MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,674
COMMITMENTS
2,672 1,915 4,005 16,207 14,054 22,884 19,974 4,790 7,700
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 827)
1,007 -41 -186 499 612 1,320 385 -492 443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 6.9 14.5 58.6 50.8 82.7 72.2 17.3 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
14 5 14 23 19 40 35
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 100,547
COMMITMENTS
12,173 9,946 22,829 44,596 34,284 79,598 67,059 20,948 33,488
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -329)
-2,402 -333 1,002 -183 -2,354 -1,582 -1,685 1,253 1,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 9.9 22.7 44.4 34.1 79.2 66.7 20.8 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
40 42 49 28 36 100 106
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,671
COMMITMENTS
416 1,438 410 1,515 771 2,342 2,619 1,330 1,052
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -116)
20 -58 7 -22 -35 5 -86 -122 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 39.2 11.2 41.3 21.0 63.8 71.3 36.2 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 11 5 8 4 21 16
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 170,356
COMMITMENTS
50,341 11,846 26,682 71,519 86,957 148,541 125,485 21,815 44,872
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 14,973)
4,403 318 3,907 5,228 7,810 13,538 12,035 1,434 2,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 7.0 15.7 42.0 51.0 87.2 73.7 12.8 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
74 34 56 74 109 182 175
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,535
COMMITMENTS
1,113 378 208 781 1,805 2,102 2,391 1,432 1,144
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -100)
112 46 25 -111 -193 26 -121 -127 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 10.7 5.9 22.1 51.1 59.5 67.6 40.5 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 8 10 16 16 33 31
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,239
COMMITMENTS
11,607 2,633 4,173 8,027 6,300 23,807 13,106 5,432 16,133
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 232)
1,454 482 -626 -386 143 441 -0 -210 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 9.0 14.3 27.5 21.5 81.4 44.8 18.6 55.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
48 28 23 48 49 109 87
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 107,229
COMMITMENTS
12,049 44,845 3,768 64,997 31,598 80,815 80,211 26,414 27,017
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 13,459)
-312 5,492 2,017 12,938 4,071 14,643 11,580 -1,184 1,879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 41.8 3.5 60.6 29.5 75.4 74.8 24.6 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
16 21 10 32 20 52 47
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 62,119
COMMITMENTS
2,367 30,320 129 48,796 8,131 51,292 38,580 10,827 23,540
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 17,424)
-32 10,720 27 16,058 303 16,053 11,050 1,371 6,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 48.8 0.2 78.6 13.1 82.6 62.1 17.4 37.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 19 2 17 10 22 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 105,352
COMMITMENTS
78,443 3,037 324 18,583 97,848 97,350 101,208 8,002 4,144
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -2,031)
-1,154 -1,273 -7 -683 -529 -1,844 -1,810 -187 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.5 2.9 0.3 17.6 92.9 92.4 96.1 7.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
63 11 4 16 21 81 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 85,273
COMMITMENTS
17,572 17,276 1,474 43,557 48,352 62,604 67,102 22,669 18,171
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -6,057)
-8,354 11,475 943 2,690 -22,722 -4,721 -10,304 -1,336 4,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 20.3 1.7 51.1 56.7 73.4 78.7 26.6 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
18 16 5 20 17 39 37
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 216,205
COMMITMENTS
10,654 58,606 4,430 174,818 131,079 189,902 194,115 26,303 22,090
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 28,755)
-9,710 29,303 251 44,642 -596 35,184 28,958 -6,429 -203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 27.1 2.0 80.9 60.6 87.8 89.8 12.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
16 25 9 32 31 52 61
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 191,119
COMMITMENTS
25,739 35,299 16,214 95,100 82,973 137,053 134,486 54,066 56,633
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 19,566)
1,495 9,485 1,671 16,127 5,849 19,292 17,005 273 2,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 18.5 8.5 49.8 43.4 71.7 70.4 28.3 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
31 34 24 34 32 78 77
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,421,082
COMMITMENTS
667,264 584,472 3938729 7681031 7210823 12287023 11734024 1134058 1687058
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 64,010)
50,411 -157,909 -43,691 -20,101 239,382 -13,382 37,782 77,392 26,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 4.4 29.3 57.2 53.7 91.6 87.4 8.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
60 73 116 143 142 272 269
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 776,524
COMMITMENTS
59,125 77,025 57,624 505,315 511,467 622,064 646,116 154,460 130,408
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 5,539)
-2,410 4,691 672 3,001 -2,264 1,264 3,099 4,275 2,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 9.9 7.4 65.1 65.9 80.1 83.2 19.9 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
46 51 66 105 69 192 145
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,031,808
COMMITMENTS
176,309 211,191 27,394 487,731 689,348 691,434 927,932 340,374 103,876
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -16,765)
-21,768 -41,982 1,924 -10,108 39,898 -29,952 -159 13,187 -16,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 20.5 2.7 47.3 66.8 67.0 89.9 33.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
44 63 31 57 58 120 133
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,683
COMMITMENTS
725 1,509 0 5,345 9,276 6,070 10,785 5,613 898
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -154)
0 80 0 -43 13 -43 93 -111 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 12.9 0.0 45.7 79.4 52.0 92.3 48.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 0 10 13 11 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 28,692
COMMITMENTS
11,065 4,534 0 14,035 16,331 25,100 20,865 3,592 7,827
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 773)
1,652 925 -27 -1,277 -14 348 884 425 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 15.8 0.0 48.9 56.9 87.5 72.7 12.5 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 6 0 17 18 23 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,614
COMMITMENTS
4,725 20,328 54 38,921 27,374 43,700 47,756 14,914 10,858
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 415)
200 2,096 -16 3,391 -1,404 3,575 676 -3,160 -261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 34.7 0.1 66.4 46.7 74.6 81.5 25.4 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
13 24 4 36 34 51 60
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 333,123
COMMITMENTS
77,323 145,208 2,481 226,369 141,060 306,173 288,749 26,950 44,374
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -28,910)
350 -18,195 724 -22,862 9,619 -21,787 -7,852 -7,123 -21,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 43.6 0.7 68.0 42.3 91.9 86.7 8.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
42 81 12 44 40 91 128
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 91,358
COMMITMENTS
23,593 9,634 4,108 44,817 63,042 72,518 76,784 18,840 14,574
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -2,718)
-9,371 5,246 -642 11,583 -11,033 1,571 -6,428 -4,289 3,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 10.5 4.5 49.1 69.0 79.4 84.0 20.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 9 5 20 15 35 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,963
COMMITMENTS
1,121 13,002 5 30,223 18,641 31,349 31,648 5,614 5,315
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 1,582)
0 -159 0 1,528 1,914 1,528 1,755 54 -173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 35.2 0.0 81.8 50.4 84.8 85.6 15.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 12 1 27 27 30 39
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 248,906
COMMITMENTS
52,701 39,953 2,376 184,089 190,423 239,166 232,752 9,740 16,154
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 12,623)
-2,030 6,425 312 11,800 6,690 10,082 13,427 2,541 -804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 16.1 1.0 74.0 76.5 96.1 93.5 3.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
16 40 11 32 47 56 90
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 41,657
COMMITMENTS
9,990 5,889 266 18,466 25,198 28,722 31,353 12,935 10,304
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 1,315)
19 481 -383 1,591 897 1,227 995 88 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 14.1 0.6 44.3 60.5 68.9 75.3 31.1 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
24 15 3 20 30 47 46
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 27,358
COMMITMENTS
6,751 923 17 15,850 2,653 22,618 3,593 4,740 23,765
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -2,746)
-232 -7 2 66 405 -164 400 -2,582 -3,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 3.4 0.1 57.9 9.7 82.7 13.1 17.3 86.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 3 2 10 5 19 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 74,360
COMMITMENTS
3,146 4,383 591 51,538 28,430 55,275 33,404 19,085 40,956
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 1,941)
-30 148 68 -97 604 -59 820 2,000 1,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 5.9 0.8 69.3 38.2 74.3 44.9 25.7 55.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 14 3 19 28 24 43
Updated May 20, 2005