MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,128
COMMITMENTS
1,670 1,773 3,126 15,484 12,593 20,280 17,492 4,848 7,636
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 401)
250 -63 -10 207 297 447 224 -47 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 7.1 12.4 61.6 50.1 80.7 69.6 19.3 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 5 11 25 18 39 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 99,307
COMMITMENTS
10,787 23,906 19,047 51,496 27,091 81,330 70,044 17,977 29,263
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -1,438)
383 2,959 -4,147 2,001 -878 -1,763 -2,067 325 629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 24.1 19.2 51.9 27.3 81.9 70.5 18.1 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
30 61 45 35 34 95 113
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 4,180
COMMITMENTS
643 1,602 621 1,227 744 2,491 2,967 1,689 1,212
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 121)
117 -102 -4 -87 28 26 -78 94 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 38.3 14.9 29.4 17.8 59.6 71.0 40.4 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
12 18 15 6 5 27 30
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 144,168
COMMITMENTS
30,720 18,752 22,537 73,450 68,102 126,708 109,392 17,460 34,776
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -7,584)
-4,542 5,727 -1,368 932 -7,690 -4,978 -3,331 -2,606 -4,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 13.0 15.6 50.9 47.2 87.9 75.9 12.1 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
49 54 51 71 93 149 178
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,953
COMMITMENTS
1,189 655 260 1,237 1,785 2,686 2,700 1,267 1,253
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 228)
-46 193 -11 125 -132 67 49 161 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 16.6 6.6 31.3 45.2 68.0 68.3 32.0 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 13 8 18 19 34 35
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,428
COMMITMENTS
8,357 2,321 3,573 7,976 4,676 19,905 10,569 5,522 14,859
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -1,100)
-1,578 -552 -109 596 452 -1,091 -209 -9 -892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 9.1 14.1 31.4 18.4 78.3 41.6 21.7 58.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
38 23 23 40 43 95 75
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 68,382
COMMITMENTS
11,516 28,509 1,651 27,509 17,233 40,676 47,392 27,707 20,990
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -30,357)
1,256 -7,810 184 -29,722 -20,207 -28,282 -27,833 -2,075 -2,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 41.7 2.4 40.2 25.2 59.5 69.3 40.5 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
13 21 7 25 23 43 46
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 74,084
COMMITMENTS
2,905 46,486 0 64,004 4,362 66,909 50,848 7,175 23,236
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -16,281)
962 -769 -1 -14,427 -14,653 -13,466 -15,423 -2,815 -858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 62.7 0.0 86.4 5.9 90.3 68.6 9.7 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 26 0 12 3 14 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 102,624
COMMITMENTS
82,396 4,364 124 10,557 92,040 93,077 96,528 9,548 6,096
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -18,452)
1,809 1,127 -2,788 -16,831 -17,515 -17,810 -19,176 -642 724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.3 4.3 0.1 10.3 89.7 90.7 94.1 9.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
63 6 2 11 18 75 25
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 71,392
COMMITMENTS
14,149 31,268 1,451 36,709 19,096 52,309 51,815 19,083 19,577
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -32,140)
-526 8,199 63 -25,523 -38,394 -25,986 -30,133 -6,154 -2,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 43.8 2.0 51.4 26.7 73.3 72.6 26.7 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
13 22 5 18 15 33 40
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 168,766
COMMITMENTS
6,287 61,042 5,384 132,973 71,189 144,643 137,615 24,124 31,151
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -22,389)
1,410 18,920 2,406 -20,404 -47,377 -16,588 -26,051 -5,802 3,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 36.2 3.2 78.8 42.2 85.7 81.5 14.3 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
11 33 9 34 22 50 59
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 173,504
COMMITMENTS
26,623 44,232 18,021 72,776 53,254 117,419 115,507 56,085 57,998
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -46,951)
3,581 5,815 3,664 -59,138 -61,311 -51,893 -51,832 4,942 4,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 25.5 10.4 41.9 30.7 67.7 66.6 32.3 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
35 41 27 28 30 79 82
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 11,136,845
COMMITMENTS
602,973 614,478 3013407 6483818 5896992 10100198 9524878 1036647 1611967
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -2,927,316)
-200,914 80,928 -1179416 -1402555 -1746105 -2782885 -2844594 -144,431 -82,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 5.5 27.1 58.2 53.0 90.7 85.5 9.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
62 55 99 131 135 242 244
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 842,141
COMMITMENTS
57,615 68,019 51,240 569,473 582,255 678,329 701,514 163,812 140,626
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 55,739)
-3,196 3,244 -2,333 57,606 53,636 52,076 54,547 3,663 1,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 8.1 6.1 67.6 69.1 80.5 83.3 19.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
41 44 57 105 73 183 137
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,245,090
COMMITMENTS
202,750 212,772 65,357 610,630 840,391 878,737 1118520 366,354 126,570
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 122,483)
3,505 -2,756 26,942 69,595 76,139 100,042 100,325 22,441 22,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 17.1 5.2 49.0 67.5 70.6 89.8 29.4 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
52 51 47 73 63 148 138
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 16,980
COMMITMENTS
1,011 3,759 113 9,329 11,353 10,453 15,225 6,527 1,755
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 1,329)
0 52 82 478 655 560 789 769 540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 22.1 0.7 54.9 66.9 61.6 89.7 38.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 2 15 15 18 19
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 43,113
COMMITMENTS
10,712 5,646 1,091 25,757 32,098 37,560 38,835 5,553 4,278
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 10,125)
416 2,153 749 7,382 8,541 8,547 11,443 1,578 -1,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 13.1 2.5 59.7 74.5 87.1 90.1 12.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 7 6 18 21 27 32
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 75,807
COMMITMENTS
8,969 11,673 1,833 43,860 36,614 54,662 50,120 21,144 25,687
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 18,919)
-288 132 1,773 7,508 10,106 8,993 12,011 9,926 6,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 15.4 2.4 57.9 48.3 72.1 66.1 27.9 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
16 20 6 44 39 63 64
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 405,654
COMMITMENTS
86,261 110,180 16,032 199,169 220,852 301,462 347,064 104,192 58,589
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 86,251)
6,214 -1,185 8,588 37,417 41,735 52,219 49,139 34,032 37,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 27.2 4.0 49.1 54.4 74.3 85.6 25.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
57 54 24 52 42 119 111
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 61,654
COMMITMENTS
19,846 4,483 838 21,913 45,885 42,596 51,205 19,058 10,449
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -28,215)
4,280 1,892 -354 -31,081 -25,805 -27,155 -24,267 -1,060 -3,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 7.3 1.4 35.5 74.4 69.1 83.1 30.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 7 3 14 19 25 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 45,526
COMMITMENTS
555 14,438 886 35,454 25,531 36,895 40,855 8,631 4,671
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 6,557)
-494 558 441 5,290 5,988 5,237 6,987 1,320 -430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 31.7 1.9 77.9 56.1 81.0 89.7 19.0 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 14 4 31 29 37 44
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 307,436
COMMITMENTS
48,268 37,001 22,555 208,713 211,321 279,536 270,877 27,900 36,560
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 57,056)
-748 3,777 18,342 21,806 18,887 39,399 41,006 17,657 16,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 12.0 7.3 67.9 68.7 90.9 88.1 9.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
20 39 22 43 50 77 98
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,461
COMMITMENTS
9,701 7,215 338 9,845 14,737 19,884 22,290 11,577 9,171
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -21,574)
-4,326 593 -2,446 -7,459 -11,326 -14,231 -13,179 -7,343 -8,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 22.9 1.1 31.3 46.8 63.2 70.8 36.8 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
21 12 2 13 16 35 30
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 29,867
COMMITMENTS
1,832 3,844 693 12,060 22,336 14,585 26,873 15,282 2,994
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -46,271)
-2,820 -1,884 -76 -40,774 -7,132 -43,670 -9,092 -2,601 -37,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 12.9 2.3 40.4 74.8 48.8 90.0 51.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 12 3 15 21 20 36
Updated June 17, 2005