MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,206
COMMITMENTS
1,634 1,918 2,732 16,682 14,075 21,047 18,725 5,159 7,481
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 711)
82 306 262 261 7 605 575 105 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 7.3 10.4 63.7 53.7 80.3 71.5 19.7 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 5 12 23 18 37 31
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 101,441
COMMITMENTS
14,067 20,923 24,955 49,587 26,111 88,609 71,988 12,832 29,453
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 2,240)
284 -3,581 1,518 -94 2,478 1,707 414 533 1,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 20.6 24.6 48.9 25.7 87.3 71.0 12.7 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
39 50 46 31 31 100 104
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,327
COMMITMENTS
801 769 229 482 462 1,512 1,461 815 867
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -163)
293 -101 -25 -158 81 110 -45 -273 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 33.1 9.8 20.7 19.9 65.0 62.8 35.0 37.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 11 7 6 4 19 18
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 155,659
COMMITMENTS
31,884 33,189 26,968 78,612 65,976 137,464 126,132 18,195 29,527
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 4,167)
878 -3,157 6,669 -1,019 3,730 6,528 7,242 -2,361 -3,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 21.3 17.3 50.5 42.4 88.3 81.0 11.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
56 68 68 69 102 160 213
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,447
COMMITMENTS
1,065 1,255 399 1,130 1,066 2,594 2,720 1,852 1,727
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 638)
160 222 197 65 28 422 447 216 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 28.2 9.0 25.4 24.0 58.3 61.2 41.7 38.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 18 7 16 11 30 32
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,050
COMMITMENTS
7,419 2,933 6,500 9,560 6,763 23,479 16,195 5,572 12,855
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 991)
361 -371 560 165 1,186 1,087 1,376 -96 -385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 10.1 22.4 32.9 23.3 80.8 55.7 19.2 44.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
34 29 23 60 52 112 90
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 95,026
COMMITMENTS
29,889 16,949 1,691 31,292 55,528 62,872 74,168 32,154 20,858
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,965)
-2,785 2,624 87 2,792 -8,814 94 -6,103 -2,059 4,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 17.8 1.8 32.9 58.4 66.2 78.1 33.8 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
24 14 5 25 26 50 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 72,157
COMMITMENTS
4,633 35,813 303 58,879 13,085 63,815 49,201 8,342 22,956
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -2,424)
29 -5,220 302 -3,660 4,286 -3,329 -632 905 -1,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 49.6 0.4 81.6 18.1 88.4 68.2 11.6 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 18 1 8 12 12 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 96,045
COMMITMENTS
74,850 1,557 211 12,074 87,479 87,135 89,247 8,909 6,798
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,284)
-723 -291 27 -1,081 -2,053 -1,777 -2,317 493 1,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.9 1.6 0.2 12.6 91.1 90.7 92.9 9.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
58 7 2 17 14 75 23
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 76,852
COMMITMENTS
12,380 29,406 1,032 44,079 23,430 57,491 53,868 19,361 22,985
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -2,051)
44 -3,078 133 -2,683 -726 -2,506 -3,671 455 1,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 38.3 1.3 57.4 30.5 74.8 70.1 25.2 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
12 18 4 18 19 33 38
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 193,351
COMMITMENTS
6,952 52,858 5,683 152,485 103,351 165,121 161,892 28,230 31,459
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 4,070)
1,265 -3,507 -170 1,926 9,455 3,022 5,778 1,048 -1,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 27.3 2.9 78.9 53.5 85.4 83.7 14.6 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
13 35 8 27 28 45 66
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 173,034
COMMITMENTS
24,133 24,941 14,861 80,034 81,896 119,027 121,698 54,006 51,335
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -632)
-353 -8,733 908 699 9,719 1,253 1,893 -1,885 -2,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 14.4 8.6 46.3 47.3 68.8 70.3 31.2 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
29 38 31 30 29 79 78
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 72,436
COMMITMENTS
4,884 1,000 795 61,490 64,820 67,169 66,615 5,267 5,821
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 4,827)
-1,113 0 380 4,559 3,279 3,826 3,659 1,001 1,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 1.4 1.1 84.9 89.5 92.7 92.0 7.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 11 16 13 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 12,922,161
COMMITMENTS
675,011 957,845 4082159 7138987 6237580 11896157 11277584 1026004 1644577
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 616,956)
-407 -16,611 250,165 321,431 339,614 571,189 573,168 45,767 43,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 7.4 31.6 55.2 48.3 92.1 87.3 7.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
57 71 103 140 144 249 270
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 721,489
COMMITMENTS
52,614 45,804 43,711 483,475 517,815 579,801 607,330 141,688 114,159
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 5,554)
-1,811 1,195 7,610 -2,222 1,638 3,577 10,444 1,977 -4,890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 6.3 6.1 67.0 71.8 80.4 84.2 19.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
45 41 56 92 69 169 134
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,042,860
COMMITMENTS
187,856 296,273 26,171 521,575 610,223 735,603 932,668 307,257 110,192
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 63,143)
32,941 45,233 8,894 51,390 -6,655 93,226 47,473 -30,082 15,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 28.4 2.5 50.0 58.5 70.5 89.4 29.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
47 64 33 59 62 131 134
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,341
COMMITMENTS
1,279 452 0 7,027 10,927 8,306 11,379 4,035 962
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -84)
-187 -42 0 224 -160 37 -202 -121 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 3.7 0.0 56.9 88.5 67.3 92.2 32.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 0 17 16 20 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 33,443
COMMITMENTS
9,078 1,418 0 20,271 30,077 29,349 31,495 4,094 1,948
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 3,427)
94 -210 0 2,213 3,322 2,307 3,112 1,120 315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 4.2 0.0 60.6 89.9 87.8 94.2 12.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 3 0 17 19 22 22
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,822
COMMITMENTS
6,730 7,459 844 27,592 33,028 35,166 41,331 14,656 8,491
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -100)
-124 -1,047 424 501 198 801 -426 -901 325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 15.0 1.7 55.4 66.3 70.6 83.0 29.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
13 14 3 32 24 46 40
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 308,840
COMMITMENTS
144,814 63,801 2,139 140,175 209,984 287,128 275,924 21,712 32,916
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 19,430)
20,940 2,751 -421 -810 20,646 19,709 22,976 -279 -3,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.9 20.7 0.7 45.4 68.0 93.0 89.3 7.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
79 49 9 38 45 123 98
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 62,026
COMMITMENTS
20,549 3,232 0 21,499 48,309 42,048 51,541 19,979 10,485
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 66)
-94 -68 0 -1,397 1,752 -1,491 1,684 1,557 -1,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 5.2 0.0 34.7 77.9 67.8 83.1 32.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 3 0 12 18 23 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 30,773
COMMITMENTS
458 4,072 0 25,046 20,356 25,504 24,429 5,268 6,344
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,659)
-10 -62 0 1,699 1,222 1,689 1,160 -31 498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 13.2 0.0 81.4 66.2 82.9 79.4 17.1 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 9 0 28 23 30 32
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 228,164
COMMITMENTS
25,276 44,197 1,292 185,120 171,502 211,688 216,992 16,476 11,172
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 4,893)
1,289 1,571 32 -168 1,751 1,153 3,354 3,740 1,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 19.4 0.6 81.1 75.2 92.8 95.1 7.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
25 38 9 32 50 62 92
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 45,399
COMMITMENTS
15,860 6,727 668 15,554 26,756 32,082 34,151 13,317 11,248
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 3,977)
2,299 125 3 1,061 2,736 3,363 2,864 614 1,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 14.8 1.5 34.3 58.9 70.7 75.2 29.3 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
28 12 4 19 25 49 40
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 25,351
COMMITMENTS
6,505 0 0 14,499 8,041 21,004 8,041 4,347 17,310
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 3,062)
913 0 -70 2,370 2,347 3,213 2,277 -151 785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 0.0 0.0 57.2 31.7 82.9 31.7 17.1 68.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 0 0 9 5 19 5
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 30,811
COMMITMENTS
1,615 3,551 29 15,263 22,171 16,907 25,751 13,904 5,060
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,785)
104 1,209 -4 476 -203 576 1,002 1,209 783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 11.5 0.1 49.5 72.0 54.9 83.6 45.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 12 1 15 19 19 31
Updated August 5, 2005