MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,895
COMMITMENTS
1,005 1,573 2,383 14,970 11,400 18,358 15,355 4,537 7,540
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -3,755)
-92 -340 -950 -2,081 -1,782 -3,123 -3,072 -632 -683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 6.9 10.4 65.4 49.8 80.2 67.1 19.8 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 3 10 24 17 35 28
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 101,431
COMMITMENTS
11,620 25,646 24,403 49,590 22,371 85,614 72,420 15,817 29,010
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 4,296)
1,683 -882 2,641 -574 861 3,751 2,619 546 1,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 25.3 24.1 48.9 22.1 84.4 71.4 15.6 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
32 66 49 26 28 96 114
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,062
COMMITMENTS
537 896 341 782 638 1,660 1,875 1,402 1,187
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -472)
52 -244 29 -293 -148 -211 -362 -261 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 29.3 11.1 25.5 20.8 54.2 61.2 45.8 38.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 18 13 7 3 28 24
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 136,667
COMMITMENTS
29,500 31,444 17,148 73,186 59,782 119,834 108,374 16,834 28,293
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -922)
981 1,658 493 -3,074 -1,361 -1,600 790 678 -1,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 23.0 12.5 53.6 43.7 87.7 79.3 12.3 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
49 60 49 64 91 135 186
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,583
COMMITMENTS
840 800 182 1,225 1,455 2,248 2,438 1,335 1,145
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -499)
-227 50 -53 -157 -74 -437 -77 -63 -422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 22.3 5.1 34.2 40.6 62.7 68.0 37.3 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 12 6 15 14 26 30
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,646
COMMITMENTS
8,944 2,222 4,242 8,357 6,007 21,543 12,472 5,103 14,174
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 1,435)
976 60 187 138 692 1,301 939 134 496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 8.3 15.9 31.4 22.5 80.9 46.8 19.1 53.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
50 19 29 49 51 111 90
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 76,199
COMMITMENTS
20,346 15,492 1,252 23,593 40,042 45,192 56,786 31,008 19,414
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,372)
-1,595 -3,691 102 1,693 669 200 -2,920 -1,572 1,548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 20.3 1.6 31.0 52.5 59.3 74.5 40.7 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
18 12 4 26 25 46 39
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 74,572
COMMITMENTS
1,694 47,234 0 63,939 4,733 65,633 51,967 8,939 22,605
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 870)
-70 1,049 0 398 -135 328 914 542 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 63.3 0.0 85.7 6.3 88.0 69.7 12.0 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 29 0 12 4 14 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 104,826
COMMITMENTS
82,608 4,353 222 13,690 94,527 96,519 99,102 8,306 5,724
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 3,474)
4,878 388 -281 -840 3,830 3,757 3,937 -284 -463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.8 4.2 0.2 13.1 90.2 92.1 94.5 7.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
63 5 2 15 16 78 23
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 77,211
COMMITMENTS
10,847 31,735 1,180 42,553 24,454 54,580 57,369 22,631 19,842
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 7,553)
1,933 2,883 4 1,304 4,150 3,241 7,037 4,311 515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 41.1 1.5 55.1 31.7 70.7 74.3 29.3 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
12 23 3 18 17 31 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 183,904
COMMITMENTS
8,902 63,782 6,538 141,732 79,425 157,172 149,746 26,731 34,158
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 10,827)
783 1,075 855 8,283 8,331 9,921 10,260 906 567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 34.7 3.6 77.1 43.2 85.5 81.4 14.5 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
14 36 8 29 25 48 64
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 190,431
COMMITMENTS
22,899 46,196 21,953 83,647 59,320 128,499 127,469 61,932 62,963
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 15,097)
-9,015 2,882 2,242 11,970 838 5,196 5,961 9,901 9,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 24.3 11.5 43.9 31.2 67.5 66.9 32.5 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
32 44 35 34 31 84 92
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 85,384
COMMITMENTS
25,048 921 295 53,089 75,560 78,432 76,776 6,952 8,608
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 8,957)
-274 0 50 8,568 8,818 8,344 8,868 613 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 1.1 0.3 62.2 88.5 91.9 89.9 8.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 2 9 16 13 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 12,010,388
COMMITMENTS
698,755 640,768 3545932 6718220 6118827 10962907 10305528 1047480 1704860
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 457,961)
-29,653 78,038 336,716 116,901 -60,449 423,964 354,304 33,997 103,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 5.3 29.5 55.9 50.9 91.3 85.8 8.7 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
64 61 108 139 140 256 261
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 709,930
COMMITMENTS
51,933 46,885 34,006 486,401 524,273 572,340 605,163 137,590 104,766
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -2,348)
2,797 -196 2,497 -4,575 -782 719 1,519 -3,068 -3,867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 6.6 4.8 68.5 73.8 80.6 85.2 19.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
44 36 51 90 64 161 124
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 883,912
COMMITMENTS
147,609 200,844 20,123 454,014 560,480 621,746 781,446 262,166 102,466
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 23,766)
14,027 33,328 2,498 5,131 -19,046 21,656 16,780 2,110 6,985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 22.7 2.3 51.4 63.4 70.3 88.4 29.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
44 56 27 61 59 120 127
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,442
COMMITMENTS
1,272 358 0 6,466 10,962 7,738 11,320 4,704 1,122
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 237)
312 134 0 -44 13 268 147 -31 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 2.9 0.0 52.0 88.1 62.2 91.0 37.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 14 16 17 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 31,128
COMMITMENTS
9,414 1,017 123 17,547 26,504 27,084 27,644 4,044 3,484
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 3,010)
2,408 -375 -169 397 4,136 2,636 3,592 374 -582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 3.3 0.4 56.4 85.1 87.0 88.8 13.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 2 1 18 19 28 22
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,424
COMMITMENTS
6,897 8,170 105 25,702 32,882 32,704 41,158 17,720 9,266
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 821)
113 -39 105 -72 100 146 166 676 655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 16.2 0.2 51.0 65.2 64.9 81.6 35.1 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
12 15 1 32 26 44 42
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 240,602
COMMITMENTS
81,637 108,814 2,076 134,137 76,784 217,850 187,673 22,752 52,929
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 18,575)
9,314 21,289 737 16,128 1,204 26,179 23,230 -7,604 -4,655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 45.2 0.9 55.8 31.9 90.5 78.0 9.5 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
61 61 13 43 32 111 99
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 61,738
COMMITMENTS
16,534 7,962 236 25,868 40,451 42,638 48,649 19,100 13,090
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -9,618)
-7,913 6,523 7 980 -21,781 -6,925 -15,252 -2,692 5,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 12.9 0.4 41.9 65.5 69.1 78.8 30.9 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 8 1 19 20 30 28
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,260
COMMITMENTS
879 4,319 0 23,467 18,478 24,346 22,797 4,914 6,463
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 273)
114 800 0 321 135 435 935 -162 -662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 14.8 0.0 80.2 63.2 83.2 77.9 16.8 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 10 0 28 23 31 33
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 241,825
COMMITMENTS
24,192 45,732 1,543 201,903 183,238 227,638 230,513 14,187 11,312
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 6,965)
7,447 534 669 -322 6,418 7,793 7,621 -828 -656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 18.9 0.6 83.5 75.8 94.1 95.3 5.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
25 43 9 36 47 65 95
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,698
COMMITMENTS
11,333 5,454 640 10,364 19,385 22,337 25,479 10,361 7,219
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 361)
708 -371 131 78 355 917 115 -556 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 16.7 2.0 31.7 59.3 68.3 77.9 31.7 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
23 12 4 14 19 40 33
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 17,351
COMMITMENTS
4,964 200 0 9,396 2,200 14,360 2,400 2,991 14,951
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 1.2 0.0 54.2 12.7 82.8 13.8 17.2 86.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 1 0 8 4 17 5
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 28,918
COMMITMENTS
1,295 2,807 694 13,609 21,807 15,598 25,308 13,320 3,610
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -606)
30 -85 1 -143 -435 -112 -519 -494 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 9.7 2.4 47.1 75.4 53.9 87.5 46.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 12 3 13 19 18 33
Updated July 8, 2005