S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(S&P 500 INDEX X $250.00) OPEN INTEREST: 689,971
COMMITMENTS
59,396 72,601 11,874 484,927 496,866 556,197 581,341 133,774 108,630
Still short and I believe strategy 4 and 5 back to unleveraged.
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