MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 22,076
COMMITMENTS
1,336 1,879 931 15,266 12,576 17,533 15,386 4,543 6,690
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,468)
-318 114 167 1,224 905 1,073 1,186 395 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 8.5 4.2 69.2 57.0 79.4 69.7 20.6 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 5 8 25 18 34 28
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 99,342
COMMITMENTS
12,826 26,247 26,725 48,207 21,609 87,758 74,581 11,584 24,761
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 4,371)
314 -279 4,944 -736 -701 4,522 3,964 -151 407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 26.4 26.9 48.5 21.8 88.3 75.1 11.7 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
33 57 43 20 29 86 106
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 2,406
COMMITMENTS
505 946 70 712 444 1,287 1,460 1,119 946
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -305)
-66 -78 -29 -10 -159 -105 -266 -200 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 39.3 2.9 29.6 18.5 53.5 60.7 46.5 39.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
10 12 4 9 5 21 19
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 142,552
COMMITMENTS
31,344 37,663 16,598 74,679 58,532 122,621 112,793 19,931 29,759
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 7,619)
2,232 55 2,913 2,192 3,713 7,337 6,681 282 938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 26.4 11.6 52.4 41.1 86.0 79.1 14.0 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
56 69 59 62 87 144 198
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 3,216
COMMITMENTS
969 820 21 833 1,067 1,823 1,908 1,393 1,308
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -380)
92 -122 -93 -149 19 -150 -196 -230 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 25.5 0.7 25.9 33.2 56.7 59.3 43.3 40.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 8 4 12 8 22 19
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 23,722
COMMITMENTS
7,680 3,956 3,309 7,900 5,206 18,889 12,471 4,833 11,251
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -124)
-2,270 218 758 977 496 -535 1,472 411 -1,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 16.7 13.9 33.3 21.9 79.6 52.6 20.4 47.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
35 26 25 34 41 84 80
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 91,255
COMMITMENTS
35,684 9,859 543 23,890 65,844 60,117 76,246 31,138 15,009
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -168)
402 -2,220 3 -1,153 3,197 -748 980 580 -1,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 10.8 0.6 26.2 72.2 65.9 83.6 34.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
29 7 2 21 24 50 33
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 72,416
COMMITMENTS
6,019 42,511 1 59,067 7,684 65,087 50,196 7,329 22,220
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 2,891)
3,028 1,572 1 1,145 1,479 4,174 3,052 -1,283 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 58.7 0.0 81.6 10.6 89.9 69.3 10.1 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 27 1 9 8 11 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 94,641
COMMITMENTS
74,606 4,382 240 11,198 84,265 86,044 88,887 8,597 5,754
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -5,703)
-4,581 -509 75 -1,173 -5,243 -5,679 -5,677 -24 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.8 4.6 0.3 11.8 89.0 90.9 93.9 9.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
63 6 2 15 14 78 22
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 77,596
COMMITMENTS
11,268 36,892 10 48,718 21,784 59,996 58,686 17,600 18,910
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 3,479)
2,201 5,244 0 701 -508 2,902 4,736 577 -1,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 47.5 0.0 62.8 28.1 77.3 75.6 22.7 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
10 24 1 18 20 29 44
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 168,697
COMMITMENTS
9,165 68,221 476 133,055 67,280 142,696 135,977 26,001 32,720
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 5,738)
-1,665 -5,685 -1,068 6,686 10,416 3,953 3,663 1,785 2,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 40.4 0.3 78.9 39.9 84.6 80.6 15.4 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
14 38 3 26 24 41 64
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 143,052
COMMITMENTS
23,055 34,925 293 74,964 60,278 98,312 95,496 44,740 47,556
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 2,766)
-1,212 2,810 -192 2,034 1,150 630 3,768 2,136 -1,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 24.4 0.2 52.4 42.1 68.7 66.8 31.3 33.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
25 31 5 27 28 54 62
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 7,318,861
COMMITMENTS
772,012 911,185 806,329 4903921 4160089 6482262 5877603 836,599 1441258
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -11,781)
31,264 179,065 4,652 34,078 -71,322 69,994 112,395 -81,775 -124,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 12.4 11.0 67.0 56.8 88.6 80.3 11.4 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
44 66 83 126 137 216 243
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 656,661
COMMITMENTS
56,475 42,991 4,555 468,997 504,548 530,027 552,094 126,634 104,567
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -2,458)
2,725 -363 -1,351 -5,735 -4,001 -4,361 -5,715 1,903 3,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 6.5 0.7 71.4 76.8 80.7 84.1 19.3 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
34 26 14 86 63 129 94
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 948,367
COMMITMENTS
136,355 238,163 6,976 472,874 607,771 616,205 852,910 332,162 95,457
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -1,639)
19,321 -12,196 -4,786 -34,025 20,074 -19,490 3,092 17,851 -4,731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 25.1 0.7 49.9 64.1 65.0 89.9 35.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
36 55 15 53 59 99 119
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 47,712
COMMITMENTS
7,370 7,104 0 26,167 31,857 33,537 38,961 14,175 8,751
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -2,669)
921 -1,681 0 -180 -938 741 -2,619 -3,410 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 14.9 0.0 54.8 66.8 70.3 81.7 29.7 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
12 12 0 28 22 40 34
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 266,459
COMMITMENTS
99,804 72,397 1,791 144,453 158,689 246,048 232,877 20,411 33,582
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 7,744)
28,170 -3,377 -1,240 -16,376 37,378 10,554 32,761 -2,810 -25,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 27.2 0.7 54.2 59.6 92.3 87.4 7.7 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
70 54 9 35 42 110 100
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 63,659
COMMITMENTS
16,209 9,453 7 32,041 38,703 48,257 48,163 15,402 15,496
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -831)
-1,659 141 0 2,823 -880 1,164 -739 -1,995 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 14.8 0.0 50.3 60.8 75.8 75.7 24.2 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 9 1 16 16 24 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 29,274
COMMITMENTS
778 4,244 0 23,431 19,290 24,209 23,534 5,065 5,740
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 189)
-22 194 0 94 -1,607 72 -1,413 117 1,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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 21 31 31
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 224,709
COMMITMENTS
26,083 43,567 880 184,792 170,003 211,755 214,450 12,954 10,259
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -2,726)
-947 -226 -187 -1,320 275 -2,454 -138 -272 -2,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 19.4 0.4 82.2 75.7 94.2 95.4 5.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
26 36 5 35 47 63 86
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 37,610
COMMITMENTS
13,414 7,083 411 12,320 21,970 26,145 29,464 11,465 8,146
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 TRADERS
35.7 18.8 1.1 32.8 58.4 69.5 78.3 30.5 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
27 13 3 16 20 44 35
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 28,959
COMMITMENTS
1,153 2,366 107 14,289 22,338 15,549 24,811 13,410 4,148
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 624)
-142 55 -334 981 339 505 60 119 564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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