MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,801
COMMITMENTS
1,397 2,126 2,207 14,540 11,614 18,144 15,947 4,657 6,853
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 288)
313 368 -194 276 125 395 298 -107 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 9.3 9.7 63.8 50.9 79.6 69.9 20.4 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
13 6 15 22 17 39 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 94,959
COMMITMENTS
14,279 21,488 20,125 48,393 25,861 82,797 67,474 12,163 27,485
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -6,323)
-1,428 748 -2,398 -508 -1,352 -4,334 -3,003 -1,989 -3,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 22.6 21.2 51.0 27.2 87.2 71.1 12.8 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
36 48 46 27 31 99 96
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 146,767
COMMITMENTS
34,578 42,025 18,340 75,578 57,863 128,496 118,227 18,271 28,540
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 3,253)
1,284 5,185 -857 1,044 -758 1,470 3,570 1,783 -317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 28.6 12.5 51.5 39.4 87.6 80.6 12.4 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
50 69 51 60 83 136 184
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,606
COMMITMENTS
898 1,352 432 1,218 724 2,547 2,508 2,058 2,098
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 21)
-122 227 -26 84 -317 -65 -116 86 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 29.4 9.4 26.4 15.7 55.3 54.4 44.7 45.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
11 19 6 15 11 29 33
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,429
COMMITMENTS
10,599 3,951 6,810 9,680 8,816 27,090 19,577 6,339 13,852
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,718)
1,483 1,182 105 -239 577 1,349 1,864 369 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 11.8 20.4 29.0 26.4 81.0 58.6 19.0 41.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
41 24 30 59 55 119 98
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 117,038
COMMITMENTS
45,327 18,548 1,295 32,900 78,308 79,522 98,151 37,516 18,887
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 17,806)
10,793 -1,213 -55 3,581 17,925 14,319 16,658 3,487 1,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 15.8 1.1 28.1 66.9 67.9 83.9 32.1 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
26 15 3 26 27 53 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 67,410
COMMITMENTS
6,485 34,107 407 48,828 15,343 55,720 49,857 11,690 17,553
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -4,411)
440 -4,149 373 -7,391 2,936 -6,578 -840 2,167 -3,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 50.6 0.6 72.4 22.8 82.7 74.0 17.3 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 16 2 7 11 13 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 99,095
COMMITMENTS
75,044 858 262 15,027 92,175 90,333 93,295 8,762 5,800
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,636)
-694 -542 -166 1,595 1,917 736 1,209 901 427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.7 0.9 0.3 15.2 93.0 91.2 94.1 8.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
63 5 3 17 14 81 21
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 76,127
COMMITMENTS
20,468 18,208 776 34,538 36,214 55,781 55,198 20,346 20,929
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 928)
9,374 -8,386 15 -10,243 11,663 -854 3,292 1,783 -2,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 23.9 1.0 45.4 47.6 73.3 72.5 26.7 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
15 15 3 17 24 33 41
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 195,062
COMMITMENTS
10,471 39,202 5,123 147,883 122,186 163,476 166,511 31,586 28,551
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -10,226)
-235 -22,711 113 -13,489 19,735 -13,611 -2,864 3,385 -7,362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 20.1 2.6 75.8 62.6 83.8 85.4 16.2 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
10 30 7 27 33 42 65
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 175,793
COMMITMENTS
26,335 26,584 13,720 80,716 83,966 120,770 124,270 55,022 51,523
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 4,192)
-1,779 2,380 809 3,605 3,512 2,635 6,701 1,557 -2,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 15.1 7.8 45.9 47.8 68.7 70.7 31.3 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
32 35 26 29 26 74 74
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 9,004
COMMITMENTS
4,581 0 0 3,125 8,020 7,706 8,020 1,298 984
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.9 0.0 0.0 34.7 89.1 85.6 89.1 14.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 0 0 5 10 12 10
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,206,863
COMMITMENTS
744,900 1009087 4037144 7427024 6456721 12209067 11502952 997,796 1703911
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -229,264)
76,842 44,597 -291,400 32,329 38,325 -182,228 -208,478 -47,036 -20,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 7.6 30.6 56.2 48.9 92.4 87.1 7.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
59 67 108 141 150 256 277
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 731,200
COMMITMENTS
55,862 53,659 47,054 480,467 520,934 583,382 621,647 147,818 109,554
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 8,669)
2,773 6,193 2,261 -848 1,393 4,186 9,847 4,484 -1,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 7.3 6.4 65.7 71.2 79.8 85.0 20.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
58 37 63 99 71 185 143
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,076,505
COMMITMENTS
200,007 337,782 28,124 585,504 629,610 813,634 995,515 262,871 80,990
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 21,122)
6,643 51,795 2,078 48,471 9,165 57,192 63,038 -36,070 -41,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 31.4 2.6 54.4 58.5 75.6 92.5 24.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
48 60 34 63 64 130 139
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,323
COMMITMENTS
1,053 0 0 6,439 10,551 7,492 10,551 4,831 1,772
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 125)
0 0 0 -491 -1 -491 -1 616 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.0 0.0 52.3 85.6 60.8 85.6 39.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 15 15 17 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 32,397
COMMITMENTS
7,266 1,604 0 18,671 27,737 25,937 29,341 6,460 3,056
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -640)
-58 -255 -5 -1,004 -434 -1,067 -694 427 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 5.0 0.0 57.6 85.6 80.1 90.6 19.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 4 0 15 19 19 23
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,572
COMMITMENTS
7,176 10,783 419 29,458 34,646 37,054 45,849 17,518 8,722
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 5,667)
-1 2,278 -6 2,236 2,664 2,228 4,936 3,439 732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 19.8 0.8 54.0 63.5 67.9 84.0 32.1 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
13 16 2 33 28 48 44
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 324,520
COMMITMENTS
116,728 75,214 2,782 184,983 194,873 304,493 272,869 20,028 51,651
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 5,296)
-16,555 10,931 620 24,882 -24,440 8,946 -12,889 -3,650 18,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 23.2 0.9 57.0 60.0 93.8 84.1 6.2 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
60 63 16 44 38 114 108
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 75,027
COMMITMENTS
27,090 786 0 23,815 65,167 50,905 65,953 24,122 9,075
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,356)
-2,957 -1,243 0 671 3,846 -2,286 2,603 3,642 -1,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 1.0 0.0 31.7 86.9 67.8 87.9 32.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
15 1 0 12 22 27 23
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 32,014
COMMITMENTS
220 4,338 0 27,736 22,214 27,956 26,552 4,058 5,462
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,189)
-232 209 0 2,349 1,630 2,117 1,838 -928 -649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 13.6 0.0 86.6 69.4 87.3 82.9 12.7 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 10 0 30 27 31 37
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 230,214
COMMITMENTS
12,935 46,883 2,812 202,246 169,797 217,993 219,492 12,221 10,722
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 7,333)
-1,983 2,572 1,295 10,569 2,863 9,881 6,730 -2,547 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 20.4 1.2 87.9 73.8 94.7 95.3 5.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
21 42 14 35 51 62 101
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 50,746
COMMITMENTS
18,892 9,824 748 16,961 29,386 36,601 39,958 14,145 10,788
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 5,343)
3,864 2,811 -73 1,339 3,341 5,130 6,079 213 -736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 19.4 1.5 33.4 57.9 72.1 78.7 27.9 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
29 16 3 20 21 51 39
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 28,589
COMMITMENTS
6,599 268 0 17,477 9,437 24,076 9,705 4,513 18,884
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 2,081)
276 -17 0 1,948 722 2,224 705 -143 1,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 0.9 0.0 61.1 33.0 84.2 33.9 15.8 66.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 1 0 9 8 18 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 35,614
COMMITMENTS
2,218 2,502 0 16,425 24,240 18,643 26,742 16,971 8,872
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 2,131)
715 -494 -29 462 -356 1,148 -879 983 3,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 7.0 0.0 46.1 68.1 52.3 75.1 47.7 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 9 0 15 20 18 29
Updated August 19, 2005