MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,850
COMMITMENTS
2,093 1,868 3,934 16,889 14,078 22,917 19,880 4,933 7,970
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 176)
-579 -47 -71 682 24 33 -94 143 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 6.7 14.1 60.6 50.5 82.3 71.4 17.7 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 5 13 24 19 39 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 101,550
COMMITMENTS
11,977 15,125 28,097 45,152 29,525 85,226 72,747 16,324 28,803
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,004)
-195 5,179 5,268 556 -4,759 5,628 5,688 -4,625 -4,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 14.9 27.7 44.5 29.1 83.9 71.6 16.1 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
42 53 59 26 34 103 125
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 4,013
COMMITMENTS
598 1,718 304 1,508 782 2,410 2,804 1,603 1,210
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 342)
182 280 -106 -7 11 69 184 273 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 42.8 7.6 37.6 19.5 60.1 69.9 39.9 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 17 5 8 4 23 21
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 158,274
COMMITMENTS
41,205 10,824 23,261 73,308 81,705 137,774 115,790 20,501 42,484
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -12,082)
-9,136 -1,022 -3,421 1,789 -5,251 -10,768 -9,694 -1,314 -2,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 6.8 14.7 46.3 51.6 87.0 73.2 13.0 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
65 24 52 78 111 168 173
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,711
COMMITMENTS
1,166 447 268 964 1,883 2,398 2,599 1,313 1,112
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 177)
53 70 61 183 78 296 209 -119 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 12.1 7.2 26.0 50.7 64.6 70.0 35.4 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
9 12 8 17 18 31 33
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,596
COMMITMENTS
10,964 2,794 4,255 7,933 5,449 23,152 12,498 5,443 16,098
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -643)
-643 161 83 -94 -851 -654 -607 12 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 9.8 14.9 27.7 19.1 81.0 43.7 19.0 56.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
43 30 25 47 52 106 93
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 105,438
COMMITMENTS
10,145 42,277 3,221 65,838 34,899 79,205 80,396 26,234 25,042
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -1,790)
-1,904 -2,569 -547 841 3,301 -1,610 185 -180 -1,975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 40.1 3.1 62.4 33.1 75.1 76.2 24.9 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
11 23 9 31 24 48 50
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 71,164
COMMITMENTS
2,295 39,433 136 59,616 7,805 62,046 47,373 9,118 23,791
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 9,045)
-72 9,113 7 10,820 -326 10,754 8,794 -1,709 251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 55.4 0.2 83.8 11.0 87.2 66.6 12.8 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 24 2 18 8 22 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 102,036
COMMITMENTS
77,044 3,764 420 16,182 93,248 93,646 97,432 8,389 4,603
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -3,317)
-1,399 727 96 -2,401 -4,599 -3,704 -3,776 387 459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.5 3.7 0.4 15.9 91.4 91.8 95.5 8.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
59 14 4 16 19 78 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 90,938
COMMITMENTS
14,723 22,221 2,384 53,112 47,035 70,219 71,640 20,719 19,297
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 5,665)
-2,849 4,945 910 9,554 -1,317 7,615 4,538 -1,951 1,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 24.4 2.6 58.4 51.7 77.2 78.8 22.8 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
16 21 7 23 17 42 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 211,440
COMMITMENTS
9,769 48,965 4,820 171,879 131,877 186,469 185,663 24,971 25,777
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -4,765)
-885 -9,641 391 -2,939 798 -3,433 -8,453 -1,332 3,687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 23.2 2.3 81.3 62.4 88.2 87.8 11.8 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
16 28 11 33 34 55 67
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 202,468
COMMITMENTS
27,330 38,310 20,604 101,842 83,544 149,776 142,458 52,692 60,010
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 11,349)
1,591 3,011 4,390 6,742 571 12,723 7,972 -1,374 3,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 18.9 10.2 50.3 41.3 74.0 70.4 26.0 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
29 39 26 31 32 76 81
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,500,687
COMMITMENTS
671,399 641,237 3935248 7785316 7234796 12391963 11811281 1108725 1689406
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 79,606)
4,135 56,765 -3,481 104,285 23,973 104,939 77,257 -25,333 2,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 4.7 29.1 57.7 53.6 91.8 87.5 8.2 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
57 76 114 144 143 273 268
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 770,220
COMMITMENTS
61,199 68,505 51,860 506,475 509,799 619,534 630,164 150,687 140,057
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -6,304)
2,074 -8,520 -5,763 1,159 -1,668 -2,531 -15,952 -3,773 9,648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 8.9 6.7 65.8 66.2 80.4 81.8 19.6 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
37 46 53 101 68 177 128
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,072,731
COMMITMENTS
181,256 243,124 19,417 510,362 705,852 711,035 968,393 361,696 104,337
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 40,923)
4,947 31,934 -7,977 22,631 16,504 19,601 40,461 21,322 461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 22.7 1.8 47.6 65.8 66.3 90.3 33.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
45 56 29 56 60 120 126
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,515
COMMITMENTS
725 1,306 0 5,426 9,871 6,151 11,177 5,364 338
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -168)
0 -203 0 81 595 81 392 -249 -560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 11.3 0.0 47.1 85.7 53.4 97.1 46.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 0 11 14 12 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 29,492
COMMITMENTS
10,998 6,172 0 14,395 17,843 25,393 24,015 4,099 5,477
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 800)
-67 1,638 0 360 1,512 293 3,150 507 -2,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 20.9 0.0 48.8 60.5 86.1 81.4 13.9 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 5 0 16 17 24 22
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,706
COMMITMENTS
7,570 17,666 25 37,102 25,586 44,697 43,277 10,009 11,429
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -3,908)
2,845 -2,662 -29 -1,819 -1,787 997 -4,479 -4,905 571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 32.3 0.0 67.8 46.8 81.7 79.1 18.3 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
16 19 2 35 29 52 49
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 315,597
COMMITMENTS
89,727 115,504 6,302 190,688 160,058 286,717 281,865 28,880 33,732
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -17,526)
12,405 -29,704 3,822 -35,682 18,998 -19,455 -6,884 1,929 -10,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 36.6 2.0 60.4 50.7 90.8 89.3 9.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
54 81 12 42 39 103 125
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 92,930
COMMITMENTS
20,411 9,038 4,245 47,819 63,035 72,475 76,318 20,455 16,612
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,572)
-3,183 -596 138 3,002 -7 -43 -466 1,615 2,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 9.7 4.6 51.5 67.8 78.0 82.1 22.0 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 10 4 22 15 33 27
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,655
COMMITMENTS
776 13,017 112 29,972 18,519 30,860 31,648 5,795 5,007
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -308)
-345 15 107 -251 -122 -489 0 181 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 35.5 0.3 81.8 50.5 84.2 86.3 15.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 12 3 27 26 32 39
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 243,092
COMMITMENTS
51,814 36,174 1,967 178,864 189,301 232,645 227,442 10,447 15,650
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -5,814)
-888 -3,779 -409 -5,224 -1,122 -6,521 -5,310 707 -504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 14.9 0.8 73.6 77.9 95.7 93.6 4.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
16 38 10 35 48 57 90
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 43,289
COMMITMENTS
13,340 6,554 276 15,253 23,324 28,869 30,154 14,420 13,135
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,633)
3,350 665 10 -3,213 -1,874 147 -1,199 1,486 2,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 15.1 0.6 35.2 53.9 66.7 69.7 33.3 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
29 14 3 18 27 49 43
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 29,330
COMMITMENTS
7,160 350 42 15,964 2,397 23,166 2,789 6,164 26,541
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,972)
409 -573 25 114 -256 548 -804 1,424 2,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 1.2 0.1 54.4 8.2 79.0 9.5 21.0 90.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
11 1 2 11 4 22 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 75,849
COMMITMENTS
4,466 5,718 445 51,633 28,469 56,544 34,632 19,305 41,217
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,489)
1,320 1,335 -146 95 39 1,269 1,228 220 261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 7.5 0.6 68.1 37.5 74.5 45.7 25.5 54.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 14 2 19 29 24 45
Updated May 27, 2005