MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 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 : 26,275: 2,980 2,893 1,261 16,739 15,602 20,980 19,756: 5,295 6,519
Old : 26,275: 2,980 2,893 1,261 16,739 15,602 20,980 19,756: 5,295 6,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 613: -169 127 -26 643 199 448 300: 165 313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 11.0 4.8 63.7 59.4 79.8 75.2: 20.2 24.8
Old : 100.0: 11.3 11.0 4.8 63.7 59.4 79.8 75.2: 20.2 24.8
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 : 52: 12 8 12 23 20 38 37:
Old : 52: 12 8 12 23 20 38 37:
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 : 50.0 36.1 62.2 54.2 49.4 35.1 58.8 51.3
Old : 50.0 36.1 62.2 54.2 49.4 35.1 58.8 51.3
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, February 22, 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 : 94,216: 17,752 7,635 18,410 39,591 36,664 75,753 62,709: 18,463 31,507
Old : 92,418: 17,892 7,707 18,148 38,688 36,255 74,728 62,110: 17,690 30,308
Other: 1,798: 122 190 0 903 409 1,025 599: 773 1,199
: : :
: : Changes in Commitments from: February 15, 2005 :
: 99: 70 -2,392 239 -155 865 154 -1,288: -55 1,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 8.1 19.5 42.0 38.9 80.4 66.6: 19.6 33.4
Old : 100.0: 19.4 8.3 19.6 41.9 39.2 80.9 67.2: 19.1 32.8
Other: 100.0: 6.8 10.6 0.0 50.2 22.7 57.0 33.3: 43.0 66.7
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 46 33 49 25 35 111 97:
Old : 144: 46 33 49 24 35 110 97:
Other: 17: 4 1 0 4 10 8 11:
:----------------------------------------------------------------------------------------------------
: 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 : 27.0 18.7 38.5 31.3 27.0 17.7 37.2 27.3
Old : 27.5 19.0 39.0 31.8 27.5 18.6 37.8 28.4
Other: 50.2 28.5 57.0 31.9 48.3 28.5 55.1 31.1
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 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 : 3,517: 258 1,267 617 1,725 465 2,600 2,349: 917 1,168
Old : 3,517: 258 1,267 617 1,725 465 2,600 2,349: 917 1,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 228: 89 135 -12 35 47 112 170: 116 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 36.0 17.5 49.0 13.2 73.9 66.8: 26.1 33.2
Old : 100.0: 7.3 36.0 17.5 49.0 13.2 73.9 66.8: 26.1 33.2
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 : 33: 5 15 7 9 3 21 21:
Old : 33: 5 15 7 9 3 21 21:
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 : 45.5 32.4 61.2 46.8 41.6 25.6 50.4 36.7
Old : 45.5 32.4 61.2 46.8 41.6 25.6 50.4 36.7
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, February 22, 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 : 131,945: 37,920 17,534 12,797 66,977 66,266 117,694 96,597: 14,251 35,348
Old : 131,945: 37,920 17,534 12,797 66,977 66,266 117,694 96,597: 14,251 35,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -9,706: -5,330 -496 -831 -888 -6,533 -7,049 -7,860: -2,657 -1,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 13.3 9.7 50.8 50.2 89.2 73.2: 10.8 26.8
Old : 100.0: 28.7 13.3 9.7 50.8 50.2 89.2 73.2: 10.8 26.8
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 : 195: 38 49 38 52 86 115 154:
Old : 195: 38 49 38 52 86 115 154:
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 : 26.0 12.9 43.8 21.6 24.9 12.8 41.7 21.4
Old : 26.0 12.9 43.8 21.6 24.9 12.8 41.7 21.4
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, February 22, 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 : 5,258: 2,028 378 169 661 3,230 2,858 3,777: 2,400 1,481
Old : 5,258: 2,028 378 169 661 3,230 2,858 3,777: 2,400 1,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -67: -129 -16 -15 -79 -117 -223 -148: 156 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 7.2 3.2 12.6 61.4 54.4 71.8: 45.6 28.2
Old : 100.0: 38.6 7.2 3.2 12.6 61.4 54.4 71.8: 45.6 28.2
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 : 49: 20 8 6 12 15 36 25:
Old : 49: 20 8 6 12 15 36 25:
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 : 19.6 46.6 28.3 56.0 19.2 46.6 26.8 55.2
Old : 19.6 46.6 28.3 56.0 19.2 46.6 26.8 55.2
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, February 22, 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 : 24,132: 6,761 3,742 4,092 9,307 4,386 20,160 12,220: 3,972 11,912
Old : 24,132: 6,761 3,742 4,092 9,307 4,386 20,160 12,220: 3,972 11,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 17: 88 191 21 351 -167 460 45: -443 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 15.5 17.0 38.6 18.2 83.5 50.6: 16.5 49.4
Old : 100.0: 28.0 15.5 17.0 38.6 18.2 83.5 50.6: 16.5 49.4
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 : 111: 28 19 20 36 43 74 76:
Old : 111: 28 19 20 36 43 74 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 : 28.5 16.5 43.1 22.9 18.7 9.2 30.8 14.8
Old : 28.5 16.5 43.1 22.9 18.7 9.2 30.8 14.8
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, February 22, 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 : 88,275: 11,275 14,416 1,152 50,404 59,250 62,831 74,818: 25,444 13,457
Old : 88,275: 11,275 14,416 1,152 50,404 59,250 62,831 74,818: 25,444 13,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 4,907: 515 -1,651 155 4,311 8,682 4,981 7,186: -74 -2,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 16.3 1.3 57.1 67.1 71.2 84.8: 28.8 15.2
Old : 100.0: 12.8 16.3 1.3 57.1 67.1 71.2 84.8: 28.8 15.2
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 : 59: 13 13 5 25 18 41 33:
Old : 59: 13 13 5 25 18 41 33:
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 : 33.5 48.4 47.4 63.2 30.7 48.3 43.7 62.9
Old : 33.5 48.4 47.4 63.2 30.7 48.3 43.7 62.9
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, February 22, 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 : 54,437: 4,790 8,240 727 30,405 30,065 35,922 39,032: 18,515 15,405
Old : 54,437: 4,790 8,240 727 30,405 30,065 35,922 39,032: 18,515 15,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 1,585: 953 -6,866 -7 -7,391 9,050 -6,445 2,177: 8,030 -592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 15.1 1.3 55.9 55.2 66.0 71.7: 34.0 28.3
Old : 100.0: 8.8 15.1 1.3 55.9 55.2 66.0 71.7: 34.0 28.3
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 : 27: 5 6 1 12 8 18 14:
Old : 27: 5 6 1 12 8 18 14:
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 : 41.4 52.8 53.7 65.4 41.0 52.6 53.3 63.8
Old : 41.4 52.8 53.7 65.4 41.0 52.6 53.3 63.8
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, February 22, 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 : 97,645: 71,256 8,238 463 13,866 83,096 85,585 91,797: 12,060 5,848
Old : 97,645: 71,256 8,238 463 13,866 83,096 85,585 91,797: 12,060 5,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 8,550: 7,061 207 247 -36 6,976 7,272 7,430: 1,278 1,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 8.4 0.5 14.2 85.1 87.6 94.0: 12.4 6.0
Old : 100.0: 73.0 8.4 0.5 14.2 85.1 87.6 94.0: 12.4 6.0
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 : 100: 58 8 2 15 23 74 33:
Old : 100: 58 8 2 15 23 74 33:
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 : 32.4 54.5 48.7 72.5 32.4 54.5 48.7 72.4
Old : 32.4 54.5 48.7 72.5 32.4 54.5 48.7 72.4
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, February 22, 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 : 79,178: 29,369 4,213 24 26,278 63,025 55,671 67,262: 23,507 11,916
Old : 79,178: 29,369 4,213 24 26,278 63,025 55,671 67,262: 23,507 11,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 5,887: 2,396 -521 -631 1,262 6,550 3,027 5,398: 2,860 489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 5.3 0.0 33.2 79.6 70.3 85.0: 29.7 15.0
Old : 100.0: 37.1 5.3 0.0 33.2 79.6 70.3 85.0: 29.7 15.0
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 : 53: 21 8 1 12 17 34 25:
Old : 53: 21 8 1 12 17 34 25:
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 : 24.5 54.7 37.6 72.8 23.2 54.7 35.2 68.4
Old : 24.5 54.7 37.6 72.8 23.2 54.7 35.2 68.4
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, February 22, 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 : 154,084: 14,078 40,013 784 106,405 89,940 121,267 130,737: 32,817 23,347
Old : 154,084: 14,078 40,013 784 106,405 89,940 121,267 130,737: 32,817 23,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 2,097: 1,061 3,303 -177 -2,733 -2,624 -1,849 502: 3,946 1,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 26.0 0.5 69.1 58.4 78.7 84.8: 21.3 15.2
Old : 100.0: 9.1 26.0 0.5 69.1 58.4 78.7 84.8: 21.3 15.2
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 : 68: 15 19 4 24 24 42 44:
Old : 68: 15 19 4 24 24 42 44:
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 : 50.0 44.6 63.7 59.3 42.4 36.4 52.3 48.0
Old : 50.0 44.6 63.7 59.3 42.4 36.4 52.3 48.0
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, February 22, 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 : 164,961: 29,004 24,980 1,616 70,354 79,321 100,974 105,917: 63,987 59,044
Old : 164,961: 29,004 24,980 1,616 70,354 79,321 100,974 105,917: 63,987 59,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 16,830: 892 -3,377 798 1,694 7,514 3,384 4,935: 13,446 11,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 15.1 1.0 42.6 48.1 61.2 64.2: 38.8 35.8
Old : 100.0: 17.6 15.1 1.0 42.6 48.1 61.2 64.2: 38.8 35.8
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 : 92: 28 25 9 30 25 64 53:
Old : 92: 28 25 9 30 25 64 53:
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 : 24.5 26.2 34.9 39.1 22.0 25.7 32.1 37.8
Old : 24.5 26.2 34.9 39.1 22.0 25.7 32.1 37.8
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, February 22, 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 : 31,945: 10,366 1,640 250 17,388 26,192 28,004 28,082: 3,941 3,863
Old : 31,945: 10,366 1,640 250 17,388 26,192 28,004 28,082: 3,941 3,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -14,674: -1,082 1,640 107 -14,670 -14,412 -15,645 -12,665: 971 -2,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 5.1 0.8 54.4 82.0 87.7 87.9: 12.3 12.1
Old : 100.0: 32.4 5.1 0.8 54.4 82.0 87.7 87.9: 12.3 12.1
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 : 21: 2 1 1 8 17 10 19:
Old : 21: 2 1 1 8 17 10 19:
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 : 64.7 43.3 85.1 64.3 57.6 35.5 69.2 54.4
Old : 64.7 43.3 85.1 64.3 57.6 35.5 69.2 54.4
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, February 22, 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 : 7,994,628: 702,125 1,267,297 874,871 5,518,618 4,297,304 7,095,614 6,439,472: 899,014 1,555,156
Old : 7,994,628: 702,125 1,267,297 874,871 5,518,618 4,297,304 7,095,614 6,439,472: 899,014 1,555,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 248,873: 43,176 171,905 91,673 71,435 -99,135 206,284 164,443: 42,589 84,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 15.9 10.9 69.0 53.8 88.8 80.5: 11.2 19.5
Old : 100.0: 8.8 15.9 10.9 69.0 53.8 88.8 80.5: 11.2 19.5
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 : 254: 39 66 79 120 134 207 241:
Old : 254: 39 66 79 120 134 207 241:
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 : 27.9 13.1 45.3 21.6 26.4 11.3 38.1 17.9
Old : 27.9 13.1 45.3 21.6 26.4 11.3 38.1 17.9
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, February 22, 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 : 696,085: 62,120 80,335 8,221 477,476 506,551 547,817 595,107: 148,268 100,978
Old : 696,085: 62,120 80,335 8,221 477,476 506,551 547,817 595,107: 148,268 100,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 9,285: -926 -45 122 3,734 7,859 2,930 7,936: 6,355 1,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 11.5 1.2 68.6 72.8 78.7 85.5: 21.3 14.5
Old : 100.0: 8.9 11.5 1.2 68.6 72.8 78.7 85.5: 21.3 14.5
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 : 184: 36 30 14 91 66 136 101:
Old : 184: 36 30 14 91 66 136 101:
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 : 19.9 31.8 28.7 45.4 19.0 31.5 27.7 45.1
Old : 19.9 31.8 28.7 45.4 19.0 31.5 27.7 45.1
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, February 22, 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 : 905,095: 207,211 240,226 11,243 381,974 546,063 600,428 797,532: 304,667 107,563
Old : 905,095: 207,211 240,226 11,243 381,974 546,063 600,428 797,532: 304,667 107,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -27,983: 19,770 50,838 3,349 -25,650 -97,391 -2,531 -43,204: -25,452 15,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 26.5 1.2 42.2 60.3 66.3 88.1: 33.7 11.9
Old : 100.0: 22.9 26.5 1.2 42.2 60.3 66.3 88.1: 33.7 11.9
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 : 173: 34 63 19 53 51 102 118:
Old : 173: 34 63 19 53 51 102 118:
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 : 21.6 30.3 32.9 41.0 19.7 26.5 30.4 35.4
Old : 21.6 30.3 32.9 41.0 19.7 26.5 30.4 35.4
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, February 22, 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 : 13,321: 1,610 240 0 5,998 11,525 7,608 11,765: 5,713 1,556
Old : 13,321: 1,610 240 0 5,998 11,525 7,608 11,765: 5,713 1,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 16: 3 240 0 158 -222 161 18: -145 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 1.8 0.0 45.0 86.5 57.1 88.3: 42.9 11.7
Old : 100.0: 12.1 1.8 0.0 45.0 86.5 57.1 88.3: 42.9 11.7
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 : 28: 3 1 0 15 11 18 12:
Old : 28: 3 1 0 15 11 18 12:
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 : 26.1 47.2 40.5 75.3 26.1 46.5 40.5 74.3
Old : 26.1 47.2 40.5 75.3 26.1 46.5 40.5 74.3
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, February 22, 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 : 31,121: 2,487 5,872 269 23,781 17,964 26,537 24,105: 4,584 7,016
Old : 31,121: 2,487 5,872 269 23,781 17,964 26,537 24,105: 4,584 7,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 742: -327 222 43 883 -553 599 -288: 143 1,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 18.9 0.9 76.4 57.7 85.3 77.5: 14.7 22.5
Old : 100.0: 8.0 18.9 0.9 76.4 57.7 85.3 77.5: 14.7 22.5
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 : 39: 3 5 2 20 18 24 24:
Old : 39: 3 5 2 20 18 24 24:
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 : 41.0 39.8 62.2 57.0 41.0 34.8 59.6 51.0
Old : 41.0 39.8 62.2 57.0 41.0 34.8 59.6 51.0
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, February 22, 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 : 87,138: 4,644 19,431 188 36,813 53,561 41,645 73,180: 45,493 13,958
Old : 87,138: 4,644 19,431 188 36,813 53,561 41,645 73,180: 45,493 13,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 7,866: -1,899 2,047 -42 3,033 3,418 1,092 5,423: 6,774 2,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 22.3 0.2 42.2 61.5 47.8 84.0: 52.2 16.0
Old : 100.0: 5.3 22.3 0.2 42.2 61.5 47.8 84.0: 52.2 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 : 84: 14 23 3 33 27 49 51:
Old : 84: 14 23 3 33 27 49 51:
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 : 19.0 43.2 27.8 57.1 19.0 41.9 27.2 54.6
Old : 19.0 43.2 27.8 57.1 19.0 41.9 27.2 54.6
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, February 22, 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 : 474,228: 115,010 106,549 3,572 311,454 163,612 430,036 273,733: 44,192 200,495
Old : 474,228: 115,010 106,549 3,572 311,454 163,612 430,036 273,733: 44,192 200,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 57,162: 13,155 11,405 -404 31,791 7,400 44,542 18,401: 12,620 38,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 22.5 0.8 65.7 34.5 90.7 57.7: 9.3 42.3
Old : 100.0: 24.3 22.5 0.8 65.7 34.5 90.7 57.7: 9.3 42.3
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 : 186: 49 71 13 44 34 100 111:
Old : 186: 49 71 13 44 34 100 111:
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 : 46.9 23.4 64.8 33.0 42.2 20.8 59.0 26.1
Old : 46.9 23.4 64.8 33.0 42.2 20.8 59.0 26.1
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, February 22, 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 : 95,179: 49,918 3,948 1,094 14,255 82,272 65,267 87,314: 29,912 7,865
Old : 95,179: 49,918 3,948 1,094 14,255 82,272 65,267 87,314: 29,912 7,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 6,073: 5,300 -3,971 995 -926 9,170 5,369 6,194: 704 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 4.1 1.1 15.0 86.4 68.6 91.7: 31.4 8.3
Old : 100.0: 52.4 4.1 1.1 15.0 86.4 68.6 91.7: 31.4 8.3
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 : 51: 22 2 3 10 23 33 27:
Old : 51: 22 2 3 10 23 33 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 : 32.0 51.5 46.0 72.0 32.0 51.5 46.0 70.8
Old : 32.0 51.5 46.0 72.0 32.0 51.5 46.0 70.8
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, February 22, 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 : 31,596: 1,375 13,495 260 23,583 13,463 25,218 27,218: 6,378 4,378
Old : 31,596: 1,375 13,495 260 23,583 13,463 25,218 27,218: 6,378 4,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 4,333: 111 2,683 186 4,805 1,258 5,102 4,127: -769 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 42.7 0.8 74.6 42.6 79.8 86.1: 20.2 13.9
Old : 100.0: 4.4 42.7 0.8 74.6 42.6 79.8 86.1: 20.2 13.9
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 : 56: 5 12 3 29 18 36 31:
Old : 56: 5 12 3 29 18 36 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 : 39.5 51.3 52.5 61.3 29.4 43.4 41.4 51.7
Old : 39.5 51.3 52.5 61.3 29.4 43.4 41.4 51.7
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, February 22, 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 : 199,187: 49,793 31,535 1,386 135,483 152,769 186,662 185,690: 12,525 13,497
Old : 199,187: 49,793 31,535 1,386 135,483 152,769 186,662 185,690: 12,525 13,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 21,421: 10,325 3,112 775 10,389 18,269 21,489 22,156: -68 -735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 15.8 0.7 68.0 76.7 93.7 93.2: 6.3 6.8
Old : 100.0: 25.0 15.8 0.7 68.0 76.7 93.7 93.2: 6.3 6.8
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 : 100: 15 33 4 26 39 44 73:
Old : 100: 15 33 4 26 39 44 73:
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 : 64.5 38.9 77.3 53.4 60.5 38.6 72.7 51.9
Old : 64.5 38.9 77.3 53.4 60.5 38.6 72.7 51.9
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, February 22, 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 : 38,276: 11,214 7,374 128 13,476 23,395 24,818 30,897: 13,458 7,379
Old : 38,276: 11,214 7,374 128 13,476 23,395 24,818 30,897: 13,458 7,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -38: 459 -1,855 18 -922 969 -445 -868: 407 830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 19.3 0.3 35.2 61.1 64.8 80.7: 35.2 19.3
Old : 100.0: 29.3 19.3 0.3 35.2 61.1 64.8 80.7: 35.2 19.3
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 : 71: 21 15 2 16 22 38 38:
Old : 71: 21 15 2 16 22 38 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 : 20.0 33.7 31.2 49.6 16.0 33.0 25.9 44.5
Old : 20.0 33.7 31.2 49.6 16.0 33.0 25.9 44.5
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, February 22, 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 : 119,507: 290 6,910 2,531 56,332 77,515 59,153 86,956: 60,354 32,551
Old : 119,507: 290 6,910 2,531 56,332 77,515 59,153 86,956: 60,354 32,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -377: -110 -5 10 -3,001 -1,434 -3,101 -1,429: 2,724 1,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.8 2.1 47.1 64.9 49.5 72.8: 50.5 27.2
Old : 100.0: 0.2 5.8 2.1 47.1 64.9 49.5 72.8: 50.5 27.2
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 : 47: 2 15 4 19 26 24 43:
Old : 47: 2 15 4 19 26 24 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 : 39.9 51.6 44.7 59.2 5.8 19.4 7.1 24.3
Old : 39.9 51.6 44.7 59.2 5.8 19.4 7.1 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 25, 2005