MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,250
COMMITMENTS
1,200 1,593 2,254 15,121 12,386 18,575 16,233 4,675 7,018
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 355)
195 20 -129 151 986 217 877 138 -522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 6.9 9.7 65.0 53.3 79.9 69.8 20.1 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 3 10 25 19 36 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 100,612
COMMITMENTS
12,458 25,256 25,806 49,193 22,929 87,457 73,991 13,155 26,621
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -819)
838 -390 1,402 -397 558 1,843 1,570 -2,662 -2,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 25.1 25.6 48.9 22.8 86.9 73.5 13.1 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
37 57 46 22 26 91 106
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,955
COMMITMENTS
517 1,054 275 722 603 1,514 1,932 1,441 1,023
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -107)
-20 158 -66 -60 -35 -146 57 39 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 35.7 9.3 24.4 20.4 51.2 65.4 48.8 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 19 12 8 5 27 28
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 149,013
COMMITMENTS
28,365 35,695 20,720 78,194 60,228 127,279 116,643 21,734 32,370
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 12,345)
-1,135 4,251 3,572 5,009 446 7,445 8,268 4,900 4,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 24.0 13.9 52.5 40.4 85.4 78.3 14.6 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
50 67 60 70 94 151 204
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,799
COMMITMENTS
846 932 197 1,002 1,079 2,045 2,207 1,754 1,592
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 216)
6 131 15 -223 -377 -203 -231 419 447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 24.5 5.2 26.4 28.4 53.8 58.1 46.2 41.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 13 4 14 10 23 26
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,073
COMMITMENTS
9,843 2,436 5,115 7,950 5,828 22,908 13,379 5,165 14,694
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 1,427)
899 214 872 -407 -179 1,364 907 62 520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 8.7 18.2 28.3 20.8 81.6 47.7 18.4 52.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
48 21 30 49 52 113 90
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 98,878
COMMITMENTS
36,900 12,665 1,628 26,637 64,523 65,165 78,816 33,713 20,062
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 22,678)
16,554 -2,827 376 3,044 24,481 19,973 22,030 2,705 648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 12.8 1.6 26.9 65.3 65.9 79.7 34.1 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
23 14 5 25 25 51 41
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 70,110
COMMITMENTS
2,991 40,939 0 57,922 6,205 60,913 47,144 9,197 22,966
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -4,462)
1,297 -6,295 0 -6,017 1,472 -4,720 -4,823 258 361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 58.4 0.0 82.6 8.9 86.9 67.2 13.1 32.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 23 0 7 6 8 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 100,570
COMMITMENTS
79,291 4,888 222 12,371 89,508 91,885 94,618 8,686 5,952
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -4,255)
-3,316 535 1 -1,319 -5,019 -4,635 -4,483 379 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.8 4.9 0.2 12.3 89.0 91.4 94.1 8.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
63 7 2 16 17 79 26
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 77,278
COMMITMENTS
9,308 31,872 955 48,379 22,658 58,642 55,485 18,636 21,793
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 66)
-1,539 136 -225 5,826 -1,795 4,062 -1,884 -3,995 1,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 41.2 1.2 62.6 29.3 75.9 71.8 24.1 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
9 22 3 20 18 30 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 188,858
COMMITMENTS
8,706 74,240 5,860 147,616 74,814 162,183 154,914 26,675 33,944
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 4,955)
-196 10,458 -678 5,884 -4,612 5,011 5,168 -56 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 39.3 3.1 78.2 39.6 85.9 82.0 14.1 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
12 40 8 28 27 47 68
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 167,187
COMMITMENTS
24,641 32,061 12,360 80,043 65,791 117,044 110,213 50,142 56,974
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -23,245)
1,742 -14,135 -9,593 -3,604 6,472 -11,455 -17,256 -11,790 -5,989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 19.2 7.4 47.9 39.4 70.0 65.9 30.0 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
26 35 22 31 31 69 76
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 85,085
COMMITMENTS
23,461 1,166 50 53,380 71,746 76,891 72,962 8,194 12,123
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -299)
-1,587 245 -245 291 -3,814 -1,541 -3,814 1,242 3,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 1.4 0.1 62.7 84.3 90.4 85.8 9.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 9 15 12 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 11,827,212
COMMITMENTS
664,859 738,293 3516520 6629610 5909404 10810989 10164216 1016223 1662996
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -183,176)
-33,896 97,524 -29,413 -88,610 -209,423 -151,919 -141,312 -31,257 -41,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 6.2 29.7 56.1 50.0 91.4 85.9 8.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
61 62 105 140 143 252 264
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 726,180
COMMITMENTS
54,822 41,834 42,378 491,081 523,161 588,281 607,372 137,899 118,808
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 16,251)
2,890 -5,051 8,372 4,680 -1,112 15,941 2,209 309 14,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 5.8 5.8 67.6 72.0 81.0 83.6 19.0 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
42 43 56 92 68 169 132
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 985,241
COMMITMENTS
115,250 250,795 27,493 524,233 600,758 666,976 879,046 318,265 106,195
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 101,328)
-32,360 49,951 7,371 70,219 40,278 45,230 97,600 56,099 3,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 25.5 2.8 53.2 61.0 67.7 89.2 32.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
33 64 35 63 61 123 133
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,270
COMMITMENTS
1,060 353 0 6,525 10,957 7,585 11,310 4,685 960
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -172)
-212 -5 0 59 -5 -153 -10 -19 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 2.9 0.0 53.2 89.3 61.8 92.2 38.2 7.8
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 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 31,570
COMMITMENTS
8,522 1,292 123 18,415 26,435 27,060 27,850 4,510 3,720
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 442)
-892 275 0 868 -69 -24 206 466 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 4.1 0.4 58.3 83.7 85.7 88.2 14.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 2 1 16 20 23 23
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,691
COMMITMENTS
6,515 8,786 80 26,431 32,899 33,026 41,764 17,665 8,926
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 267)
-382 616 -26 729 16 322 606 -55 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 17.3 0.2 52.1 64.9 65.2 82.4 34.8 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
12 13 1 32 24 44 38
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 259,429
COMMITMENTS
71,528 75,717 3,419 161,144 121,543 236,091 200,678 23,339 58,751
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 18,827)
-10,109 -33,097 1,343 27,007 44,759 18,240 13,005 587 5,822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 29.2 1.3 62.1 46.8 91.0 77.4 9.0 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
65 56 12 39 40 111 101
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 65,370
COMMITMENTS
17,868 9,312 7 29,281 39,715 47,156 49,034 18,214 16,336
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 3,632)
1,334 1,350 -229 3,413 -736 4,518 385 -886 3,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 14.2 0.0 44.8 60.8 72.1 75.0 27.9 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 9 1 16 17 25 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,108
COMMITMENTS
800 4,050 0 23,340 20,897 24,140 24,947 4,968 4,161
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -152)
-79 -269 0 -127 2,419 -206 2,150 54 -2,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 13.9 0.0 80.2 71.8 82.9 85.7 17.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 9 0 28 23 31 32
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 229,638
COMMITMENTS
26,880 43,939 1,957 187,367 170,243 216,204 216,139 13,434 13,499
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -12,187)
2,688 -1,793 414 -14,536 -12,995 -11,434 -14,374 -754 2,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 19.1 0.9 81.6 74.1 94.2 94.1 5.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
22 43 10 35 50 63 97
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 35,884
COMMITMENTS
11,812 5,937 680 12,068 21,440 24,560 28,057 11,324 7,827
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 3,186)
479 483 40 1,704 2,055 2,223 2,578 963 608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 16.5 1.9 33.6 59.7 68.4 78.2 31.6 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
23 13 4 16 20 41 36
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 28,335
COMMITMENTS
1,295 2,311 441 13,308 21,999 15,044 24,751 13,291 3,584
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -583)
0 -496 -253 -301 192 -554 -557 -29 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 8.2 1.6 47.0 77.6 53.1 87.4 46.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 10 2 13 19 17 30
Updated July 15, 2005