MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,146
COMMITMENTS
1,463 2,390 2,133 14,753 11,713 18,350 16,236 4,796 6,910
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 345)
66 264 -74 214 99 206 289 140 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 10.3 9.2 63.7 50.6 79.3 70.1 20.7 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 8 15 22 17 39 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 102,576
COMMITMENTS
15,502 19,914 23,514 47,403 27,990 86,419 71,418 16,157 31,158
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 7,617)
1,223 -1,574 3,390 -990 2,128 3,622 3,944 3,995 3,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 19.4 22.9 46.2 27.3 84.2 69.6 15.8 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
35 45 51 29 32 105 99
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 149,135
COMMITMENTS
34,196 37,206 19,914 73,411 61,307 127,521 118,427 21,614 30,707
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 2,368)
-382 -4,818 1,574 -2,167 3,444 -974 200 3,342 2,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 24.9 13.4 49.2 41.1 85.5 79.4 14.5 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
42 66 52 68 90 140 186
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,663
COMMITMENTS
912 1,831 303 1,250 603 2,465 2,736 2,198 1,927
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 58)
14 479 -129 32 -121 -82 229 140 -171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 39.3 6.5 26.8 12.9 52.9 58.7 47.1 41.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 17 6 16 11 29 33
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,463
COMMITMENTS
11,654 3,856 7,130 8,611 9,415 27,394 20,400 6,069 13,063
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 35)
1,054 -94 320 -1,070 598 304 824 -270 -789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 11.5 21.3 25.7 28.1 81.9 61.0 18.1 39.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
44 29 38 53 52 123 99
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 115,619
COMMITMENTS
42,899 17,678 1,379 35,053 77,247 79,331 96,304 36,288 19,315
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -1,419)
-2,429 -870 84 2,153 -1,061 -191 -1,847 -1,228 427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 15.3 1.2 30.3 66.8 68.6 83.3 31.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
26 13 4 24 28 52 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 68,516
COMMITMENTS
3,165 40,709 34 55,438 10,104 58,637 50,847 9,879 17,669
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 1,106)
-3,320 6,602 -373 6,610 -5,239 2,917 990 -1,811 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 59.4 0.0 80.9 14.7 85.6 74.2 14.4 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 19 1 8 10 11 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 81,504
COMMITMENTS
54,681 9,265 420 19,537 64,466 74,638 74,151 6,867 7,353
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -17,591)
-20,363 8,407 158 4,510 -27,709 -15,695 -19,144 -1,895 1,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.1 11.4 0.5 24.0 79.1 91.6 91.0 8.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
43 10 3 17 15 62 26
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 77,829
COMMITMENTS
21,692 16,484 834 35,185 42,345 57,711 59,662 20,118 18,167
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 1,701)
1,224 -1,724 58 647 6,130 1,929 4,464 -228 -2,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 21.2 1.1 45.2 54.4 74.2 76.7 25.8 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
15 14 4 18 26 35 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 194,434
COMMITMENTS
7,256 41,111 5,432 150,986 120,178 163,674 166,722 30,760 27,712
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -628)
-3,214 1,909 310 3,103 -2,008 198 211 -826 -839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 21.1 2.8 77.7 61.8 84.2 85.7 15.8 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
12 31 8 28 33 45 67
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 171,898
COMMITMENTS
23,320 30,392 13,672 84,223 79,356 121,216 123,421 50,683 48,477
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -3,894)
-3,015 3,809 -48 3,508 -4,610 445 -849 -4,340 -3,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 17.7 8.0 49.0 46.2 70.5 71.8 29.5 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
28 36 26 28 26 69 75
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,485,601
COMMITMENTS
805,066 975,379 4129441 7529772 6689264 12464279 11794085 1021322 1691517
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 278,738)
60,166 -33,708 92,298 102,748 232,543 255,212 291,133 23,526 -12,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 7.2 30.6 55.8 49.6 92.4 87.5 7.6 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
64 68 106 145 151 260 278
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 720,199
COMMITMENTS
52,476 56,277 40,960 481,785 517,942 575,220 615,179 144,979 105,020
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -11,001)
-3,386 2,618 -6,094 1,318 -2,991 -8,162 -6,467 -2,839 -4,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 7.8 5.7 66.9 71.9 79.9 85.4 20.1 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
50 38 56 93 66 171 132
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,116,596
COMMITMENTS
194,444 324,124 35,467 622,384 648,881 852,295 1008473 264,300 108,123
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 40,091)
-5,563 -13,658 7,344 36,880 19,272 38,661 12,957 1,429 27,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 29.0 3.2 55.7 58.1 76.3 90.3 23.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
43 58 32 60 66 126 133
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,331
COMMITMENTS
1,259 0 0 6,428 10,555 7,687 10,555 4,644 1,776
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 8)
206 0 0 -11 4 195 4 -187 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.0 0.0 52.1 85.6 62.3 85.6 37.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 0 15 15 18 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 33,095
COMMITMENTS
6,629 1,622 0 19,623 28,928 26,252 30,550 6,843 2,545
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 698)
-637 18 0 952 1,191 315 1,209 383 -511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 4.9 0.0 59.3 87.4 79.3 92.3 20.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 4 0 16 20 20 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 57,451
COMMITMENTS
6,240 13,515 410 30,823 34,686 37,472 48,611 19,979 8,840
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 2,879)
-936 2,732 -10 1,364 40 419 2,762 2,461 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 23.5 0.7 53.7 60.4 65.2 84.6 34.8 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
11 18 2 34 30 47 48
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 338,190
COMMITMENTS
120,072 74,103 2,705 195,390 201,433 318,167 278,241 20,023 59,949
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 13,670)
3,344 -1,111 -77 10,407 6,560 13,674 5,372 -5 8,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 21.9 0.8 57.8 59.6 94.1 82.3 5.9 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
69 61 15 43 37 120 105
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 61,505
COMMITMENTS
14,661 2,791 0 27,045 46,385 41,706 49,176 19,799 12,329
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -13,522)
-12,429 2,005 0 3,230 -18,782 -9,199 -16,777 -4,323 3,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 4.5 0.0 44.0 75.4 67.8 80.0 32.2 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 4 0 15 17 26 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,116
COMMITMENTS
220 5,163 0 30,821 25,208 31,041 30,372 5,075 5,744
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 4,102)
0 825 0 3,085 2,995 3,085 3,820 1,017 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 14.3 0.0 85.3 69.8 85.9 84.1 14.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 12 0 30 26 31 38
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 246,536
COMMITMENTS
12,250 47,823 2,208 221,317 184,554 235,776 234,585 10,761 11,951
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 16,322)
-685 941 -604 19,072 14,757 17,782 15,094 -1,460 1,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 19.4 0.9 89.8 74.9 95.6 95.2 4.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
16 42 10 35 51 57 97
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 57,643
COMMITMENTS
20,198 11,770 911 20,150 32,167 41,259 44,848 16,384 12,795
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 6,897)
1,306 1,946 163 3,189 2,781 4,658 4,890 2,239 2,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 20.4 1.6 35.0 55.8 71.6 77.8 28.4 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
26 18 4 22 24 51 44
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 30,684
COMMITMENTS
7,288 891 239 18,584 10,978 26,111 12,108 4,573 18,576
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 2,095)
689 623 239 1,107 1,541 2,035 2,403 60 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 2.9 0.8 60.6 35.8 85.1 39.5 14.9 60.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 2 3 10 9 21 14
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 38,581
COMMITMENTS
1,253 2,502 0 18,843 25,371 20,096 27,873 18,485 10,708
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 2,967)
-965 0 0 2,418 1,131 1,453 1,131 1,514 1,836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 6.5 0.0 48.8 65.8 52.1 72.2 47.9 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 9 0 16 22 19 31
Updated August 26, 2005