472 14,794 -2,036 -12,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 5.0 10.0 36.4 57.2 66.6 72.3 33.4 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
35 23 25 35 32 79 71
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 33,775
COMMITMENTS
10,366 1,640 250 18,430 26,154 29,046 28,044 4,729 5,731
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,830)
0 0 0 1,042 -38 1,042 -38 788 1,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 4.9 0.7 54.6 77.4 86.0 83.0 14.0 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 7 17 9 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,346,466
COMMITMENTS
703,646 1148757 3980726 7621990 6531653 12306363 11661136 1040103 1685330
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 913,886)
5,490 105,089 419,509 454,806 390,058 879,805 914,656 34,081 -771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 8.6 29.8 57.1 48.9 92.2 87.4 7.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
51 72 95 131 145 237 261
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 765,350
COMMITMENTS
66,871 82,780 34,039 503,186 522,770 604,096 639,590 161,254 125,760
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 22,198)
4,421 1,522 4,233 14,040 3,664 22,694 9,420 -496 12,778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 10.8 4.4 65.7 68.3 78.9 83.6 21.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
52 33 48 99 68 175 125
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,027,245
COMMITMENTS
208,468 263,778 22,522 448,692 639,127 679,682 925,427 347,563 101,818
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 105,552)
415 21,990 7,262 58,034 84,517 65,711 113,768 39,841 -8,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 25.7 2.2 43.7 62.2 66.2 90.1 33.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
39 60 27 57 58 117 125
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,913
COMMITMENTS
1,567 523 56 6,836 11,712 8,459 12,291 5,454 1,622
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 592)
-43 283 56 838 187 851 526 -259 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 3.8 0.4 49.1 84.2 60.8 88.3 39.2 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 17 11 20 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 32,445
COMMITMENTS
4,558 6,171 273 21,560 18,650 26,391 25,094 6,054 7,351
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,324)
2,071 299 4 -2,221 686 -146 989 1,470 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 19.0 0.8 66.5 57.5 81.3 77.3 18.7 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 5 2 18 19 23 25
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 90,128
COMMITMENTS
4,519 20,012 185 40,645 57,703 45,349 77,900 44,779 12,228
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 2,622)
-125 670 -208 3,704 4,085 3,370 4,546 -749 -1,924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 22.2 0.2 45.1 64.0 50.3 86.4 49.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
14 23 3 39 33 56 56
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 458,473
COMMITMENTS
114,939 99,353 3,045 306,129 169,395 424,114 271,793 34,360 186,680
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -16,630)
84 -7,196 -813 -5,670 5,402 -6,399 -2,608 -10,231 -14,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 21.7 0.7 66.8 36.9 92.5 59.3 7.5 40.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
46 58 14 47 34 101 98
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 106,675
COMMITMENTS
55,610 871 2,341 17,098 95,505 75,049 98,718 31,626 7,958
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 9,271)
5,989 -3,128 731 2,293 12,939 9,013 10,542 258 -1,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.1 0.8 2.2 16.0 89.5 70.4 92.5 29.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
21 3 3 12 25 34 30
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,787
COMMITMENTS
1,503 14,550 310 27,658 16,433 29,471 31,294 6,316 4,493
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,121)
128 1,055 50 4,061 2,954 4,239 4,059 -117 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 40.7 0.9 77.3 45.9 82.4 87.4 17.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 12 3 28 21 35 34
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 212,431
COMMITMENTS
61,338 35,335 1,532 136,250 160,845 199,120 197,712 13,311 14,719
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 12,409)
11,531 3,133 102 79 8,033 11,712 11,268 697 1,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 16.6 0.7 64.1 75.7 93.7 93.1 6.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
18 30 7 30 42 53 74
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 41,021
COMMITMENTS
10,948 8,498 1,054 16,694 23,908 28,696 33,460 12,325 7,561
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,790)
634 1,124 26 2,268 513 2,928 1,663 -1,138 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 20.7 2.6 40.7 58.3 70.0 81.6 30.0 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
20 17 5 19 22 43 42
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 118,575
COMMITMENTS
100 10,511 2,618 58,189 75,322 60,907 88,451 57,668 30,124
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -942)
-190 3,601 87 1,847 -2,193 1,744 1,495 -2,686 -2,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.9 2.2 49.1 63.5 51.4 74.6 48.6 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 18 5 22 28 28 47
Updated March 4, 2005