MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 22,908
COMMITMENTS
2,368 2,245 591 15,376 13,400 18,335 16,236 4,573 6,672
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 285)
81 354 -27 148 -15 202 312 83 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 9.8 2.6 67.1 58.5 80.0 70.9 20.0 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 7 9 21 17 32 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 95,494
COMMITMENTS
13,735 23,031 20,659 49,322 24,720 83,716 68,410 11,778 27,084
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 837)
236 -2,685 165 -96 1,843 305 -677 532 1,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 24.1 21.6 51.6 25.9 87.7 71.6 12.3 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
35 50 38 25 31 86 101
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 2,054
COMMITMENTS
805 807 5 482 462 1,292 1,274 762 780
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -165)
279 -70 -63 -158 81 58 -52 -223 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 39.3 0.2 23.5 22.5 62.9 62.0 37.1 38.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 11 2 6 4 13 16
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 139,375
COMMITMENTS
33,991 35,059 16,948 72,381 60,955 123,320 112,962 16,055 26,413
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 2,677)
2,439 -1,979 3,989 -1,392 3,220 5,036 5,230 -2,359 -2,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 25.2 12.2 51.9 43.7 88.5 81.0 11.5 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
59 62 63 54 85 142 192
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 4,102
COMMITMENTS
1,116 1,228 274 1,072 1,018 2,462 2,520 1,640 1,582
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 561)
185 169 188 45 45 418 402 143 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 29.9 6.7 26.1 24.8 60.0 61.4 40.0 38.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 16 5 16 9 30 28
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 25,137
COMMITMENTS
7,477 3,978 4,012 8,748 5,808 20,237 13,798 4,900 11,339
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,414)
204 -175 541 590 1,040 1,335 1,406 79 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 15.8 16.0 34.8 23.1 80.5 54.9 19.5 45.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
31 28 22 40 43 88 80
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 87,906
COMMITMENTS
28,966 16,802 540 29,385 53,362 58,891 70,704 29,015 17,202
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -2,847)
-2,874 2,481 -3 2,142 -9,120 -735 -6,642 -2,112 3,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 19.1 0.6 33.4 60.7 67.0 80.4 33.0 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
24 13 1 22 24 46 38
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 71,327
COMMITMENTS
4,633 35,959 24 58,879 13,085 63,536 49,068 7,791 22,259
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -2,441)
29 -5,074 23 -3,660 4,286 -3,608 -765 1,167 -1,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 50.4 0.0 82.5 18.3 89.1 68.8 10.9 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 18 1 8 12 12 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 95,783
COMMITMENTS
74,738 1,568 200 12,074 87,479 87,012 89,247 8,771 6,536
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,299)
-733 -294 30 -1,081 -2,053 -1,784 -2,317 485 1,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.0 1.6 0.2 12.6 91.3 90.8 93.2 9.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
57 8 1 17 14 74 23
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 73,519
COMMITMENTS
12,377 29,356 89 43,456 22,949 55,922 52,394 17,597 21,125
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -2,244)
101 -2,785 66 -2,882 -771 -2,715 -3,490 471 1,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 39.9 0.1 59.1 31.2 76.1 71.3 23.9 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
11 18 3 16 19 30 37
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 165,281
COMMITMENTS
9,337 52,488 436 130,470 84,655 140,243 137,579 25,038 27,702
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 4,267)
1,305 -3,312 13 1,781 9,030 3,099 5,731 1,168 -1,464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 31.8 0.3 78.9 51.2 84.9 83.2 15.1 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
15 31 2 24 23 40 55
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 143,594
COMMITMENTS
24,408 24,599 626 72,783 74,601 97,817 99,826 45,777 43,768
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,191)
-112 -8,217 -25 823 9,748 686 1,506 -1,877 -2,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 17.1 0.4 50.7 52.0 68.1 69.5 31.9 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
30 28 7 26 27 59 59
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 7,727,059
COMMITMENTS
769,756 1046973 833,324 5229987 4326021 6833067 6206318 893,992 1520741
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 265,213)
-12,969 30,172 9,298 242,411 200,870 238,740 240,340 26,473 24,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 13.5 10.8 67.7 56.0 88.4 80.3 11.6 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
43 71 87 121 132 214 245
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 648,000
COMMITMENTS
51,938 48,535 4,945 464,565 502,071 521,448 555,551 126,552 92,449
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -7,214)
-2,020 1,836 1,011 -5,499 -901 -6,508 1,946 -706 -9,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 7.5 0.8 71.7 77.5 80.5 85.7 19.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
33 34 17 86 64 131 103
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 1,005,704
COMMITMENTS
186,822 294,936 11,209 504,744 595,655 702,775 901,800 302,929 103,904
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 55,735)
33,110 45,505 5,306 48,213 -9,344 86,629 41,467 -30,894 14,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 29.3 1.1 50.2 59.2 69.9 89.7 30.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
46 62 17 56 60 113 128
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 49,222
COMMITMENTS
6,680 7,552 455 27,461 32,784 34,596 40,791 14,626 8,431
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -112)
-172 -1,065 455 513 178 796 -432 -908 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 15.3 0.9 55.8 66.6 70.3 82.9 29.7 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
12 15 1 30 22 42 38
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 308,181
COMMITMENTS
144,814 63,824 1,863 139,901 209,786 286,578 275,473 21,603 32,708
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 19,391)
20,772 2,635 -267 -847 20,643 19,658 23,011 -267 -3,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.0 20.7 0.6 45.4 68.1 93.0 89.4 7.0 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
79 49 8 37 45 121 98
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 60,900
COMMITMENTS
20,549 3,232 0 21,469 48,155 42,018 51,387 18,882 9,513
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -38)
-94 -68 0 -1,376 1,731 -1,470 1,663 1,432 -1,701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 5.3 0.0 35.3 79.1 69.0 84.4 31.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 3 0 12 18 23 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 30,750
COMMITMENTS
458 4,072 0 25,044 20,356 25,502 24,428 5,248 6,322
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,638)
-10 -62 0 1,699 1,222 1,689 1,160 -51 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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 22 30 31
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 226,147
COMMITMENTS
25,067 44,056 511 184,317 171,172 209,895 215,739 16,252 10,408
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 4,268)
1,091 1,206 -71 -495 1,703 525 2,838 3,743 1,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 19.5 0.2 81.5 75.7 92.8 95.4 7.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
25 36 3 32 49 58 87
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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: 44,679
COMMITMENTS
16,110 6,727 418 14,834 26,556 31,362 33,701 13,317 10,978
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 TRADERS
36.1 15.1 0.9 33.2 59.4 70.2 75.4 29.8 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
29 12 3 19 24 49 38
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 30,806
COMMITMENTS
1,615 3,551 29 15,263 22,171 16,907 25,751 13,899 5,055
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 TRADERS
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