MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,806
COMMITMENTS
1,686 1,937 1,066 15,969 14,041 18,721 17,044 2,085 3,762
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -3,324)
-2,520 -219 -79 -707 -2,522 -3,306 -2,820 -18 -504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 9.3 5.1 76.8 67.5 90.0 81.9 10.0 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
15 10 12 30 32 51 48
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 105,414
COMMITMENTS
28,157 7,804 17,456 39,031 43,762 84,644 69,022 20,770 36,392
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 9,322)
3,787 612 2,779 943 2,216 7,509 5,607 1,813 3,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 7.4 16.6 37.0 41.5 80.3 65.5 19.7 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
59 33 46 25 36 121 89
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,980
COMMITMENTS
439 543 108 874 351 1,421 1,002 559 978
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 27)
-112 121 -42 149 39 -5 118 32 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 27.4 5.5 44.1 17.7 71.8 50.6 28.2 49.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 13 2 7 3 14 16
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 136,358
COMMITMENTS
36,088 15,084 18,419 66,592 74,233 121,099 107,736 15,259 28,622
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 2,462)
-2,909 -354 2,234 2,855 3,289 2,180 5,169 282 -2,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 11.1 13.5 48.8 54.4 88.8 79.0 11.2 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
51 37 38 40 95 110 154
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,628
COMMITMENTS
1,238 625 138 507 1,801 1,883 2,564 1,745 1,064
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -247)
424 -67 -71 -301 245 52 107 -299 -354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 17.2 3.8 14.0 49.6 51.9 70.7 48.1 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
19 4 7 9 14 30 24
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 16,972
COMMITMENTS
4,590 3,075 1,556 6,750 3,433 12,896 8,064 4,076 8,908
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 945)
922 374 91 229 572 1,242 1,037 -297 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 18.1 9.2 39.8 20.2 76.0 47.5 24.0 52.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
21 22 14 29 29 59 58
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 71,055
COMMITMENTS
20,448 10,786 341 20,814 47,151 41,603 58,278 29,452 12,777
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 4,884)
1,233 -2,295 -25 3,215 5,926 4,423 3,606 461 1,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 15.2 0.5 29.3 66.4 58.6 82.0 41.4 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
19 9 1 19 16 38 26
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 50,988
COMMITMENTS
19,388 7,893 2 12,266 33,078 31,656 40,973 19,332 10,015
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -9,294)
-14,340 -846 2 4,311 -11,497 -10,027 -12,341 733 3,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 15.5 0.0 24.1 64.9 62.1 80.4 37.9 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
14 3 1 12 6 26 10
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 74,868
COMMITMENTS
42,781 9,870 611 21,367 57,261 64,759 67,742 10,109 7,126
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -10,737)
-11,339 3,817 -55 527 -15,431 -10,867 -11,669 130 932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.1 13.2 0.8 28.5 76.5 86.5 90.5 13.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
43 11 3 16 15 62 27
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 75,999
COMMITMENTS
24,458 11,935 13 27,277 51,423 51,748 63,371 24,251 12,628
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,645)
-8,673 -1,045 13 7,692 -2,152 -968 -3,184 -677 1,539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 15.7 0.0 35.9 67.7 68.1 83.4 31.9 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
22 6 1 12 13 34 20
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 155,870
COMMITMENTS
33,972 11,252 125 88,489 126,703 122,586 138,080 33,284 17,790
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 5,382)
-5,268 -235 -52 14,201 2,521 8,881 2,234 -3,499 3,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 7.2 0.1 56.8 81.3 78.6 88.6 21.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
30 13 2 21 18 51 33
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 141,191
COMMITMENTS
35,806 24,735 1,315 37,380 63,543 74,501 89,593 66,690 51,598
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6,496)
-8,720 -2,977 -32 -5,245 -2,456 -13,997 -5,465 7,501 -1,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 17.5 0.9 26.5 45.0 52.8 63.5 47.2 36.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
36 21 6 28 20 67 44
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 44,005
COMMITMENTS
9,405 0 575 32,159 39,754 42,139 40,329 1,866 3,676
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 3,348)
-781 0 475 3,945 2,872 3,639 3,347 -291 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 0.0 1.3 73.1 90.3 95.8 91.6 4.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 0 1 19 25 22 26
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 6,781,109
COMMITMENTS
601,088 1054903 874,987 4862607 4159113 6338682 6089003 442,427 692,106
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 154,166)
7,460 103,822 -79,085 178,683 89,524 107,058 114,261 47,108 39,905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 15.6 12.9 71.7 61.3 93.5 89.8 6.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
67 104 117 170 195 306 363
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 680,110
COMMITMENTS
60,758 59,268 3,900 456,255 505,042 520,913 568,210 159,197 111,900
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 12,899)
4,431 -723 1,349 2,371 1,377 8,151 2,003 4,748 10,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 8.7 0.6 67.1 74.3 76.6 83.5 23.4 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
34 35 11 88 66 129 105
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 800,333
COMMITMENTS
205,452 95,155 13,268 302,339 620,759 521,059 729,182 279,274 71,151
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 72,511)
16,865 16,639 6,066 1,781 34,473 24,712 57,178 47,799 15,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 11.9 1.7 37.8 77.6 65.1 91.1 34.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
90 65 21 66 68 167 143
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,230
COMMITMENTS
1,802 140 0 8,406 11,890 10,208 12,030 3,022 1,200
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 108)
56 -116 0 -337 286 -281 170 389 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 1.1 0.0 63.5 89.9 77.2 90.9 22.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 1 0 24 17 30 18
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 23,589
COMMITMENTS
1,992 4,125 289 18,954 15,578 21,235 19,992 2,354 3,597
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 1,459)
-797 460 148 2,600 -119 1,951 489 -492 970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 17.5 1.2 80.4 66.0 90.0 84.8 10.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 7 3 25 17 35 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 63,620
COMMITMENTS
14,027 10,587 140 27,226 44,600 41,393 55,327 22,227 8,293
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,395)
775 -2,510 1 -4,953 716 -4,177 -1,793 2,782 398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 16.6 0.2 42.8 70.1 65.1 87.0 34.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
30 34 1 43 31 73 66
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 306,197
COMMITMENTS
126,340 73,851 7,675 139,680 140,417 273,695 221,943 32,502 84,254
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 40,299)
-7,281 35,344 4,613 36,145 -13,774 33,477 26,183 6,822 14,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.3 24.1 2.5 45.6 45.9 89.4 72.5 10.6 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
90 69 11 42 45 139 118
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 66,759
COMMITMENTS
32,283 1,670 166 10,887 55,491 43,336 57,327 23,423 9,432
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 5,782)
1,953 1,597 91 2,459 3,871 4,503 5,559 1,279 223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.4 2.5 0.2 16.3 83.1 64.9 85.9 35.1 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
20 2 1 9 16 29 19
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 20,414
COMMITMENTS
1,813 5,651 111 14,533 11,345 16,457 17,107 3,957 3,307
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -155)
2 265 90 -300 -723 -208 -368 53 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 27.7 0.5 71.2 55.6 80.6 83.8 19.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
7 20 3 37 20 46 41
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 108,528
COMMITMENTS
13,282 13,320 1,361 81,305 85,186 95,948 99,867 12,580 8,661
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 7,147)
-5,074 -4,841 793 9,487 7,402 5,206 3,354 1,941 3,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 12.3 1.3 74.9 78.5 88.4 92.0 11.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
23 30 8 37 36 65 70
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,220
COMMITMENTS
12,841 8,879 87 9,474 17,516 22,402 26,482 9,818 5,738
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 3,622)
524 -96 0 314 1,784 838 1,688 2,784 1,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 27.6 0.3 29.4 54.4 69.5 82.2 30.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
37 19 2 26 23 64 43
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 8,193
COMMITMENTS
3,468 451 0 2,174 1,583 5,642 2,034 2,551 6,159
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 1,011)
434 -432 0 407 1,293 841 861 170 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.3 5.5 0.0 26.5 19.3 68.9 24.8 31.1 75.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 2 0 4 8 11 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 111,240
COMMITMENTS
449 6,100 2,882 46,008 79,060 49,339 88,042 61,901 23,198
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,328)
17 -493 308 -79 1,111 246 926 -1,574 -2,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 5.5 2.6 41.4 71.1 44.4 79.1 55.6 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 14 4 13 24 19 40
Updated January 7, 2005