MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,513
COMMITMENTS
1,084 1,758 2,401 14,264 11,489 17,749 15,649 4,763 6,863
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -3,694)
-550 -160 -331 -2,418 -2,585 -3,298 -3,076 -396 -618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 7.8 10.7 63.4 51.0 78.8 69.5 21.2 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 9 13 22 17 36 31
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 101,282
COMMITMENTS
15,707 20,740 22,522 48,901 27,214 87,130 70,476 14,152 30,806
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -159)
1,641 -182 -2,432 -686 1,103 -1,478 -1,512 1,320 1,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 20.5 22.2 48.3 26.9 86.0 69.6 14.0 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
33 57 47 29 34 101 104
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,843
COMMITMENTS
1,040 692 7 341 405 1,388 1,104 455 738
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -485)
239 -77 -222 -141 -57 -124 -356 -360 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.4 37.6 0.4 18.5 22.0 75.3 59.9 24.7 40.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 8 2 4 3 11 12
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 143,514
COMMITMENTS
33,294 36,840 19,197 74,534 58,621 127,025 114,657 16,489 28,857
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -12,145)
1,410 3,651 -7,771 -4,078 -7,355 -10,439 -11,475 -1,707 -670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 25.7 13.4 51.9 40.8 88.5 79.9 11.5 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
45 72 54 57 80 137 181
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,584
COMMITMENTS
1,020 1,125 458 1,134 1,041 2,612 2,624 1,972 1,961
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 138)
-45 -131 59 4 -24 18 -96 120 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 24.5 10.0 24.7 22.7 57.0 57.2 43.0 42.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 19 6 15 14 30 35
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,711
COMMITMENTS
9,117 2,768 6,705 9,919 8,239 25,741 17,713 5,970 13,998
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 2,661)
1,698 -164 206 359 1,476 2,262 1,517 398 1,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 8.7 21.1 31.3 26.0 81.2 55.9 18.8 44.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
41 25 29 60 55 121 97
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 99,232
COMMITMENTS
34,534 19,761 1,350 29,318 60,382 65,203 81,493 34,029 17,739
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 4,206)
4,646 2,812 -341 -1,974 4,854 2,331 7,325 1,875 -3,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 19.9 1.4 29.5 60.8 65.7 82.1 34.3 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
24 15 3 23 24 48 41
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 71,821
COMMITMENTS
6,045 38,256 34 56,219 12,407 62,298 50,697 9,523 21,124
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -336)
1,412 2,443 -269 -2,660 -678 -1,517 1,496 1,181 -1,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 53.3 0.0 78.3 17.3 86.7 70.6 13.3 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 19 1 9 11 13 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 97,459
COMMITMENTS
75,737 1,400 428 13,432 90,258 89,597 92,086 7,862 5,373
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,414)
887 -157 217 1,358 2,779 2,462 2,839 -1,048 -1,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.7 1.4 0.4 13.8 92.6 91.9 94.5 8.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
64 6 3 17 13 81 22
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 75,199
COMMITMENTS
11,094 26,594 761 44,781 24,551 56,635 51,906 18,564 23,293
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -1,653)
-1,287 -2,811 -272 702 1,121 -856 -1,962 -797 309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 35.4 1.0 59.6 32.6 75.3 69.0 24.7 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
11 19 4 17 20 31 40
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 205,288
COMMITMENTS
10,706 61,913 5,010 161,372 102,452 177,087 169,375 28,201 35,913
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 11,937)
3,753 9,055 -674 8,886 -899 11,966 7,483 -29 4,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 30.2 2.4 78.6 49.9 86.3 82.5 13.7 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
12 36 6 28 29 44 67
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 171,601
COMMITMENTS
28,114 24,204 12,911 77,110 80,454 118,136 117,569 53,465 54,032
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -1,433)
3,982 -737 -1,950 -2,923 -1,442 -892 -4,130 -541 2,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 14.1 7.5 44.9 46.9 68.8 68.5 31.2 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
31 31 23 27 27 70 69
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 74,357
COMMITMENTS
5,110 1,000 770 63,212 66,389 69,092 68,159 5,265 6,198
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,921)
226 0 -25 1,722 1,569 1,923 1,544 -2 377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 1.3 1.0 85.0 89.3 92.9 91.7 7.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 12 16 14 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,436,127
COMMITMENTS
668,058 964,491 4328543 7394695 6418396 12391296 11711430 1044831 1724697
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 513,965)
-6,953 6,646 246,384 255,708 180,816 495,138 433,846 18,827 80,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 7.2 32.2 55.0 47.8 92.2 87.2 7.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
60 70 103 142 148 252 273
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 722,531
COMMITMENTS
53,089 47,466 44,793 481,315 519,540 579,197 611,800 143,334 110,731
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,042)
474 1,662 1,082 -2,161 1,725 -604 4,470 1,647 -3,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 6.6 6.2 66.6 71.9 80.2 84.7 19.8 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
49 41 58 94 70 175 137
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,055,383
COMMITMENTS
193,364 285,987 26,046 537,032 620,445 756,442 932,478 298,941 122,905
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 12,523)
5,508 -10,286 -125 15,457 10,222 20,839 -190 -8,316 12,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 27.1 2.5 50.9 58.8 71.7 88.4 28.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
40 54 32 57 66 119 130
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,198
COMMITMENTS
1,053 0 0 6,930 10,552 7,983 10,552 4,215 1,646
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -143)
-226 -452 0 -97 -375 -323 -827 180 684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.0 0.0 56.8 86.5 65.4 86.5 34.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 17 15 19 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 33,037
COMMITMENTS
7,324 1,859 5 19,675 28,171 27,004 30,035 6,033 3,002
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -406)
-1,754 441 5 -596 -1,906 -2,345 -1,460 1,939 1,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 5.6 0.0 59.6 85.3 81.7 90.9 18.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 5 1 16 18 21 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 48,904
COMMITMENTS
7,177 8,506 426 27,222 31,982 34,825 40,913 14,079 7,991
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -918)
447 1,046 -418 -370 -1,046 -341 -418 -576 -500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 17.4 0.9 55.7 65.4 71.2 83.7 28.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
14 14 2 32 25 47 40
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 319,224
COMMITMENTS
133,283 64,283 2,162 160,101 219,313 295,546 285,758 23,678 33,466
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 10,384)
-11,531 482 23 19,926 9,329 8,418 9,834 1,966 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.8 20.1 0.7 50.2 68.7 92.6 89.5 7.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
69 54 12 37 41 116 97
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 73,671
COMMITMENTS
30,047 2,029 0 23,144 61,320 53,191 63,349 20,480 10,322
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 11,645)
9,498 -1,203 0 1,645 13,011 11,143 11,808 501 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 2.8 0.0 31.4 83.2 72.2 86.0 27.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
15 2 0 13 19 28 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 30,825
COMMITMENTS
452 4,129 0 25,387 20,584 25,839 24,713 4,986 6,111
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 52)
-6 57 0 340 228 334 285 -282 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 13.4 0.0 82.4 66.8 83.8 80.2 16.2 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 9 0 28 24 30 33
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 222,881
COMMITMENTS
14,918 44,311 1,517 191,677 166,934 208,112 212,762 14,768 10,119
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -5,283)
-10,357 113 225 6,557 -4,568 -3,575 -4,230 -1,708 -1,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 19.9 0.7 86.0 74.9 93.4 95.5 6.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
20 38 11 30 50 55 94
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 45,403
COMMITMENTS
15,028 7,013 821 15,622 26,045 31,471 33,879 13,932 11,524
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 4)
-832 286 153 68 -711 -611 -272 615 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 15.4 1.8 34.4 57.4 69.3 74.6 30.7 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
28 12 3 19 21 48 36
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 26,508
COMMITMENTS
6,323 285 0 15,529 8,715 21,852 9,000 4,656 17,508
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,157)
-182 285 0 1,030 674 848 959 309 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 1.1 0.0 58.6 32.9 82.4 34.0 17.6 66.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 1 0 8 7 18 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 33,483
COMMITMENTS
1,503 2,996 29 15,963 24,596 17,495 27,621 15,988 5,862
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 2,672)
-112 -555 0 700 2,425 588 1,870 2,084 802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 8.9 0.1 47.7 73.5 52.3 82.5 47.7 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 12 2 15 20 20 32
Updated August 12, 2005