MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,443
COMMITMENTS
2,478 1,989 3,822 17,090 14,447 23,390 20,258 5,053 8,185
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 593)
384 121 -113 201 370 473 378 120 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 7.0 13.4 60.1 50.8 82.2 71.2 17.8 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 7 13 24 19 39 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 104,066
COMMITMENTS
11,024 16,723 29,627 47,319 29,860 87,971 76,210 16,096 27,856
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 2,516)
-953 1,598 1,530 2,167 335 2,744 3,463 -228 -947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 16.1 28.5 45.5 28.7 84.5 73.2 15.5 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
36 57 62 27 34 104 131
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 4,055
COMMITMENTS
505 1,674 357 1,456 744 2,318 2,775 1,737 1,280
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 42)
-93 -43 53 -52 -38 -92 -28 134 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 41.3 8.8 35.9 18.3 57.2 68.4 42.8 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 15 9 7 4 24 24
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 161,693
COMMITMENTS
40,567 11,253 24,921 74,714 83,905 140,202 120,080 21,491 41,614
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 3,419)
-638 430 1,660 1,407 2,200 2,428 4,290 990 -871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 7.0 15.4 46.2 51.9 86.7 74.3 13.3 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
65 37 62 79 107 180 183
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,855
COMMITMENTS
1,245 358 314 1,045 2,048 2,605 2,720 1,250 1,135
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 143)
80 -89 45 81 165 206 121 -63 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 9.3 8.1 27.1 53.1 67.6 70.6 32.4 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 9 8 17 19 33 32
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,895
COMMITMENTS
10,378 2,521 3,052 6,429 4,281 19,860 9,854 5,035 15,041
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -3,701)
-586 -274 -1,203 -1,504 -1,168 -3,293 -2,644 -408 -1,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 10.1 12.3 25.8 17.2 79.8 39.6 20.2 60.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
42 27 18 36 40 90 74
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 103,289
COMMITMENTS
10,915 41,392 3,011 63,175 34,872 77,101 79,275 26,188 24,014
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -2,149)
770 -885 -210 -2,664 -27 -2,103 -1,121 -46 -1,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 40.1 2.9 61.2 33.8 74.6 76.8 25.4 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
9 26 9 30 25 47 52
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 70,733
COMMITMENTS
1,673 40,249 126 58,759 7,716 60,558 48,091 10,175 22,642
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -432)
-622 816 -10 -857 -89 -1,489 718 1,057 -1,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 56.9 0.2 83.1 10.9 85.6 68.0 14.4 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 24 2 20 8 23 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 110,178
COMMITMENTS
83,830 3,568 725 16,642 101,612 101,198 105,906 8,980 4,272
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 8,142)
6,786 -196 305 460 8,364 7,551 8,473 591 -331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.1 3.2 0.7 15.1 92.2 91.8 96.1 8.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
62 12 5 16 19 82 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 100,386
COMMITMENTS
14,376 25,444 2,597 62,026 50,200 78,999 78,241 21,387 22,145
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 9,448)
-347 3,223 213 8,914 3,164 8,780 6,601 668 2,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 25.3 2.6 61.8 50.0 78.7 77.9 21.3 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 21 8 23 16 44 41
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 211,146
COMMITMENTS
6,033 54,823 4,234 172,392 122,232 182,659 181,290 28,487 29,856
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -294)
-3,737 5,858 -586 513 -9,645 -3,810 -4,373 3,516 4,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 26.0 2.0 81.6 57.9 86.5 85.9 13.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
9 33 8 32 31 47 66
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 242,572
COMMITMENTS
27,374 42,004 24,017 115,786 103,322 167,177 169,343 75,395 73,229
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 40,104)
44 3,694 3,413 13,944 19,778 17,401 26,885 22,703 13,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 17.3 9.9 47.7 42.6 68.9 69.8 31.1 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
36 35 25 34 33 80 83
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 55,632
COMMITMENTS
9,572 3,191 589 40,073 44,970 50,234 48,750 5,398 6,882
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 5.7 1.1 72.0 80.8 90.3 87.6 9.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 2 14 13 17 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,657,561
COMMITMENTS
718,811 605,143 4023998 7811927 7352753 12554736 11981895 1102825 1675666
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 156,874)
47,412 -36,094 88,750 26,611 117,957 162,774 170,614 -5,900 -13,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 4.4 29.5 57.2 53.8 91.9 87.7 8.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
57 75 113 145 143 272 267
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 768,141
COMMITMENTS
58,634 67,934 51,753 497,504 510,951 607,891 630,638 160,251 137,503
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -2,079)
-2,565 -570 -108 -8,971 1,152 -11,643 474 9,564 -2,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 8.8 6.7 64.8 66.5 79.1 82.1 20.9 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
42 41 51 96 66 170 126
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,091,744
COMMITMENTS
188,975 225,117 24,024 534,637 744,810 747,636 993,951 344,109 97,794
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 19,014)
7,720 -18,007 4,607 24,274 38,958 36,601 25,557 -17,587 -6,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 20.6 2.2 49.0 68.2 68.5 91.0 31.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
45 54 25 60 62 122 124
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,144
COMMITMENTS
725 1,281 19 5,920 9,592 6,664 10,892 5,480 1,252
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 629)
0 -25 19 494 -279 513 -285 116 914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 10.5 0.2 48.7 79.0 54.9 89.7 45.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 1 12 13 14 16
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 29,538
COMMITMENTS
9,798 5,314 144 16,035 19,377 25,977 24,835 3,561 4,703
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 46)
-1,200 -858 144 1,640 1,534 584 820 -538 -774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 18.0 0.5 54.3 65.6 87.9 84.1 12.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 5 2 15 17 21 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,943
COMMITMENTS
9,403 12,955 15 36,608 25,791 46,026 38,761 9,917 17,182
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 1,237)
1,833 -4,711 -10 -494 205 1,329 -4,516 -92 5,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 23.2 0.0 65.4 46.1 82.3 69.3 17.7 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
19 18 2 32 29 52 48
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 307,814
COMMITMENTS
71,693 112,058 7,058 167,234 162,379 245,984 281,496 61,830 26,319
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -7,783)
-18,035 -3,446 755 -23,454 2,321 -40,733 -370 32,950 -7,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 36.4 2.3 54.3 52.8 79.9 91.4 20.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
54 69 12 46 34 107 108
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 91,827
COMMITMENTS
15,892 10,754 3,469 52,534 60,842 71,895 75,065 19,931 16,762
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -1,103)
-4,518 1,716 -776 4,715 -2,193 -580 -1,253 -523 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 11.7 3.8 57.2 66.3 78.3 81.7 21.7 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 11 4 22 14 30 27
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 37,829
COMMITMENTS
1,008 13,657 108 31,709 18,605 32,825 32,370 5,004 5,459
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 1,174)
232 640 -4 1,737 86 1,965 722 -791 452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 36.1 0.3 83.8 49.2 86.8 85.6 13.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 12 2 28 26 33 39
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 249,010
COMMITMENTS
52,611 35,508 3,278 182,210 192,575 238,099 231,361 10,911 17,649
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 5,918)
798 -666 1,311 3,345 3,274 5,454 3,919 464 1,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 14.3 1.3 73.2 77.3 95.6 92.9 4.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
15 40 11 35 48 58 91
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 41,764
COMMITMENTS
13,567 5,556 143 14,329 23,914 28,039 29,613 13,725 12,151
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -1,525)
227 -998 -133 -924 590 -830 -541 -695 -984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 13.3 0.3 34.3 57.3 67.1 70.9 32.9 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
29 13 3 18 28 49 42
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 28,334
COMMITMENTS
7,117 560 103 16,663 2,399 23,883 3,062 4,451 25,272
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -996)
-43 210 61 699 2 717 273 -1,713 -1,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 2.0 0.4 58.8 8.5 84.3 10.8 15.7 89.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 2 3 11 4 21 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 74,526
COMMITMENTS
4,449 5,762 599 52,583 28,063 57,631 34,424 16,895 40,102
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -1,323)
-17 44 154 950 -406 1,087 -208 -2,410 -1,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 7.7 0.8 70.6 37.7 77.3 46.2 22.7 53.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 14 3 19 29 26 45
Updated June 3, 2005