MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,310
COMMITMENTS
1,342 2,512 5,433 17,936 16,434 24,711 24,379 6,600 6,932
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 2,250)
-201 182 629 1,386 958 1,814 1,769 436 481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 8.0 17.4 57.3 52.5 78.9 77.9 21.1 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 8 15 23 20 39 37
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 96,157
COMMITMENTS
18,270 4,781 16,541 44,672 42,432 79,483 63,754 16,673 32,403
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 1,379)
-378 -1,239 1,565 1,317 1,031 2,503 1,357 -1,124 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 5.0 17.2 46.5 44.1 82.7 66.3 17.3 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
56 22 51 30 37 113 97
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,739
COMMITMENTS
133 865 127 1,744 483 2,004 1,476 735 1,263
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -290)
-214 -507 -37 -13 65 -264 -480 -26 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 31.6 4.7 63.7 17.6 73.2 53.9 26.8 46.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 14 3 8 2 15 16
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 168,507
COMMITMENTS
47,291 6,786 24,225 75,831 90,263 147,347 121,274 21,161 47,233
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 2,048)
-6,477 -1,507 2,185 5,430 2,369 1,138 3,046 910 -998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 4.0 14.4 45.0 53.6 87.4 72.0 12.6 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
64 31 51 91 124 186 185
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,570
COMMITMENTS
1,911 322 413 1,072 3,418 3,396 4,153 2,173 1,417
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 191)
-108 85 -12 293 212 173 285 18 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 5.8 7.4 19.2 61.4 61.0 74.6 39.0 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
21 8 8 15 19 40 31
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,351
COMMITMENTS
10,847 976 8,241 7,475 7,750 26,564 16,968 4,787 14,383
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 752)
382 295 484 -89 308 777 1,087 -25 -336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 3.1 26.3 23.8 24.7 84.7 54.1 15.3 45.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
54 17 27 36 51 103 83
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 95,671
COMMITMENTS
43,364 11,699 1,475 16,240 64,428 61,080 77,603 34,592 18,068
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -34,914)
6,959 1,524 -335 -37,441 -14,602 -30,817 -13,412 -4,097 -21,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.3 12.2 1.5 17.0 67.3 63.8 81.1 36.2 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
23 14 6 17 23 45 38
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 39,035
COMMITMENTS
5,242 16,598 1 20,112 11,796 25,355 28,395 13,680 10,640
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -3,292)
-5,413 6,103 0 5,213 -10,728 -200 -4,625 -3,092 1,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 42.5 0.0 51.5 30.2 65.0 72.7 35.0 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 7 1 11 4 18 11
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 65,991
COMMITMENTS
37,662 4,799 269 16,973 56,462 54,905 61,530 11,086 4,460
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -6,181)
-11,948 -389 9 2,762 -7,093 -9,177 -7,473 2,996 1,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.1 7.3 0.4 25.7 85.6 83.2 93.2 16.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
42 16 3 16 18 60 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 73,891
COMMITMENTS
31,328 4,717 846 16,337 57,186 48,512 62,749 25,379 11,142
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -7,404)
-10,734 388 358 6,383 -8,924 -3,993 -8,177 -3,411 773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 6.4 1.1 22.1 77.4 65.7 84.9 34.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
26 8 7 13 15 40 29
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 133,444
COMMITMENTS
16,114 27,585 2,291 85,954 79,897 104,359 109,774 29,085 23,670
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 2,081)
1,543 8,277 677 1,895 -10,435 4,114 -1,481 -2,034 3,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 20.7 1.7 64.4 59.9 78.2 82.3 21.8 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
19 17 8 20 23 40 47
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 140,445
COMMITMENTS
35,489 10,559 10,976 33,677 69,881 80,142 91,416 60,303 49,028
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -5,875)
-4,193 -657 -1,030 -1,094 -4,282 -6,317 -5,969 442 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 7.5 7.8 24.0 49.8 57.1 65.1 42.9 34.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
33 15 22 29 24 68 55
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 74,746
COMMITMENTS
30,399 3,261 0 38,676 64,260 69,075 67,521 5,671 7,225
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 11,500)
10,121 100 0 477 9,623 10,598 9,723 902 1,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 4.4 0.0 51.7 86.0 92.4 90.3 7.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 0 15 17 19 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,307,962
COMMITMENTS
716,972 1216101 4024725 7420125 6292107 12161822 11532933 1146140 1775029
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 914,845)
50,091 60,756 432,723 367,610 355,543 850,424 849,022 64,421 65,823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 9.1 30.2 55.8 47.3 91.4 86.7 8.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
59 73 101 118 130 230 254
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 734,156
COMMITMENTS
58,312 87,555 34,938 489,993 497,529 583,243 620,021 150,914 114,135
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -124,549)
-8,997 -15,563 -10,610 -66,945 -85,969 -86,552 -112,142 -37,997 -12,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 11.9 4.8 66.7 67.8 79.4 84.5 20.6 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
47 38 49 98 67 169 130
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 865,243
COMMITMENTS
152,522 166,852 15,787 365,200 579,669 533,508 762,308 331,735 102,935
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -390,910)
-124,323 -62,310 -51,159 -235,761 -181,885 -411,243 -295,353 20,333 -95,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 19.3 1.8 42.2 67.0 61.7 88.1 38.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
42 46 16 47 48 98 101
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,705
COMMITMENTS
1,464 2,113 0 6,069 8,536 7,533 10,649 4,172 1,056
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -8,082)
-1,246 1,505 -1,287 -2,809 -6,135 -5,342 -5,917 -2,740 -2,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 18.1 0.0 51.8 72.9 64.4 91.0 35.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 4 0 13 11 16 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 22,563
COMMITMENTS
7,689 1,614 2 9,616 15,165 17,307 16,781 5,256 5,782
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -25,311)
3,803 -4,394 -5,244 -19,285 -6,659 -20,726 -16,297 -4,585 -9,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 7.2 0.0 42.6 67.2 76.7 74.4 23.3 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 4 1 12 17 18 22
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,933
COMMITMENTS
5,141 17,628 118 34,333 27,148 39,593 44,894 14,340 9,039
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -50,219)
916 393 -3,966 -20,253 -43,362 -23,303 -46,935 -26,916 -3,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 32.7 0.2 63.7 50.3 73.4 83.2 26.6 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
13 23 2 36 30 51 53
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 269,194
COMMITMENTS
77,577 120,002 2,942 152,336 100,329 232,855 223,273 36,338 45,920
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -221,458)
-10,728 12,557 -7,612 -201,372 -105,890 -219,712 -100,945 -1,745 -120,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 44.6 1.1 56.6 37.3 86.5 82.9 13.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
45 68 9 33 36 85 106
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 112,094
COMMITMENTS
57,506 3,401 4,534 21,044 95,805 83,085 103,740 29,009 8,355
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 3,301)
1,372 455 676 1,546 1,357 3,595 2,488 -294 813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.3 3.0 4.0 18.8 85.5 74.1 92.5 25.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
27 2 5 14 18 41 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 28,850
COMMITMENTS
1,190 10,221 0 22,749 12,149 23,939 22,370 4,910 6,480
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -20,348)
-504 -8,567 -1,607 -12,828 -11,389 -14,939 -21,563 -5,409 1,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 35.4 0.0 78.9 42.1 83.0 77.5 17.0 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 11 0 26 24 29 35
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 155,988
COMMITMENTS
37,488 31,669 1,353 98,601 110,261 137,442 143,283 18,546 12,705
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -94,955)
-36,695 -7,142 -13,254 -54,073 -50,802 -104,023 -71,197 9,068 -23,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 20.3 0.9 63.2 70.7 88.1 91.9 11.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
21 32 8 28 41 52 78
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 33,740
COMMITMENTS
12,552 11,210 272 10,196 15,040 23,020 26,522 10,720 7,218
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 1,613)
968 544 36 363 1,608 1,367 2,188 246 -575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 33.2 0.8 30.2 44.6 68.2 78.6 31.8 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
21 14 3 14 19 37 35
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 67,720
COMMITMENTS
3,246 7,628 0 48,325 25,810 51,571 33,438 16,149 34,282
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 242)
-230 0 0 346 -461 116 -461 126 703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 11.3 0.0 71.4 38.1 76.2 49.4 23.8 50.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 13 0 19 29 22 42
Updated March 25, 2005