MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,796
COMMITMENTS
1,802 2,602 5,473 19,308 17,406 26,583 25,480 6,213 7,316
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 659)
-312 85 53 701 233 442 370 217 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 7.9 16.7 58.9 53.1 81.1 77.7 18.9 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
14 6 17 26 25 45 43
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 98,120
COMMITMENTS
17,756 5,960 21,170 40,006 37,850 78,932 64,980 19,188 33,139
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -2,255)
69 -1,193 -1,725 -197 -489 -1,853 -3,406 -402 1,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 6.1 21.6 40.8 38.6 80.4 66.2 19.6 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
47 33 51 30 35 118 97
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,578
COMMITMENTS
274 1,273 631 1,725 465 2,630 2,369 948 1,209
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 249)
90 140 2 35 47 127 190 123 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 35.6 17.6 48.2 13.0 73.5 66.2 26.5 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 16 8 9 3 22 22
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 145,394
COMMITMENTS
39,003 11,037 21,677 69,074 72,942 129,754 105,657 15,640 39,738
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -8,359)
-4,691 -574 -523 -489 -5,657 -5,703 -6,754 -2,656 -1,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 7.6 14.9 47.5 50.2 89.2 72.7 10.8 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
47 44 45 66 95 138 165
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,832
COMMITMENTS
2,062 197 512 676 3,382 3,249 4,090 2,583 1,742
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -62)
-128 9 -29 -73 -120 -229 -139 166 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 3.4 8.8 11.6 58.0 55.7 70.1 44.3 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
22 7 8 12 17 38 28
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,652
COMMITMENTS
6,829 1,943 6,649 9,771 5,456 23,249 14,049 4,403 13,603
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 151)
64 278 70 452 -310 586 38 -435 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 7.0 24.0 35.3 19.7 84.1 50.8 15.9 49.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
33 18 27 45 49 92 84
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 97,273
COMMITMENTS
11,119 14,470 2,863 54,058 62,430 68,040 79,764 29,233 17,509
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 5,453)
192 -2,138 563 4,680 8,993 5,435 7,418 18 -1,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 14.9 2.9 55.6 64.2 69.9 82.0 30.1 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
13 13 6 25 21 42 36
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 55,434
COMMITMENTS
4,839 8,240 823 30,473 30,065 36,135 39,128 19,299 16,305
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 1,863)
994 -6,866 -13 -7,323 9,050 -6,343 2,171 8,206 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 14.9 1.5 55.0 54.2 65.2 70.6 34.8 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 6 2 12 8 18 15
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 97,970
COMMITMENTS
71,256 8,496 471 14,126 83,104 85,854 92,072 12,116 5,898
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 8,490)
7,149 230 155 -106 6,972 7,198 7,357 1,292 1,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.7 8.7 0.5 14.4 84.8 87.6 94.0 12.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
58 10 2 17 24 76 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 82,059
COMMITMENTS
29,369 4,316 339 26,579 63,150 56,287 67,805 25,772 14,254
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 6,474)
2,393 -433 -627 1,308 6,512 3,074 5,452 3,399 1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 5.3 0.4 32.4 77.0 68.6 82.6 31.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
22 8 2 13 17 36 26
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 181,565
COMMITMENTS
13,628 39,254 3,888 128,974 112,111 146,489 155,253 35,076 26,313
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 2,002)
969 2,886 136 -3,035 -2,627 -1,930 394 3,931 1,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 21.6 2.1 71.0 61.7 80.7 85.5 19.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
17 19 8 25 27 45 51
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 209,095
COMMITMENTS
26,135 24,525 21,123 89,089 92,502 136,346 138,149 72,748 70,945
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 21,191)
1,340 -3,910 4,394 1,299 5,576 7,033 6,060 14,159 15,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 11.7 10.1 42.6 44.2 65.2 66.1 34.8 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
25 36 28 34 29 77 75
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 31,945
COMMITMENTS
10,366 1,640 250 17,388 26,192 28,004 28,082 3,941 3,863
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -14,674)
-1,082 1,640 107 -14,670 -14,412 -15,645 -12,665 971 -2,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 5.1 0.8 54.4 82.0 87.7 87.9 12.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 8 17 10 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 12,432,581
COMMITMENTS
698,156 1043668 3561218 7167184 6141595 11426558 10746480 1006023 1686101
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 760,802)
48,878 176,475 386,969 262,119 92,188 697,966 655,632 62,836 105,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 8.4 28.6 57.6 49.4 91.9 86.4 8.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
53 68 97 131 142 238 259
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 743,152
COMMITMENTS
62,450 81,258 29,806 489,147 519,106 581,402 630,170 161,749 112,982
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 1,482)
-1,373 1,943 -5,185 -940 5,524 -7,498 2,282 8,980 -799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 10.9 4.0 65.8 69.9 78.2 84.8 21.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
49 30 44 100 69 170 122
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 921,693
COMMITMENTS
208,053 241,788 15,260 390,658 554,610 613,970 811,658 307,723 110,035
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -36,074)
18,673 49,330 2,162 -31,735 -100,750 -10,900 -49,259 -25,174 13,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 26.2 1.7 42.4 60.2 66.6 88.1 33.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
36 63 26 55 54 110 124
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,321
COMMITMENTS
1,610 240 0 5,998 11,525 7,608 11,765 5,713 1,556
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 16)
3 240 0 158 -222 161 18 -145 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 1.8 0.0 45.0 86.5 57.1 88.3 42.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 15 11 18 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 31,121
COMMITMENTS
2,487 5,872 269 23,781 17,964 26,537 24,105 4,584 7,016
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 742)
-327 222 43 883 -553 599 -288 143 1,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 18.9 0.9 76.4 57.7 85.3 77.5 14.7 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 5 2 20 18 24 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 87,506
COMMITMENTS
4,644 19,342 393 36,942 53,618 41,979 73,353 45,527 14,153
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 7,860)
-1,734 2,058 -217 3,035 3,428 1,083 5,269 6,777 2,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 22.1 0.4 42.2 61.3 48.0 83.8 52.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
14 24 6 35 29 54 54
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 475,103
COMMITMENTS
114,855 106,549 3,859 311,799 163,993 430,512 274,401 44,591 200,702
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 56,490)
12,974 11,405 -653 31,378 7,089 43,699 17,841 12,791 38,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 22.4 0.8 65.6 34.5 90.6 57.8 9.4 42.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
49 71 15 44 37 100 116
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 97,405
COMMITMENTS
49,621 3,999 1,610 14,805 82,566 66,036 88,176 31,369 9,229
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 6,428)
5,272 -3,920 1,032 -843 9,014 5,460 6,126 969 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.9 4.1 1.7 15.2 84.8 67.8 90.5 32.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
21 3 3 10 23 33 27
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,666
COMMITMENTS
1,375 13,495 260 23,598 13,479 25,233 27,234 6,433 4,431
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 4,324)
111 2,683 186 4,812 1,274 5,109 4,143 -785 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 42.6 0.8 74.5 42.6 79.7 86.0 20.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 13 3 29 19 36 33
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 200,022
COMMITMENTS
49,807 32,202 1,430 136,171 152,812 187,408 186,444 12,614 13,578
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 22,149)
10,339 3,779 819 10,971 18,311 22,130 22,909 19 -760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 16.1 0.7 68.1 76.4 93.7 93.2 6.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
15 33 6 26 40 46 74
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 39,231
COMMITMENTS
10,314 7,374 1,028 14,426 23,395 25,768 31,797 13,463 7,434
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -39)
459 -1,855 18 -922 969 -445 -868 406 829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 18.8 2.6 36.8 59.6 65.7 81.1 34.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
19 15 4 16 22 38 40
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 119,517
COMMITMENTS
290 6,910 2,531 56,342 77,515 59,163 86,956 60,354 32,561
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -395)
-110 -5 10 -3,019 -1,434 -3,119 -1,429 2,724 1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.8 2.1 47.1 64.9 49.5 72.8 50.5 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 15 4 20 26 25 43
Updated February 25, 2005