S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 685,610
COMMITMENTS
63,469 57,917 7,627 457,383 509,892 528,479 575,436 157,131 110,174
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 5,500)
2,711 -1,351 3,727 1,128 4,850 7,566 7,226 -2,066 -1,726
looks like we're still short...
-ja
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