MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,776
COMMITMENTS
1,734 2,096 4,494 14,285 13,654 20,513 20,243 6,264 6,533
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -4,973)
213 -373 -1,049 -3,686 -3,048 -4,522 -4,471 -451 -503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 7.8 16.8 53.3 51.0 76.6 75.6 23.4 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 5 15 23 17 39 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 99,752
COMMITMENTS
16,687 4,942 19,575 44,718 41,993 80,979 66,510 18,773 33,242
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 4,537)
-1,023 352 3,332 248 228 2,557 3,913 1,980 624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 5.0 19.6 44.8 42.1 81.2 66.7 18.8 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
45 33 52 29 35 107 100
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,366
COMMITMENTS
164 596 95 1,563 665 1,822 1,356 544 1,010
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -177)
62 -9 11 -155 54 -82 56 -94 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 25.2 4.0 66.1 28.1 77.0 57.3 23.0 42.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 11 4 10 3 19 14
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 158,373
COMMITMENTS
45,996 8,494 18,910 73,248 86,556 138,155 113,960 20,218 44,413
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -12,780)
-654 238 -6,751 -3,170 -4,071 -10,574 -10,584 -2,205 -2,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 5.4 11.9 46.3 54.7 87.2 72.0 12.8 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
61 28 43 86 116 171 171
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,779
COMMITMENTS
1,806 334 477 1,262 3,502 3,545 4,313 2,234 1,466
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 176)
-197 47 40 181 -52 25 35 151 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 5.8 8.3 21.8 60.6 61.3 74.6 38.7 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
19 10 9 14 20 39 33
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,967
COMMITMENTS
10,440 904 8,299 7,898 7,448 26,637 16,651 5,330 15,315
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 1,991)
601 79 312 682 105 1,595 496 396 1,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 2.8 26.0 24.7 23.3 83.3 52.1 16.7 47.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
52 13 24 44 48 107 78
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 86,096
COMMITMENTS
35,756 10,013 1,691 14,656 57,107 52,104 68,811 33,992 17,285
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -1,108)
214 1,169 111 -1,260 -708 -935 573 -172 -1,681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.5 11.6 2.0 17.0 66.3 60.5 79.9 39.5 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
25 10 6 17 24 46 36
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 48,296
COMMITMENTS
1,677 20,456 1 37,030 12,476 38,708 32,933 9,587 15,363
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 5,142)
-491 4,246 0 6,047 793 5,556 5,039 -413 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 42.4 0.0 76.7 25.8 80.1 68.2 19.9 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 13 1 16 5 20 18
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 60,671
COMMITMENTS
32,647 10,969 7 19,617 45,386 52,271 56,363 8,400 4,308
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -60)
80 2,088 -427 -1,027 -2,092 -1,373 -431 1,313 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.8 18.1 0.0 32.3 74.8 86.2 92.9 13.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
41 17 1 15 21 57 38
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 71,603
COMMITMENTS
21,274 6,054 1,682 28,800 51,676 51,756 59,413 19,847 12,191
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 2,335)
2,706 -706 490 1,040 3,480 4,236 3,264 -1,901 -929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 8.5 2.3 40.2 72.2 72.3 83.0 27.7 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
19 10 7 19 18 40 33
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 154,149
COMMITMENTS
10,106 46,786 3,891 112,853 73,262 126,851 123,940 27,298 30,209
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 14,457)
-1,112 5,192 774 15,719 5,439 15,380 11,404 -923 3,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 30.4 2.5 73.2 47.5 82.3 80.4 17.7 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
19 31 12 30 26 54 64
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 161,089
COMMITMENTS
25,985 22,523 16,444 61,622 69,646 104,051 108,613 57,038 52,476
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 11,806)
-3,919 7,927 1,367 14,923 -2,686 12,372 6,608 -566 5,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 14.0 10.2 38.3 43.2 64.6 67.4 35.4 32.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
33 31 32 33 27 81 75
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 9,820
COMMITMENTS
6,057 705 0 2,167 8,453 8,224 9,158 1,596 662
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -206)
-40 0 0 -136 -242 -176 -242 -30 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.7 7.2 0.0 22.1 86.1 83.7 93.3 16.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 0 7 8 12 10
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 83,260
COMMITMENTS
30,205 2,238 0 48,270 72,559 78,475 74,797 4,785 8,463
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 4,102)
273 716 0 3,994 2,596 4,267 3,312 -165 790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 2.7 0.0 58.0 87.1 94.3 89.8 5.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 16 18 19 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,523,032
COMMITMENTS
699,320 1146331 4194054 7615680 6501801 12509055 11842186 1013977 1680846
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -3,365)
-34,313 123,487 -146,431 165,267 13,731 -15,477 -9,213 12,112 5,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 8.5 31.0 56.3 48.1 92.5 87.6 7.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
60 74 106 123 137 240 265
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 731,753
COMMITMENTS
58,704 80,794 37,389 491,378 499,601 587,470 617,783 144,282 113,969
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -6,281)
1,163 -1,403 -596 1,385 -2,712 1,952 -4,712 -8,233 -1,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 11.0 5.1 67.2 68.3 80.3 84.4 19.7 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
43 46 54 101 67 177 134
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 900,960
COMMITMENTS
135,060 188,279 27,935 404,542 579,754 567,537 795,968 333,423 104,992
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 14,188)
-11,683 21,341 5,619 14,930 -3,185 8,866 23,775 5,322 -9,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 20.9 3.1 44.9 64.3 63.0 88.3 37.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
35 53 27 49 51 99 116
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,761
COMMITMENTS
725 1,573 0 6,418 8,834 7,143 10,407 4,618 1,354
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 11)
0 -442 0 -201 147 -201 -295 212 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 13.4 0.0 54.6 75.1 60.7 88.5 39.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 0 13 12 14 16
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 23,114
COMMITMENTS
7,770 1,544 86 10,441 15,593 18,297 17,223 4,817 5,891
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -2,227)
-1,789 -7 61 234 -1,954 -1,494 -1,900 -733 -327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 6.7 0.4 45.2 67.5 79.2 74.5 20.8 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 3 1 13 18 23 21
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,852
COMMITMENTS
4,539 15,567 107 36,379 27,269 41,025 42,942 12,828 10,910
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -2,136)
553 -1,747 -10 246 -598 789 -2,355 -2,925 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 28.9 0.2 67.6 50.6 76.2 79.7 23.8 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
13 24 3 38 30 54 54
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 264,238
COMMITMENTS
57,252 109,437 3,860 172,246 119,399 233,359 232,696 30,879 31,541
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -17,096)
-17,409 -6,884 176 1,131 4,302 -16,102 -2,406 -995 -14,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 41.4 1.5 65.2 45.2 88.3 88.1 11.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
40 60 11 44 38 90 104
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 86,840
COMMITMENTS
24,431 4,538 6,306 35,635 65,144 66,371 75,988 20,468 10,852
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -2,492)
-4,481 944 510 3,988 -5,853 18 -4,398 -2,509 1,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 5.2 7.3 41.0 75.0 76.4 87.5 23.6 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
16 4 6 20 16 37 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,209
COMMITMENTS
1,192 10,515 0 25,648 14,492 26,840 25,007 4,369 6,202
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 921)
2 269 0 1,310 393 1,312 662 -392 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 33.7 0.0 82.2 46.4 86.0 80.1 14.0 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 12 0 25 26 28 38
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 171,887
COMMITMENTS
36,564 32,289 1,287 120,147 125,663 157,998 159,239 13,888 12,648
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 8,408)
3,283 457 -184 8,994 8,416 12,092 8,689 -3,684 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 18.8 0.7 69.9 73.1 91.9 92.6 8.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
18 37 9 31 41 53 83
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,663
COMMITMENTS
11,478 10,369 379 13,185 16,968 25,042 27,716 11,621 8,947
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -1,137)
-662 -1,162 28 105 246 -529 -888 -608 -249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 28.3 1.0 36.0 46.3 68.3 75.6 31.7 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
22 14 4 17 21 42 37
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 68,707
COMMITMENTS
3,662 5,338 502 50,510 23,767 54,674 29,607 14,033 39,100
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 1,521)
416 -2,390 252 1,387 -1,803 2,055 -3,941 -534 5,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 7.8 0.7 73.5 34.6 79.6 43.1 20.4 56.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 14 3 18 26 23 42
Updated April 8, 2005