MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,750
COMMITMENTS
1,521 2,469 5,543 17,971 16,702 25,035 24,714 6,714 7,035
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 439)
179 -43 111 35 268 324 336 115 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 7.8 17.5 56.6 52.6 78.9 77.8 21.1 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
14 5 16 23 20 40 38
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 95,215
COMMITMENTS
17,710 4,590 16,242 44,470 41,765 78,422 62,598 16,793 32,618
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -941)
-560 -191 -299 -201 -666 -1,061 -1,156 119 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 4.8 17.1 46.7 43.9 82.4 65.7 17.6 34.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
55 26 53 28 35 110 100
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,543
COMMITMENTS
102 605 84 1,718 611 1,905 1,300 638 1,243
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -197)
-30 -260 -43 -26 128 -100 -176 -97 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 23.8 3.3 67.6 24.0 74.9 51.1 25.1 48.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 9 3 10 3 16 13
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 171,153
COMMITMENTS
46,651 8,256 25,661 76,418 90,627 148,730 124,544 22,424 46,610
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 2,646)
-640 1,470 1,436 587 364 1,383 3,270 1,263 -624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 4.8 15.0 44.6 53.0 86.9 72.8 13.1 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
72 26 52 92 126 190 187
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,603
COMMITMENTS
2,003 287 437 1,081 3,554 3,521 4,278 2,083 1,326
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 34)
91 -35 24 9 136 124 125 -91 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 5.1 7.8 19.3 63.4 62.8 76.3 37.2 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
22 8 8 16 19 42 31
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,976
COMMITMENTS
9,838 825 7,988 7,216 7,343 25,041 16,155 4,934 13,821
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -1,375)
-1,009 -151 -254 -260 -407 -1,522 -812 147 -563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 2.8 26.6 24.1 24.5 83.5 53.9 16.5 46.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
50 14 21 36 44 97 71
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 87,203
COMMITMENTS
35,542 8,844 1,580 15,917 57,815 53,039 68,238 34,165 18,965
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -8,468)
-7,822 -2,856 105 -324 -6,614 -8,041 -9,365 -427 897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 10.1 1.8 18.3 66.3 60.8 78.3 39.2 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
22 11 6 16 22 43 34
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 43,153
COMMITMENTS
2,168 16,210 1 30,984 11,683 33,153 27,894 10,000 15,259
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 4,118)
-3,074 -388 0 10,872 -113 7,798 -501 -3,680 4,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 37.6 0.0 71.8 27.1 76.8 64.6 23.2 35.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 8 1 13 4 18 12
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 60,731
COMMITMENTS
32,567 8,882 434 20,643 47,478 53,644 56,794 7,087 3,938
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -5,259)
-5,095 4,083 165 3,670 -8,984 -1,261 -4,737 -3,999 -523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.6 14.6 0.7 34.0 78.2 88.3 93.5 11.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
39 16 3 16 18 58 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 69,268
COMMITMENTS
18,568 6,760 1,193 27,760 48,196 47,520 56,148 21,748 13,120
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -4,623)
-12,760 2,043 346 11,423 -8,990 -991 -6,601 -3,631 1,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 9.8 1.7 40.1 69.6 68.6 81.1 31.4 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
20 10 6 17 13 38 28
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 139,691
COMMITMENTS
11,219 41,594 3,117 97,134 67,824 111,470 112,535 28,221 27,156
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 6,248)
-4,895 14,009 826 11,181 -12,074 7,112 2,762 -864 3,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 29.8 2.2 69.5 48.6 79.8 80.6 20.2 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
18 28 10 28 24 50 58
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 149,283
COMMITMENTS
29,904 14,596 15,077 46,698 72,332 91,680 102,005 57,604 47,278
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 8,838)
-5,585 4,037 4,101 13,021 2,451 11,537 10,589 -2,699 -1,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 9.8 10.1 31.3 48.5 61.4 68.3 38.6 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
36 24 32 33 25 82 68
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 10,026
COMMITMENTS
6,097 705 0 2,303 8,695 8,400 9,400 1,626 626
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.8 7.0 0.0 23.0 86.7 83.8 93.8 16.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 0 7 8 12 10
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 79,158
COMMITMENTS
29,932 1,522 0 44,276 69,963 74,208 71,485 4,950 7,673
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 4,412)
-467 -1,739 0 5,600 5,703 5,133 3,964 -721 448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 1.9 0.0 55.9 88.4 93.7 90.3 6.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 0 17 18 20 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,526,398
COMMITMENTS
733,633 1022844 4340486 7450413 6488070 12524532 11851399 1001865 1674998
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 218,435)
16,661 -193,257 315,760 30,288 195,962 362,710 318,466 -144,274 -100,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 7.6 32.1 55.1 48.0 92.6 87.6 7.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
56 75 98 120 132 230 252
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 738,034
COMMITMENTS
57,540 82,197 37,985 489,993 502,313 585,518 622,495 152,516 115,539
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 3,878)
-771 -5,358 3,047 -0 4,784 2,275 2,474 1,602 1,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 11.1 5.1 66.4 68.1 79.3 84.3 20.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
48 36 52 99 68 171 132
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 886,772
COMMITMENTS
146,743 166,938 22,317 389,612 582,939 558,671 772,194 328,101 114,579
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 21,529)
-5,779 86 6,530 24,412 3,269 25,163 9,885 -3,634 11,644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 18.8 2.5 43.9 65.7 63.0 87.1 37.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
38 50 24 50 51 99 114
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,750
COMMITMENTS
725 2,015 0 6,619 8,687 7,344 10,702 4,406 1,048
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 45)
-739 -98 0 550 151 -189 53 234 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 17.1 0.0 56.3 73.9 62.5 91.1 37.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 5 0 14 12 15 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 25,341
COMMITMENTS
9,559 1,551 25 10,207 17,547 19,791 19,123 5,550 6,218
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 2,778)
1,870 -63 23 591 2,382 2,484 2,342 294 436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 6.1 0.1 40.3 69.2 78.1 75.5 21.9 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 4 1 12 18 21 23
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,988
COMMITMENTS
3,986 17,314 116 36,133 27,867 40,235 45,298 15,753 10,691
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 2,056)
-1,155 -314 -2 1,799 719 643 404 1,413 1,652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 30.9 0.2 64.5 49.8 71.9 80.9 28.1 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
10 23 3 37 31 50 54
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 281,334
COMMITMENTS
74,661 116,321 3,684 171,116 115,098 249,460 235,102 31,874 46,232
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 12,140)
-2,916 -3,681 742 18,780 14,769 16,605 11,829 -4,464 311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 41.3 1.3 60.8 40.9 88.7 83.6 11.3 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
36 68 11 39 37 82 109
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 89,331
COMMITMENTS
28,911 3,594 5,796 31,646 70,996 66,354 80,386 22,978 8,945
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -22,763)
-28,595 193 1,262 10,602 -24,808 -16,731 -23,354 -6,032 590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 4.0 6.5 35.4 79.5 74.3 90.0 25.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
15 3 4 21 16 37 22
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 30,288
COMMITMENTS
1,190 10,246 0 24,338 14,099 25,528 24,345 4,760 5,943
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 1,438)
0 25 0 1,588 1,950 1,588 1,975 -150 -536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 33.8 0.0 80.4 46.5 84.3 80.4 15.7 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 12 0 26 24 29 36
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 163,479
COMMITMENTS
33,281 31,832 1,471 111,154 117,247 145,906 150,550 17,573 12,929
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 7,491)
-4,207 163 119 12,552 6,986 8,464 7,267 -973 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 19.5 0.9 68.0 71.7 89.3 92.1 10.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
22 36 9 28 41 54 82
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 37,800
COMMITMENTS
12,140 11,531 351 13,080 16,722 25,571 28,604 12,229 9,196
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 4,060)
-412 321 79 2,884 1,682 2,551 2,082 1,509 1,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 30.5 0.9 34.6 44.2 67.6 75.7 32.4 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
22 15 3 15 20 39 37
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 27,064
COMMITMENTS
10,400 350 0 12,144 1,754 22,544 2,104 4,520 24,960
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 1.3 0.0 44.9 6.5 83.3 7.8 16.7 92.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 1 0 8 3 18 4
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 67,186
COMMITMENTS
3,246 7,728 250 49,123 25,570 52,619 33,548 14,567 33,638
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -534)
0 100 250 798 -240 1,048 110 -1,582 -644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 11.5 0.4 73.1 38.1 78.3 49.9 21.7 50.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 14 1 19 28 23 43
Updated April 1, 2005