MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,618
COMMITMENTS
1,125 1,558 2,374 16,149 13,319 19,647 17,251 4,971 7,367
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,368)
-76 -34 120 1,028 933 1,072 1,018 295 350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 6.3 9.6 65.6 54.1 79.8 70.1 20.2 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 2 9 26 20 36 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 103,753
COMMITMENTS
12,873 24,819 29,792 48,432 22,309 91,097 76,920 12,656 26,833
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 3,142)
415 -437 3,986 -761 -619 3,640 2,930 -499 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 23.9 28.7 46.7 21.5 87.8 74.1 12.2 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
35 57 49 25 29 97 108
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,659
COMMITMENTS
458 975 245 712 444 1,415 1,664 1,245 996
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -296)
-59 -80 -30 -10 -159 -99 -268 -196 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 36.7 9.2 26.8 16.7 53.2 62.6 46.8 37.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 14 9 9 5 24 23
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 156,668
COMMITMENTS
30,937 36,486 23,520 80,215 63,501 134,672 123,506 21,996 33,161
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 7,655)
2,572 791 2,800 2,021 3,273 7,393 6,864 262 791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 23.3 15.0 51.2 40.5 86.0 78.8 14.0 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
55 73 64 76 102 162 216
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,451
COMMITMENTS
946 802 122 862 1,130 1,929 2,054 1,522 1,397
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -348)
100 -129 -75 -140 52 -116 -152 -232 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 23.3 3.5 25.0 32.8 55.9 59.5 44.1 40.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 10 6 13 11 24 23
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,215
COMMITMENTS
7,473 2,935 5,859 9,159 6,151 22,491 14,945 5,724 13,270
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 142)
-2,370 499 744 1,209 323 -417 1,566 559 -1,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 10.4 20.8 32.5 21.8 79.7 53.0 20.3 47.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
40 25 28 53 50 108 91
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 97,879
COMMITMENTS
36,727 9,881 1,533 25,341 67,750 63,601 79,164 34,278 18,716
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -998)
-172 -2,784 -95 -1,296 3,227 -1,564 348 566 -1,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 10.1 1.6 25.9 69.2 65.0 80.9 35.0 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
28 9 5 24 25 54 37
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 73,164
COMMITMENTS
6,019 42,511 1 59,067 7,684 65,087 50,196 8,077 22,968
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 3,054)
3,028 1,572 1 1,145 1,479 4,174 3,052 -1,120 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 58.1 0.0 80.7 10.5 89.0 68.6 11.0 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 27 1 9 8 11 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 94,885
COMMITMENTS
74,717 4,377 305 11,198 84,265 86,220 88,947 8,665 5,939
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -5,685)
-4,574 -511 82 -1,173 -5,243 -5,665 -5,672 -20 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.7 4.6 0.3 11.8 88.8 90.9 93.7 9.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
64 5 3 15 14 79 22
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 80,777
COMMITMENTS
11,360 37,220 895 49,161 22,211 61,416 60,326 19,361 20,451
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 3,499)
2,052 5,349 -60 782 -448 2,774 4,841 725 -1,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 46.1 1.1 60.9 27.5 76.0 74.7 24.0 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
11 24 3 20 20 33 45
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 196,245
COMMITMENTS
7,124 68,835 5,473 154,913 85,464 167,510 159,771 28,735 36,474
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 7,387)
-1,583 -5,405 -388 7,297 10,650 5,327 4,857 2,060 2,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 35.1 2.8 78.9 43.5 85.4 81.4 14.6 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
14 40 7 29 30 46 74
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 170,756
COMMITMENTS
23,116 35,281 12,694 82,333 67,681 118,143 115,656 52,612 55,100
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 3,569)
-1,525 3,219 334 2,290 1,889 1,099 5,443 2,470 -1,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 20.7 7.4 48.2 39.6 69.2 67.7 30.8 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
24 39 21 32 32 68 80
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 60,913
COMMITMENTS
9,372 1,000 360 47,036 54,223 56,768 55,583 4,145 5,330
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -24,172)
-14,089 -166 310 -6,344 -17,523 -20,123 -17,379 -4,049 -6,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 1.6 0.6 77.2 89.0 93.2 91.2 6.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 1 10 15 13 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 11,817,476
COMMITMENTS
670,412 869,346 3579782 6620163 5825485 10870358 10274613 947,118 1542863
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -9,736)
5,553 131,053 63,263 -9,446 -83,919 59,370 110,397 -69,105 -120,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 7.4 30.3 56.0 49.3 92.0 86.9 8.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
64 65 102 141 147 251 271
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 714,806
COMMITMENTS
57,137 41,077 34,232 483,516 517,110 574,885 592,420 139,920 122,386
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -11,375)
2,315 -756 -8,146 -7,564 -6,050 -13,396 -14,953 2,021 3,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 5.7 4.8 67.6 72.3 80.4 82.9 19.6 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
43 35 49 93 67 164 123
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 973,544
COMMITMENTS
137,560 239,560 16,238 484,869 617,888 638,666 873,687 334,877 99,857
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -11,697)
22,310 -11,235 -11,255 -39,364 17,131 -28,309 -5,359 16,612 -6,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 24.6 1.7 49.8 63.5 65.6 89.7 34.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
36 58 30 55 63 113 129
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,266
COMMITMENTS
1,060 337 0 6,543 10,960 7,603 11,297 4,663 969
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -4)
0 -16 0 18 3 18 -13 -22 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 2.7 0.0 53.3 89.4 62.0 92.1 38.0 7.9
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 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 30,841
COMMITMENTS
8,875 1,584 0 17,455 25,387 26,330 26,971 4,511 3,870
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -729)
353 292 -123 -960 -1,048 -730 -879 1 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 5.1 0.0 56.6 82.3 85.4 87.5 14.6 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 3 0 16 19 24 22
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 48,125
COMMITMENTS
7,494 7,104 101 26,263 32,005 33,857 39,210 14,268 8,915
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -2,565)
979 -1,682 21 -169 -893 831 -2,554 -3,397 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 14.8 0.2 54.6 66.5 70.4 81.5 29.6 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
13 12 1 30 24 43 37
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 266,971
COMMITMENTS
99,644 72,309 2,153 144,682 158,813 246,479 233,276 20,492 33,696
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 7,542)
28,116 -3,408 -1,265 -16,463 37,271 10,388 32,597 -2,846 -25,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 27.1 0.8 54.2 59.5 92.3 87.4 7.7 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
70 54 11 36 42 112 101
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 64,539
COMMITMENTS
16,209 9,453 7 32,113 38,820 48,329 48,280 16,211 16,259
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -831)
-1,659 141 0 2,832 -894 1,173 -753 -2,003 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 14.6 0.0 49.8 60.2 74.9 74.8 25.1 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 9 1 16 16 24 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,276
COMMITMENTS
778 4,244 0 23,433 19,290 24,211 23,535 5,065 5,741
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 168)
-22 194 0 93 -1,607 71 -1,413 97 1,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 14.5 0.0 80.0 65.9 82.7 80.4 17.3 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 10 0 28 22 31 32
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 225,872
COMMITMENTS
26,161 43,361 1,358 185,222 170,253 212,741 214,972 13,131 10,901
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -3,766)
-720 -578 -599 -2,145 10 -3,463 -1,167 -302 -2,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 19.2 0.6 82.0 75.4 94.2 95.2 5.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
26 37 11 35 48 67 90
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 38,330
COMMITMENTS
13,164 7,083 661 13,040 22,170 26,865 29,914 11,465 8,416
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 2,446)
1,352 1,146 -19 972 730 2,305 1,857 141 589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 18.5 1.7 34.0 57.8 70.1 78.0 29.9 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
26 13 4 16 21 44 37
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 22,289
COMMITMENTS
5,592 0 70 12,129 5,694 17,791 5,764 4,498 16,525
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 4,938)
628 -200 70 2,733 3,494 3,431 3,364 1,507 1,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 0.0 0.3 54.4 25.5 79.8 25.9 20.2 74.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 0 1 9 3 18 4
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 28,964
COMMITMENTS
1,153 2,366 107 14,289 22,338 15,549 24,811 13,415 4,153
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 629)
-142 55 -334 981 339 505 60 124 569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 8.2 0.4 49.3 77.1 53.7 85.7 46.3 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 10 2 13 19 17 30
Updated July 22, 2005