MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,817
COMMITMENTS
2,375 2,329 5,214 19,426 17,805 27,014 25,348 5,803 7,470
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,702)
-264 127 305 -660 -1,329 -619 -896 2,321 2,599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 7.1 15.9 59.2 54.3 82.3 77.2 17.7 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
16 5 15 27 25 47 41
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 106,177
COMMITMENTS
26,180 3,224 20,996 38,050 45,685 85,226 69,905 20,951 36,272
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -3,654)
-4,868 105 1,139 882 -4,233 -2,847 -2,990 -807 -664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 3.0 19.8 35.8 43.0 80.3 65.8 19.7 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
56 26 45 32 36 125 88
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,071
COMMITMENTS
439 559 126 844 438 1,409 1,123 662 948
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -21)
64 80 1 -77 35 -12 116 -9 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 27.0 6.1 40.8 21.1 68.0 54.2 32.0 45.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 13 6 7 3 18 16
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 161,484
COMMITMENTS
41,769 8,296 33,707 65,996 78,475 141,472 120,477 20,012 41,007
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -1,100)
-3,633 317 380 1,865 -864 -1,389 -168 289 -931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 5.1 20.9 40.9 48.6 87.6 74.6 12.4 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
58 32 47 78 107 160 169
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,290
COMMITMENTS
1,541 230 235 504 2,510 2,280 2,975 2,011 1,315
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 469)
249 -414 75 23 554 347 215 122 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 5.4 5.5 11.7 58.5 53.1 69.4 46.9 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
21 6 7 12 23 37 32
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 23,899
COMMITMENTS
6,552 962 5,126 7,828 5,325 19,506 11,413 4,393 12,486
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,362)
432 419 345 681 187 1,458 951 -96 411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 4.0 21.5 32.8 22.3 81.6 47.8 18.4 52.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
38 14 29 49 50 101 83
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 87,407
COMMITMENTS
17,566 15,243 1,783 35,812 50,035 55,161 67,061 32,246 20,346
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,356)
-2,601 483 -77 3,987 -1,918 1,309 -1,512 47 2,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 17.4 2.0 41.0 57.2 63.1 76.7 36.9 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
22 11 6 21 19 44 35
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 52,503
COMMITMENTS
8,109 13,224 459 29,808 22,892 38,376 36,575 14,127 15,928
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -533)
-3,069 907 191 2,502 -4,384 -376 -3,286 -158 2,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 25.2 0.9 56.8 43.6 73.1 69.7 26.9 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 8 4 13 6 24 18
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 69,348
COMMITMENTS
42,968 8,235 823 18,120 56,138 61,911 65,196 7,437 4,152
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -3,336)
-4,934 2,957 301 3,654 -5,697 -978 -2,439 -2,357 -897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.0 11.9 1.2 26.1 81.0 89.3 94.0 10.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
40 13 3 17 17 60 30
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 66,306
COMMITMENTS
18,616 2,570 553 23,465 45,528 42,634 48,650 23,673 17,656
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -604)
-2,140 333 -46 1,902 -1,974 -284 -1,687 -320 1,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 3.9 0.8 35.4 68.7 64.3 73.4 35.7 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
15 6 4 13 12 31 19
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 186,821
COMMITMENTS
33,928 32,835 1,980 110,922 131,007 146,830 165,823 39,990 20,998
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -8,925)
-5,877 1,065 -406 2,372 -8,728 -3,910 -8,069 -5,015 -857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 17.6 1.1 59.4 70.1 78.6 88.8 21.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
29 13 5 22 21 53 37
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 170,306
COMMITMENTS
26,048 20,413 22,060 63,001 74,551 111,108 117,024 59,197 53,282
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 2,366)
-2,791 5,654 178 12,133 566 9,520 6,398 -7,154 -4,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 12.0 13.0 37.0 43.8 65.2 68.7 34.8 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
31 29 27 34 24 77 68
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 34,546
COMMITMENTS
8,261 0 100 22,853 28,611 31,214 28,711 3,332 5,835
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -15,921)
-1,867 -700 0 -6,418 -16,812 -8,285 -17,512 -7,636 1,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 0.0 0.3 66.2 82.8 90.4 83.1 9.6 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 1 11 20 14 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,814,385
COMMITMENTS
642,900 709,407 2907574 6371008 5747710 9921482 9364692 892,902 1449693
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 336,622)
63,681 -243,136 13,001 -134,974 -72,259 -58,291 -302,394 394,913 639,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 6.6 26.9 58.9 53.1 91.7 86.6 8.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
55 57 88 127 136 225 239
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 722,565
COMMITMENTS
72,611 77,364 30,261 467,832 506,722 570,703 614,347 151,861 108,217
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -6,244)
2,635 20,379 -6,677 -2,614 -18,055 -6,656 -4,354 411 -1,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 10.7 4.2 64.7 70.1 79.0 85.0 21.0 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
49 33 46 97 71 173 123
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 865,065
COMMITMENTS
172,041 115,219 13,969 357,547 636,833 543,558 766,021 321,508 99,045
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 868)
-17,117 -11,601 -1,275 -5,414 -7,155 -23,806 -20,031 24,674 20,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 13.3 1.6 41.3 73.6 62.8 88.6 37.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
35 37 19 51 55 100 97
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,021
COMMITMENTS
1,390 0 0 6,410 11,629 7,800 11,629 5,221 1,392
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 64)
-665 0 0 -1,735 -482 -2,400 -482 2,464 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.0 0.0 49.2 89.3 59.9 89.3 40.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 13 13 15 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 26,760
COMMITMENTS
625 5,242 100 22,989 16,118 23,714 21,460 3,046 5,300
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,494)
-1,117 889 -242 2,408 -1,532 1,049 -885 445 2,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 19.6 0.4 85.9 60.2 88.6 80.2 11.4 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 6 1 19 16 21 22
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 76,753
COMMITMENTS
6,908 15,291 347 32,132 49,395 39,387 65,034 37,366 11,719
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,923)
-1,332 647 -35 -1,627 -1,727 -2,994 -1,115 4,917 3,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 19.9 0.5 41.9 64.4 51.3 84.7 48.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
15 22 5 36 27 54 51
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 353,563
COMMITMENTS
117,111 78,564 3,401 193,153 140,961 313,666 222,927 39,898 130,637
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 9,923)
-4,428 13,461 -1,673 10,088 -10,762 3,987 1,026 5,936 8,897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 22.2 1.0 54.6 39.9 88.7 63.1 11.3 36.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
79 56 15 46 38 130 104
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 73,361
COMMITMENTS
31,905 1,074 210 17,230 59,894 49,345 61,178 24,016 12,183
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 6,931)
4,156 540 -47 1,618 5,360 5,726 5,852 1,205 1,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 1.5 0.3 23.5 81.6 67.3 83.4 32.7 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 3 1 12 16 29 19
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 23,780
COMMITMENTS
1,038 8,557 0 15,907 10,449 16,945 19,007 6,835 4,773
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,157)
-1,001 387 -106 -577 -840 -1,684 -559 2,841 1,716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 36.0 0.0 66.9 43.9 71.3 79.9 28.7 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 12 0 26 18 29 30
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 159,560
COMMITMENTS
30,381 23,330 1,053 115,635 118,839 147,069 143,222 12,491 16,338
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 17,038)
7,644 5,836 -100 12,379 10,337 19,923 16,073 -2,885 965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 14.6 0.7 72.5 74.5 92.2 89.8 7.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
13 26 4 29 37 45 64
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 34,186
COMMITMENTS
8,548 5,790 1,032 11,295 21,244 20,875 28,066 13,311 6,120
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 658)
-3,957 -862 42 21 1,370 -3,894 550 4,552 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 16.9 3.0 33.0 62.1 61.1 82.1 38.9 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
17 14 4 18 21 38 38
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 122,272
COMMITMENTS
351 6,551 2,732 57,500 77,641 60,583 86,924 61,689 35,348
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -4,196)
52 667 0 -3,470 -5,597 -3,418 -4,930 -778 734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 5.4 2.2 47.0 63.5 49.5 71.1 50.5 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 15 3 16 22 21 39
Updated January 28, 2005