MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,746
COMMITMENTS
2,122 2,401 892 17,115 15,651 20,129 18,944 2,617 3,802
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 1,940)
436 464 -174 1,146 1,610 1,408 1,900 532 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 10.6 3.9 75.2 68.8 88.5 83.3 11.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
18 7 10 29 33 51 46
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 103,554
COMMITMENTS
30,498 6,214 15,565 37,828 47,131 83,891 68,910 19,663 34,644
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -1,860)
2,341 -1,590 -1,891 -1,203 3,369 -753 -112 -1,107 -1,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 6.0 15.0 36.5 45.5 81.0 66.5 19.0 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
64 22 47 22 35 119 89
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,995
COMMITMENTS
512 606 91 785 369 1,388 1,066 607 929
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 15)
73 63 -17 -89 18 -33 64 48 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 30.4 4.6 39.3 18.5 69.6 53.4 30.4 46.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 16 2 7 3 16 19
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 143,587
COMMITMENTS
41,027 15,033 20,035 64,110 72,390 125,172 107,458 18,415 36,129
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 7,229)
4,939 -51 1,616 -2,482 -1,843 4,073 -278 3,156 7,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 10.5 14.0 44.6 50.4 87.2 74.8 12.8 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
58 30 36 45 91 120 147
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,717
COMMITMENTS
1,411 620 110 573 1,939 2,094 2,669 1,623 1,048
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 89)
173 -5 -28 66 138 211 105 -122 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 16.7 3.0 15.4 52.2 56.3 71.8 43.7 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
17 6 5 13 17 33 25
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 18,118
COMMITMENTS
5,424 2,859 1,663 7,019 3,572 14,106 8,094 4,012 10,024
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 1,146)
834 -216 107 269 139 1,210 30 -64 1,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 15.8 9.2 38.7 19.7 77.9 44.7 22.1 55.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
25 17 15 28 31 62 56
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 69,850
COMMITMENTS
19,317 9,424 408 22,579 47,479 42,304 57,311 27,546 12,539
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -1,205)
-1,131 -1,362 67 1,765 328 701 -967 -1,906 -238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 13.5 0.6 32.3 68.0 60.6 82.0 39.4 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
18 11 3 20 16 39 29
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 53,634
COMMITMENTS
11,883 11,823 35 25,813 29,654 37,731 41,512 15,903 12,122
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 2,646)
-7,505 3,930 33 13,547 -3,424 6,075 539 -3,429 2,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 22.0 0.1 48.1 55.3 70.3 77.4 29.7 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 5 3 11 7 23 15
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 69,157
COMMITMENTS
38,533 6,397 688 17,211 54,463 56,432 61,548 12,725 7,609
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -5,711)
-4,248 -3,473 77 -4,156 -2,798 -8,327 -6,194 2,616 483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.7 9.2 1.0 24.9 78.8 81.6 89.0 18.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
42 12 3 13 17 56 32
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 66,467
COMMITMENTS
22,756 1,364 13 22,216 51,666 44,985 53,043 21,482 13,424
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -9,532)
-1,702 -10,571 0 -5,061 243 -6,763 -10,328 -2,769 796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 2.1 0.0 33.4 77.7 67.7 79.8 32.3 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 2 1 13 11 31 14
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 161,868
COMMITMENTS
35,208 11,463 198 92,180 130,683 127,586 142,344 34,282 19,524
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 5,998)
1,236 211 73 3,691 3,980 5,000 4,264 998 1,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 7.1 0.1 56.9 80.7 78.8 87.9 21.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
31 11 3 19 19 51 32
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 143,785
COMMITMENTS
33,414 17,233 570 38,897 68,858 72,881 86,661 70,904 57,124
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 2,594)
-2,392 -7,502 -745 1,517 5,315 -1,620 -2,932 4,214 5,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 12.0 0.4 27.1 47.9 50.7 60.3 49.3 39.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
31 15 6 28 20 61 39
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 46,994
COMMITMENTS
10,210 700 100 33,837 41,867 44,147 42,667 2,847 4,327
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 2,989)
805 700 -475 1,678 2,113 2,008 2,338 981 651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 1.5 0.2 72.0 89.1 93.9 90.8 6.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 1 19 28 22 30
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,163,292
COMMITMENTS
575,363 1194866 907,565 5198633 4311945 6681561 6414376 481,731 748,916
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 382,183)
-25,725 139,963 32,578 336,026 152,832 342,879 325,373 39,304 56,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 16.7 12.7 72.6 60.2 93.3 89.5 6.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402)
67 101 117 176 200 315 365
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 685,610
COMMITMENTS
63,469 57,917 7,627 457,383 509,892 528,479 575,436 157,131 110,174
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 5,500)
2,711 -1,351 3,727 1,128 4,850 7,566 7,226 -2,066 -1,726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 8.4 1.1 66.7 74.4 77.1 83.9 22.9 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
34 33 17 89 66 137 102
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 819,971
COMMITMENTS
207,777 112,588 11,586 322,800 622,509 542,163 746,683 277,808 73,288
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 19,638)
2,325 17,433 -1,682 20,461 1,750 21,104 17,501 -1,466 2,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 13.7 1.4 39.4 75.9 66.1 91.1 33.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
92 75 20 66 72 168 157
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,071
COMMITMENTS
1,927 0 0 8,413 12,023 10,340 12,023 2,731 1,048
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -159)
125 -140 0 7 133 132 -7 -291 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 0.0 0.0 64.4 92.0 79.1 92.0 20.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 0 0 25 18 32 18
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 25,780
COMMITMENTS
1,081 3,759 362 22,072 18,113 23,515 22,234 2,265 3,546
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 2,191)
-911 -366 73 3,118 2,535 2,280 2,242 -89 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 14.6 1.4 85.6 70.3 91.2 86.2 8.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 6 2 23 20 28 26
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 72,140
COMMITMENTS
12,819 14,275 151 31,984 49,244 44,954 63,670 27,186 8,470
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 8,520)
-1,208 3,688 11 4,758 4,644 3,561 8,343 4,959 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 19.8 0.2 44.3 68.3 62.3 88.3 37.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
33 37 2 50 36 83 75
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 325,593
COMMITMENTS
121,594 66,107 4,687 162,184 138,555 288,465 209,349 37,128 116,244
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 19,396)
-4,746 -7,744 -2,988 22,504 -1,862 14,770 -12,594 4,626 31,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 20.3 1.4 49.8 42.6 88.6 64.3 11.4 35.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
91 68 10 49 42 144 116
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 62,685
COMMITMENTS
26,494 517 70 14,661 52,728 41,225 53,315 21,460 9,370
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -4,074)
-5,789 -1,153 -96 3,774 -2,763 -2,111 -4,012 -1,963 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.3 0.8 0.1 23.4 84.1 65.8 85.1 34.2 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
19 2 1 10 14 30 16
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 21,605
COMMITMENTS
2,080 7,412 95 15,632 11,299 17,807 18,806 3,798 2,799
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 1,191)
267 1,761 -16 1,099 -46 1,350 1,699 -159 -508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 34.3 0.4 72.4 52.3 82.4 87.0 17.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
10 18 3 40 21 51 41
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 135,007
COMMITMENTS
20,739 17,458 1,184 104,826 103,712 126,749 122,354 8,258 12,653
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 26,479)
7,457 4,138 -177 23,521 18,526 30,801 22,487 -4,322 3,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 12.9 0.9 77.6 76.8 93.9 90.6 6.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
26 33 5 36 39 65 74
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,308
COMMITMENTS
13,033 7,199 82 9,169 18,917 22,284 26,198 9,024 5,110
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -912)
192 -1,680 -5 -305 1,401 -118 -284 -794 -628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 23.0 0.3 29.3 60.4 71.2 83.7 28.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
41 17 2 26 24 68 42
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 115,779
COMMITMENTS
199 6,386 2,882 56,354 78,072 59,435 87,340 56,344 28,439
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 4,539)
-250 286 0 10,346 -988 10,096 -702 -5,557 5,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 5.5 2.5 48.7 67.4 51.3 75.4 48.7 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 14 4 15 24 20 40
Updated January 11, 2005