Total
DATE Open NON-COMMERCIAL*            COMMERCIAL* NON-REPORTABLE*
1999 Interest LONG SHORT Spreads LONG SHORT RATIO LONG SHORT
28-Dec 156,526 10,876 39,829 19,186 101,938 83,816 0.8 24,526 13,695
21-Dec 156,318 11,393 39,362 18,962 102,262 83,833 0.8 23,701 14,161
14-Dec 155,142 10,261 30,814 14,959 99,201 82,783 0.8 30,721 26,586
7-Dec 156,712 24,409 27,381 16,289 84,902 85,788 1.0 31,112 27,254
30-Nov 163,574 31,811 25,682 16,128 79,135 95,935 1.2 36,500 25,829
23-Nov 171,564 33,610 24,256 17,285 81,966 105,069 1.3 38,703 24,954
16-Nov 182,148 28,090 25,319 17,969 96,271 112,823 1.2 39,818 26,037
9-Nov 203,057 23,669 42,788 19,002 121,448 111,331 0.9 38,938 29,936
2-Nov 208,907 27,786 43,069 20,582 121,293 117,147 1.0 39,246 28,109
26-Oct 217,916 33,470 47,085 20,800 122,596 120,181 1.0 41,050 29,850
19-Oct 223,090 35,601 52,897 21,582 122,130 119,616 1.0 43,777 28,995
12-Oct 216,938 35,722 52,723 21,652 114,325 112,367 1.0 45,239 30,196
5-Oct 215,041 43,094 64,951 18,741 105,128 92,730 0.9 48,078 38,619
28-Sep 225,467 47,881 62,196 16,509 102,879 105,629 1.0 58,198 41,133
21-Sep 205,259 27,235 65,077 14,386 120,486 90,995 0.8 43,152 34,801
14-Sep 201,806 18,500 72,632 13,644 130,041 78,513 0.6 39,621 37,017
7-Sep 201,266 16,931 79,841 15,882 130,654 70,246 0.5 37,799 35,297
31-Aug 198,692 17,219 78,710 14,938 130,394 71,153 0.5 36,141 33,891
24-Aug 191,040 16,211 75,298 14,261 124,090 68,671 0.6 36,478 32,810
17-Aug 191,776 21,260 56,502 15,372 114,180 92,288 0.8 40,964 27,614
10-Aug 193,698 15,272 70,336 15,362 127,509 78,111 0.6 35,555 29,889
3-Aug 188,933 17,758 74,198 17,527 122,268 66,222 0.5 31,380 30,986
27-Jul 198,760 13,624 81,518 19,872 131,089 60,265 0.5 34,175 37,105
20-Jul 206,266 10,323 89,538 20,112 141,284 59,797 0.4 34,547 36,819
13-Jul 211,594 9,914 88,774 21,555 144,152 62,918 0.4 35,973 38,347
6-Jul 218,365 8,728 95,291 23,030 142,531 60,534 0.4 44,076 39,510
29-Jun 208,222 8,971 92,582 20,522 142,021 60,945 0.4 36,708 34,173
22-Jun 213,680 9,930 96,789 21,024 147,990 61,086 0.4 34,736 34,781
15-Jun 212,568 10,132 95,118 20,463 147,656 61,240 0.4 34,317 35,747
8-Jun 203,955 9,281 94,516 19,173 142,345 54,138 0.4 33,156 36,128
1-Jun 198,487 9,625 88,396 18,662 141,084 58,694 0.4 29,116 32,735
25-May 199,633 7,689 93,127 19,482 139,741 51,666 0.4 32,721 35,358
18-May 196,892 8,173 88,719 20,960 134,284 55,652 0.4 33,475 31,561
11-May 187,427 12,626 75,976 18,677 118,496 58,436 0.5 37,628 34,338
4-May 193,275 18,454 68,306 17,778 121,417 79,119 0.7 35,626 28,072
27-Apr 204,378 14,087 94,179 18,487 142,084 58,108 0.4 29,720 33,604
20-Apr 196,996 12,075 85,765 18,901 137,066 62,025 0.5 28,954 30,305
13-Apr 196,091 11,955 93,046 17,417 135,918 53,306 0.4 30,801 32,322
6-Apr 196,125 9,350 97,713 18,249 139,047 47,357 0.3 29,479 32,806
30-Mar 187,558 6,836 87,076 17,987 134,373 52,219 0.4 28,362 30,276
23-Mar 174,143 7,997 62,020 17,489 118,186 62,293 0.5 30,471 32,341
16-Mar 165,270 11,160 39,610 18,412 103,547 74,584 0.7 32,151 32,664
9-Mar 182,305 32,899 35,104 18,218 96,704 102,391 1.1 34,484 26,592
2-Mar 191,522 17,147 75,294 17,527 127,699 70,785 0.6 29,149 27,916
23-Feb 190,553 8,938 79,003 17,149 136,697 64,885 0.5 27,769 29,516
16-Feb 185,713 8,862 77,268 17,046 131,789 60,983 0.5 28,016 30,416
9-Feb 181,688 10,261 71,310 17,691 126,315 64,297 0.5 27,421 28,390
2-Feb 181,292 13,654 73,572 17,962 122,419 59,582 0.5 27,257 30,176
26-Jan 181,330 9,861 70,853 15,552 125,046 60,260 0.5 30,871 34,665
19-Jan 184,145 9,596 64,878 18,845 124,609 69,290 0.6 31,095 31,132
12-Jan 172,413 11,435 53,161 17,498 114,634 74,034 0.6 28,846 27,720
5-Jan 173,200 9,127 53,151 20,578 115,550 68,930 0.6 27,945 30,541
AVERAGE 0.6
*  NON COMMERICAL includes mostly large speculators
*  COMMERCIAL are industry hedges
*  NON REPORTABLE includes mostly small speculators