MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,496
COMMITMENTS
1,551 1,612 2,470 16,420 14,068 20,442 18,150 5,054 7,346
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 878)
427 54 96 272 749 795 899 83 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 6.3 9.7 64.4 55.2 80.2 71.2 19.8 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 2 11 26 20 38 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 99,201
COMMITMENTS
13,783 24,504 23,437 49,682 23,633 86,902 71,574 12,299 27,627
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -4,552)
910 -315 -6,355 1,249 1,323 -4,195 -5,347 -357 794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 24.7 23.6 50.1 23.8 87.6 72.2 12.4 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
34 53 44 28 29 93 105
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,490
COMMITMENTS
508 870 254 640 381 1,402 1,505 1,088 985
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -169)
51 -104 9 -72 -63 -12 -158 -157 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 34.9 10.2 25.7 15.3 56.3 60.4 43.7 39.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 15 9 8 5 22 23
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 151,492
COMMITMENTS
31,006 36,346 20,299 79,631 62,245 130,936 118,890 20,556 32,602
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -5,175)
69 -139 -3,221 -584 -1,256 -3,736 -4,616 -1,440 -559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 24.0 13.4 52.6 41.1 86.4 78.5 13.6 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
50 71 62 73 98 155 209
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,809
COMMITMENTS
905 1,034 202 1,065 1,037 2,172 2,273 1,636 1,536
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 358)
-40 231 80 203 -93 243 218 115 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 27.1 5.3 28.0 27.2 57.0 59.7 43.0 40.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 16 7 15 11 27 31
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,059
COMMITMENTS
7,058 3,303 5,939 9,395 5,577 22,392 14,819 5,668 13,240
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -156)
-415 368 80 236 -574 -99 -126 -56 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 11.8 21.2 33.5 19.9 79.8 52.8 20.2 47.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
35 32 25 53 46 105 88
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 96,991
COMMITMENTS
32,674 14,325 1,604 28,500 64,342 62,778 80,271 34,213 16,720
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -888)
-4,054 4,444 71 3,160 -3,408 -823 1,107 -65 -1,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 14.8 1.7 29.4 66.3 64.7 82.8 35.3 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
25 10 5 26 26 52 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 74,581
COMMITMENTS
4,604 41,033 1 62,539 8,799 67,144 49,833 7,437 24,748
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,417)
-1,415 -1,478 0 3,472 1,115 2,057 -363 -640 1,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 55.0 0.0 83.9 11.8 90.0 66.8 10.0 33.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 22 1 9 8 13 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 97,329
COMMITMENTS
75,573 1,848 184 13,155 89,532 88,912 91,564 8,417 5,765
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 2,443)
856 -2,529 -121 1,957 5,267 2,692 2,617 -249 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.6 1.9 0.2 13.5 92.0 91.4 94.1 8.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
61 7 2 17 14 79 22
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 78,903
COMMITMENTS
12,336 32,484 899 46,762 24,156 59,997 57,539 18,906 21,364
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -1,874)
976 -4,736 4 -2,399 1,946 -1,419 -2,787 -455 913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 41.2 1.1 59.3 30.6 76.0 72.9 24.0 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
13 22 3 19 20 34 43
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 189,281
COMMITMENTS
5,687 56,365 5,853 150,559 93,896 162,100 156,114 27,182 33,167
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -6,964)
-1,437 -12,470 380 -4,354 8,432 -5,410 -3,657 -1,554 -3,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 29.8 3.1 79.5 49.6 85.6 82.5 14.4 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
12 33 7 26 27 42 63
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 173,666
COMMITMENTS
24,486 33,674 13,953 79,335 72,178 117,774 119,805 55,892 53,861
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 2,910)
1,370 -1,607 1,259 -2,998 4,497 -369 4,149 3,279 -1,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 19.4 8.0 45.7 41.6 67.8 69.0 32.2 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
31 36 25 28 30 72 78
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 67,609
COMMITMENTS
5,997 1,000 415 56,931 61,541 63,343 62,956 4,266 4,653
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 6,696)
-3,375 0 55 9,895 7,318 6,575 7,373 121 -677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 1.5 0.6 84.2 91.0 93.7 93.1 6.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 9 16 11 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 12,305,205
COMMITMENTS
675,418 974,456 3831994 6817556 5897966 11324968 10704416 980,237 1600789
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 487,729)
5,005 105,110 252,211 197,393 72,481 454,610 429,803 33,119 57,926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 7.9 31.1 55.4 47.9 92.0 87.0 8.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
64 66 102 139 142 247 268
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 715,934
COMMITMENTS
54,426 44,609 36,101 485,697 516,177 576,224 596,886 139,711 119,048
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,129)
-2,712 3,531 1,869 2,181 -934 1,338 4,467 -210 -3,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 6.2 5.0 67.8 72.1 80.5 83.4 19.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
43 38 50 93 66 166 124
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 979,716
COMMITMENTS
154,915 251,040 17,277 470,186 616,878 642,377 885,195 337,339 94,521
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 6,173)
17,355 11,480 1,038 -14,683 -1,010 3,711 11,508 2,462 -5,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 25.6 1.8 48.0 63.0 65.6 90.4 34.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
43 58 31 56 64 121 131
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,425
COMMITMENTS
1,466 494 0 6,803 11,087 8,269 11,581 4,156 844
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 159)
406 157 0 260 127 666 284 -507 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 4.0 0.0 54.8 89.2 66.6 93.2 33.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 0 15 18 19 19
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 30,016
COMMITMENTS
8,984 1,628 0 18,058 26,755 27,042 28,383 2,974 1,633
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -825)
109 44 0 603 1,368 712 1,412 -1,537 -2,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 5.4 0.0 60.2 89.1 90.1 94.6 9.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 3 0 17 19 24 22
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,922
COMMITMENTS
6,854 8,506 420 27,091 32,830 34,366 41,757 15,557 8,166
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,797)
-640 1,402 320 828 824 509 2,547 1,288 -750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 17.0 0.8 54.3 65.8 68.8 83.6 31.2 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
12 15 2 32 24 45 40
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 289,410
COMMITMENTS
123,874 61,050 2,560 140,985 189,338 267,419 252,948 21,991 36,462
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 22,439)
24,230 -11,259 407 -3,696 30,525 20,940 19,672 1,499 2,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.8 21.1 0.9 48.7 65.4 92.4 87.4 7.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
75 55 9 35 44 116 102
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 61,960
COMMITMENTS
20,643 3,300 0 22,896 46,558 43,539 49,858 18,422 12,103
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -2,579)
4,434 -6,153 -7 -9,217 7,737 -4,790 1,577 2,211 -4,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 5.3 0.0 37.0 75.1 70.3 80.5 29.7 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 3 0 13 17 23 20
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,114
COMMITMENTS
468 4,134 0 23,347 19,134 23,815 23,269 5,299 5,845
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -162)
-310 -110 0 -86 -156 -396 -266 234 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 14.2 0.0 80.2 65.7 81.8 79.9 18.2 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 10 0 28 22 30 32
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 223,271
COMMITMENTS
23,987 42,627 1,260 185,288 169,751 210,535 213,638 12,736 9,633
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -2,601)
-2,174 -734 -98 66 -502 -2,206 -1,334 -395 -1,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 19.1 0.6 83.0 76.0 94.3 95.7 5.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
23 41 10 32 50 61 95
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 41,422
COMMITMENTS
13,561 6,602 665 14,493 24,020 28,719 31,287 12,703 10,135
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 3,092)
397 -481 4 1,453 1,850 1,854 1,373 1,238 1,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 15.9 1.6 35.0 58.0 69.3 75.5 30.7 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
27 12 4 17 22 46 37
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 29,026
COMMITMENTS
1,511 2,342 33 14,787 22,374 16,331 24,749 12,695 4,277
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 62)
358 -24 -74 498 36 782 -62 -720 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 8.1 0.1 50.9 77.1 56.3 85.3 43.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 10 1 15 21 19 31
Updated July 29, 2005