MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,158
COMMITMENTS
2,463 1,930 906 13,662 11,506 17,031 14,342 4,127 6,816
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -2,532)
-824 -137 -223 -1,370 -1,852 -2,417 -2,212 -115 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 9.1 4.3 64.6 54.4 80.5 67.8 19.5 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 6 8 21 15 32 26
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 94,451
COMMITMENTS
10,333 21,451 19,523 48,904 26,818 78,760 67,792 15,691 26,659
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -4,253)
-659 3,661 -6,714 2,062 -2,037 -5,311 -5,090 1,058 837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 22.7 20.7 51.8 28.4 83.4 71.8 16.6 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
31 63 57 24 33 97 126
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,906
COMMITMENTS
565 1,703 511 1,314 716 2,390 2,930 1,516 976
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2)
31 15 246 -142 -28 135 233 -133 -231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 43.6 13.1 33.6 18.3 61.2 75.0 38.8 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 17 10 5 4 22 27
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 141,343
COMMITMENTS
35,240 16,284 17,943 69,333 71,223 122,516 105,450 18,827 35,893
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -5,824)
-5,246 123 1,630 -1,106 -5,791 -4,722 -4,038 -1,102 -1,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 11.5 12.7 49.1 50.4 86.7 74.6 13.3 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
57 45 46 63 89 145 165
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,419
COMMITMENTS
1,233 501 114 1,096 1,836 2,443 2,451 976 968
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -90)
-26 110 -19 92 -125 47 -34 -137 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 14.7 3.3 32.1 53.7 71.5 71.7 28.5 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 10 5 17 15 31 27
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 23,298
COMMITMENTS
9,916 4,512 1,376 7,026 3,305 18,318 9,193 4,980 14,105
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,471)
-418 372 553 910 -113 1,045 812 426 659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 19.4 5.9 30.2 14.2 78.6 39.5 21.4 60.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
42 29 16 24 36 78 71
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 94,186
COMMITMENTS
9,675 36,236 595 56,932 36,200 67,202 73,031 26,984 21,155
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -514)
-849 -5,528 -52 -3,678 5,286 -4,579 -294 4,065 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 38.5 0.6 60.4 38.4 71.4 77.5 28.6 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
9 21 4 24 21 35 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 90,020
COMMITMENTS
1,943 47,255 1 78,431 19,011 80,375 66,267 9,645 23,753
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 20,983)
1,093 7,006 -52 19,672 12,073 20,713 19,027 270 1,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 52.5 0.0 87.1 21.1 89.3 73.6 10.7 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 25 1 22 9 25 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 120,880
COMMITMENTS
80,498 3,240 2,864 27,388 109,555 110,750 115,659 10,130 5,221
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 11,059)
-3,332 -160 2,225 10,905 7,943 9,798 10,008 1,261 1,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.6 2.7 2.4 22.7 90.6 91.6 95.7 8.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
62 12 6 17 21 82 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 101,520
COMMITMENTS
14,668 23,243 723 62,055 57,244 77,446 81,210 24,074 20,310
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 6,447)
322 -2,174 -70 566 8,890 818 6,646 5,629 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 22.9 0.7 61.1 56.4 76.3 80.0 23.7 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
10 20 3 25 18 36 40
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 185,988
COMMITMENTS
5,295 42,406 836 151,976 117,037 158,107 160,279 27,881 25,709
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2,395)
-1,172 -12,496 12 1,035 16,301 -125 3,817 2,520 -1,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 22.8 0.4 81.7 62.9 85.0 86.2 15.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
10 25 3 29 29 41 55
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 193,707
COMMITMENTS
22,939 40,710 629 125,244 105,308 148,812 146,647 44,895 47,060
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,213)
-1,272 -1,811 -414 21,649 21,407 19,963 19,182 -16,750 -15,969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 21.0 0.3 64.7 54.4 76.8 75.7 23.2 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
23 33 6 32 30 59 65
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 67,930
COMMITMENTS
15,413 3,191 469 47,302 58,048 63,184 61,708 4,746 6,222
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 12,298)
5,841 0 -120 7,229 13,078 12,950 12,958 -652 -660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 4.7 0.7 69.6 85.5 93.0 90.8 7.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 1 12 16 15 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,953,488
COMMITMENTS
985,910 743,121 1041068 5862761 5599782 7889739 7383971 1063749 1569517
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 157,720)
107,091 -22,540 -28,805 6,775 193,525 85,061 142,180 72,659 15,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 8.3 11.6 65.5 62.5 88.1 82.5 11.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
59 56 90 128 136 234 241
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 714,795
COMMITMENTS
58,867 65,478 15,231 493,929 511,733 568,027 592,442 146,768 122,353
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 14,957)
1,792 -2,977 937 12,928 16,732 15,657 14,692 -700 265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 9.2 2.1 69.1 71.6 79.5 82.9 20.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
37 30 20 91 64 141 101
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,089,415
COMMITMENTS
199,117 213,842 27,851 523,077 749,207 750,045 990,900 339,370 98,515
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 24,633)
10,519 -9,371 11,318 2,705 16,112 24,542 18,059 91 6,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 19.6 2.6 48.0 68.8 68.8 91.0 31.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
49 52 23 57 61 120 122
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 15,651
COMMITMENTS
1,011 3,707 31 8,851 10,698 9,893 14,436 5,758 1,215
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,507)
286 2,426 12 2,931 1,106 3,229 3,544 278 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 23.7 0.2 56.6 68.4 63.2 92.2 36.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 1 12 14 15 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 32,988
COMMITMENTS
10,296 3,493 342 18,375 23,557 29,013 27,392 3,975 5,596
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,450)
498 -1,821 198 2,340 4,180 3,036 2,557 414 893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 10.6 1.0 55.7 71.4 88.0 83.0 12.0 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 5 2 16 17 22 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,595
COMMITMENTS
9,257 11,473 44 36,234 26,450 45,535 37,967 11,060 18,628
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 917)
-146 -1,494 42 -287 726 -391 -726 1,308 1,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 20.3 0.1 64.0 46.7 80.5 67.1 19.5 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
17 17 2 30 26 47 45
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 318,613
COMMITMENTS
79,870 111,327 7,331 161,474 178,635 248,675 297,293 69,938 21,320
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 11,326)
8,179 -722 401 -5,504 16,500 3,076 16,179 8,250 -4,853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 34.9 2.3 50.7 56.1 78.0 93.3 22.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
58 65 12 46 35 108 108
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 87,578
COMMITMENTS
15,528 2,679 950 51,749 70,369 68,227 73,998 19,351 13,580
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 4,406)
509 -6,416 886 2,515 11,896 3,910 6,366 496 -1,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 3.1 1.1 59.1 80.4 77.9 84.5 22.1 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 4 2 21 19 30 23
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 38,946
COMMITMENTS
1,049 13,880 445 30,162 19,542 31,656 33,867 7,290 5,079
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,120)
40 223 338 -1,545 937 -1,167 1,498 2,287 -378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 35.6 1.1 77.4 50.2 81.3 87.0 18.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 13 3 28 28 33 43
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 248,737
COMMITMENTS
48,958 33,125 3,722 186,146 191,994 238,826 228,841 9,911 19,896
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 990)
-3,629 -2,395 901 4,489 -214 1,761 -1,708 -771 2,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 13.3 1.5 74.8 77.2 96.0 92.0 4.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
14 38 9 37 48 57 89
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 52,315
COMMITMENTS
14,203 6,548 2,608 16,584 26,063 33,395 35,219 18,920 17,096
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 11,401)
636 992 2,465 3,105 2,600 6,206 6,057 5,195 5,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 12.5 5.0 31.7 49.8 63.8 67.3 36.2 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
30 18 9 22 27 59 47
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 39,374
COMMITMENTS
6,993 426 1,978 18,055 2,439 27,026 4,843 12,348 34,531
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 11,040)
-124 -134 1,875 1,392 40 3,143 1,781 7,897 9,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 1.1 5.0 45.9 6.2 68.6 12.3 31.4 87.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 2 8 12 4 24 13
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 76,138
COMMITMENTS
4,652 5,728 769 52,834 29,468 58,255 35,965 17,883 40,173
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,612)
203 -34 170 251 1,405 624 1,541 988 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 7.5 1.0 69.4 38.7 76.5 47.2 23.5 52.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 14 4 19 29 26 46
Updated June 10, 2005