MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 24,613: 2,925 2,771 1,099 17,874 16,668 21,898 20,538: 2,715 4,075
Old : 24,613: 2,925 2,771 1,099 17,874 16,668 21,898 20,538: 2,715 4,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,867: 803 370 207 759 1,017 1,769 1,594: 98 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 11.3 4.5 72.6 67.7 89.0 83.4: 11.0 16.6
Old : 100.0: 11.9 11.3 4.5 72.6 67.7 89.0 83.4: 11.0 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 24 7 13 32 33 60 49:
Old : 83: 24 7 13 32 33 60 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 34.6 60.4 51.7 51.8 34.2 58.7 49.9
Old : 51.8 34.6 60.4 51.7 51.8 34.2 58.7 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 103,915: 31,028 5,967 15,649 36,348 47,531 83,025 69,147: 20,890 34,768
Old : 103,057: 31,181 5,967 15,489 36,016 47,377 82,686 68,833: 20,371 34,224
Other: 858: 7 160 0 332 154 339 314: 519 544
: : :
: : Changes in Commitments from: January 11, 2005 :
: 361: 530 -247 84 -1,480 400 -866 237: 1,227 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 5.7 15.1 35.0 45.7 79.9 66.5: 20.1 33.5
Old : 100.0: 30.3 5.8 15.0 34.9 46.0 80.2 66.8: 19.8 33.2
Other: 100.0: 0.8 18.6 0.0 38.7 17.9 39.5 36.6: 60.5 63.4
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 65 21 47 22 32 123 87:
Old : 152: 65 21 47 21 32 122 87:
Other: 9: 1 1 0 5 3 6 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 26.4 33.6 36.3 22.9 25.8 32.5 34.0
Old : 23.1 26.6 33.9 36.6 23.1 26.2 32.7 34.5
Other: 38.1 36.6 39.5 36.6 36.0 34.5 37.4 34.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,022: 375 463 90 921 403 1,386 956: 636 1,066
Old : 2,022: 375 463 90 921 403 1,386 956: 636 1,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 27: -137 -143 -1 136 34 -2 -110: 29 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 22.9 4.5 45.5 19.9 68.5 47.3: 31.5 52.7
Old : 100.0: 18.5 22.9 4.5 45.5 19.9 68.5 47.3: 31.5 52.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 12 3 7 3 14 16:
Old : 25: 4 12 3 7 3 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 28.4 62.0 38.8 49.3 25.1 57.9 31.8
Old : 49.9 28.4 62.0 38.8 49.3 25.1 57.9 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 143,906: 43,679 16,234 20,589 61,453 70,672 125,721 107,495: 18,185 36,411
Old : 143,906: 43,679 16,234 20,589 61,453 70,672 125,721 107,495: 18,185 36,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 319: 2,652 1,201 554 -2,657 -1,718 549 37: -230 282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 11.3 14.3 42.7 49.1 87.4 74.7: 12.6 25.3
Old : 100.0: 30.4 11.3 14.3 42.7 49.1 87.4 74.7: 12.6 25.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 57 30 37 48 101 125 156:
Old : 206: 57 30 37 48 101 125 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 12.1 39.9 22.1 20.0 10.3 33.6 17.3
Old : 23.1 12.1 39.9 22.1 20.0 10.3 33.6 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,521: 1,262 658 55 481 1,897 1,798 2,610: 1,723 911
Old : 3,521: 1,262 658 55 481 1,897 1,798 2,610: 1,723 911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -196: -149 38 -55 -92 -42 -296 -59: 100 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 18.7 1.6 13.7 53.9 51.1 74.1: 48.9 25.9
Old : 100.0: 35.8 18.7 1.6 13.7 53.9 51.1 74.1: 48.9 25.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 6 5 12 17 30 26:
Old : 43: 16 6 5 12 17 30 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 47.8 31.7 59.4 21.3 47.8 31.1 59.4
Old : 21.8 47.8 31.7 59.4 21.3 47.8 31.1 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 18,877: 5,979 2,792 1,985 6,913 3,593 14,877 8,370: 4,000 10,507
Old : 18,877: 5,979 2,792 1,985 6,913 3,593 14,877 8,370: 4,000 10,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 759: 555 -67 322 -106 21 771 276: -12 483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 14.8 10.5 36.6 19.0 78.8 44.3: 21.2 55.7
Old : 100.0: 31.7 14.8 10.5 36.6 19.0 78.8 44.3: 21.2 55.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 26 17 18 27 39 66 65:
Old : 102: 26 17 18 27 39 66 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 13.0 38.3 18.0 22.2 11.0 33.3 15.7
Old : 25.5 13.0 38.3 18.0 22.2 11.0 33.3 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 77,385: 19,773 14,273 403 29,262 49,283 49,438 63,959: 27,947 13,426
Old : 77,385: 19,773 14,273 403 29,262 49,283 49,438 63,959: 27,947 13,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 7,535: 456 4,849 -5 6,683 1,804 7,134 6,648: 401 887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 18.4 0.5 37.8 63.7 63.9 82.7: 36.1 17.3
Old : 100.0: 25.6 18.4 0.5 37.8 63.7 63.9 82.7: 36.1 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 19 12 4 22 16 41 32:
Old : 61: 19 12 4 22 16 41 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 46.6 31.7 61.8 17.8 46.6 30.2 61.5
Old : 19.1 46.6 31.7 61.8 17.8 46.6 30.2 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 52,151: 11,217 12,317 15 27,306 27,276 38,538 39,608: 13,613 12,543
Old : 52,151: 11,217 12,317 15 27,306 27,276 38,538 39,608: 13,613 12,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -1,483: -666 494 -20 1,493 -2,378 807 -1,904: -2,290 421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 23.6 0.0 52.4 52.3 73.9 75.9: 26.1 24.1
Old : 100.0: 21.5 23.6 0.0 52.4 52.3 73.9 75.9: 26.1 24.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 13 5 2 13 6 26 13:
Old : 33: 13 5 2 13 6 26 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 55.6 52.8 70.7 37.0 55.6 52.8 70.6
Old : 37.0 55.6 52.8 70.7 37.0 55.6 52.8 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 72,418: 47,902 5,122 500 14,292 61,813 62,694 67,435: 9,724 4,983
Old : 72,418: 47,902 5,122 500 14,292 61,813 62,694 67,435: 9,724 4,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 3,261: 9,369 -1,275 -188 -2,919 7,350 6,262 5,887: -3,001 -2,626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 7.1 0.7 19.7 85.4 86.6 93.1: 13.4 6.9
Old : 100.0: 66.1 7.1 0.7 19.7 85.4 86.6 93.1: 13.4 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 48 8 1 14 18 63 27:
Old : 87: 48 8 1 14 18 63 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 56.9 51.9 75.8 36.4 56.0 51.9 74.9
Old : 36.4 56.9 51.9 75.8 36.4 56.0 51.9 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 64,508: 21,007 2,292 13 21,563 47,502 42,583 49,807: 21,925 14,701
Old : 64,508: 21,007 2,292 13 21,563 47,502 42,583 49,807: 21,925 14,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -1,959: -1,749 928 0 -653 -4,164 -2,402 -3,236: 443 1,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 3.6 0.0 33.4 73.6 66.0 77.2: 34.0 22.8
Old : 100.0: 32.6 3.6 0.0 33.4 73.6 66.0 77.2: 34.0 22.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 20 5 1 11 12 31 18:
Old : 43: 20 5 1 11 12 31 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 50.3 37.1 71.3 25.0 50.3 35.5 68.1
Old : 25.3 50.3 37.1 71.3 25.0 50.3 35.5 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 171,109: 39,872 31,993 1 88,284 120,135 128,157 152,129: 42,952 18,980
Old : 171,109: 39,872 31,993 1 88,284 120,135 128,157 152,129: 42,952 18,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 9,241: 4,664 20,530 -197 -3,896 -10,548 571 9,785: 8,670 -544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 18.7 0.0 51.6 70.2 74.9 88.9: 25.1 11.1
Old : 100.0: 23.3 18.7 0.0 51.6 70.2 74.9 88.9: 25.1 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 27 12 1 21 19 49 31:
Old : 68: 27 12 1 21 19 49 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 57.1 50.8 71.3 30.8 50.1 41.3 61.5
Old : 38.1 57.1 50.8 71.3 30.8 50.1 41.3 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 131,661: 28,380 18,467 889 44,413 62,300 73,682 81,656: 57,979 50,005
Old : 131,661: 28,380 18,467 889 44,413 62,300 73,682 81,656: 57,979 50,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -12,124: -5,034 1,234 319 5,516 -6,558 801 -5,005: -12,925 -7,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 14.0 0.7 33.7 47.3 56.0 62.0: 44.0 38.0
Old : 100.0: 21.6 14.0 0.7 33.7 47.3 56.0 62.0: 44.0 38.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 31 20 7 29 19 61 45:
Old : 85: 31 20 7 29 19 61 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 32.4 26.0 45.2 17.6 31.0 25.5 41.7
Old : 17.7 32.4 26.0 45.2 17.6 31.0 25.5 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 50,467: 10,128 700 100 29,271 45,423 39,499 46,223: 10,968 4,244
Old : 50,467: 10,128 700 100 29,271 45,423 39,499 46,223: 10,968 4,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 3,473: -82 0 0 -4,566 3,556 -4,648 3,556: 8,121 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 1.4 0.2 58.0 90.0 78.3 91.6: 21.7 8.4
Old : 100.0: 20.1 1.4 0.2 58.0 90.0 78.3 91.6: 21.7 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 1 1 17 26 20 28:
Old : 35: 3 1 1 17 26 20 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 35.9 60.0 55.0 35.2 32.4 49.3 50.3
Old : 39.3 35.9 60.0 55.0 35.2 32.4 49.3 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 7,216,303: 569,566 1,196,512 886,283 5,302,614 4,374,289 6,758,463 6,457,084: 457,840 759,219
Old : 7,216,303: 569,566 1,196,512 886,283 5,302,614 4,374,289 6,758,463 6,457,084: 457,840 759,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 53,011: -5,797 1,646 -21,282 103,981 62,344 76,902 42,708: -23,891 10,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 16.6 12.3 73.5 60.6 93.7 89.5: 6.3 10.5
Old : 100.0: 7.9 16.6 12.3 73.5 60.6 93.7 89.5: 6.3 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 396: 63 113 119 172 191 309 364:
Old : 396: 63 113 119 172 191 309 364:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 13.9 48.0 23.6 27.4 12.2 40.6 18.7
Old : 30.0 13.9 48.0 23.6 27.4 12.2 40.6 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 676,897: 69,692 56,108 9,284 456,248 511,754 535,224 577,146: 141,673 99,751
Old : 676,897: 69,692 56,108 9,284 456,248 511,754 535,224 577,146: 141,673 99,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -8,713: 6,223 -1,809 1,657 -1,135 1,862 6,745 1,710: -15,458 -10,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 8.3 1.4 67.4 75.6 79.1 85.3: 20.9 14.7
Old : 100.0: 10.3 8.3 1.4 67.4 75.6 79.1 85.3: 20.9 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 38 28 19 89 67 140 101:
Old : 184: 38 28 19 89 67 140 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 32.1 29.9 46.3 19.7 32.0 28.9 46.2
Old : 20.4 32.1 29.9 46.3 19.7 32.0 28.9 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 843,323: 188,401 123,760 10,436 349,260 632,509 548,097 766,705: 295,226 76,618
Old : 843,323: 188,401 123,760 10,436 349,260 632,509 548,097 766,705: 295,226 76,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 23,352: -19,376 11,172 -1,150 26,460 10,000 5,934 20,022: 17,418 3,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 14.7 1.2 41.4 75.0 65.0 90.9: 35.0 9.1
Old : 100.0: 22.3 14.7 1.2 41.4 75.0 65.0 90.9: 35.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 85 81 19 71 71 169 158:
Old : 276: 85 81 19 71 71 169 158:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 35.8 29.3 49.5 17.4 33.0 27.1 44.7
Old : 18.1 35.8 29.3 49.5 17.4 33.0 27.1 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 12,957: 2,055 0 0 8,145 12,111 10,200 12,111: 2,757 846
Old : 12,957: 2,055 0 0 8,145 12,111 10,200 12,111: 2,757 846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -114: 128 0 0 -268 88 -140 88: 26 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 0.0 0.0 62.9 93.5 78.7 93.5: 21.3 6.5
Old : 100.0: 15.9 0.0 0.0 62.9 93.5 78.7 93.5: 21.3 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 8 0 0 23 18 31 18:
Old : 48: 8 0 0 23 18 31 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 44.5 44.4 72.4 26.2 44.5 44.4 72.4
Old : 26.2 44.5 44.4 72.4 26.2 44.5 44.4 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 25,266: 1,742 4,353 342 20,581 17,650 22,665 22,345: 2,601 2,921
Old : 25,266: 1,742 4,353 342 20,581 17,650 22,665 22,345: 2,601 2,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -514: 661 594 -20 -1,491 -463 -850 111: 336 -625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 17.2 1.4 81.5 69.9 89.7 88.4: 10.3 11.6
Old : 100.0: 6.9 17.2 1.4 81.5 69.9 89.7 88.4: 10.3 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 4 7 2 24 22 29 30:
Old : 51: 4 7 2 24 22 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 41.6 67.3 62.9 48.7 37.6 61.7 55.5
Old : 51.5 41.6 67.3 62.9 48.7 37.6 61.7 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 74,610: 8,240 14,642 318 33,629 51,060 42,187 66,020: 32,423 8,590
Old : 74,610: 8,240 14,642 318 33,629 51,060 42,187 66,020: 32,423 8,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 2,470: -4,579 367 167 1,645 1,816 -2,767 2,350: 5,237 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 19.6 0.4 45.1 68.4 56.5 88.5: 43.5 11.5
Old : 100.0: 11.0 19.6 0.4 45.1 68.4 56.5 88.5: 43.5 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 26 37 3 51 37 78 76:
Old : 137: 26 37 3 51 37 78 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 42.0 25.5 56.4 15.8 37.0 22.2 50.3
Old : 16.4 42.0 25.5 56.4 15.8 37.0 22.2 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 341,867: 121,176 65,306 4,537 182,328 150,359 308,041 220,202: 33,826 121,665
Old : 341,867: 121,176 65,306 4,537 182,328 150,359 308,041 220,202: 33,826 121,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 16,274: -418 -801 -150 20,144 11,804 19,576 10,853: -3,302 5,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 19.1 1.3 53.3 44.0 90.1 64.4: 9.9 35.6
Old : 100.0: 35.4 19.1 1.3 53.3 44.0 90.1 64.4: 9.9 35.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 87 65 12 50 42 141 115:
Old : 233: 87 65 12 50 42 141 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 23.4 50.6 33.1 29.9 21.1 46.3 28.6
Old : 34.2 23.4 50.6 33.1 29.9 21.1 46.3 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 65,081: 27,749 534 15 15,419 54,133 43,183 54,682: 21,898 10,399
Old : 65,081: 27,749 534 15 15,419 54,133 43,183 54,682: 21,898 10,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 2,396: 1,255 17 -55 758 1,405 1,958 1,367: 438 1,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 0.8 0.0 23.7 83.2 66.4 84.0: 33.6 16.0
Old : 100.0: 42.6 0.8 0.0 23.7 83.2 66.4 84.0: 33.6 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 17 2 1 10 14 28 16:
Old : 37: 17 2 1 10 14 28 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 52.6 46.1 76.7 31.2 52.4 45.7 76.3
Old : 31.5 52.6 46.1 76.7 31.2 52.4 45.7 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 22,550: 2,039 8,170 106 16,475 11,289 18,620 19,565: 3,930 2,985
Old : 22,550: 2,039 8,170 106 16,475 11,289 18,620 19,565: 3,930 2,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 945: -41 758 11 843 -10 813 759: 132 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 36.2 0.5 73.1 50.1 82.6 86.8: 17.4 13.2
Old : 100.0: 9.0 36.2 0.5 73.1 50.1 82.6 86.8: 17.4 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 9 20 3 41 22 52 43:
Old : 85: 9 20 3 41 22 52 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 40.2 37.5 51.1 23.8 36.6 36.5 47.5
Old : 24.0 40.2 37.5 51.1 23.8 36.6 36.5 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 142,522: 22,737 17,494 1,153 103,256 108,502 127,146 127,149: 15,376 15,373
Old : 142,522: 22,737 17,494 1,153 103,256 108,502 127,146 127,149: 15,376 15,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 7,515: 1,998 36 -31 -1,570 4,790 397 4,795: 7,118 2,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 12.3 0.8 72.4 76.1 89.2 89.2: 10.8 10.8
Old : 100.0: 16.0 12.3 0.8 72.4 76.1 89.2 89.2: 10.8 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 21 31 5 38 37 62 70:
Old : 112: 21 31 5 38 37 62 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 38.3 60.2 54.6 42.7 36.5 53.9 49.0
Old : 45.3 38.3 60.2 54.6 42.7 36.5 53.9 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 32,572: 13,405 6,652 90 10,324 19,824 23,819 26,566: 8,753 6,006
Old : 32,572: 13,405 6,652 90 10,324 19,824 23,819 26,566: 8,753 6,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,264: 372 -547 8 1,155 907 1,535 368: -271 896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 20.4 0.3 31.7 60.9 73.1 81.6: 26.9 18.4
Old : 100.0: 41.2 20.4 0.3 31.7 60.9 73.1 81.6: 26.9 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 42 19 2 26 25 69 45:
Old : 108: 42 19 2 26 25 69 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 34.1 25.8 49.4 14.6 29.2 23.8 43.1
Old : 15.6 34.1 25.8 49.4 14.6 29.2 23.8 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 126,440: 299 5,884 2,732 60,942 83,238 63,973 91,854: 62,467 34,586
Old : 126,440: 299 5,884 2,732 60,942 83,238 63,973 91,854: 62,467 34,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 10,661: 100 -502 -150 4,588 5,166 4,538 4,514: 6,123 6,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 4.7 2.2 48.2 65.8 50.6 72.6: 49.4 27.4
Old : 100.0: 0.2 4.7 2.2 48.2 65.8 50.6 72.6: 49.4 27.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 12 3 15 24 20 38:
Old : 44: 3 12 3 15 24 20 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 55.0 47.8 62.0 6.3 20.2 7.3 24.7
Old : 43.1 55.0 47.8 62.0 6.3 20.2 7.3 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 21, 2005