MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,275
COMMITMENTS
2,980 2,893 1,261 16,739 15,602 20,980 19,756 5,295 6,519
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 613)
-169 127 -26 643 199 448 300 165 313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 11.0 4.8 63.7 59.4 79.8 75.2 20.2 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
12 8 12 23 20 38 37
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 94,216
COMMITMENTS
17,752 7,635 18,410 39,591 36,664 75,753 62,709 18,463 31,507
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 99)
70 -2,392 239 -155 865 154 -1,288 -55 1,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 8.1 19.5 42.0 38.9 80.4 66.6 19.6 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
46 33 49 25 35 111 97
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,517
COMMITMENTS
258 1,267 617 1,725 465 2,600 2,349 917 1,168
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 228)
89 135 -12 35 47 112 170 116 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 36.0 17.5 49.0 13.2 73.9 66.8 26.1 33.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 15 7 9 3 21 21
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 131,945
COMMITMENTS
37,920 17,534 12,797 66,977 66,266 117,694 96,597 14,251 35,348
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -9,706)
-5,330 -496 -831 -888 -6,533 -7,049 -7,860 -2,657 -1,846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 13.3 9.7 50.8 50.2 89.2 73.2 10.8 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
38 49 38 52 86 115 154
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,258
COMMITMENTS
2,028 378 169 661 3,230 2,858 3,777 2,400 1,481
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -67)
-129 -16 -15 -79 -117 -223 -148 156 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 7.2 3.2 12.6 61.4 54.4 71.8 45.6 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
20 8 6 12 15 36 25
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,132
COMMITMENTS
6,761 3,742 4,092 9,307 4,386 20,160 12,220 3,972 11,912
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 17)
88 191 21 351 -167 460 45 -443 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 15.5 17.0 38.6 18.2 83.5 50.6 16.5 49.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
28 19 20 36 43 74 76
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 88,275
COMMITMENTS
11,275 14,416 1,152 50,404 59,250 62,831 74,818 25,444 13,457
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 4,907)
515 -1,651 155 4,311 8,682 4,981 7,186 -74 -2,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 16.3 1.3 57.1 67.1 71.2 84.8 28.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
13 13 5 25 18 41 33
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 54,437
COMMITMENTS
4,790 8,240 727 30,405 30,065 35,922 39,032 18,515 15,405
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 1,585)
953 -6,866 -7 -7,391 9,050 -6,445 2,177 8,030 -592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 15.1 1.3 55.9 55.2 66.0 71.7 34.0 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 6 1 12 8 18 14
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 97,645
COMMITMENTS
71,256 8,238 463 13,866 83,096 85,585 91,797 12,060 5,848
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 8,550)
7,061 207 247 -36 6,976 7,272 7,430 1,278 1,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.0 8.4 0.5 14.2 85.1 87.6 94.0 12.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
58 8 2 15 23 74 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 79,178
COMMITMENTS
29,369 4,213 24 26,278 63,025 55,671 67,262 23,507 11,916
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 5,887)
2,396 -521 -631 1,262 6,550 3,027 5,398 2,860 489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 5.3 0.0 33.2 79.6 70.3 85.0 29.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
21 8 1 12 17 34 25
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 154,084
COMMITMENTS
14,078 40,013 784 106,405 89,940 121,267 130,737 32,817 23,347
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 2,097)
1,061 3,303 -177 -2,733 -2,624 -1,849 502 3,946 1,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 26.0 0.5 69.1 58.4 78.7 84.8 21.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
15 19 4 24 24 42 44
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 164,961
COMMITMENTS
29,004 24,980 1,616 70,354 79,321 100,974 105,917 63,987 59,044
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 16,830)
892 -3,377 798 1,694 7,514 3,384 4,935 13,446 11,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 15.1 1.0 42.6 48.1 61.2 64.2 38.8 35.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
28 25 9 30 25 64 53
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 31,945
COMMITMENTS
10,366 1,640 250 17,388 26,192 28,004 28,082 3,941 3,863
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -14,674)
-1,082 1,640 107 -14,670 -14,412 -15,645 -12,665 971 -2,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 5.1 0.8 54.4 82.0 87.7 87.9 12.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 8 17 10 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,994,628
COMMITMENTS
702,125 1267297 874,871 5518618 4297304 7095614 6439472 899,014 1555156
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 248,873)
43,176 171,905 91,673 71,435 -99,135 206,284 164,443 42,589 84,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 15.9 10.9 69.0 53.8 88.8 80.5 11.2 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
39 66 79 120 134 207 241
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 696,085
COMMITMENTS
62,120 80,335 8,221 477,476 506,551 547,817 595,107 148,268 100,978
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 9,285)
-926 -45 122 3,734 7,859 2,930 7,936 6,355 1,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 11.5 1.2 68.6 72.8 78.7 85.5 21.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
36 30 14 91 66 136 101
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 905,095
COMMITMENTS
207,211 240,226 11,243 381,974 546,063 600,428 797,532 304,667 107,563
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -27,983)
19,770 50,838 3,349 -25,650 -97,391 -2,531 -43,204 -25,452 15,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 26.5 1.2 42.2 60.3 66.3 88.1 33.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
34 63 19 53 51 102 118
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,321
COMMITMENTS
1,610 240 0 5,998 11,525 7,608 11,765 5,713 1,556
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 16)
3 240 0 158 -222 161 18 -145 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 1.8 0.0 45.0 86.5 57.1 88.3 42.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 15 11 18 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 31,121
COMMITMENTS
2,487 5,872 269 23,781 17,964 26,537 24,105 4,584 7,016
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 742)
-327 222 43 883 -553 599 -288 143 1,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 18.9 0.9 76.4 57.7 85.3 77.5 14.7 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 5 2 20 18 24 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 87,138
COMMITMENTS
4,644 19,431 188 36,813 53,561 41,645 73,180 45,493 13,958
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 7,866)
-1,899 2,047 -42 3,033 3,418 1,092 5,423 6,774 2,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 22.3 0.2 42.2 61.5 47.8 84.0 52.2 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
14 23 3 33 27 49 51
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 474,228
COMMITMENTS
115,010 106,549 3,572 311,454 163,612 430,036 273,733 44,192 200,495
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 57,162)
13,155 11,405 -404 31,791 7,400 44,542 18,401 12,620 38,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 22.5 0.8 65.7 34.5 90.7 57.7 9.3 42.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
49 71 13 44 34 100 111
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 95,179
COMMITMENTS
49,918 3,948 1,094 14,255 82,272 65,267 87,314 29,912 7,865
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 6,073)
5,300 -3,971 995 -926 9,170 5,369 6,194 704 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.4 4.1 1.1 15.0 86.4 68.6 91.7 31.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
22 2 3 10 23 33 27
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,596
COMMITMENTS
1,375 13,495 260 23,583 13,463 25,218 27,218 6,378 4,378
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 4,333)
111 2,683 186 4,805 1,258 5,102 4,127 -769 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 42.7 0.8 74.6 42.6 79.8 86.1 20.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 12 3 29 18 36 31
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 199,187
COMMITMENTS
49,793 31,535 1,386 135,483 152,769 186,662 185,690 12,525 13,497
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 21,421)
10,325 3,112 775 10,389 18,269 21,489 22,156 -68 -735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 15.8 0.7 68.0 76.7 93.7 93.2 6.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
15 33 4 26 39 44 73
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 38,276
COMMITMENTS
11,214 7,374 128 13,476 23,395 24,818 30,897 13,458 7,379
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -38)
459 -1,855 18 -922 969 -445 -868 407 830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 19.3 0.3 35.2 61.1 64.8 80.7 35.2 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
21 15 2 16 22 38 38
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 119,507
COMMITMENTS
290 6,910 2,531 56,332 77,515 59,153 86,956 60,354 32,551
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -377)
-110 -5 10 -3,001 -1,434 -3,101 -1,429 2,724 1,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 5.8 2.1 47.1 64.9 49.5 72.8 50.5 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 15 4 19 26 24 43
Updated February 25, 2005