MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,650
COMMITMENTS
1,098 1,913 3,333 17,051 13,182 21,481 18,428 5,169 8,223
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 659)
-578 146 -36 935 256 321 366 338 294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 7.2 12.5 64.0 49.5 80.6 69.1 19.4 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 4 13 27 18 41 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 97,134
COMMITMENTS
9,937 26,529 21,762 50,164 21,510 81,863 69,801 15,271 27,333
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 3,988)
-556 1,156 3,798 595 149 3,837 5,103 150 -1,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 27.3 22.4 51.6 22.1 84.3 71.9 15.7 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
28 67 50 29 28 96 116
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,534
COMMITMENTS
485 1,140 312 1,075 786 1,872 2,237 1,663 1,297
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -316)
-56 -209 -148 -59 27 -263 -331 -53 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 32.2 8.8 30.4 22.2 53.0 63.3 47.0 36.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 20 11 8 7 26 28
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 137,589
COMMITMENTS
28,519 29,786 16,654 76,260 61,144 121,433 107,584 16,155 30,004
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -4,696)
-2,206 2,960 -2,669 870 -2,691 -4,005 -2,399 -691 -2,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 21.6 12.1 55.4 44.4 88.3 78.2 11.7 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
44 69 49 68 88 137 187
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,082
COMMITMENTS
1,067 750 235 1,383 1,530 2,684 2,515 1,398 1,567
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 172)
-1 133 -69 308 -75 237 -11 -65 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 18.4 5.8 33.9 37.5 65.8 61.6 34.2 38.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
14 10 11 16 13 32 32
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,211
COMMITMENTS
7,968 2,163 4,055 8,219 5,315 20,242 11,532 4,969 13,678
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 25)
995 -852 69 -488 881 577 99 -552 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 8.6 16.1 32.6 21.1 80.3 45.7 19.7 54.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
44 18 25 48 48 104 82
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 77,571
COMMITMENTS
21,941 19,183 1,151 21,900 39,372 44,992 59,705 32,580 17,866
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 4,234)
4,160 2,198 -87 -94 2,815 3,979 4,926 255 -693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 24.7 1.5 28.2 50.8 58.0 77.0 42.0 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
19 16 5 24 27 46 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 73,702
COMMITMENTS
1,764 46,185 0 63,541 4,868 65,305 51,053 8,397 22,649
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,660)
185 2,219 0 2,014 206 2,199 2,425 -539 -765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 62.7 0.0 86.2 6.6 88.6 69.3 11.4 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 26 0 10 4 12 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 101,352
COMMITMENTS
77,729 3,965 503 14,530 90,697 92,762 95,165 8,590 6,187
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -3,210)
-6,417 -1,000 495 2,628 -2,689 -3,294 -3,194 84 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.7 3.9 0.5 14.3 89.5 91.5 93.9 8.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
64 5 2 15 17 80 24
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 69,659
COMMITMENTS
8,914 28,852 1,176 41,249 20,303 51,339 50,332 18,320 19,327
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,906)
-4,977 1,904 31 7,152 -884 2,206 1,051 -300 855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 41.4 1.7 59.2 29.1 73.7 72.3 26.3 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
12 19 4 17 16 30 38
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 173,076
COMMITMENTS
8,119 62,707 5,684 133,448 71,095 147,251 139,486 25,825 33,591
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 8,667)
-484 13,581 301 8,614 -9,068 8,431 4,814 236 3,853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 36.2 3.3 77.1 41.1 85.1 80.6 14.9 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
12 32 8 29 26 47 60
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 175,334
COMMITMENTS
31,915 43,315 19,711 71,677 58,482 123,303 121,507 52,031 53,827
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -755)
5,739 -700 1,274 -5,908 2,635 1,106 3,209 -1,861 -3,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 24.7 11.2 40.9 33.4 70.3 69.3 29.7 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
42 37 31 30 29 84 85
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 76,427
COMMITMENTS
25,322 921 245 44,521 66,742 70,088 67,908 6,339 8,519
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 1.2 0.3 58.3 87.3 91.7 88.9 8.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 1 8 15 12 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 11,552,427
COMMITMENTS
728,408 562,730 3209217 6601319 6179276 10538943 9951223 1013484 1601203
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 325,189)
109,162 -47,895 118,518 87,143 291,213 314,823 361,836 10,366 -36,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 4.9 27.8 57.1 53.5 91.2 86.1 8.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
66 53 101 135 138 248 247
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 712,278
COMMITMENTS
49,136 47,081 31,509 490,976 525,055 571,621 603,645 140,657 108,633
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 6,651)
-5,373 2,293 -227 10,301 8,242 4,701 10,308 1,949 -3,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 6.6 4.4 68.9 73.7 80.3 84.7 19.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
35 35 45 91 65 153 118
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 860,147
COMMITMENTS
133,582 167,515 17,625 448,883 579,526 600,090 764,666 260,057 95,481
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 36,668)
42,887 -19,760 -180 -3,578 69,328 39,129 49,389 -2,461 -12,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 19.5 2.0 52.2 67.4 69.8 88.9 30.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
43 46 25 61 57 119 113
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,205
COMMITMENTS
960 224 0 6,510 10,949 7,470 11,173 4,735 1,032
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 434)
235 19 0 183 405 418 424 16 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 1.8 0.0 53.3 89.7 61.2 91.5 38.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 14 16 16 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 28,118
COMMITMENTS
7,006 1,392 292 17,150 22,368 24,448 24,052 3,670 4,066
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 3,529)
943 -913 64 2,957 3,342 3,964 2,493 -435 1,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 5.0 1.0 61.0 79.6 86.9 85.5 13.1 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 4 1 17 18 22 22
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,602
COMMITMENTS
6,784 8,209 0 25,774 32,782 32,558 40,992 17,044 8,611
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 4,702)
-1,572 795 -80 4,018 3,507 2,366 4,223 2,337 479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 16.6 0.0 52.0 66.1 65.6 82.6 34.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
11 17 0 33 26 44 43
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 222,027
COMMITMENTS
72,323 87,525 1,339 118,009 75,579 191,671 164,443 30,356 57,584
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 35,298)
9,012 8,711 116 18,200 10,467 27,329 19,295 7,969 16,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 39.4 0.6 53.2 34.0 86.3 74.1 13.7 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
59 56 10 43 31 107 92
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 71,356
COMMITMENTS
24,447 1,439 229 24,888 62,232 49,563 63,900 21,793 7,456
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -14,747)
-12,158 -1,516 5 997 -12,381 -11,157 -13,892 -3,590 -855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 2.0 0.3 34.9 87.2 69.5 89.6 30.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
16 3 1 15 20 32 23
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 28,987
COMMITMENTS
765 3,519 0 23,145 18,343 23,910 21,862 5,076 7,125
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 143)
277 221 0 -34 -409 243 -188 -100 331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 12.1 0.0 79.8 63.3 82.5 75.4 17.5 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 9 0 29 22 32 31
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 234,860
COMMITMENTS
16,745 45,197 874 202,225 176,820 219,845 222,892 15,016 11,969
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 17,430)
-269 -7,233 -74 17,043 23,787 16,700 16,481 730 949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 19.2 0.4 86.1 75.3 93.6 94.9 6.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
21 39 6 36 46 60 88
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,337
COMMITMENTS
10,625 5,825 509 10,286 19,030 21,420 25,364 10,917 6,973
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 796)
174 5 67 484 2,161 725 2,233 71 -1,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 18.0 1.6 31.8 58.8 66.2 78.4 33.8 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
22 14 4 14 18 39 34
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 29,524
COMMITMENTS
1,265 2,892 693 13,752 22,242 15,710 25,827 13,814 3,697
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -489)
0 -50 -100 867 -450 767 -600 -1,256 111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 9.8 2.3 46.6 75.3 53.2 87.5 46.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 12 3 13 19 18 33
Updated July 1, 2005