MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,461
COMMITMENTS
1,463 2,093 4,554 14,776 14,087 20,793 20,734 6,668 6,727
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 685)
-271 -3 60 491 433 281 490 404 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 7.6 16.6 53.8 51.3 75.7 75.5 24.3 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
12 2 11 24 17 36 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 98,593
COMMITMENTS
15,699 5,367 21,490 43,724 40,074 80,912 66,931 17,680 31,662
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -1,159)
-988 425 1,915 -994 -1,920 -67 420 -1,092 -1,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 5.4 21.8 44.3 40.6 82.1 67.9 17.9 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
36 35 50 30 35 103 98
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,438
COMMITMENTS
193 530 120 1,567 754 1,880 1,404 558 1,034
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 72)
29 -66 25 4 89 58 48 14 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 21.7 4.9 64.3 30.9 77.1 57.6 22.9 42.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 8 4 10 4 19 13
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 150,635
COMMITMENTS
43,299 9,463 17,177 71,080 82,888 131,556 109,529 19,078 41,106
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -7,739)
-2,697 969 -1,733 -2,168 -3,668 -6,599 -4,431 -1,140 -3,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 6.3 11.4 47.2 55.0 87.3 72.7 12.7 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
57 28 43 79 105 164 157
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,246
COMMITMENTS
1,465 305 436 1,256 2,993 3,157 3,735 2,089 1,511
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -533)
-341 -29 -41 -6 -508 -388 -578 -145 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 5.8 8.3 23.9 57.1 60.2 71.2 39.8 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
18 6 9 15 17 35 30
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,901
COMMITMENTS
10,480 1,082 8,028 8,169 7,687 26,677 16,796 5,224 15,104
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -66)
41 178 -272 271 239 40 145 -106 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 3.4 25.2 25.6 24.1 83.6 52.7 16.4 47.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
51 16 26 45 52 109 84
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 75,245
COMMITMENTS
15,919 23,327 1,900 25,935 32,175 43,753 57,401 31,491 17,844
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -10,851)
-19,837 13,313 209 11,278 -24,932 -8,350 -11,410 -2,501 559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 31.0 2.5 34.5 42.8 58.1 76.3 41.9 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
17 16 7 21 21 42 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 46,244
COMMITMENTS
1,677 24,441 1 34,608 5,605 36,286 30,047 9,958 16,197
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -2,052)
0 3,985 0 -2,422 -6,871 -2,422 -2,886 371 834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 52.9 0.0 74.8 12.1 78.5 65.0 21.5 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 15 1 14 6 18 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 78,273
COMMITMENTS
51,681 4,008 57 17,351 70,679 69,089 74,744 9,184 3,529
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 17,602)
19,034 -6,961 50 -2,266 25,292 16,818 18,381 785 -779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.0 5.1 0.1 22.2 90.3 88.3 95.5 11.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
49 12 2 17 19 67 32
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 85,333
COMMITMENTS
25,743 6,255 1,532 38,292 64,686 65,566 72,473 19,767 12,860
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 13,730)
4,469 201 -151 9,492 13,010 13,810 13,060 -80 670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 7.3 1.8 44.9 75.8 76.8 84.9 23.2 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
19 10 4 19 16 40 28
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 159,689
COMMITMENTS
10,382 55,132 5,229 116,469 66,976 132,080 127,337 27,610 32,353
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 5,541)
276 8,346 1,338 3,616 -6,287 5,229 3,397 311 2,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 34.5 3.3 72.9 41.9 82.7 79.7 17.3 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
15 32 10 31 26 52 62
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 156,677
COMMITMENTS
25,881 23,632 13,851 65,199 74,623 104,931 112,105 51,746 44,572
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -4,412)
-105 1,109 -2,593 3,578 4,977 880 3,493 -5,291 -7,904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 15.1 8.8 41.6 47.6 67.0 71.6 33.0 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
24 30 22 33 26 71 64
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 94,768
COMMITMENTS
35,114 2,277 0 54,957 83,813 90,071 86,090 4,697 8,678
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 11,508)
4,909 39 0 6,687 11,254 11,596 11,293 -88 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 2.4 0.0 58.0 88.4 95.0 90.8 5.0 9.2
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 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,457,814
COMMITMENTS
631,987 1040289 4075086 7697375 6641197 12404448 11756573 1053366 1701241
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -65,218)
-67,334 -106,042 -118,968 81,695 139,396 -104,607 -85,614 39,388 20,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 7.7 30.3 57.2 49.3 92.2 87.4 7.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
49 82 108 123 135 241 264
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 728,652
COMMITMENTS
62,090 77,851 36,995 488,804 497,121 587,889 611,967 140,763 116,684
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -3,101)
3,386 -2,943 -394 -2,574 -2,479 419 -5,816 -3,520 2,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 10.7 5.1 67.1 68.2 80.7 84.0 19.3 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
50 45 61 99 68 183 140
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 904,455
COMMITMENTS
170,598 191,568 17,699 382,604 609,155 570,900 818,422 333,555 86,033
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 3,495)
35,538 3,289 -10,236 -21,938 29,401 3,363 22,454 132 -18,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 21.2 2.0 42.3 67.4 63.1 90.5 36.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
45 53 23 55 51 115 112
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,789
COMMITMENTS
725 1,273 0 6,040 9,021 6,765 10,294 5,024 1,495
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 28)
0 -300 0 -378 187 -378 -113 406 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 10.8 0.0 51.2 76.5 57.4 87.3 42.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 0 12 12 13 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 24,244
COMMITMENTS
5,799 1,179 118 13,299 16,272 19,216 17,569 5,028 6,675
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 1,130)
-1,971 -365 32 2,858 679 919 346 211 784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 4.9 0.5 54.9 67.1 79.3 72.5 20.7 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 3 2 15 17 23 21
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 52,638
COMMITMENTS
4,215 16,758 109 36,267 26,622 40,591 43,489 12,047 9,149
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -1,215)
-324 1,191 2 -112 -647 -434 546 -781 -1,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 31.8 0.2 68.9 50.6 77.1 82.6 22.9 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
12 24 3 39 32 54 56
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 282,579
COMMITMENTS
78,181 118,341 2,373 167,844 125,178 248,398 245,892 34,181 36,687
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 18,341)
20,929 8,905 -1,488 -4,402 5,778 15,039 13,196 3,302 5,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 41.9 0.8 59.4 44.3 87.9 87.0 12.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
41 66 11 45 34 93 104
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 91,868
COMMITMENTS
26,556 4,085 7,840 37,815 70,227 72,211 82,152 19,658 9,717
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 5,029)
2,125 -454 1,534 2,180 5,083 5,839 6,164 -811 -1,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 4.4 8.5 41.2 76.4 78.6 89.4 21.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
17 4 6 20 17 38 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,151
COMMITMENTS
1,192 10,850 0 25,487 14,983 26,679 25,833 4,472 5,318
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -58)
0 335 0 -161 491 -161 826 103 -884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 34.8 0.0 81.8 48.1 85.6 82.9 14.4 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 13 0 25 26 28 39
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 177,165
COMMITMENTS
43,395 30,256 1,692 121,788 133,102 166,876 165,051 10,290 12,115
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 5,278)
6,831 -2,032 405 1,641 7,439 8,877 5,812 -3,599 -533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 17.1 1.0 68.7 75.1 94.2 93.2 5.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
18 34 9 29 41 51 80
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,402
COMMITMENTS
11,428 10,287 277 14,609 18,673 26,314 29,237 10,088 7,165
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -261)
-50 -82 -102 1,424 1,705 1,272 1,521 -1,533 -1,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 28.3 0.8 40.1 51.3 72.3 80.3 27.7 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
22 16 3 17 22 41 40
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 69,626
COMMITMENTS
3,495 5,362 944 53,348 22,834 57,787 29,140 11,839 40,486
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 919)
-167 24 442 2,838 -933 3,113 -467 -2,194 1,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 7.7 1.4 76.6 32.8 83.0 41.9 17.0 58.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 15 3 18 26 23 44
Updated April 15, 2005