MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,728
COMMITMENTS
1,420 1,837 3,135 15,278 12,296 19,833 17,268 4,895 7,460
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -3,715)
-1,058 -152 -686 -1,812 -2,152 -3,557 -2,990 -158 -725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 7.4 12.7 61.8 49.7 80.2 69.8 19.8 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 5 11 25 18 38 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 100,745
COMMITMENTS
10,404 20,947 23,194 49,494 27,970 83,093 72,111 17,652 28,634
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -3,322)
-620 4,224 -6,433 2,175 -1,890 -4,878 -4,100 1,556 778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 20.8 23.0 49.1 27.8 82.5 71.6 17.5 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
31 66 62 32 34 110 129
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 4,059
COMMITMENTS
525 1,704 625 1,314 716 2,464 3,046 1,595 1,013
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 4)
20 30 268 -142 -28 147 270 -143 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 42.0 15.4 32.4 17.6 60.7 75.0 39.3 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 21 15 5 4 26 31
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 151,752
COMMITMENTS
35,262 13,025 23,905 72,518 75,793 131,686 112,723 20,066 39,029
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -9,941)
-5,304 1,772 -1,016 -2,196 -8,113 -8,516 -7,357 -1,425 -2,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 8.6 15.8 47.8 49.9 86.8 74.3 13.2 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
62 41 55 73 96 162 175
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,724
COMMITMENTS
1,235 462 271 1,112 1,918 2,619 2,651 1,106 1,073
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -130)
-10 104 -42 67 -130 14 -69 -144 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 12.4 7.3 29.9 51.5 70.3 71.2 29.7 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 11 9 18 19 34 34
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,528
COMMITMENTS
9,935 2,873 3,682 7,380 4,223 20,997 10,778 5,532 15,750
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,634)
-444 352 630 951 -57 1,137 924 497 709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 10.8 13.9 27.8 15.9 79.1 40.6 20.9 59.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
48 27 23 36 41 98 79
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 98,739
COMMITMENTS
10,259 36,319 1,466 57,231 37,440 68,957 75,226 29,782 23,513
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -4,550)
-656 -5,073 -1,545 -5,943 2,569 -8,144 -4,049 3,594 -501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 36.8 1.5 58.0 37.9 69.8 76.2 30.2 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 23 7 24 22 38 46
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 90,365
COMMITMENTS
1,943 47,255 1 78,431 19,015 80,375 66,271 9,990 24,094
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 19,633)
270 7,006 -125 19,672 11,299 19,817 18,180 -185 1,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 52.3 0.0 86.8 21.0 88.9 73.3 11.1 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 25 1 22 9 25 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 121,076
COMMITMENTS
80,586 3,237 2,912 27,388 109,555 110,886 115,704 10,190 5,372
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 10,898)
-3,244 -331 2,186 10,746 7,943 9,688 9,798 1,209 1,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.6 2.7 2.4 22.6 90.5 91.6 95.6 8.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
63 11 7 17 21 83 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 103,532
COMMITMENTS
14,675 23,069 1,388 62,232 57,490 78,295 81,947 25,237 21,585
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,146)
300 -2,375 -1,209 206 7,291 -704 3,707 3,850 -560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 22.3 1.3 60.1 55.5 75.6 79.2 24.4 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
11 21 5 25 18 38 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 191,156
COMMITMENTS
4,876 42,122 2,978 153,376 118,566 161,230 163,666 29,925 27,490
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -19,990)
-1,156 -12,701 -1,257 -19,016 -3,666 -21,429 -17,624 1,438 -2,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 22.0 1.6 80.2 62.0 84.3 85.6 15.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
9 26 8 32 31 45 61
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 220,455
COMMITMENTS
23,042 38,417 14,357 131,914 114,565 169,313 167,338 51,143 53,117
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -22,117)
-4,332 -3,587 -9,660 16,128 11,243 2,136 -2,005 -24,253 -20,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 17.4 6.5 59.8 52.0 76.8 75.9 23.2 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
27 36 23 34 32 75 77
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 67,930
COMMITMENTS
15,413 3,191 469 47,302 58,048 63,184 61,708 4,746 6,222
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 12,298)
5,841 0 -120 7,229 13,078 12,950 12,958 -652 -660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 4.7 0.7 69.6 85.5 93.0 90.8 7.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 1 12 16 15 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 14,064,161
COMMITMENTS
803,887 533,550 4192824 7886373 7643097 12883083 12369471 1181078 1694690
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 406,600)
85,075 -71,593 168,825 74,446 290,344 328,347 387,577 78,253 19,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 3.8 29.8 56.1 54.3 91.6 88.0 8.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
65 69 113 144 143 272 267
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 786,402
COMMITMENTS
60,811 64,775 53,574 511,868 528,619 626,253 646,967 160,149 139,434
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 18,260)
2,177 -3,159 1,821 14,364 17,667 18,362 16,329 -101 1,931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 8.2 6.8 65.1 67.2 79.6 82.3 20.4 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
44 42 54 96 69 174 131
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,122,607
COMMITMENTS
199,246 215,528 38,414 541,035 764,253 778,695 1018196 343,912 104,411
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 30,863)
10,270 -9,589 14,391 6,398 19,443 31,059 24,245 -197 6,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 19.2 3.4 48.2 68.1 69.4 90.7 30.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
47 56 34 61 62 130 130
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 15,651
COMMITMENTS
1,011 3,707 31 8,851 10,698 9,893 14,436 5,758 1,215
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,507)
286 2,426 12 2,931 1,106 3,229 3,544 278 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 23.7 0.2 56.6 68.4 63.2 92.2 36.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 1 12 14 15 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 32,988
COMMITMENTS
10,296 3,493 342 18,375 23,557 29,013 27,392 3,975 5,596
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,450)
498 -1,821 198 2,340 4,180 3,036 2,557 414 893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 10.6 1.0 55.7 71.4 88.0 83.0 12.0 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 5 2 16 17 22 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,887
COMMITMENTS
9,257 11,541 60 36,353 26,508 45,670 38,108 11,218 18,779
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 944)
-146 -1,414 45 -256 717 -357 -653 1,301 1,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 20.3 0.1 63.9 46.6 80.3 67.0 19.7 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
17 19 3 31 27 49 48
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 319,402
COMMITMENTS
80,047 111,365 7,444 161,752 179,116 249,242 297,926 70,160 21,477
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 11,588)
8,354 -693 386 -5,482 16,737 3,258 16,430 8,330 -4,842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 34.9 2.3 50.6 56.1 78.0 93.3 22.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
59 65 14 47 37 111 111
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 89,869
COMMITMENTS
15,566 2,591 1,192 52,994 71,690 69,752 75,472 20,117 14,397
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -1,957)
-326 -8,163 -2,278 460 10,847 -2,143 407 186 -2,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 2.9 1.3 59.0 79.8 77.6 84.0 22.4 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 3 3 22 21 32 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 38,969
COMMITMENTS
1,048 13,880 446 30,164 19,542 31,658 33,868 7,311 5,101
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,140)
40 223 338 -1,545 937 -1,167 1,498 2,307 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 35.6 1.1 77.4 50.1 81.2 86.9 18.8 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 13 3 28 28 33 43
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 250,380
COMMITMENTS
49,016 33,224 4,213 186,907 192,434 240,137 229,871 10,244 20,509
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,370)
-3,595 -2,284 936 4,697 -142 2,038 -1,490 -667 2,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 13.3 1.7 74.6 76.9 95.9 91.8 4.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
15 38 12 38 49 61 91
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 53,035
COMMITMENTS
14,027 6,622 2,784 17,304 26,063 34,115 35,469 18,920 17,566
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 11,271)
460 1,066 2,641 2,975 2,149 6,076 5,856 5,195 5,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 12.5 5.2 32.6 49.1 64.3 66.9 35.7 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
29 19 10 22 27 59 48
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 39,374
COMMITMENTS
6,993 426 1,978 18,055 2,439 27,026 4,843 12,348 34,531
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 11,040)
-124 -134 1,875 1,392 40 3,143 1,781 7,897 9,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 1.1 5.0 45.9 6.2 68.6 12.3 31.4 87.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 2 8 12 4 24 13
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 76,138
COMMITMENTS
4,652 5,728 769 52,834 29,468 58,255 35,965 17,883 40,173
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,612)
203 -34 170 251 1,405 624 1,541 988 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 7.5 1.0 69.4 38.7 76.5 47.2 23.5 52.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 14 4 19 29 26 46
Updated June 10, 2005