MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,991
COMMITMENTS
1,675 1,767 3,369 16,116 12,926 21,161 18,062 4,831 7,929
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 863)
5 -6 243 632 333 880 570 -17 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 6.8 13.0 62.0 49.7 81.4 69.5 18.6 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 4 13 26 18 41 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 93,147
COMMITMENTS
10,493 25,372 17,964 49,569 21,361 78,026 64,698 15,120 28,449
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -6,160)
-294 1,467 -1,082 -1,927 -5,730 -3,304 -5,346 -2,856 -814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 27.2 19.3 53.2 22.9 83.8 69.5 16.2 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
28 59 45 27 27 89 108
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,850
COMMITMENTS
541 1,349 460 1,134 759 2,135 2,568 1,715 1,283
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -329)
-101 -253 -161 -93 15 -356 -399 27 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 35.0 11.9 29.5 19.7 55.4 66.7 44.6 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 19 13 5 5 24 28
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 142,285
COMMITMENTS
30,725 26,826 19,323 75,390 63,835 125,438 109,984 16,847 32,301
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -1,883)
5 8,074 -3,214 1,940 -4,268 -1,270 592 -613 -2,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 18.9 13.6 53.0 44.9 88.2 77.3 11.8 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
48 58 48 65 86 138 177
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,910
COMMITMENTS
1,068 617 304 1,075 1,605 2,447 2,526 1,463 1,384
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -43)
-122 -38 44 -162 -181 -239 -174 196 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 15.8 7.8 27.5 41.0 62.6 64.6 37.4 35.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
13 8 10 17 15 31 32
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,186
COMMITMENTS
6,973 3,014 3,986 8,706 4,433 19,665 11,433 5,521 13,752
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -242)
-1,383 693 413 730 -242 -240 864 -2 -1,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 12.0 15.8 34.6 17.6 78.1 45.4 21.9 54.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
36 25 28 45 41 101 77
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 73,338
COMMITMENTS
17,781 16,984 1,237 21,994 36,558 41,012 54,779 32,325 18,559
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 4,955)
6,265 -11,524 -414 -5,515 19,325 337 7,387 4,619 -2,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 23.2 1.7 30.0 49.8 55.9 74.7 44.1 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 15 5 23 26 43 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 72,042
COMMITMENTS
1,579 43,966 0 61,527 4,662 63,106 48,628 8,936 23,414
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -2,042)
-1,326 -2,520 0 -2,477 300 -3,803 -2,220 1,761 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 61.0 0.0 85.4 6.5 87.6 67.5 12.4 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 26 0 13 4 14 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 104,562
COMMITMENTS
84,146 4,965 8 11,902 93,386 96,056 98,359 8,506 6,203
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,938)
1,750 601 -116 1,345 1,346 2,979 1,831 -1,042 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.5 4.7 0.0 11.4 89.3 91.9 94.1 8.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
66 6 2 13 16 80 23
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 67,753
COMMITMENTS
13,891 26,948 1,145 34,097 21,188 49,133 49,281 18,620 18,472
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -3,639)
-259 -4,320 -306 -2,612 2,092 -3,176 -2,534 -463 -1,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 39.8 1.7 50.3 31.3 72.5 72.7 27.5 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
13 19 4 16 17 30 39
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 164,409
COMMITMENTS
8,603 49,126 5,382 124,834 80,162 138,820 134,671 25,589 29,738
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -4,358)
2,317 -11,916 -2 -8,138 8,973 -5,823 -2,944 1,465 -1,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 29.9 3.3 75.9 48.8 84.4 81.9 15.6 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
15 30 9 28 22 48 56
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 176,090
COMMITMENTS
26,175 44,015 18,437 77,585 55,847 122,197 118,298 53,892 57,791
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 2,585)
-448 -217 416 4,810 2,593 4,778 2,792 -2,193 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 25.0 10.5 44.1 31.7 69.4 67.2 30.6 32.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
35 39 30 27 30 77 84
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 11,227,238
COMMITMENTS
619,246 610,625 3090699 6514175 5888063 10224121 9589388 1003117 1637850
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 90,393)
16,273 -3,853 77,292 30,358 -8,929 123,922 64,510 -33,530 25,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 5.4 27.5 58.0 52.4 91.1 85.4 8.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
55 64 105 131 133 247 247
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 705,627
COMMITMENTS
54,508 44,788 31,736 480,675 516,813 566,919 593,337 138,708 112,290
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -136,513)
-3,107 -23,231 -19,504 -88,798 -65,442 -111,410 -108,177 -25,104 -28,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 6.3 4.5 68.1 73.2 80.3 84.1 19.7 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
39 35 48 90 62 158 116
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 823,479
COMMITMENTS
90,696 187,275 17,804 452,461 510,197 560,961 715,277 262,518 108,202
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -421,612)
-112,054 -25,497 -47,552 -158,169 -330,194 -317,776 -403,244 -103,836 -18,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 22.7 2.2 54.9 62.0 68.1 86.9 31.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
36 51 27 61 57 114 118
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,771
COMMITMENTS
725 205 0 6,327 10,544 7,052 10,749 4,719 1,022
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -5,209)
-286 -3,554 -113 -3,002 -809 -3,401 -4,476 -1,808 -733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 1.7 0.0 53.8 89.6 59.9 91.3 40.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 14 15 15 16
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 24,589
COMMITMENTS
6,063 2,305 228 14,193 19,026 20,484 21,559 4,105 3,030
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -18,524)
-4,649 -3,341 -863 -11,564 -13,072 -17,076 -17,276 -1,448 -1,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 9.4 0.9 57.7 77.4 83.3 87.7 16.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 4 1 13 18 16 23
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 44,900
COMMITMENTS
8,356 7,414 80 21,757 29,275 30,193 36,769 14,707 8,132
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -30,906)
-613 -4,259 -1,753 -22,104 -7,339 -24,470 -13,351 -6,437 -17,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 16.5 0.2 48.5 65.2 67.2 81.9 32.8 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
14 16 1 31 25 45 42
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 186,729
COMMITMENTS
63,311 78,813 1,223 99,808 65,112 164,342 145,148 22,388 41,581
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -218,924)
-22,950 -31,367 -14,810 -99,360 -155,740 -137,120 -201,916 -81,805 -17,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 42.2 0.7 53.5 34.9 88.0 77.7 12.0 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
54 53 8 40 32 98 89
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 86,103
COMMITMENTS
36,605 2,955 224 23,891 74,613 60,720 77,792 25,383 8,311
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 24,449)
16,759 -1,528 -614 1,979 28,729 18,124 26,587 6,325 -2,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 3.4 0.3 27.7 86.7 70.5 90.3 29.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
18 3 1 13 22 31 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 28,844
COMMITMENTS
488 3,298 0 23,179 18,752 23,667 22,050 5,176 6,793
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -16,683)
-67 -11,140 -886 -12,275 -6,779 -13,228 -18,805 -3,455 2,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 11.4 0.0 80.4 65.0 82.1 76.4 17.9 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 8 0 29 23 31 31
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 217,430
COMMITMENTS
17,014 52,430 948 185,182 153,033 203,145 206,411 14,285 11,020
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -90,006)
-31,254 15,429 -21,607 -23,530 -58,288 -76,391 -64,466 -13,615 -25,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 24.1 0.4 85.2 70.4 93.4 94.9 6.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
20 39 9 32 42 56 86
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,541
COMMITMENTS
10,451 5,820 442 9,802 16,869 20,695 23,131 10,846 8,410
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 80)
750 -1,395 104 -43 2,132 811 841 -731 -761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 18.5 1.4 31.1 53.5 65.6 73.3 34.4 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
21 11 4 13 17 37 30
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 30,013
COMMITMENTS
1,265 2,942 793 12,885 22,692 14,943 26,427 15,070 3,586
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 146)
-567 -902 100 825 356 358 -446 -212 592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 9.8 2.6 42.9 75.6 49.8 88.1 50.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 12 3 14 20 19 34
Updated June 24, 2005