MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,143
COMMITMENTS
2,376 2,452 1,067 14,609 14,234 18,052 17,753 5,091 5,390
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -135)
56 109 -265 259 217 50 61 -185 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 10.6 4.6 63.1 61.5 78.0 76.7 22.0 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 6 11 20 18 33 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 89,791
COMMITMENTS
18,711 8,282 11,444 42,911 39,931 73,066 59,657 16,725 30,134
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -14,441)
-7,821 -152 -4,945 455 -5,723 -12,311 -10,820 -2,130 -3,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 9.2 12.7 47.8 44.5 81.4 66.4 18.6 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
51 28 38 23 38 99 88
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,001
COMMITMENTS
339 1,366 155 1,757 418 2,251 1,939 750 1,062
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 35)
23 -71 10 60 45 93 -16 -58 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 45.5 5.2 58.5 13.9 75.0 64.6 25.0 35.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 16 4 8 2 19 18
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 149,496
COMMITMENTS
53,212 17,524 10,346 67,333 78,889 130,891 106,759 18,605 42,737
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 13,243)
8,452 555 -18 1,174 8,533 9,608 9,070 3,635 4,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 11.7 6.9 45.0 52.8 87.6 71.4 12.4 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
64 34 36 59 113 148 167
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,824
COMMITMENTS
1,985 438 107 754 3,044 2,846 3,589 1,978 1,235
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -280)
-49 34 -41 -122 -197 -212 -204 -68 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.1 9.1 2.2 15.6 63.1 59.0 74.4 41.0 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
20 8 6 12 16 36 27
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,118
COMMITMENTS
10,350 2,749 4,665 7,040 6,059 22,055 13,473 4,063 12,645
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 1,102)
1,805 -411 1,004 -1,815 267 994 860 108 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.6 10.5 17.9 27.0 23.2 84.4 51.6 15.6 48.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
42 17 19 25 42 77 70
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 125,191
COMMITMENTS
36,259 10,109 904 52,191 77,424 89,354 88,437 35,837 36,754
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 19,271)
18,696 -4,125 285 -8,057 1,094 10,924 -2,746 8,347 22,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 8.1 0.7 41.7 61.8 71.4 70.6 28.6 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
25 11 4 24 28 50 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 41,804
COMMITMENTS
10,655 10,495 1 14,830 22,524 25,486 33,020 16,318 8,784
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -25,708)
3,181 -6 -1,345 -24,726 -21,034 -22,890 -22,385 -2,818 -3,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 25.1 0.0 35.5 53.9 61.0 79.0 39.0 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 4 1 8 9 18 13
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 71,963
COMMITMENTS
49,610 5,015 251 14,035 63,546 63,896 68,812 8,067 3,151
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -53,449)
-23,607 -3,203 -1,528 -21,759 -43,635 -46,894 -48,366 -6,555 -5,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.9 7.0 0.3 19.5 88.3 88.8 95.6 11.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
53 11 2 13 16 67 28
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 79,439
COMMITMENTS
42,006 4,182 32 9,867 65,961 51,905 70,175 27,534 9,264
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -20,144)
-4,445 -1,142 -1,537 -11,254 -14,641 -17,236 -17,320 -2,908 -2,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.9 5.3 0.0 12.4 83.0 65.3 88.3 34.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
27 7 2 7 16 36 23
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 107,434
COMMITMENTS
13,944 19,290 73 64,255 70,141 78,272 89,504 29,162 17,930
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -63,675)
594 -3,846 -3,788 -55,942 -51,849 -59,136 -59,483 -4,539 -4,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 18.0 0.1 59.8 65.3 72.9 83.3 27.1 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
16 13 2 18 15 35 29
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 122,371
COMMITMENTS
42,647 12,735 227 26,959 68,607 69,833 81,569 52,538 40,802
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -46,790)
5,531 -1,791 -323 -43,150 -39,550 -37,942 -41,664 -8,848 -5,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 10.4 0.2 22.0 56.1 57.1 66.7 42.9 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
35 15 4 25 23 60 42
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 63,246
COMMITMENTS
20,278 3,161 0 38,199 54,637 58,477 57,798 4,769 5,448
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 2,389)
5,705 1,255 -62 -2,334 3,717 3,309 4,910 -920 -2,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 5.0 0.0 60.4 86.4 92.5 91.4 7.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 0 15 14 19 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,682,587
COMMITMENTS
722,335 1444050 676,671 5337030 4010356 6736036 6131077 946,551 1551510
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -788,654)
-23,024 90,553 -333,633 -484,753 -561,896 -841,410 -804,976 52,756 16,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 18.8 8.8 69.5 52.2 87.7 79.8 12.3 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
41 74 77 107 122 199 228
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 795,257
COMMITMENTS
66,879 103,839 12,755 541,098 566,759 620,732 683,353 174,525 111,904
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 70,932)
-1,531 17,222 1,403 41,036 43,477 40,908 62,102 30,024 8,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 13.1 1.6 68.0 71.3 78.1 85.9 21.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
41 35 32 103 71 162 120
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,226,408
COMMITMENTS
276,083 227,548 57,921 585,779 746,829 919,783 1032298 306,625 194,110
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 166,423)
49,513 -36,267 32,715 104,210 64,971 186,438 61,419 -20,015 105,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 18.6 4.7 47.8 60.9 75.0 84.2 25.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
44 55 45 67 61 138 134
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 19,787
COMMITMENTS
2,710 608 1,287 8,878 14,671 12,875 16,566 6,912 3,221
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 4,429)
915 130 670 1,750 2,274 3,335 3,074 1,094 1,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 3.1 6.5 44.9 74.1 65.1 83.7 34.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 2 3 20 16 26 21
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 47,874
COMMITMENTS
3,886 6,008 5,246 28,901 21,824 38,033 33,078 9,841 14,796
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 14,708)
-26 0 3,749 6,807 3,843 10,530 7,592 4,178 7,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 12.5 11.0 60.4 45.6 79.4 69.1 20.6 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 5 7 21 23 29 30
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 103,755
COMMITMENTS
4,225 17,342 3,847 54,475 70,392 62,547 91,581 41,208 12,174
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 18,145)
-744 3,998 3,027 9,413 9,888 11,696 16,913 6,449 1,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 16.7 3.7 52.5 67.8 60.3 88.3 39.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
13 25 11 44 43 63 75
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 489,245
COMMITMENTS
88,081 107,512 10,257 353,310 205,313 451,648 323,082 37,597 166,163
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 98,060)
5,856 6,281 8,007 74,630 49,418 88,493 63,706 9,567 34,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 22.0 2.1 72.2 42.0 92.3 66.0 7.7 34.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
41 68 25 51 51 105 133
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 102,848
COMMITMENTS
57,410 3,269 0 17,468 93,058 74,878 96,327 27,970 6,521
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -27,383)
1,594 -594 -511 -20,679 -21,015 -19,596 -22,120 -7,787 -5,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.8 3.2 0.0 17.0 90.5 72.8 93.7 27.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
22 3 0 11 16 33 19
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 49,123
COMMITMENTS
1,694 18,788 1,607 35,556 23,526 38,857 43,921 10,266 5,202
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 9,165)
42 3,094 1,383 3,983 4,247 5,408 8,724 3,757 441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 38.2 3.3 72.4 47.9 79.1 89.4 20.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 12 6 34 30 43 45
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 249,573
COMMITMENTS
74,260 38,254 14,158 151,854 160,875 240,272 213,287 9,301 36,286
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 36,847)
7,710 1,742 9,872 21,042 580 38,624 12,194 -1,777 24,653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 15.3 5.7 60.8 64.5 96.3 85.5 3.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
18 35 16 33 46 60 88
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,177
COMMITMENTS
11,784 10,666 36 8,883 12,932 20,703 23,634 10,474 7,543
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -22,191)
-748 2,419 -7,098 -6,460 -12,277 -14,306 -16,956 -7,885 -5,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 34.2 0.1 28.5 41.5 66.4 75.8 33.6 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
22 13 1 13 16 35 30
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 67,478
COMMITMENTS
3,476 7,628 0 47,979 26,271 51,455 33,899 16,023 33,579
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -47,892)
3,276 -1,971 -2,219 -8,534 -45,734 -7,477 -49,924 -40,415 2,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 11.3 0.0 71.1 38.9 76.3 50.2 23.7 49.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 13 0 19 28 22 41
Updated March 18, 2005