MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,060
COMMITMENTS
1,542 2,330 4,804 16,551 15,476 22,897 22,610 6,164 6,450
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -89)
-123 149 -272 339 260 -56 136 -34 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 8.0 16.5 57.0 53.3 78.8 77.8 21.2 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 6 16 24 21 41 38
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 94,777
COMMITMENTS
18,648 6,020 14,977 43,355 41,400 76,980 62,397 17,797 32,380
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -14,460)
-7,874 22 -4,964 459 -5,882 -12,379 -10,824 -2,082 -3,636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 6.4 15.8 45.7 43.7 81.2 65.8 18.8 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
50 29 41 30 40 109 90
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,029
COMMITMENTS
346 1,373 165 1,757 418 2,268 1,956 761 1,073
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 40)
27 -68 10 60 45 97 -13 -57 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 45.3 5.4 58.0 13.8 74.9 64.6 25.1 35.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 17 5 8 2 20 19
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 166,459
COMMITMENTS
53,768 8,293 22,040 70,400 87,894 146,208 118,228 20,251 48,231
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 14,601)
8,391 129 684 1,660 9,299 10,735 10,112 3,866 4,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 5.0 13.2 42.3 52.8 87.8 71.0 12.2 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
71 33 46 80 118 178 178
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,379
COMMITMENTS
2,019 237 425 779 3,206 3,224 3,868 2,155 1,511
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -218)
-56 -37 12 -115 -110 -158 -135 -60 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 4.4 7.9 14.5 59.6 59.9 71.9 40.1 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
24 6 8 13 19 39 32
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,599
COMMITMENTS
10,465 681 7,757 7,564 7,442 25,786 15,880 4,813 14,719
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 1,363)
1,746 -497 1,224 -1,725 185 1,245 912 118 451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 2.2 25.4 24.7 24.3 84.3 51.9 15.7 48.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
50 15 26 38 48 99 79
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 130,585
COMMITMENTS
36,405 10,175 1,810 53,681 79,030 91,897 91,016 38,688 39,569
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 20,056)
18,596 -4,150 820 -7,767 1,536 11,649 -1,794 8,407 21,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 7.8 1.4 41.1 60.5 70.4 69.7 29.6 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
23 13 7 25 29 53 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 42,326
COMMITMENTS
10,655 10,495 1 14,898 22,524 25,554 33,020 16,772 9,306
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -25,926)
3,181 -6 -1,345 -24,722 -21,034 -22,886 -22,385 -3,040 -3,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 24.8 0.0 35.2 53.2 60.4 78.0 39.6 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 4 1 8 9 18 13
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 72,172
COMMITMENTS
49,610 5,187 260 14,212 63,555 64,082 69,003 8,090 3,168
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -53,488)
-23,607 -3,256 -1,525 -21,806 -43,632 -46,938 -48,412 -6,550 -5,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.7 7.2 0.4 19.7 88.1 88.8 95.6 11.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
53 12 3 15 17 70 30
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 81,295
COMMITMENTS
42,062 4,329 489 9,954 66,110 52,505 70,927 28,790 10,368
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -19,777)
-4,390 -950 -1,462 -11,407 -14,537 -17,259 -16,949 -2,518 -2,827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.7 5.3 0.6 12.2 81.3 64.6 87.2 35.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
28 8 6 8 16 39 27
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 131,363
COMMITMENTS
14,571 19,308 1,614 84,059 90,332 100,244 111,254 31,119 20,109
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -63,196)
585 -3,737 -3,496 -55,817 -51,704 -58,728 -58,937 -4,468 -4,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 14.7 1.2 64.0 68.8 76.3 84.7 23.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
17 15 6 20 20 39 39
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 146,320
COMMITMENTS
39,682 11,216 12,006 34,771 74,163 86,459 97,385 59,860 48,935
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -44,138)
4,037 -3,063 2,084 -42,819 -38,860 -36,698 -39,840 -7,440 -4,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 7.7 8.2 23.8 50.7 59.1 66.6 40.9 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
40 16 24 29 24 73 60
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 63,246
COMMITMENTS
20,278 3,161 0 38,199 54,637 58,477 57,798 4,769 5,448
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 2,389)
5,705 1,255 -62 -2,334 3,717 3,309 4,910 -920 -2,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 5.0 0.0 60.4 86.4 92.5 91.4 7.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 0 15 14 19 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 12,393,117
COMMITMENTS
666,881 1155345 3592002 7052515 5936564 11311398 10683911 1081719 1709206
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -1,166,821)
-32,095 -26,939 -525,518 -683,549 -651,416 -1241162 -1203872 74,340 37,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 9.3 29.0 56.9 47.9 91.3 86.2 8.7 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
56 73 99 116 128 225 251
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 858,705
COMMITMENTS
67,309 103,119 45,547 556,938 583,498 669,794 732,164 188,911 126,541
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 68,848)
-1,887 17,899 2,343 38,631 42,651 39,086 62,893 29,762 5,954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 12.0 5.3 64.9 68.0 78.0 85.3 22.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
57 36 60 112 77 197 145
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,256,154
COMMITMENTS
276,845 229,162 66,946 600,960 761,554 944,752 1057662 311,402 198,492
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 164,196)
48,312 -37,918 33,429 102,419 65,991 184,160 61,502 -19,964 102,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 18.2 5.3 47.8 60.6 75.2 84.2 24.8 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
47 56 50 68 62 145 138
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 19,787
COMMITMENTS
2,710 608 1,287 8,878 14,671 12,875 16,566 6,912 3,221
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 4,429)
915 130 670 1,750 2,274 3,335 3,074 1,094 1,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 3.1 6.5 44.9 74.1 65.1 83.7 34.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 2 3 20 16 26 21
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 47,874
COMMITMENTS
3,886 6,008 5,246 28,901 21,824 38,033 33,078 9,841 14,796
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 14,708)
-26 0 3,749 6,807 3,843 10,530 7,592 4,178 7,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 12.5 11.0 60.4 45.6 79.4 69.1 20.6 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 5 7 21 23 29 30
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 104,152
COMMITMENTS
4,225 17,235 4,084 54,586 70,509 62,895 91,829 41,256 12,323
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 18,195)
-744 3,969 3,063 9,424 9,922 11,743 16,954 6,452 1,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 16.5 3.9 52.4 67.7 60.4 88.2 39.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
13 26 13 45 43 66 76
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 490,651
COMMITMENTS
88,305 107,445 10,554 353,708 206,219 452,568 324,218 38,083 166,433
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 98,309)
6,259 6,214 7,903 74,450 49,878 88,612 63,995 9,697 34,314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 21.9 2.2 72.1 42.0 92.2 66.1 7.8 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
43 67 27 52 52 107 135
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 108,793
COMMITMENTS
56,134 2,946 3,858 19,498 94,448 79,490 101,252 29,303 7,541
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -27,851)
2,071 -550 -1,042 -20,999 -20,993 -19,970 -22,585 -7,881 -5,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.6 2.7 3.5 17.9 86.8 73.1 93.1 26.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
24 1 3 12 18 36 22
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 49,198
COMMITMENTS
1,694 18,788 1,607 35,577 23,538 38,878 43,933 10,320 5,265
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 9,169)
42 3,094 1,383 3,980 4,245 5,405 8,722 3,764 447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 38.2 3.3 72.3 47.8 79.0 89.3 21.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
5 13 6 34 30 43 46
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 250,942
COMMITMENTS
74,184 38,810 14,607 152,675 161,063 241,465 214,480 9,478 36,462
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 36,944)
7,826 1,734 9,852 20,991 665 38,669 12,250 -1,725 24,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 15.5 5.8 60.8 64.2 96.2 85.5 3.8 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
17 36 18 33 46 61 89
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,127
COMMITMENTS
11,584 10,666 236 9,833 13,432 21,653 24,334 10,474 7,793
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -22,191)
-823 2,419 -7,023 -6,460 -12,277 -14,306 -16,881 -7,885 -5,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 33.2 0.7 30.6 41.8 67.4 75.7 32.6 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
21 13 2 13 16 35 31
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 67,478
COMMITMENTS
3,476 7,628 0 47,979 26,271 51,455 33,899 16,023 33,579
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -47,899)
3,276 -1,971 -2,219 -8,541 -45,734 -7,484 -49,924 -40,415 2,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 11.3 0.0 71.1 38.9 76.3 50.2 23.7 49.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 13 0 19 28 22 41
Updated March 18, 2005