MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,982
COMMITMENTS
1,207 1,867 3,916 14,957 13,374 20,080 19,158 5,902 6,824
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,106)
-485 -292 -1,077 -1,706 -1,814 -3,268 -3,183 -837 -922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 7.2 15.1 57.6 51.5 77.3 73.7 22.7 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 6 12 21 18 34 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 103,146
COMMITMENTS
16,722 8,318 24,085 44,345 39,855 85,153 72,258 17,993 30,888
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 3,350)
-75 -751 -90 1,865 2,430 1,700 1,589 1,650 1,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 8.1 23.4 43.0 38.6 82.6 70.1 17.4 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
48 36 60 30 37 114 114
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,707
COMMITMENTS
593 1,457 336 1,461 794 2,389 2,587 1,317 1,119
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -120)
201 -29 -85 -178 29 -62 -84 -58 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 39.3 9.1 39.4 21.4 64.5 69.8 35.5 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
14 10 8 6 3 21 20
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 152,547
COMMITMENTS
44,433 11,936 20,508 68,416 78,831 133,358 111,275 19,189 41,272
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,128)
-1,512 461 -876 -1,635 -1,126 -4,023 -1,540 -105 -2,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 7.8 13.4 44.8 51.7 87.4 72.9 12.6 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
64 29 43 66 107 155 162
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,111
COMMITMENTS
1,211 376 133 932 2,400 2,276 2,910 1,835 1,201
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -768)
11 -65 -269 -283 -233 -541 -568 -227 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 9.2 3.2 22.7 58.4 55.4 70.8 44.6 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
14 9 5 11 15 27 27
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,520
COMMITMENTS
9,976 2,420 4,454 8,500 6,410 22,931 13,285 5,589 15,236
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -3,331)
-311 127 -1,842 -813 -1,035 -2,966 -2,751 -365 -581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 8.5 15.6 29.8 22.5 80.4 46.6 19.6 53.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
52 23 27 46 47 112 86
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 101,194
COMMITMENTS
13,004 45,620 2,566 58,620 26,848 74,191 75,034 27,003 26,160
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 8,828)
-708 7,502 216 10,580 -4,084 10,088 3,634 -1,260 5,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 45.1 2.5 57.9 26.5 73.3 74.1 26.7 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
15 21 8 32 20 53 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 39,446
COMMITMENTS
4,889 15,947 318 24,753 8,486 29,959 24,750 9,487 14,696
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 4,382)
1,385 3,818 317 3,631 767 5,332 4,901 -950 -519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 40.4 0.8 62.8 21.5 75.9 62.7 24.1 37.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 11 2 13 10 21 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 109,535
COMMITMENTS
80,774 4,729 57 19,753 102,223 100,585 107,009 8,950 2,526
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 10,388)
9,498 -468 0 329 11,074 9,827 10,607 561 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.7 4.3 0.1 18.0 93.3 91.8 97.7 8.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
60 13 2 19 19 80 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 91,174
COMMITMENTS
25,847 6,019 764 39,108 73,711 65,719 80,494 25,455 10,680
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 3,297)
-3,451 545 -55 5,374 3,201 1,868 3,691 1,429 -394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 6.6 0.8 42.9 80.8 72.1 88.3 27.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
20 11 5 18 17 41 30
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 188,611
COMMITMENTS
21,190 34,971 4,869 131,491 124,697 157,550 164,536 31,061 24,075
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 23,076)
10,788 -7,680 556 7,992 32,087 19,335 24,963 3,741 -1,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 18.5 2.6 69.7 66.1 83.5 87.2 16.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
21 17 13 30 31 54 58
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 172,738
COMMITMENTS
29,189 21,392 16,053 74,376 85,279 119,618 122,724 53,120 50,014
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 7,210)
5,483 3,105 -1,874 2,664 5,843 6,273 7,074 937 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 12.4 9.3 43.1 49.4 69.2 71.0 30.8 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
28 37 27 31 30 79 74
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 75,020
COMMITMENTS
30,384 6,000 618 40,531 61,374 71,533 67,992 3,487 7,028
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -416)
-1,000 0 450 -723 -726 -1,273 -276 857 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 8.0 0.8 54.0 81.8 95.4 90.6 4.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 3 14 19 18 24
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,296,693
COMMITMENTS
673,843 693,903 3817259 7588380 6946053 12079483 11457216 1217211 1839478
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 286,476)
44,604 -13,946 48,368 154,242 183,929 247,214 218,352 39,262 68,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 5.2 28.7 57.1 52.2 90.8 86.2 9.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
55 70 110 142 142 263 263
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 764,757
COMMITMENTS
60,862 72,820 53,312 502,787 515,375 616,961 641,507 147,796 123,250
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -3,344)
-3,030 -1,204 2,843 1,514 -4,380 1,328 -2,741 -4,672 -602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 9.5 7.0 65.7 67.4 80.7 83.9 19.3 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
45 49 60 102 67 185 138
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,000,703
COMMITMENTS
184,888 207,305 24,911 477,498 650,742 687,297 882,957 313,407 117,746
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 15,097)
-25,176 -5,084 3,049 23,694 6,704 1,566 4,669 13,531 10,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 20.7 2.5 47.7 65.0 68.7 88.2 31.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
41 54 29 58 62 116 128
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,741
COMMITMENTS
725 1,232 0 5,827 9,263 6,552 10,495 5,189 1,246
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -107)
0 -6 0 383 0 383 -6 -490 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 10.5 0.0 49.6 78.9 55.8 89.4 44.2 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 0 11 13 12 16
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 25,117
COMMITMENTS
8,665 2,054 0 13,133 16,499 21,798 18,553 3,319 6,564
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -2,152)
1,350 1,289 -82 -3,446 -1,429 -2,178 -222 26 -1,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 8.2 0.0 52.3 65.7 86.8 73.9 13.2 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 5 0 17 18 22 23
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,606
COMMITMENTS
4,790 19,188 81 36,053 27,495 40,924 46,764 17,682 11,842
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -2,786)
-2,054 -1,252 -2 -23 -408 -2,079 -1,662 -707 -1,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 32.7 0.1 61.5 46.9 69.8 79.8 30.2 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
12 25 2 35 34 48 60
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 340,410
COMMITMENTS
66,067 144,023 1,909 226,217 129,030 294,193 274,963 46,217 65,447
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -1,980)
-13,168 -2,872 470 4,821 1,692 -7,876 -709 5,896 -1,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 42.3 0.6 66.5 37.9 86.4 80.8 13.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
38 75 10 50 36 91 118
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 94,592
COMMITMENTS
31,258 3,569 4,527 36,694 75,347 72,479 83,442 22,113 11,149
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -1,684)
2,809 -633 -3,839 710 1,595 -320 -2,877 -1,364 1,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 3.8 4.8 38.8 79.7 76.6 88.2 23.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
20 3 6 19 17 40 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,260
COMMITMENTS
1,121 13,568 5 28,663 16,930 29,789 30,503 5,471 4,757
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 755)
0 292 0 631 303 631 595 125 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 38.5 0.0 81.3 48.0 84.5 86.5 15.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 14 1 26 28 29 42
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 235,346
COMMITMENTS
60,123 34,939 2,161 165,353 182,864 227,637 219,964 7,708 15,382
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 16,511)
3,882 6,394 127 17,448 13,097 21,458 19,618 -4,947 -3,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 14.8 0.9 70.3 77.7 96.7 93.5 3.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
22 35 10 33 43 59 84
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 38,490
COMMITMENTS
10,215 5,828 551 15,234 23,252 26,000 29,631 12,490 8,859
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 471)
-55 -869 316 -48 1,735 213 1,182 258 -711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 15.1 1.4 39.6 60.4 67.5 77.0 32.5 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
23 15 4 16 24 43 40
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 25,339
COMMITMENTS
7,322 660 20 14,575 2,025 21,917 2,705 3,422 22,634
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -2,333)
-1,130 -6 5 796 306 -329 305 -2,004 -2,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 2.6 0.1 57.5 8.0 86.5 10.7 13.5 89.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 2 1 11 4 20 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 71,127
COMMITMENTS
3,578 4,144 443 51,475 26,850 55,496 31,437 15,631 39,690
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 1,888)
2 0 0 -549 2,788 -547 2,788 2,435 -900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 5.8 0.6 72.4 37.7 78.0 44.2 22.0 55.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 12 1 18 28 22 41
Updated May 6, 2005