MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,267
COMMITMENTS
2,728 1,974 889 14,516 12,217 18,133 15,080 4,134 7,187
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 576)
79 111 -78 531 297 532 330 44 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 8.9 4.0 65.2 54.9 81.4 67.7 18.6 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 7 10 23 16 36 29
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 88,570
COMMITMENTS
10,460 25,943 14,991 49,451 20,970 74,902 61,904 13,668 26,666
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -3,970)
-147 1,716 -78 -1,456 -4,842 -1,681 -3,204 -2,289 -766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 29.3 16.9 55.8 23.7 84.6 69.9 15.4 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
28 56 37 24 26 78 105
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,649
COMMITMENTS
595 1,342 314 1,134 759 2,043 2,415 1,606 1,234
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -343)
-99 -255 -171 -93 15 -363 -411 20 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 36.8 8.6 31.1 20.8 56.0 66.2 44.0 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 16 8 5 5 20 25
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 130,623
COMMITMENTS
31,066 28,992 13,344 71,140 59,306 115,550 101,642 15,073 28,981
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -2,708)
234 7,431 -3,186 1,123 -4,443 -1,829 -198 -879 -2,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 22.2 10.2 54.5 45.4 88.5 77.8 11.5 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
46 59 40 54 75 123 161
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,587
COMMITMENTS
1,091 664 118 1,052 1,513 2,261 2,295 1,326 1,292
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -53)
-85 9 -11 -165 -176 -261 -178 208 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 18.5 3.3 29.3 42.2 63.0 64.0 37.0 36.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 10 6 17 12 29 26
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 21,181
COMMITMENTS
6,922 4,383 1,709 7,745 3,189 16,376 9,281 4,805 11,900
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -672)
-1,424 657 338 456 -540 -630 455 -42 -1,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 20.7 8.1 36.6 15.1 77.3 43.8 22.7 56.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
31 25 21 33 30 81 62
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 67,143
COMMITMENTS
16,872 16,588 586 20,368 34,699 37,826 51,873 29,317 15,270
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 3,956)
5,940 -11,933 -61 -6,053 19,402 -174 7,408 4,130 -3,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 24.7 0.9 30.3 51.7 56.3 77.3 43.7 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
16 14 2 20 23 37 38
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 71,529
COMMITMENTS
1,579 43,966 0 61,527 4,662 63,106 48,628 8,423 22,901
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -2,005)
-1,326 -2,520 0 -2,477 300 -3,803 -2,220 1,798 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 61.5 0.0 86.0 6.5 88.2 68.0 11.8 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 26 0 13 4 14 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 104,351
COMMITMENTS
84,058 4,968 5 11,902 93,386 95,965 98,359 8,386 5,992
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,927)
1,743 601 -116 1,345 1,346 2,972 1,831 -1,045 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.6 4.8 0.0 11.4 89.5 92.0 94.3 8.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
65 7 1 13 16 79 23
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 65,232
COMMITMENTS
13,979 26,898 175 33,746 20,696 47,900 47,769 17,332 17,463
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -3,543)
-218 -4,248 -368 -2,534 2,274 -3,120 -2,342 -423 -1,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 41.2 0.3 51.7 31.7 73.4 73.2 26.6 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
12 18 1 16 15 28 34
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 139,726
COMMITMENTS
11,128 49,102 874 104,243 62,607 116,245 112,583 23,481 27,143
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -4,322)
2,137 -11,920 -55 -7,967 8,905 -5,885 -3,070 1,563 -1,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 35.1 0.6 74.6 44.8 83.2 80.6 16.8 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
17 28 3 25 18 44 47
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 142,566
COMMITMENTS
26,061 47,343 1,652 69,289 44,387 97,002 93,382 45,564 49,184
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 2,333)
-274 1,343 39 4,027 1,934 3,792 3,316 -1,459 -983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 33.2 1.2 48.6 31.1 68.0 65.5 32.0 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
30 33 9 23 24 56 63
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,507,371
COMMITMENTS
713,300 685,146 837,127 5046849 4438964 6597276 5961237 910,095 1546134
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 97,676)
56,837 15,876 34,559 41,687 18,411 133,083 68,846 -35,407 28,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 9.1 11.2 67.2 59.1 87.9 79.4 12.1 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
44 60 85 115 125 211 226
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 652,414
COMMITMENTS
52,865 45,161 3,958 467,129 504,740 523,952 553,859 128,462 98,555
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -119,882)
-2,085 -23,931 -9,302 -84,795 -60,438 -96,182 -93,671 -23,700 -26,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 6.9 0.6 71.6 77.4 80.3 84.9 19.7 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
29 27 12 85 59 122 90
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 799,506
COMMITMENTS
90,858 188,181 8,542 440,308 498,912 539,708 695,635 259,798 103,871
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -412,177)
-111,959 -23,041 -45,850 -152,057 -326,058 -309,866 -394,949 -102,311 -17,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 23.5 1.1 55.1 62.4 67.5 87.0 32.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
33 52 11 58 55 98 111
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,771
COMMITMENTS
725 205 0 6,327 10,544 7,052 10,749 4,719 1,022
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -5,209)
-286 -3,554 -113 -3,002 -809 -3,401 -4,476 -1,808 -733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 1.7 0.0 53.8 89.6 59.9 91.3 40.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 14 15 15 16
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 24,589
COMMITMENTS
6,063 2,305 228 14,193 19,026 20,484 21,559 4,105 3,030
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -18,524)
-4,649 -3,341 -863 -11,564 -13,072 -17,076 -17,276 -1,448 -1,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 9.4 0.9 57.7 77.4 83.3 87.7 16.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 4 1 13 18 16 23
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 44,859
COMMITMENTS
8,356 7,413 80 21,740 29,267 30,176 36,760 14,683 8,099
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -30,748)
-613 -4,224 -1,748 -22,028 -7,304 -24,389 -13,276 -6,359 -17,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 16.5 0.2 48.5 65.2 67.3 81.9 32.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
14 15 1 29 23 43 39
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 186,377
COMMITMENTS
63,313 78,905 1,024 99,729 64,926 164,066 144,855 22,311 41,522
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -218,479)
-22,921 -31,323 -14,755 -99,135 -155,538 -136,811 -201,616 -81,668 -16,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 42.3 0.5 53.5 34.8 88.0 77.7 12.0 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
54 53 6 39 32 96 88
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 83,291
COMMITMENTS
36,466 3,071 0 22,351 72,745 58,817 75,816 24,474 7,475
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 23,855)
16,620 -1,516 -564 1,601 27,995 17,657 25,915 6,198 -2,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.8 3.7 0.0 26.8 87.3 70.6 91.0 29.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
17 4 0 10 20 27 24
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 28,822
COMMITMENTS
488 3,298 0 23,178 18,752 23,666 22,050 5,156 6,772
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -16,682)
-67 -11,140 -886 -12,262 -6,771 -13,215 -18,797 -3,467 2,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 11.4 0.0 80.4 65.1 82.1 76.5 17.9 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 8 0 29 22 31 30
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 216,147
COMMITMENTS
16,935 52,377 622 184,575 152,804 202,132 205,803 14,015 10,344
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -88,973)
-31,418 15,781 -21,106 -22,777 -58,227 -75,301 -63,552 -13,672 -25,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 24.2 0.3 85.4 70.7 93.5 95.2 6.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
20 38 6 32 41 54 83
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,821
COMMITMENTS
10,701 5,820 192 9,082 16,669 19,975 22,681 10,846 8,140
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 80)
750 -1,395 104 -43 2,132 811 841 -731 -761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 18.9 0.6 29.5 54.1 64.8 73.6 35.2 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
22 11 3 13 16 37 28
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 30,013
COMMITMENTS
1,265 2,942 793 12,885 22,692 14,943 26,427 15,070 3,586
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 146)
-567 -902 100 825 356 358 -446 -212 592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 9.8 2.6 42.9 75.6 49.8 88.1 50.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 12 3 14 20 19 34
Updated June 24, 2005