MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,137
COMMITMENTS
2,114 2,516 5,421 18,606 17,173 26,141 25,110 5,996 7,027
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 1,545)
39 134 524 732 965 1,295 1,623 250 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 7.8 16.9 57.9 53.4 81.3 78.1 18.7 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
14 6 15 25 24 44 40
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 100,375
COMMITMENTS
17,686 7,152 22,895 40,203 38,339 80,784 68,387 19,590 31,988
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -6,071)
-4,534 243 -690 565 -4,377 -4,659 -4,823 -1,413 -1,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 7.1 22.8 40.1 38.2 80.5 68.1 19.5 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
50 38 52 32 39 120 103
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,328
COMMITMENTS
184 1,132 629 1,690 418 2,503 2,179 825 1,149
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 630)
-69 124 211 398 62 540 397 90 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 34.0 18.9 50.8 12.6 75.2 65.5 24.8 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 17 7 9 3 19 23
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 153,753
COMMITMENTS
43,694 11,611 22,200 69,564 78,600 135,457 112,411 18,296 41,342
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -7,650)
-3,620 1,746 -2,275 680 -3,385 -5,214 -3,914 -2,436 -3,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 7.6 14.4 45.2 51.1 88.1 73.1 11.9 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
57 39 49 74 101 154 169
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,895
COMMITMENTS
2,189 188 540 748 3,501 3,478 4,230 2,417 1,665
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -35)
-89 -45 28 171 294 110 277 -145 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 3.2 9.2 12.7 59.4 59.0 71.8 41.0 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
25 6 9 15 21 42 34
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,501
COMMITMENTS
6,765 1,666 6,580 9,319 5,766 22,663 14,011 4,838 13,490
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 2,324)
754 232 680 970 380 2,404 1,292 -80 1,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 6.1 23.9 33.9 21.0 82.4 50.9 17.6 49.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
35 18 28 44 49 96 84
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 91,820
COMMITMENTS
10,928 16,608 2,300 49,377 53,437 62,605 72,345 29,215 19,475
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 305)
-31 -2,285 664 -299 3,645 334 2,023 -28 -1,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 18.1 2.5 53.8 58.2 68.2 78.8 31.8 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
14 13 5 24 21 41 36
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 53,571
COMMITMENTS
3,845 15,106 837 37,796 21,015 42,478 36,958 11,093 16,613
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -4,069)
481 -5,439 305 -3,942 3,034 -3,155 -2,100 -914 -1,969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 28.2 1.6 70.6 39.2 79.3 69.0 20.7 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 11 2 15 7 22 19
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 89,480
COMMITMENTS
64,107 8,266 316 14,232 76,132 78,655 84,715 10,824 4,765
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 6,285)
5,768 1,534 -43 -539 3,930 5,186 5,421 1,099 865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.6 9.2 0.4 15.9 85.1 87.9 94.7 12.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
55 12 3 17 23 75 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 75,585
COMMITMENTS
26,976 4,749 966 25,271 56,638 53,213 62,353 22,372 13,232
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 8,849)
11,786 -332 597 -3,728 10,777 8,655 11,042 194 -2,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 6.3 1.3 33.4 74.9 70.4 82.5 29.6 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
21 9 3 13 14 36 24
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 179,564
COMMITMENTS
12,658 36,368 3,752 132,009 114,738 148,419 154,858 31,145 24,705
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -3,621)
-7,221 2,145 1,498 7,904 -6,075 2,180 -2,432 -5,801 -1,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 20.3 2.1 73.5 63.9 82.7 86.2 17.3 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
15 18 8 25 25 44 47
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 187,903
COMMITMENTS
24,795 28,434 16,729 87,790 86,926 129,314 132,089 58,590 55,814
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -647)
-48 -351 5,105 6,306 362 11,363 5,117 -12,010 -5,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 15.1 8.9 46.7 46.3 68.8 70.3 31.2 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
24 34 22 34 28 73 69
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 11,671,779
COMMITMENTS
649,278 867,192 3174249 6905066 6049407 10728592 10090848 943,186 1580931
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 249,923)
-48,543 -1,662 107,064 206,773 146,655 265,294 252,056 -15,371 -2,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 7.4 27.2 59.2 51.8 91.9 86.5 8.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
52 64 95 130 140 234 251
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 741,669
COMMITMENTS
63,822 79,315 34,991 490,087 513,582 588,900 627,888 152,769 113,781
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 10,619)
784 -1,284 5,537 7,822 4,769 14,142 9,022 -3,523 1,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 10.7 4.7 66.1 69.2 79.4 84.7 20.6 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
50 40 53 99 70 179 133
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 957,767
COMMITMENTS
189,380 192,458 13,098 422,393 655,361 624,871 860,917 332,896 96,850
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 66,776)
11,737 3,281 1,294 26,200 57,568 39,231 62,143 27,545 4,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 20.1 1.4 44.1 68.4 65.2 89.9 34.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
36 55 23 57 56 111 116
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,305
COMMITMENTS
1,607 0 0 5,840 11,747 7,447 11,747 5,858 1,558
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -33)
-162 0 0 -67 -82 -229 -82 196 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 0.0 0.0 43.9 88.3 56.0 88.3 44.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 0 14 12 17 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 30,379
COMMITMENTS
2,814 5,650 226 22,898 18,517 25,938 24,393 4,441 5,986
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -162)
-221 155 15 -139 -1,030 -345 -860 183 698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 18.6 0.7 75.4 61.0 85.4 80.3 14.6 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 6 2 18 17 23 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 79,646
COMMITMENTS
6,378 17,284 610 33,907 50,190 40,895 68,084 38,750 11,562
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 137)
1,195 1,234 -409 168 -303 955 522 -818 -386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 21.7 0.8 42.6 63.0 51.3 85.5 48.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
17 21 8 38 28 59 53
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 418,613
COMMITMENTS
101,881 95,144 4,511 280,421 156,905 386,813 256,560 31,799 162,053
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 35,109)
16,344 -18,123 2,031 15,493 42,924 33,868 26,832 1,241 8,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 22.7 1.1 67.0 37.5 92.4 61.3 7.6 38.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
60 60 16 47 39 114 108
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 90,976
COMMITMENTS
44,349 7,919 579 15,648 73,553 60,576 82,050 30,400 8,926
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 12,219)
8,354 -653 39 -1,339 12,551 7,054 11,937 5,165 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.7 8.7 0.6 17.2 80.8 66.6 90.2 33.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
19 3 2 10 21 29 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 27,342
COMMITMENTS
1,264 10,812 74 18,786 12,205 20,124 23,091 7,218 4,250
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 2,502)
331 1,300 74 1,881 1,023 2,286 2,397 216 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 39.5 0.3 68.7 44.6 73.6 84.5 26.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 13 1 27 18 32 31
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 177,873
COMMITMENTS
39,468 28,423 611 125,200 134,501 165,279 163,535 12,594 14,338
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 15,939)
6,165 1,938 -101 5,770 15,362 11,834 17,199 4,105 -1,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 16.0 0.3 70.4 75.6 92.9 91.9 7.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
16 28 4 29 39 48 68
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 39,270
COMMITMENTS
9,855 9,229 1,010 15,348 22,426 26,213 32,665 13,057 6,605
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 1,483)
377 1,202 0 1,517 233 1,894 1,435 -411 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 23.5 2.6 39.1 57.1 66.8 83.2 33.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
18 17 4 15 20 36 40
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 119,912
COMMITMENTS
400 6,915 2,521 59,361 78,949 62,282 88,385 57,630 31,527
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 20)
-37 579 -396 -304 5,558 -737 5,741 757 -5,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 5.8 2.1 49.5 65.8 51.9 73.7 48.1 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 16 4 21 28 27 45
Updated February 18, 2005