MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 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 : 23,278: 2,320 2,343 1,332 14,350 14,017 18,002 17,692: 5,276 5,586
Old : 23,278: 2,320 2,343 1,332 14,350 14,017 18,002 17,692: 5,276 5,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -3,711: -1,538 -537 -101 -2,522 -2,243 -4,161 -2,881: 450 -830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 10.1 5.7 61.6 60.2 77.3 76.0: 22.7 24.0
Old : 100.0: 10.0 10.1 5.7 61.6 60.2 77.3 76.0: 22.7 24.0
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 : 45: 12 6 12 19 18 35 32:
Old : 45: 12 6 12 19 18 35 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 : 50.9 37.3 64.0 56.1 49.7 36.3 59.7 52.6
Old : 50.9 37.3 64.0 56.1 49.7 36.3 59.7 52.6
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, March 8, 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 : 104,232: 26,532 8,434 16,389 42,456 45,654 85,377 70,477: 18,855 33,755
Old : 101,364: 26,587 8,425 16,097 40,930 44,599 83,614 69,121: 17,750 32,243
Other: 2,868: 237 301 0 1,526 1,055 1,763 1,356: 1,105 1,512
: : :
: : Changes in Commitments from: March 1, 2005 :
: -33: 3,597 53 -3,948 937 2,965 586 -930: -619 897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 8.1 15.7 40.7 43.8 81.9 67.6: 18.1 32.4
Old : 100.0: 26.2 8.3 15.9 40.4 44.0 82.5 68.2: 17.5 31.8
Other: 100.0: 8.3 10.5 0.0 53.2 36.8 61.5 47.3: 38.5 52.7
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 58 27 40 25 37 116 84:
Old : 147: 57 28 40 24 37 115 84:
Other: 23: 7 2 0 4 12 11 14:
:----------------------------------------------------------------------------------------------------
: 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 : 25.6 21.5 35.3 32.6 25.6 20.0 35.1 30.2
Old : 26.3 21.7 36.3 33.1 26.3 21.1 35.9 31.6
Other: 55.2 29.3 60.2 41.9 52.9 29.3 57.5 41.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 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 : 2,966: 316 1,437 145 1,697 373 2,158 1,955: 808 1,011
Old : 2,966: 316 1,437 145 1,697 373 2,158 1,955: 808 1,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -40: 61 -39 64 43 -26 168 -1: -208 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 48.4 4.9 57.2 12.6 72.8 65.9: 27.2 34.1
Old : 100.0: 10.7 48.4 4.9 57.2 12.6 72.8 65.9: 27.2 34.1
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 : 32: 7 16 4 8 1 17 19:
Old : 32: 7 16 4 8 1 17 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 : 50.4 33.1 62.1 47.9 50.4 33.1 60.2 46.8
Old : 50.4 33.1 62.1 47.9 50.4 33.1 60.2 46.8
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, March 8, 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 : 136,253: 44,760 16,969 10,364 66,159 70,356 121,283 97,689: 14,970 38,564
Old : 136,253: 44,760 16,969 10,364 66,159 70,356 121,283 97,689: 14,970 38,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 7,499: 6,659 -2,363 -338 -1,177 4,219 5,144 1,518: 2,355 5,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 12.5 7.6 48.6 51.6 89.0 71.7: 11.0 28.3
Old : 100.0: 32.9 12.5 7.6 48.6 51.6 89.0 71.7: 11.0 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 : 206: 57 34 35 52 99 127 155:
Old : 206: 57 34 35 52 99 127 155:
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 : 24.7 13.8 41.9 23.9 24.0 13.8 39.9 23.9
Old : 24.7 13.8 41.9 23.9 24.0 13.8 39.9 23.9
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, March 8, 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 : 5,104: 2,034 404 148 876 3,241 3,058 3,793: 2,046 1,311
Old : 5,104: 2,034 404 148 876 3,241 3,058 3,793: 2,046 1,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -95: -92 109 -68 28 -193 -132 -152: 37 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 7.9 2.9 17.2 63.5 59.9 74.3: 40.1 25.7
Old : 100.0: 39.9 7.9 2.9 17.2 63.5 59.9 74.3: 40.1 25.7
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 : 51: 19 10 5 12 17 35 29:
Old : 51: 19 10 5 12 17 35 29:
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 : 23.5 46.6 33.7 57.0 22.2 46.3 31.7 55.9
Old : 23.5 46.6 33.7 57.0 22.2 46.3 31.7 55.9
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, March 8, 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 : 25,016: 8,545 3,160 3,661 8,855 5,792 21,061 12,613: 3,955 12,403
Old : 25,016: 8,545 3,160 3,661 8,855 5,792 21,061 12,613: 3,955 12,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,188: 1,484 -603 -157 -173 1,183 1,154 423: 34 765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 12.6 14.6 35.4 23.2 84.2 50.4: 15.8 49.6
Old : 100.0: 34.2 12.6 14.6 35.4 23.2 84.2 50.4: 15.8 49.6
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 : 119: 35 19 21 32 43 78 76:
Old : 119: 35 19 21 32 43 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 : 27.0 14.9 41.1 20.8 18.7 8.6 30.9 13.9
Old : 27.0 14.9 41.1 20.8 18.7 8.6 30.9 13.9
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, March 8, 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 : 105,920: 17,563 14,234 619 60,248 76,330 78,430 91,183: 27,490 14,737
Old : 105,920: 17,563 14,234 619 60,248 76,330 78,430 91,183: 27,490 14,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 10,276: 5,770 -4,388 -344 3,701 16,289 9,127 11,557: 1,149 -1,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 13.4 0.6 56.9 72.1 74.0 86.1: 26.0 13.9
Old : 100.0: 16.6 13.4 0.6 56.9 72.1 74.0 86.1: 26.0 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 : 65: 18 11 2 26 27 45 39:
Old : 65: 18 11 2 26 27 45 39:
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 : 34.8 48.3 46.1 61.1 29.3 48.2 40.0 60.8
Old : 34.8 48.3 46.1 61.1 29.3 48.2 40.0 60.8
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, March 8, 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 : 67,512: 7,474 10,501 1,346 39,556 43,558 48,376 55,405: 19,136 12,107
Old : 67,512: 7,474 10,501 1,346 39,556 43,558 48,376 55,405: 19,136 12,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 5,556: 161 1,285 1,346 2,833 3,780 4,340 6,411: 1,216 -855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 15.6 2.0 58.6 64.5 71.7 82.1: 28.3 17.9
Old : 100.0: 11.1 15.6 2.0 58.6 64.5 71.7 82.1: 28.3 17.9
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 : 38: 8 6 2 17 16 26 24:
Old : 38: 8 6 2 17 16 26 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 : 36.9 52.6 51.9 65.5 34.5 52.5 46.6 64.7
Old : 36.9 52.6 51.9 65.5 34.5 52.5 46.6 64.7
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, March 8, 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 : 125,412: 73,217 8,218 1,779 35,794 107,181 110,790 117,178: 14,622 8,234
Old : 125,412: 73,217 8,218 1,779 35,794 107,181 110,790 117,178: 14,622 8,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 23,026: 2,218 -468 1,532 15,470 17,885 19,220 18,949: 3,806 4,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 6.6 1.4 28.5 85.5 88.3 93.4: 11.7 6.6
Old : 100.0: 58.4 6.6 1.4 28.5 85.5 88.3 93.4: 11.7 6.6
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 : 107: 62 10 4 19 26 84 38:
Old : 107: 62 10 4 19 26 84 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 : 29.2 49.8 45.4 68.1 21.9 45.9 36.2 61.3
Old : 29.2 49.8 45.4 68.1 21.9 45.9 36.2 61.3
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, March 8, 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 : 99,583: 46,451 5,324 1,569 21,121 80,602 69,141 87,495: 30,442 12,088
Old : 99,583: 46,451 5,324 1,569 21,121 80,602 69,141 87,495: 30,442 12,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 19,673: 8,269 661 1,535 5,315 17,742 15,119 19,938: 4,554 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 5.3 1.6 21.2 80.9 69.4 87.9: 30.6 12.1
Old : 100.0: 46.6 5.3 1.6 21.2 80.9 69.4 87.9: 30.6 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 : 58: 26 9 4 13 19 41 30:
Old : 58: 26 9 4 13 19 41 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 : 16.3 58.3 29.9 71.9 15.0 58.3 27.9 67.8
Old : 16.3 58.3 29.9 71.9 15.0 58.3 27.9 67.8
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, March 8, 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: 13,350 23,136 3,861 120,197 121,990 137,408 148,987: 33,701 22,122
Old : 171,109: 13,350 23,136 3,861 120,197 121,990 137,408 148,987: 33,701 22,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 17,478: -72 2,591 3,672 12,217 9,082 15,817 15,345: 1,661 2,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 13.5 2.3 70.2 71.3 80.3 87.1: 19.7 12.9
Old : 100.0: 7.8 13.5 2.3 70.2 71.3 80.3 87.1: 19.7 12.9
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 : 67: 16 17 6 26 24 45 44:
Old : 67: 16 17 6 26 24 45 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 : 42.3 45.0 57.8 58.8 36.6 38.1 43.9 47.2
Old : 42.3 45.0 57.8 58.8 36.6 38.1 43.9 47.2
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, March 8, 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 : 169,161: 37,116 14,526 550 70,109 108,157 107,775 123,233: 61,386 45,928
Old : 169,161: 37,116 14,526 550 70,109 108,157 107,775 123,233: 61,386 45,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -781: -9,764 1,064 -629 9,890 -282 -503 153: -278 -934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 8.6 0.3 41.4 63.9 63.7 72.8: 36.3 27.2
Old : 100.0: 21.9 8.6 0.3 41.4 63.9 63.7 72.8: 36.3 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 : 91: 32 18 7 33 32 67 55:
Old : 91: 32 18 7 33 32 67 55:
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 : 22.1 34.4 32.8 47.7 17.1 33.3 26.8 45.8
Old : 22.1 34.4 32.8 47.7 17.1 33.3 26.8 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 11,871: 5,933 0 0 3,852 10,846 9,785 10,846: 2,086 1,025
Old : 11,871: 5,933 0 0 3,852 10,846 9,785 10,846: 2,086 1,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 0.0 0.0 32.4 91.4 82.4 91.4: 17.6 8.6
Old : 100.0: 50.0 0.0 0.0 32.4 91.4 82.4 91.4: 17.6 8.6
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 : 22: 8 0 0 7 11 15 11:
Old : 22: 8 0 0 7 11 15 11:
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 : 63.2 75.5 74.7 89.1 62.9 71.6 72.2 84.9
Old : 63.2 75.5 74.7 89.1 62.9 71.6 72.2 84.9
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, March 8, 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 : 60,857: 14,573 1,906 62 40,533 50,920 55,168 52,888: 5,689 7,969
Old : 60,857: 14,573 1,906 62 40,533 50,920 55,168 52,888: 5,689 7,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 27,082: 4,207 266 -188 22,103 24,766 26,122 24,844: 960 2,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 3.1 0.1 66.6 83.7 90.7 86.9: 9.3 13.1
Old : 100.0: 23.9 3.1 0.1 66.6 83.7 90.7 86.9: 9.3 13.1
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 : 24: 3 2 2 11 16 16 18:
Old : 24: 3 2 2 11 16 16 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 : 67.1 56.4 83.9 69.7 59.7 45.1 69.4 57.6
Old : 67.1 56.4 83.9 69.7 59.7 45.1 69.4 57.6
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, March 8, 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 : 8,471,241: 745,359 1,353,497 1,010,304 5,821,783 4,572,252 7,577,446 6,936,053: 893,795 1,535,188
Old : 8,471,241: 745,359 1,353,497 1,010,304 5,821,783 4,572,252 7,577,446 6,936,053: 893,795 1,535,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 157,134: 8,106 -30,765 100,246 84,378 85,720 192,730 155,201: -35,596 1,933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 16.0 11.9 68.7 54.0 89.4 81.9: 10.6 18.1
Old : 100.0: 8.8 16.0 11.9 68.7 54.0 89.4 81.9: 10.6 18.1
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 : 270: 46 73 85 121 137 219 252:
Old : 270: 46 73 85 121 137 219 252:
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 : 27.2 14.0 44.7 23.0 26.0 12.5 38.2 19.9
Old : 27.2 14.0 44.7 23.0 26.0 12.5 38.2 19.9
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, March 8, 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 : 724,325: 68,410 86,617 11,352 500,062 523,282 579,824 621,251: 144,501 103,074
Old : 724,325: 68,410 86,617 11,352 500,062 523,282 579,824 621,251: 144,501 103,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 15,089: 2,628 3,573 2,782 12,359 15,361 17,769 21,716: -2,680 -6,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 12.0 1.6 69.0 72.2 80.1 85.8: 19.9 14.2
Old : 100.0: 9.4 12.0 1.6 69.0 72.2 80.1 85.8: 19.9 14.2
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 : 187: 38 32 20 91 72 143 110:
Old : 187: 38 32 20 91 72 143 110:
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 : 19.3 32.9 28.4 45.9 18.7 30.8 26.5 43.7
Old : 19.3 32.9 28.4 45.9 18.7 30.8 26.5 43.7
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, March 8, 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 : 1,059,985: 226,570 263,815 25,206 481,569 681,858 733,345 970,879: 326,640 89,106
Old : 1,059,985: 226,570 263,815 25,206 481,569 681,858 733,345 970,879: 326,640 89,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 58,571: 19,513 2,245 8,646 47,095 54,383 75,254 65,274: -16,683 -6,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 24.9 2.4 45.4 64.3 69.2 91.6: 30.8 8.4
Old : 100.0: 21.4 24.9 2.4 45.4 64.3 69.2 91.6: 30.8 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 : 183: 39 62 20 56 54 107 124:
Old : 183: 39 62 20 56 54 107 124:
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 : 17.8 29.5 27.8 43.2 15.8 24.1 24.8 34.9
Old : 17.8 29.5 27.8 43.2 15.8 24.1 24.8 34.9
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, March 8, 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 : 15,358: 1,795 478 617 7,128 12,397 9,540 13,492: 5,818 1,866
Old : 15,358: 1,795 478 617 7,128 12,397 9,540 13,492: 5,818 1,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,445: 228 -45 561 292 685 1,081 1,201: 364 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 3.1 4.0 46.4 80.7 62.1 87.8: 37.9 12.2
Old : 100.0: 11.7 3.1 4.0 46.4 80.7 62.1 87.8: 37.9 12.2
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 : 32: 4 2 2 17 12 22 16:
Old : 32: 4 2 2 17 12 22 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 : 22.9 44.9 37.2 70.9 21.5 40.1 34.2 64.0
Old : 22.9 44.9 37.2 70.9 21.5 40.1 34.2 64.0
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, March 8, 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 : 33,166: 3,912 6,008 1,497 22,094 17,981 27,503 25,486: 5,663 7,680
Old : 33,166: 3,912 6,008 1,497 22,094 17,981 27,503 25,486: 5,663 7,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 721: -646 -163 1,224 534 -669 1,112 392: -391 329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 18.1 4.5 66.6 54.2 82.9 76.8: 17.1 23.2
Old : 100.0: 11.8 18.1 4.5 66.6 54.2 82.9 76.8: 17.1 23.2
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 : 39: 6 5 6 16 20 25 28:
Old : 39: 6 5 6 16 20 25 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 : 40.4 34.9 59.7 51.8 39.4 28.6 55.9 42.9
Old : 40.4 34.9 59.7 51.8 39.4 28.6 55.9 42.9
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, March 8, 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 : 85,610: 4,969 13,344 820 45,062 60,504 50,851 74,668: 34,759 10,942
Old : 85,610: 4,969 13,344 820 45,062 60,504 50,851 74,668: 34,759 10,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -4,199: 450 -6,730 820 4,506 2,890 5,776 -3,020: -9,975 -1,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 15.6 1.0 52.6 70.7 59.4 87.2: 40.6 12.8
Old : 100.0: 5.8 15.6 1.0 52.6 70.7 59.4 87.2: 40.6 12.8
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 : 90: 14 23 5 37 33 56 58:
Old : 90: 14 23 5 37 33 56 58:
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 : 23.8 43.1 35.1 57.0 23.4 38.8 30.8 49.3
Old : 23.8 43.1 35.1 57.0 23.4 38.8 30.8 49.3
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, March 8, 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 : 391,185: 82,225 101,231 2,250 278,680 155,895 363,155 259,376: 28,030 131,809
Old : 391,185: 82,225 101,231 2,250 278,680 155,895 363,155 259,376: 28,030 131,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -66,310: -32,906 1,878 -468 -27,004 -13,138 -60,378 -11,728: -5,932 -54,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 25.9 0.6 71.2 39.9 92.8 66.3: 7.2 33.7
Old : 100.0: 21.0 25.9 0.6 71.2 39.9 92.8 66.3: 7.2 33.7
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 : 168: 50 56 9 42 30 96 91:
Old : 168: 50 56 9 42 30 96 91:
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 : 50.8 27.1 65.0 37.4 45.5 23.9 57.3 29.9
Old : 50.8 27.1 65.0 37.4 45.5 23.9 57.3 29.9
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, March 8, 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 : 130,231: 55,816 3,863 511 38,147 114,073 94,474 118,447: 35,757 11,784
Old : 130,231: 55,816 3,863 511 38,147 114,073 94,474 118,447: 35,757 11,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 26,132: -434 2,992 -825 22,065 19,235 20,806 21,402: 5,326 4,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 3.0 0.4 29.3 87.6 72.5 91.0: 27.5 9.0
Old : 100.0: 42.9 3.0 0.4 29.3 87.6 72.5 91.0: 27.5 9.0
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 : 54: 20 5 1 15 26 36 31:
Old : 54: 20 5 1 15 26 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 : 33.1 47.8 46.6 65.0 26.0 38.3 37.8 52.3
Old : 33.1 47.8 46.6 65.0 26.0 38.3 37.8 52.3
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, March 8, 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 : 39,958: 1,652 15,694 224 31,573 19,279 33,449 35,197: 6,509 4,761
Old : 39,958: 1,652 15,694 224 31,573 19,279 33,449 35,197: 6,509 4,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 4,239: 149 1,144 -86 3,938 2,861 4,001 3,919: 238 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 39.3 0.6 79.0 48.2 83.7 88.1: 16.3 11.9
Old : 100.0: 4.1 39.3 0.6 79.0 48.2 83.7 88.1: 16.3 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 : 54: 5 10 2 28 22 34 33:
Old : 54: 5 10 2 28 22 34 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 : 47.7 55.4 60.5 65.4 31.6 41.2 42.5 48.2
Old : 47.7 55.4 60.5 65.4 31.6 41.2 42.5 48.2
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, March 8, 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 : 212,726: 66,550 36,512 4,286 130,812 160,295 201,648 201,093: 11,078 11,633
Old : 212,726: 66,550 36,512 4,286 130,812 160,295 201,648 201,093: 11,078 11,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,500: 5,055 1,706 3,191 -4,634 -468 3,612 4,429: -2,112 -2,929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 17.2 2.0 61.5 75.4 94.8 94.5: 5.2 5.5
Old : 100.0: 31.3 17.2 2.0 61.5 75.4 94.8 94.5: 5.2 5.5
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 : 106: 16 33 8 29 42 50 78:
Old : 106: 16 33 8 29 42 50 78:
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 : 65.3 37.6 77.1 53.6 61.0 37.5 72.5 52.7
Old : 65.3 37.6 77.1 53.6 61.0 37.5 72.5 52.7
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, March 8, 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 : 53,368: 12,532 8,247 7,134 15,343 25,209 35,009 40,590: 18,359 12,778
Old : 53,368: 12,532 8,247 7,134 15,343 25,209 35,009 40,590: 18,359 12,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 13,304: 684 -251 6,980 -401 1,301 7,263 8,030: 6,041 5,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 15.5 13.4 28.7 47.2 65.6 76.1: 34.4 23.9
Old : 100.0: 23.5 15.5 13.4 28.7 47.2 65.6 76.1: 34.4 23.9
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 : 80: 24 20 11 18 26 52 48:
Old : 80: 24 20 11 18 26 52 48:
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 : 19.3 24.7 30.6 39.1 15.5 23.9 22.7 31.9
Old : 19.3 24.7 30.6 39.1 15.5 23.9 22.7 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 37,666: 7,588 485 4,458 7,979 4,852 20,025 9,795: 17,641 27,871
Old : 37,666: 7,588 485 4,458 7,979 4,852 20,025 9,795: 17,641 27,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 1.3 11.8 21.2 12.9 53.2 26.0: 46.8 74.0
Old : 100.0: 20.1 1.3 11.8 21.2 12.9 53.2 26.0: 46.8 74.0
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 : 23: 11 3 5 9 7 21 14:
Old : 23: 11 3 5 9 7 21 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 : 30.5 17.0 43.4 22.3 26.0 4.0 29.7 4.6
Old : 30.5 17.0 43.4 22.3 26.0 4.0 29.7 4.6
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, March 8, 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 : 115,370: 200 9,599 2,219 56,513 72,005 58,932 83,823: 56,438 31,547
Old : 115,370: 200 9,599 2,219 56,513 72,005 58,932 83,823: 56,438 31,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -3,196: 100 -912 -399 -1,667 -3,317 -1,966 -4,628: -1,230 1,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 8.3 1.9 49.0 62.4 51.1 72.7: 48.9 27.3
Old : 100.0: 0.2 8.3 1.9 49.0 62.4 51.1 72.7: 48.9 27.3
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: 2 16 3 21 29 25 47:
Old : 51: 2 16 3 21 29 25 47:
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 : 40.0 49.0 45.2 56.9 7.6 18.0 9.0 23.7
Old : 40.0 49.0 45.2 56.9 7.6 18.0 9.0 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 11, 2005