MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,121
COMMITMENTS
2,671 2,621 1,192 15,767 15,416 19,630 19,229 5,491 5,892
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 257)
315 31 -99 -5 239 211 171 46 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 10.4 4.7 62.8 61.4 78.1 76.5 21.9 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
13 6 14 19 18 36 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 89,828
COMMITMENTS
17,885 7,024 12,357 44,021 40,149 74,263 59,530 15,565 30,298
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -1,216)
-409 30 -662 -209 -784 -1,280 -1,416 64 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 7.8 13.8 49.0 44.7 82.7 66.3 17.3 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
54 26 49 22 33 100 98
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,513
COMMITMENTS
95 605 74 1,718 611 1,887 1,290 626 1,223
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -204)
-31 -256 -48 -26 128 -105 -176 -99 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 24.1 2.9 68.4 24.3 75.1 51.3 24.9 48.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 9 2 10 3 14 12
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 153,910
COMMITMENTS
46,067 17,604 13,842 73,291 80,960 133,200 112,406 20,710 41,504
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 1,371)
-639 1,824 683 255 -525 299 1,982 1,072 -611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 11.4 9.0 47.6 52.6 86.5 73.0 13.5 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
62 32 41 71 115 159 172
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,023
COMMITMENTS
1,983 512 84 1,059 3,346 3,126 3,942 1,897 1,081
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 1)
92 -7 -11 9 111 90 93 -89 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 10.2 1.7 21.1 66.6 62.2 78.5 37.8 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
21 7 5 16 16 40 25
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,454
COMMITMENTS
9,733 2,354 5,749 6,780 6,442 22,262 14,545 4,192 11,909
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -435)
-934 -431 479 -144 2 -599 50 164 -485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.8 8.9 21.7 25.6 24.4 84.2 55.0 15.8 45.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
47 15 16 25 43 79 70
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 81,193
COMMITMENTS
35,455 8,765 630 14,226 56,091 50,311 65,486 30,882 15,707
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -8,651)
-7,688 -2,831 5 -459 -6,666 -8,142 -9,492 -509 841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.7 10.8 0.8 17.5 69.1 62.0 80.7 38.0 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
24 9 2 15 21 40 31
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 42,256
COMMITMENTS
2,168 16,210 1 30,785 11,683 32,954 27,894 9,302 14,362
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 3,978)
-3,074 -388 0 10,819 -113 7,745 -501 -3,767 4,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 38.4 0.0 72.9 27.6 78.0 66.0 22.0 34.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 8 1 13 4 18 12
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 60,526
COMMITMENTS
32,692 8,860 300 20,465 47,469 53,457 56,629 7,069 3,897
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -5,258)
-4,970 4,209 40 3,672 -8,984 -1,258 -4,735 -4,000 -523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.0 14.6 0.5 33.8 78.4 88.3 93.6 11.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
40 15 2 14 17 56 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 66,380
COMMITMENTS
18,587 6,713 1 27,558 47,831 46,146 54,545 20,234 11,835
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -5,389)
-12,745 2,036 -86 11,321 -9,127 -1,510 -7,177 -3,879 1,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 10.1 0.0 41.5 72.1 69.5 82.2 30.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
19 9 1 15 12 35 21
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 114,268
COMMITMENTS
11,033 41,222 680 76,938 47,486 88,651 89,388 25,617 24,880
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 5,403)
-4,642 13,644 607 11,032 -12,121 6,997 2,130 -1,594 3,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 36.1 0.6 67.3 41.6 77.6 78.2 22.4 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
16 25 3 25 18 43 44
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 116,888
COMMITMENTS
30,250 12,497 218 39,394 63,903 69,862 76,618 47,026 40,270
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 1,817)
-6,717 2,729 35 12,319 518 5,637 3,282 -3,820 -1,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 10.7 0.2 33.7 54.7 59.8 65.5 40.2 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
32 19 6 28 22 61 46
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 10,026
COMMITMENTS
6,097 705 0 2,303 8,695 8,400 9,400 1,626 626
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.8 7.0 0.0 23.0 86.7 83.8 93.8 16.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 0 7 8 12 10
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 79,158
COMMITMENTS
29,932 1,522 0 44,276 69,963 74,208 71,485 4,950 7,673
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 4,412)
-467 -1,739 0 5,600 5,703 5,133 3,964 -721 448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 1.9 0.0 55.9 88.4 93.7 90.3 6.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 0 17 18 20 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,023,087
COMMITMENTS
812,993 1327291 867,841 5504548 4325777 7185382 6520909 837,705 1502178
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -50,639)
35,996 -188,059 101,615 -41,011 132,211 96,600 45,767 -147,239 -96,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 16.5 10.8 68.6 53.9 89.6 81.3 10.4 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
47 70 73 112 126 202 229
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 672,431
COMMITMENTS
54,797 78,872 7,203 474,727 484,816 536,727 570,891 135,704 101,540
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 8)
-957 -5,569 1,339 -903 4,093 -521 -137 529 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 11.7 1.1 70.6 72.1 79.8 84.9 20.2 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
30 35 12 89 62 129 99
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 864,119
COMMITMENTS
145,794 165,678 16,573 378,934 571,317 541,301 753,568 322,818 110,551
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 20,478)
-5,657 187 5,141 23,472 2,805 22,956 8,133 -2,478 12,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 19.2 1.9 43.9 66.1 62.6 87.2 37.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
36 50 14 44 51 86 109
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,750
COMMITMENTS
725 2,015 0 6,619 8,687 7,344 10,702 4,406 1,048
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 45)
-739 -98 0 550 151 -189 53 234 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 17.1 0.0 56.3 73.9 62.5 91.1 37.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 5 0 14 12 15 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 25,341
COMMITMENTS
9,559 1,551 25 10,207 17,547 19,791 19,123 5,550 6,218
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 2,778)
1,870 -63 23 591 2,382 2,484 2,342 294 436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 6.1 0.1 40.3 69.2 78.1 75.5 21.9 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 4 1 12 18 21 23
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,775
COMMITMENTS
3,986 17,416 5 36,052 27,784 40,043 45,205 15,732 10,570
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 2,087)
-1,155 -318 5 1,809 681 659 368 1,428 1,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 31.2 0.0 64.6 49.8 71.8 81.0 28.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
10 22 1 35 28 46 50
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 280,671
COMMITMENTS
74,661 116,377 3,612 170,944 114,699 249,217 234,688 31,454 45,983
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 12,098)
-2,916 -3,674 738 18,775 14,730 16,597 11,794 -4,499 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 41.5 1.3 60.9 40.9 88.8 83.6 11.2 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
36 68 9 37 36 79 107
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 81,324
COMMITMENTS
30,819 4,195 0 28,694 69,175 59,513 73,370 21,811 7,954
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -24,522)
-28,154 213 -17 9,714 -25,191 -18,457 -24,995 -6,065 473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 5.2 0.0 35.3 85.1 73.2 90.2 26.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 4 0 19 14 33 18
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 30,258
COMMITMENTS
1,190 10,246 0 24,336 14,088 25,526 24,334 4,732 5,924
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 1,434)
0 25 0 1,588 1,949 1,588 1,974 -154 -540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 33.9 0.0 80.4 46.6 84.4 80.4 15.6 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 12 0 26 23 29 35
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 162,134
COMMITMENTS
33,253 31,373 1,129 110,537 116,900 144,919 149,402 17,215 12,732
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 7,482)
-4,211 255 66 12,668 6,915 8,523 7,236 -1,041 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 19.4 0.7 68.2 72.1 89.4 92.1 10.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
21 37 5 28 40 51 80
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,850
COMMITMENTS
12,340 11,531 151 12,130 16,222 24,621 27,904 12,229 8,946
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 4,060)
-412 321 79 2,884 1,682 2,551 2,082 1,509 1,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 31.3 0.4 32.9 44.0 66.8 75.7 33.2 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
23 15 2 15 20 39 36
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 27,064
COMMITMENTS
10,400 350 0 12,144 1,754 22,544 2,104 4,520 24,960
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.4 1.3 0.0 44.9 6.5 83.3 7.8 16.7 92.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 1 0 8 3 18 4
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 67,186
COMMITMENTS
3,246 7,728 250 49,123 25,570 52,619 33,548 14,567 33,638
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -534)
0 100 250 798 -240 1,048 110 -1,582 -644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 11.5 0.4 73.1 38.1 78.3 49.9 21.7 50.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 14 1 19 28 23 43
Updated April 1, 2005