MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,088
COMMITMENTS
1,692 2,159 4,993 16,663 15,189 23,349 22,342 6,739 7,746
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,288)
-39 68 407 1,142 516 1,510 990 -222 298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 7.2 16.6 55.4 50.5 77.6 74.3 22.4 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
12 6 14 23 18 39 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 99,796
COMMITMENTS
16,797 9,069 24,175 42,481 37,425 83,453 70,669 16,343 29,127
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,890)
1,319 3,814 2,528 40 -1,024 3,886 5,318 4 -1,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 9.1 24.2 42.6 37.5 83.6 70.8 16.4 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
46 38 59 28 35 110 113
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,826
COMMITMENTS
392 1,486 420 1,639 765 2,451 2,671 1,375 1,155
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 758)
208 516 98 49 -37 355 577 403 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 38.8 11.0 42.8 20.0 64.1 69.8 35.9 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
11 12 8 8 3 22 20
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 156,675
COMMITMENTS
45,945 11,475 21,384 70,051 79,957 137,381 112,816 19,294 43,860
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 6,039)
4,826 1,035 2,178 -2,669 -556 4,335 2,657 1,704 3,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 7.3 13.6 44.7 51.0 87.7 72.0 12.3 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
61 31 42 63 102 150 156
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,879
COMMITMENTS
1,200 442 402 1,215 2,634 2,817 3,478 2,062 1,401
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -50)
-193 147 -34 -73 -305 -300 -193 250 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 9.1 8.2 24.9 54.0 57.7 71.3 42.3 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
16 7 8 19 16 37 29
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,852
COMMITMENTS
10,287 2,293 6,297 9,313 7,446 25,897 16,035 5,955 15,816
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 851)
-254 800 208 145 -340 99 668 751 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 7.2 19.8 29.2 23.4 81.3 50.3 18.7 49.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
53 25 31 49 50 119 94
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 92,366
COMMITMENTS
13,713 38,118 2,350 48,040 30,932 64,103 71,399 28,264 20,967
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 9,571)
142 8,191 153 9,546 -1,061 9,841 7,283 -270 2,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 41.3 2.5 52.0 33.5 69.4 77.3 30.6 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
18 15 6 27 20 47 39
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 35,064
COMMITMENTS
3,504 12,129 1 21,122 7,719 24,627 19,849 10,437 15,215
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -1,371)
-81 -3,177 0 -1,584 1,107 -1,665 -2,070 295 699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 34.6 0.0 60.2 22.0 70.2 56.6 29.8 43.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 7 1 10 8 16 15
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 99,147
COMMITMENTS
71,277 5,197 57 19,424 91,149 90,758 96,402 8,390 2,745
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 6,278)
6,435 1,042 -1 -491 4,859 5,944 5,900 334 378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.9 5.2 0.1 19.6 91.9 91.5 97.2 8.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
53 16 2 18 18 72 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 87,877
COMMITMENTS
29,298 5,474 818 33,734 70,510 63,850 76,803 24,026 11,074
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -2,786)
-3,036 -965 -2,083 -995 1,602 -6,114 -1,446 3,327 -1,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 6.2 0.9 38.4 80.2 72.7 87.4 27.3 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
23 9 4 16 15 41 26
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 165,535
COMMITMENTS
10,403 42,651 4,313 123,500 92,610 138,215 139,573 27,320 25,962
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -3,128)
3,527 -18,644 1,388 -8,262 16,910 -3,347 -347 218 -2,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 25.8 2.6 74.6 55.9 83.5 84.3 16.5 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
15 25 8 31 29 48 60
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 165,528
COMMITMENTS
23,706 18,287 17,927 71,711 79,436 113,344 115,651 52,183 49,877
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 13,596)
1,547 572 -392 8,098 5,155 9,253 5,336 4,343 8,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 11.0 10.8 43.3 48.0 68.5 69.9 31.5 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
31 26 26 33 27 76 67
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 75,436
COMMITMENTS
31,384 6,000 168 41,254 62,100 72,806 68,268 2,630 7,168
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 7,888)
327 6,000 110 7,860 1,330 8,297 7,440 -409 448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 8.0 0.2 54.7 82.3 96.5 90.5 3.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 2 14 18 18 22
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,010,217
COMMITMENTS
629,239 707,849 3768891 7434138 6762124 11832269 11238864 1177948 1771353
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 94,709)
59,749 71,346 -131,663 149,317 79,951 77,403 19,633 17,306 75,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 5.4 29.0 57.1 52.0 90.9 86.4 9.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
57 67 109 137 141 254 264
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 768,101
COMMITMENTS
63,892 74,024 50,468 501,273 519,756 615,633 644,248 152,468 123,853
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 21,928)
-1,088 -5,494 3,920 6,139 10,812 8,971 9,237 12,958 12,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 9.6 6.6 65.3 67.7 80.2 83.9 19.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
52 39 57 102 68 183 135
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 985,606
COMMITMENTS
210,064 212,389 21,862 453,804 644,038 685,730 878,288 299,876 107,318
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -11,003)
3,566 -8,997 814 2,474 -5,510 6,854 -13,693 -17,857 2,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 21.5 2.2 46.0 65.3 69.6 89.1 30.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
45 52 26 56 63 115 127
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,848
COMMITMENTS
725 1,238 0 5,444 9,263 6,169 10,501 5,679 1,347
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 34)
0 -33 0 -353 -29 -353 -62 387 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 10.4 0.0 45.9 78.2 52.1 88.6 47.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 0 10 13 11 16
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 27,269
COMMITMENTS
7,315 765 82 16,579 17,928 23,976 18,775 3,293 8,494
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -143)
1,682 270 -17 -901 -146 764 107 -907 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 2.8 0.3 60.8 65.7 87.9 68.9 12.1 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 3 2 19 18 26 22
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 61,392
COMMITMENTS
6,844 20,440 83 36,076 27,903 43,003 48,426 18,389 12,967
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,237)
1,512 2,027 -45 -57 1,762 1,410 3,744 1,827 -507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 33.3 0.1 58.8 45.4 70.0 78.9 30.0 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
17 25 2 35 34 53 60
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 342,390
COMMITMENTS
79,234 146,895 1,439 221,396 127,338 302,069 275,672 40,320 66,717
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 14,503)
-716 -1,587 112 24,300 -1,528 23,697 -3,003 -9,193 17,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 42.9 0.4 64.7 37.2 88.2 80.5 11.8 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
38 84 8 47 36 90 123
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 96,275
COMMITMENTS
28,449 4,203 8,366 35,983 73,751 72,799 86,320 23,477 9,956
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 4,931)
7,281 -1,016 1,879 -4,772 8,799 4,388 9,663 542 -4,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 4.4 8.7 37.4 76.6 75.6 89.7 24.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
18 6 6 20 18 41 27
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 34,505
COMMITMENTS
1,121 13,276 5 28,032 16,626 29,158 29,907 5,347 4,597
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,501)
0 812 0 714 1,212 714 2,024 787 -522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 38.5 0.0 81.2 48.2 84.5 86.7 15.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 14 1 26 29 29 43
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 218,835
COMMITMENTS
56,240 28,545 2,035 147,905 169,766 206,180 200,346 12,655 18,489
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 22,109)
5,687 -82 224 11,149 14,991 17,060 15,133 5,049 6,976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 13.0 0.9 67.6 77.6 94.2 91.6 5.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
19 38 11 30 43 54 87
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 38,020
COMMITMENTS
10,270 6,697 235 15,282 21,517 25,787 28,449 12,233 9,571
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -316)
201 -1,592 0 -938 120 -737 -1,472 421 1,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 17.6 0.6 40.2 56.6 67.8 74.8 32.2 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
23 13 2 17 25 42 39
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 27,672
COMMITMENTS
8,452 666 15 13,779 1,719 22,246 2,400 5,426 25,272
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 40)
-537 -238 0 1,036 93 499 -145 -459 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 2.4 0.1 49.8 6.2 80.4 8.7 19.6 91.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 2 1 9 4 18 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 69,239
COMMITMENTS
3,576 4,144 443 52,024 24,062 56,043 28,649 13,196 40,590
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -394)
-2,091 0 -136 121 1,289 -2,106 1,153 1,712 -1,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 6.0 0.6 75.1 34.8 80.9 41.4 19.1 58.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 12 1 19 27 23 40
Updated April 29, 2005