MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,407
COMMITMENTS
2,115 1,831 1,127 12,993 12,468 16,235 15,426 5,172 5,981
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -2,885)
-905 -375 -107 -1,287 -1,727 -2,299 -2,209 -586 -676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 8.6 5.3 60.7 58.2 75.8 72.1 24.2 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 4 11 19 16 31 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 98,511
COMMITMENTS
16,815 10,211 20,766 43,883 38,609 81,464 69,586 17,047 28,925
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 3,219)
14 -692 -297 1,853 2,403 1,570 1,414 1,649 1,805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 10.4 21.1 44.5 39.2 82.7 70.6 17.3 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
47 35 53 22 33 100 107
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,601
COMMITMENTS
610 1,471 253 1,461 794 2,324 2,518 1,277 1,083
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -104)
184 -33 -59 -178 29 -53 -63 -51 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 40.8 7.0 40.6 22.0 64.5 69.9 35.5 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
13 11 5 6 3 19 19
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 139,364
COMMITMENTS
43,917 18,284 12,121 66,077 72,092 122,115 102,497 17,249 36,867
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -3,269)
-1,511 125 -246 -1,607 -821 -3,364 -942 95 -2,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 13.1 8.7 47.4 51.7 87.6 73.5 12.4 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
55 35 33 49 99 127 152
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,932
COMMITMENTS
1,238 371 55 932 2,373 2,225 2,799 1,707 1,133
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -512)
2 -160 -58 -274 -178 -330 -396 -182 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 9.4 1.4 23.7 60.4 56.6 71.2 43.4 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 6 4 11 14 27 24
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,602
COMMITMENTS
9,876 3,735 2,066 7,878 5,635 19,820 11,436 4,782 13,166
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -2,803)
-492 -70 -1,313 -882 -846 -2,687 -2,229 -116 -574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 15.2 8.4 32.0 22.9 80.6 46.5 19.4 53.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
43 26 23 29 46 88 82
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 93,278
COMMITMENTS
12,434 45,755 588 56,509 23,718 69,531 70,061 23,747 23,217
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 7,441)
-1,342 7,260 2 10,252 -4,791 8,912 2,471 -1,471 4,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 49.1 0.6 60.6 25.4 74.5 75.1 25.5 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
16 19 3 31 18 49 38
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 38,584
COMMITMENTS
4,889 16,219 1 24,752 8,284 29,642 24,504 8,942 14,080
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 4,188)
1,385 4,090 0 3,631 565 5,016 4,655 -828 -467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 42.0 0.0 64.2 21.5 76.8 63.5 23.2 36.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 11 1 13 9 20 20
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 109,099
COMMITMENTS
80,754 4,432 0 19,485 102,222 100,239 106,654 8,860 2,445
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 10,370)
9,495 -485 0 316 11,075 9,811 10,590 559 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.0 4.1 0.0 17.9 93.7 91.9 97.8 8.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
60 12 0 17 18 77 30
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 88,941
COMMITMENTS
25,845 5,967 1 38,817 73,461 64,663 79,429 24,278 9,512
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 3,476)
-3,437 396 0 5,425 3,126 1,988 3,522 1,488 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 6.7 0.0 43.6 82.6 72.7 89.3 27.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
19 11 1 18 16 38 27
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 160,185
COMMITMENTS
21,832 35,963 714 110,032 103,296 132,578 139,973 27,607 20,212
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 21,397)
10,617 -7,754 -39 7,609 31,940 18,187 24,147 3,210 -2,750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 22.5 0.4 68.7 64.5 82.8 87.4 17.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
20 18 6 27 27 50 48
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 138,018
COMMITMENTS
26,070 21,195 563 65,969 73,021 92,602 94,779 45,416 43,239
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 4,988)
2,546 1,890 -631 2,395 3,270 4,310 4,529 678 459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 15.4 0.4 47.8 52.9 67.1 68.7 32.9 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
32 25 6 25 27 60 55
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 75,020
COMMITMENTS
30,384 6,000 618 40,531 61,374 71,533 67,992 3,487 7,028
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -416)
-1,000 0 450 -723 -726 -1,273 -276 857 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.5 8.0 0.8 54.0 81.8 95.4 90.6 4.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 3 14 19 18 24
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,550,034
COMMITMENTS
746,953 895,853 947,800 5759382 5001500 7454135 6845153 1095899 1704881
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 248,021)
59,399 -24,431 85,740 70,216 125,958 215,355 187,267 32,666 60,754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 10.5 11.1 67.4 58.5 87.2 80.1 12.8 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
50 61 88 129 133 231 239
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 689,971
COMMITMENTS
59,396 72,601 11,874 484,927 496,866 556,197 581,341 133,774 108,630
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -366)
-1,688 203 2,309 1,236 -3,053 1,857 -541 -2,223 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 10.5 1.7 70.3 72.0 80.6 84.3 19.4 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
34 39 17 95 61 143 103
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 972,551
COMMITMENTS
183,053 206,319 16,168 463,945 636,662 663,166 859,149 309,385 113,402
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 12,472)
-26,265 -4,690 2,343 22,198 5,095 -1,724 2,748 14,196 9,724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 21.2 1.7 47.7 65.5 68.2 88.3 31.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
38 52 17 54 61 103 119
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,741
COMMITMENTS
725 1,232 0 5,827 9,263 6,552 10,495 5,189 1,246
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -107)
0 -6 0 383 0 383 -6 -490 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 10.5 0.0 49.6 78.9 55.8 89.4 44.2 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 0 11 13 12 16
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 25,117
COMMITMENTS
8,665 2,054 0 13,133 16,499 21,798 18,553 3,319 6,564
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -2,152)
1,350 1,289 -82 -3,446 -1,429 -2,178 -222 26 -1,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 8.2 0.0 52.3 65.7 86.8 73.9 13.2 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 5 0 17 18 22 23
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,203
COMMITMENTS
4,790 19,164 5 35,884 27,382 40,679 46,551 17,524 11,652
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -2,760)
-2,054 -1,243 4 -10 -402 -2,060 -1,641 -700 -1,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 32.9 0.0 61.7 47.0 69.9 80.0 30.1 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
12 23 1 33 31 45 55
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 339,430
COMMITMENTS
66,056 144,107 1,788 225,719 128,449 293,563 274,344 45,867 65,086
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -2,078)
-13,167 -2,832 426 4,793 1,642 -7,948 -764 5,870 -1,314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 42.5 0.5 66.5 37.8 86.5 80.8 13.5 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
38 75 9 49 35 90 116
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 89,548
COMMITMENTS
33,987 4,622 20 34,403 74,141 68,410 78,783 21,138 10,765
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 275)
1 -2,070 20 1,676 1,047 1,697 -1,003 -1,422 1,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 5.2 0.0 38.4 82.8 76.4 88.0 23.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
18 5 1 17 15 35 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,257
COMMITMENTS
1,121 13,568 5 28,661 16,928 29,787 30,501 5,470 4,756
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 761)
0 292 0 631 309 631 601 130 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 38.5 0.0 81.3 48.0 84.5 86.5 15.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 14 1 26 27 29 41
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 233,934
COMMITMENTS
60,117 35,213 1,446 165,037 182,160 226,600 218,819 7,334 15,115
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 16,257)
3,877 6,448 -18 17,402 13,024 21,261 19,454 -5,004 -3,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 15.1 0.6 70.5 77.9 96.9 93.5 3.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
21 35 7 33 42 57 81
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 37,540
COMMITMENTS
10,415 5,828 351 14,284 22,752 25,050 28,931 12,490 8,609
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 471)
-55 -869 316 -48 1,735 213 1,182 258 -711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 15.5 0.9 38.1 60.6 66.7 77.1 33.3 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
24 15 3 16 24 43 39
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 25,339
COMMITMENTS
7,322 660 20 14,575 2,025 21,917 2,705 3,422 22,634
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -2,333)
-1,130 -6 5 796 306 -329 305 -2,004 -2,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 2.6 0.1 57.5 8.0 86.5 10.7 13.5 89.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 2 1 11 4 20 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 71,127
COMMITMENTS
3,578 4,144 443 51,475 26,850 55,496 31,437 15,631 39,690
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 1,888)
2 0 0 -549 2,788 -547 2,788 2,435 -900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 5.8 0.6 72.4 37.7 78.0 44.2 22.0 55.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 12 1 18 28 22 41
Updated May 6, 2005