MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,847
COMMITMENTS
1,666 1,956 4,192 15,707 13,442 21,564 19,590 5,283 7,257
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 865)
459 89 275 750 68 1,484 432 -619 433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 7.3 15.6 58.5 50.1 80.3 73.0 19.7 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 7 13 23 19 38 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 100,876
COMMITMENTS
14,574 10,279 21,827 44,779 36,637 81,181 68,743 19,695 32,133
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -2,270)
-2,148 1,961 -2,258 434 -3,218 -3,972 -3,515 1,702 1,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 10.2 21.6 44.4 36.3 80.5 68.1 19.5 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
41 42 48 28 34 97 104
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,787
COMMITMENTS
396 1,496 403 1,537 806 2,336 2,705 1,451 1,082
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 81)
-197 39 67 76 12 -53 118 134 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 39.5 10.6 40.6 21.3 61.7 71.4 38.3 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 13 6 7 4 20 18
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 155,384
COMMITMENTS
45,937 11,527 22,775 66,291 79,147 135,003 113,450 20,381 41,934
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 2,837)
1,504 -409 2,267 -2,126 316 1,645 2,174 1,191 662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 7.4 14.7 42.7 50.9 86.9 73.0 13.1 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
68 30 48 65 101 158 162
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,635
COMMITMENTS
1,001 332 183 892 1,998 2,076 2,512 1,559 1,123
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -476)
-210 -45 50 -40 -403 -200 -398 -275 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 9.1 5.0 24.5 55.0 57.1 69.1 42.9 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
12 7 5 14 19 27 30
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,007
COMMITMENTS
10,154 2,151 4,799 8,413 6,157 23,365 13,106 5,642 15,901
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 487)
177 -269 344 -87 -253 435 -178 52 665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 7.4 16.5 29.0 21.2 80.6 45.2 19.4 54.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
49 26 27 47 48 113 87
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 93,769
COMMITMENTS
12,361 39,354 1,752 52,059 27,526 66,172 68,632 27,598 25,138
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -7,425)
-643 -6,266 -815 -6,561 678 -8,019 -6,402 595 -1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 42.0 1.9 55.5 29.4 70.6 73.2 29.4 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
13 21 7 29 20 48 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 44,695
COMMITMENTS
2,399 19,600 102 32,738 7,828 35,239 27,530 9,456 17,165
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 5,249)
-2,490 3,653 -215 7,986 -658 5,280 2,780 -31 2,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 43.9 0.2 73.2 17.5 78.8 61.6 21.2 38.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 13 3 13 9 20 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 107,384
COMMITMENTS
79,598 4,310 331 19,266 98,377 99,194 103,018 8,189 4,366
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -2,152)
-1,177 -419 274 -488 -3,846 -1,391 -3,991 -761 1,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.1 4.0 0.3 17.9 91.6 92.4 95.9 7.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
58 15 4 18 20 78 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 91,330
COMMITMENTS
25,926 5,801 531 40,867 71,074 67,325 77,406 24,005 13,924
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 156)
79 -219 -233 1,760 -2,637 1,606 -3,089 -1,450 3,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 6.4 0.6 44.7 77.8 73.7 84.8 26.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
24 10 4 17 18 42 31
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 187,451
COMMITMENTS
20,364 29,303 4,179 130,176 131,675 154,718 165,157 32,732 22,293
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -1,161)
-826 -5,668 -690 -1,315 6,978 -2,832 621 1,671 -1,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 15.6 2.2 69.4 70.2 82.5 88.1 17.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
21 16 11 28 32 52 56
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 171,553
COMMITMENTS
24,244 25,813 14,544 78,973 77,125 117,761 117,482 53,792 54,071
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -1,185)
-4,945 4,421 -1,509 4,597 -8,154 -1,857 -5,242 672 4,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 15.0 8.5 46.0 45.0 68.6 68.5 31.4 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
24 34 21 31 30 69 71
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 92,531
COMMITMENTS
29,644 6,000 758 58,431 79,012 88,833 85,770 3,698 6,761
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 17,511)
-740 0 140 17,900 17,638 17,300 17,778 211 -267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 6.5 0.8 63.1 85.4 96.0 92.7 4.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 3 16 21 20 26
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,357,071
COMMITMENTS
616,853 742,381 3982420 7701132 6971441 12300405 11696242 1056666 1660829
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 60,378)
-56,990 48,478 165,161 112,752 25,388 220,922 239,026 -160,544 -178,648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 5.6 29.8 57.7 52.2 92.1 87.6 7.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
50 80 115 145 148 271 275
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 770,985
COMMITMENTS
61,535 72,333 56,952 502,314 513,732 620,801 643,017 150,185 127,969
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 6,228)
673 -486 3,640 -473 -1,643 3,840 1,510 2,389 4,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 9.4 7.4 65.2 66.6 80.5 83.4 19.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
55 41 63 104 69 190 142
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,048,573
COMMITMENTS
198,076 253,172 25,470 497,840 649,449 721,386 928,092 327,187 120,482
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 47,870)
13,188 45,867 559 20,342 -1,292 34,089 45,134 13,781 2,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 24.1 2.4 47.5 61.9 68.8 88.5 31.2 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
39 69 31 61 59 120 139
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,837
COMMITMENTS
725 1,429 0 5,388 9,263 6,113 10,692 5,724 1,145
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 96)
0 197 0 -439 0 -439 197 535 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 12.1 0.0 45.5 78.3 51.6 90.3 48.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 0 10 13 11 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 27,919
COMMITMENTS
9,413 3,609 27 15,312 16,345 24,752 19,981 3,167 7,938
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 2,802)
748 1,555 27 2,179 -154 2,954 1,428 -152 1,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 12.9 0.1 54.8 58.5 88.7 71.6 11.3 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 7 1 18 18 25 25
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,199
COMMITMENTS
4,525 18,232 70 35,530 28,778 40,125 47,080 18,074 11,119
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -407)
-265 -956 -11 -523 1,283 -800 316 392 -723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 31.3 0.1 61.0 49.4 68.9 80.9 31.1 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
13 26 3 35 34 50 61
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 362,033
COMMITMENTS
76,972 163,403 1,757 249,231 131,441 327,960 296,601 34,073 65,432
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 21,623)
10,906 19,380 -153 23,014 2,411 33,767 21,638 -12,143 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 45.1 0.5 68.8 36.3 90.6 81.9 9.4 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
32 80 9 48 37 83 123
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 94,075
COMMITMENTS
32,964 4,388 4,749 33,233 74,075 70,947 83,212 23,129 10,863
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -516)
1,705 819 223 -3,460 -1,272 -1,532 -230 1,016 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 4.7 5.0 35.3 78.7 75.4 88.5 24.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
18 3 3 20 16 38 22
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,381
COMMITMENTS
1,121 13,161 5 28,695 16,727 29,821 29,893 5,560 5,489
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 121)
0 -407 0 32 -203 32 -610 89 731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 37.2 0.0 81.1 47.3 84.3 84.5 15.7 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 13 1 26 26 29 39
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 236,283
COMMITMENTS
54,732 33,528 2,064 172,288 183,733 229,084 219,325 7,199 16,959
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 938)
-5,391 -1,411 -97 6,935 869 1,447 -639 -509 1,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 14.2 0.9 72.9 77.8 97.0 92.8 3.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
17 37 9 32 47 52 90
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,341
COMMITMENTS
9,971 5,408 649 16,875 24,301 27,495 30,358 12,846 9,983
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,851)
-244 -420 98 1,641 1,049 1,495 727 356 1,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 13.4 1.6 41.8 60.2 68.2 75.3 31.8 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
23 16 3 17 26 43 43
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 30,104
COMMITMENTS
6,983 930 15 15,784 2,248 22,782 3,193 7,322 26,911
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 4,765)
-339 270 -5 1,209 223 865 488 3,900 4,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 3.1 0.0 52.4 7.5 75.7 10.6 24.3 89.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 3 1 9 4 18 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 72,419
COMMITMENTS
3,176 4,235 523 51,635 27,826 55,334 32,584 17,085 39,835
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,292)
-402 91 80 160 976 -162 1,147 1,454 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 5.8 0.7 71.3 38.4 76.4 45.0 23.6 55.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 13 3 19 30 24 45
Updated May 13, 2005