MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,584
COMMITMENTS
2,935 2,370 5,294 18,870 18,043 27,098 25,708 6,486 7,877
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 767)
560 41 80 -556 239 84 360 683 407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 7.1 15.8 56.2 53.7 80.7 76.5 19.3 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
17 4 15 24 23 43 40
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 108,250
COMMITMENTS
24,945 5,022 23,284 39,392 44,643 87,621 72,949 20,629 35,301
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 2,073)
-1,235 1,798 2,288 1,342 -1,042 2,395 3,044 -322 -971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 4.6 21.5 36.4 41.2 80.9 67.4 19.1 32.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
54 34 55 34 41 131 105
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,390
COMMITMENTS
491 469 294 789 523 1,574 1,286 816 1,104
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 319)
52 -90 168 -55 85 165 163 154 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 19.6 12.3 33.0 21.9 65.9 53.8 34.1 46.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 10 5 7 4 17 16
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 166,327
COMMITMENTS
43,006 8,308 30,949 69,940 83,376 143,894 122,632 22,433 43,694
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 4,843)
1,237 12 -2,758 3,943 4,901 2,422 2,156 2,421 2,687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 5.0 18.6 42.0 50.1 86.5 73.7 13.5 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
61 30 56 82 109 172 178
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,838
COMMITMENTS
1,744 222 344 549 2,819 2,637 3,385 2,201 1,453
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 548)
203 -8 109 45 309 358 410 190 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 4.6 7.1 11.3 58.3 54.5 70.0 45.5 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
26 3 8 12 23 39 34
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 22,289
COMMITMENTS
6,453 1,230 4,384 7,254 4,963 18,092 10,577 4,197 11,712
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -1,611)
-99 268 -742 -574 -363 -1,415 -837 -196 -774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 5.5 19.7 32.5 22.3 81.2 47.5 18.8 52.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
36 12 25 36 41 83 69
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 85,394
COMMITMENTS
12,626 11,634 1,550 39,832 53,205 54,007 66,389 31,387 19,005
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -2,012)
-4,940 -3,609 -233 4,020 3,170 -1,153 -672 -859 -1,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 13.6 1.8 46.6 62.3 63.2 77.7 36.8 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
17 9 5 23 21 42 33
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 52,730
COMMITMENTS
6,402 13,802 534 34,468 23,345 41,403 37,681 11,327 15,050
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 227)
-1,707 578 75 4,660 453 3,027 1,105 -2,800 -878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 26.2 1.0 65.4 44.3 78.5 71.5 21.5 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 11 3 13 6 21 19
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 79,804
COMMITMENTS
53,672 6,774 703 16,028 68,434 70,403 75,912 9,401 3,892
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 10,456)
10,704 -1,461 -119 -2,092 12,297 8,492 10,716 1,964 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.3 8.5 0.9 20.1 85.8 88.2 95.1 11.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
46 11 2 14 22 62 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 68,670
COMMITMENTS
19,366 2,533 2,001 24,406 49,927 45,772 54,461 22,897 14,209
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 2,363)
750 -36 1,448 941 4,399 3,139 5,811 -776 -3,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 3.7 2.9 35.5 72.7 66.7 79.3 33.3 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
18 7 7 12 12 33 23
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 194,618
COMMITMENTS
30,254 30,678 2,995 121,844 144,370 155,093 178,044 39,525 16,574
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 7,798)
-3,673 -2,157 1,015 10,921 13,363 8,263 12,221 -465 -4,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 15.8 1.5 62.6 74.2 79.7 91.5 20.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
27 12 5 22 25 52 39
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 171,037
COMMITMENTS
25,490 23,035 17,929 73,820 81,237 117,239 122,200 53,798 48,837
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 732)
-557 2,622 -4,131 10,819 6,685 6,131 5,177 -5,399 -4,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 13.5 10.5 43.2 47.5 68.5 71.4 31.5 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
32 27 28 33 27 78 69
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 42,638
COMMITMENTS
11,396 0 189 28,449 36,663 40,034 36,852 2,604 5,786
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 8,092)
3,135 0 89 5,596 8,052 8,820 8,141 -728 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 0.0 0.4 66.7 86.0 93.9 86.4 6.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 0 2 14 23 19 25
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 11,326,769
COMMITMENTS
639,056 740,593 3111674 6650021 5953418 10400751 9805685 926,018 1521084
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 512,384)
-3,844 31,186 204,100 279,013 205,708 479,269 440,994 33,116 71,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 6.5 27.5 58.7 52.6 91.8 86.6 8.2 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
57 58 88 126 133 224 239
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 711,327
COMMITMENTS
62,167 82,322 25,645 470,144 498,858 557,956 606,825 153,371 104,502
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -11,238)
-10,444 4,957 -4,616 2,312 -7,863 -12,748 -7,522 1,510 -3,716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 11.6 3.6 66.1 70.1 78.4 85.3 21.6 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
44 41 48 97 69 174 125
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 830,361
COMMITMENTS
159,177 163,384 12,311 379,963 548,654 551,451 724,349 278,910 106,013
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -34,704)
-12,864 48,165 -1,658 22,416 -88,179 7,894 -41,672 -42,598 6,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 19.7 1.5 45.8 66.1 66.4 87.2 33.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
31 44 21 52 51 99 100
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,084
COMMITMENTS
1,399 0 0 5,783 11,710 7,182 11,710 5,902 1,374
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 63)
9 0 0 -627 81 -618 81 681 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.0 0.0 44.2 89.5 54.9 89.5 45.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 13 13 15 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 28,975
COMMITMENTS
2,171 5,360 204 23,238 17,843 25,613 23,407 3,362 5,568
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 2,215)
1,546 118 104 249 1,725 1,899 1,947 316 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 18.5 0.7 80.2 61.6 88.4 80.8 11.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 5 1 19 18 22 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 75,578
COMMITMENTS
7,251 15,700 660 32,105 49,591 40,016 65,951 35,563 9,628
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -1,174)
343 409 313 -27 195 629 917 -1,803 -2,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 20.8 0.9 42.5 65.6 52.9 87.3 47.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
15 21 7 36 29 54 54
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 370,245
COMMITMENTS
83,222 100,634 2,311 255,524 129,405 341,057 232,350 29,188 137,895
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 16,681)
-33,889 22,070 -1,090 62,371 -11,557 27,391 9,423 -10,710 7,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 27.2 0.6 69.0 35.0 92.1 62.8 7.9 37.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
56 60 11 46 36 104 105
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 82,535
COMMITMENTS
37,447 2,577 2,403 16,806 67,678 56,656 72,658 25,879 9,877
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 9,174)
5,542 1,503 2,194 -425 7,784 7,311 11,480 1,863 -2,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 3.1 2.9 20.4 82.0 68.6 88.0 31.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
17 5 4 13 19 32 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 24,183
COMMITMENTS
1,004 8,824 0 16,653 10,851 17,657 19,675 6,527 4,508
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 403)
-34 267 0 746 402 712 669 -308 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 36.5 0.0 68.9 44.9 73.0 81.4 27.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 12 0 26 18 29 30
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 160,705
COMMITMENTS
31,382 22,772 1,114 114,067 119,407 146,563 143,293 14,142 17,412
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,145)
1,001 -558 61 -1,568 568 -506 71 1,651 1,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 14.2 0.7 71.0 74.3 91.2 89.2 8.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
15 23 5 28 39 47 63
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 35,404
COMMITMENTS
9,078 7,214 1,012 12,344 20,957 22,434 29,183 12,970 6,221
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,218)
530 1,424 -20 1,049 -287 1,559 1,117 -341 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 20.4 2.9 34.9 59.2 63.4 82.4 36.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
17 16 4 16 18 36 37
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 121,298
COMMITMENTS
594 6,331 2,838 61,198 75,832 64,630 85,001 56,668 36,297
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -974)
243 -220 106 3,698 -1,809 4,047 -1,923 -5,021 949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.2 2.3 50.5 62.5 53.3 70.1 46.7 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 14 4 18 23 23 40
Updated February 4, 2005