MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,591
COMMITMENTS
2,075 2,382 4,897 17,874 16,208 24,846 23,487 5,746 7,105
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -2,993)
-860 12 -397 -996 -1,835 -2,253 -2,221 -740 -772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 7.8 16.0 58.4 53.0 81.2 76.8 18.8 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
12 8 14 26 25 44 41
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 106,446
COMMITMENTS
22,220 6,909 23,585 39,638 42,716 85,443 73,210 21,003 33,236
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -1,804)
-2,725 1,887 301 246 -1,927 -2,178 261 374 -2,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 6.5 22.2 37.2 40.1 80.3 68.8 19.7 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
54 40 55 32 39 127 106
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,698
COMMITMENTS
253 1,008 418 1,292 356 1,963 1,782 735 916
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 308)
-238 539 125 503 -167 389 496 -81 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 37.4 15.5 47.9 13.2 72.8 66.1 27.2 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 16 7 8 2 19 20
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 161,403
COMMITMENTS
47,313 9,866 24,475 68,883 81,984 140,671 116,325 20,732 45,078
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -4,924)
4,307 1,558 -6,474 -1,057 -1,392 -3,223 -6,308 -1,701 1,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 6.1 15.2 42.7 50.8 87.2 72.1 12.8 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
66 38 59 81 109 183 180
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,929
COMMITMENTS
2,278 233 512 577 3,207 3,368 3,952 2,562 1,977
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 1,091)
534 11 168 28 388 730 567 361 524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 3.9 8.6 9.7 54.1 56.8 66.7 43.2 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
26 6 9 12 21 42 33
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,177
COMMITMENTS
6,010 1,434 5,900 8,350 5,386 20,259 12,720 4,917 12,457
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 2,888)
-443 204 1,515 1,096 424 2,168 2,143 720 745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 5.7 23.4 33.2 21.4 80.5 50.5 19.5 49.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
34 17 30 41 45 92 79
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 91,515
COMMITMENTS
10,959 18,894 1,636 49,676 49,792 62,271 70,322 29,244 21,193
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 6,121)
-1,667 7,260 86 9,844 -3,412 8,264 3,933 -2,143 2,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 20.6 1.8 54.3 54.4 68.0 76.8 32.0 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
14 16 4 26 21 43 38
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 57,640
COMMITMENTS
3,364 20,545 531 41,738 17,981 45,633 39,057 12,006 18,582
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 4,909)
-3,038 6,743 -3 7,270 -5,364 4,230 1,377 679 3,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 35.6 0.9 72.4 31.2 79.2 67.8 20.8 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 15 2 15 4 21 20
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 83,194
COMMITMENTS
58,339 6,733 359 14,771 72,202 73,469 79,294 9,725 3,900
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 3,390)
4,667 -41 -344 -1,257 3,768 3,066 3,382 325 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.1 8.1 0.4 17.8 86.8 88.3 95.3 11.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
52 10 3 13 24 68 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 66,736
COMMITMENTS
15,190 5,081 369 28,999 45,861 44,558 51,311 22,178 15,425
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -1,934)
-4,176 2,548 -1,632 4,593 -4,066 -1,214 -3,150 -719 1,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 7.6 0.6 43.5 68.7 66.8 76.9 33.2 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
13 8 2 13 11 28 19
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 183,184
COMMITMENTS
19,880 34,223 2,254 124,105 120,814 146,239 157,290 36,946 25,894
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -11,434)
-10,374 3,545 -742 2,261 -23,557 -8,855 -20,753 -2,579 9,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 18.7 1.2 67.7 66.0 79.8 85.9 20.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
18 18 7 22 23 44 44
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 188,550
COMMITMENTS
24,842 28,785 11,624 81,484 86,563 117,950 126,973 70,600 61,577
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 17,513)
-648 5,750 -6,305 7,664 5,327 711 4,772 16,801 12,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 15.3 6.2 43.2 45.9 62.6 67.3 37.4 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
25 28 23 34 28 71 67
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 46,619
COMMITMENTS
11,448 0 143 32,058 40,604 43,649 40,747 2,970 5,872
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 3,981)
52 0 -46 3,609 3,941 3,615 3,895 366 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 0.0 0.3 68.8 87.1 93.6 87.4 6.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 0 2 13 22 18 24
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 11,421,856
COMMITMENTS
697,821 868,854 3067185 6698293 5902752 10463299 9838791 958,557 1583064
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 95,086)
58,765 128,261 -44,489 48,272 -50,666 62,548 33,106 32,539 61,980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 7.6 26.9 58.6 51.7 91.6 86.1 8.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
59 64 95 128 135 234 250
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 731,050
COMMITMENTS
63,038 80,599 29,455 482,265 508,813 574,758 618,866 156,293 112,184
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 19,724)
872 -1,723 3,809 12,121 9,955 16,802 12,041 2,922 7,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 11.0 4.0 66.0 69.6 78.6 84.7 21.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
48 38 50 97 68 175 126
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 890,991
COMMITMENTS
177,642 189,177 11,804 396,193 597,793 585,639 798,774 305,352 92,217
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 60,630)
18,465 25,794 -508 16,230 49,139 34,188 74,425 26,442 -13,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 21.2 1.3 44.5 67.1 65.7 89.7 34.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
37 54 20 53 51 107 108
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,338
COMMITMENTS
1,769 0 0 5,907 11,829 7,676 11,829 5,662 1,509
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 254)
370 0 0 124 119 494 119 -240 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 0.0 0.0 44.3 88.7 57.5 88.7 42.5 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 0 13 13 17 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 30,541
COMMITMENTS
3,035 5,495 211 23,037 19,547 26,283 25,253 4,258 5,288
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 1,566)
864 135 7 -201 1,704 670 1,846 896 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 18.0 0.7 75.4 64.0 86.1 82.7 13.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 6 2 18 18 24 25
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 79,509
COMMITMENTS
5,183 16,050 1,019 33,738 50,493 39,940 67,561 39,569 11,947
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 3,931)
-2,068 349 359 1,634 902 -75 1,611 4,006 2,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 20.2 1.3 42.4 63.5 50.2 85.0 49.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
14 20 6 37 28 54 51
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 383,503
COMMITMENTS
85,537 113,267 2,480 264,928 113,981 352,945 229,728 30,558 153,775
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 13,259)
2,315 12,633 169 9,404 -15,423 11,888 -2,622 1,370 15,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 29.5 0.6 69.1 29.7 92.0 59.9 8.0 40.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
58 65 14 47 35 110 109
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 78,757
COMMITMENTS
35,995 8,572 540 16,987 61,001 53,522 70,113 25,235 8,643
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -3,778)
-1,452 5,995 -1,863 181 -6,677 -3,134 -2,545 -644 -1,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.7 10.9 0.7 21.6 77.5 68.0 89.0 32.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
16 6 3 13 20 31 27
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 24,840
COMMITMENTS
933 9,512 0 16,905 11,182 17,838 20,694 7,002 4,145
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 656)
-71 688 0 252 331 181 1,019 475 -363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 38.3 0.0 68.1 45.0 71.8 83.3 28.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 13 0 27 18 30 31
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 161,934
COMMITMENTS
33,303 26,485 712 119,430 119,139 153,445 146,336 8,489 15,598
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 1,229)
1,921 3,713 -402 5,363 -268 6,882 3,043 -5,653 -1,814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 16.4 0.4 73.8 73.6 94.8 90.4 5.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
16 26 4 28 36 47 63
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 37,788
COMMITMENTS
9,478 8,027 1,010 13,831 22,193 24,319 31,230 13,469 6,558
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 2,383)
400 813 -2 1,487 1,236 1,885 2,047 498 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 21.2 2.7 36.6 58.7 64.4 82.6 35.6 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 16 4 18 19 38 38
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 119,893
COMMITMENTS
437 6,336 2,917 59,665 73,391 63,019 82,644 56,873 37,249
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -1,406)
-157 5 79 -1,533 -2,441 -1,611 -2,357 205 951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.3 2.4 49.8 61.2 52.6 68.9 47.4 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 15 6 19 23 26 42
Updated February 11, 2005