MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 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 : 24,864: 2,356 2,590 1,291 15,772 15,177 19,419 19,058: 5,445 5,806
Old : 24,864: 2,356 2,590 1,291 15,772 15,177 19,419 19,058: 5,445 5,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,721: -20 138 224 1,163 943 1,367 1,305: 354 416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 10.4 5.2 63.4 61.0 78.1 76.6: 21.9 23.4
Old : 100.0: 9.5 10.4 5.2 63.4 61.0 78.1 76.6: 21.9 23.4
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 : 45: 11 6 13 19 19 35 34:
Old : 45: 11 6 13 19 19 35 34:
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 36.2 64.0 55.4 49.6 35.3 60.1 52.9
Old : 50.4 36.2 64.0 55.4 49.6 35.3 60.1 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 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 : 91,044: 18,294 6,994 13,019 44,230 40,933 75,543 60,946: 15,501 30,098
Old : 87,657: 18,507 7,086 12,516 42,246 39,634 73,269 59,236: 14,388 28,421
Other: 3,387: 290 411 0 1,984 1,299 2,274 1,710: 1,113 1,677
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,253: -417 -1,288 1,575 1,319 1,002 2,477 1,289: -1,224 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 7.7 14.3 48.6 45.0 83.0 66.9: 17.0 33.1
Old : 100.0: 21.1 8.1 14.3 48.2 45.2 83.6 67.6: 16.4 32.4
Other: 100.0: 8.6 12.1 0.0 58.6 38.4 67.1 50.5: 32.9 49.5
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 54 23 48 23 35 103 95:
Old : 138: 53 24 46 22 35 101 94:
Other: 30: 8 7 0 4 13 12 20:
:----------------------------------------------------------------------------------------------------
: 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 : 29.7 20.6 41.0 31.7 29.7 20.0 40.9 28.9
Old : 30.8 20.7 42.1 32.2 30.8 20.1 41.7 30.7
Other: 61.5 32.4 65.4 45.4 59.3 32.4 63.1 44.6
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 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 : 2,717: 126 861 122 1,744 483 1,992 1,466: 725 1,251
Old : 2,715: 126 861 121 1,744 483 1,991 1,465: 724 1,250
Other: 2: 0 0 1 0 0 1 1: 1 1
: : :
: : Changes in Commitments from: March 15, 2005 :
: -284: -213 -505 -33 -13 65 -259 -473: -25 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 31.7 4.5 64.2 17.8 73.3 54.0: 26.7 46.0
Old : 100.0: 4.6 31.7 4.5 64.2 17.8 73.3 54.0: 26.7 46.0
Other: 100.0: 0.0 0.0 50.0 0.0 0.0 50.0 50.0: 50.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 14 2 8 2 13 16:
Old : 26: 3 14 2 8 2 13 16:
Other: 1: 0 0 1 0 0 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 54.4 27.1 65.1 40.3 51.0 27.1 61.2 39.1
Old : 54.4 27.1 65.1 40.3 51.0 27.1 61.2 39.1
Other: 50.0 50.0 50.0 50.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 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 : 152,539: 46,706 15,780 13,159 73,036 81,485 132,901 110,424: 19,638 42,115
Old : 152,539: 46,706 15,780 13,159 73,036 81,485 132,901 110,424: 19,638 42,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 3,043: -6,506 -1,744 2,813 5,703 2,596 2,010 3,665: 1,033 -622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 10.3 8.6 47.9 53.4 87.1 72.4: 12.9 27.6
Old : 100.0: 30.6 10.3 8.6 47.9 53.4 87.1 72.4: 12.9 27.6
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 : 232: 54 36 40 69 117 152 175:
Old : 232: 54 36 40 69 117 152 175:
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 : 21.9 13.2 36.3 21.9 21.5 12.8 34.1 21.4
Old : 21.9 13.2 36.3 21.9 21.5 12.8 34.1 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, March 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 : 5,022: 1,891 519 95 1,050 3,235 3,036 3,849: 1,986 1,173
Old : 5,022: 1,891 519 95 1,050 3,235 3,036 3,849: 1,986 1,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 198: -94 81 -12 296 191 190 260: 8 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 10.3 1.9 20.9 64.4 60.5 76.6: 39.5 23.4
Old : 100.0: 37.7 10.3 1.9 20.9 64.4 60.5 76.6: 39.5 23.4
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 : 51: 19 9 6 14 16 38 26:
Old : 51: 19 9 6 14 16 38 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 49.7 31.0 60.5 19.4 49.7 29.4 60.5
Old : 19.9 49.7 31.0 60.5 19.4 49.7 29.4 60.5
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 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 : 26,889: 10,667 2,785 5,270 6,924 6,440 22,861 14,495: 4,028 12,394
Old : 26,889: 10,667 2,785 5,270 6,924 6,440 22,861 14,495: 4,028 12,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 771: 317 36 605 -116 381 806 1,022: -35 -251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 10.4 19.6 25.8 24.0 85.0 53.9: 15.0 46.1
Old : 100.0: 39.7 10.4 19.6 25.8 24.0 85.0 53.9: 15.0 46.1
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 : 125: 47 18 18 25 45 80 74:
Old : 125: 47 18 18 25 45 80 74:
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 : 27.6 19.1 40.1 24.7 16.5 8.3 26.9 13.2
Old : 27.6 19.1 40.1 24.7 16.5 8.3 26.9 13.2
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 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 : 89,844: 43,143 11,596 625 14,685 62,757 58,453 74,978: 31,391 14,866
Old : 89,844: 43,143 11,596 625 14,685 62,757 58,453 74,978: 31,391 14,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -35,347: 6,884 1,487 -279 -37,506 -14,667 -30,901 -13,459: -4,446 -21,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 12.9 0.7 16.3 69.9 65.1 83.5: 34.9 16.5
Old : 100.0: 48.0 12.9 0.7 16.3 69.9 65.1 83.5: 34.9 16.5
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 : 70: 25 12 3 16 22 42 36:
Old : 70: 25 12 3 16 22 42 36:
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 : 24.4 36.6 38.3 54.1 24.4 36.6 38.3 54.0
Old : 24.4 36.6 38.3 54.1 24.4 36.6 38.3 54.0
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 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 : 38,278: 5,242 16,598 1 19,966 11,796 25,209 28,395: 13,069 9,883
Old : 38,278: 5,242 16,598 1 19,966 11,796 25,209 28,395: 13,069 9,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -3,526: -5,413 6,103 0 5,136 -10,728 -277 -4,625: -3,249 1,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 43.4 0.0 52.2 30.8 65.9 74.2: 34.1 25.8
Old : 100.0: 13.7 43.4 0.0 52.2 30.8 65.9 74.2: 34.1 25.8
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 : 26: 6 7 1 11 4 18 11:
Old : 26: 6 7 1 11 4 18 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 : 36.2 59.3 51.4 70.5 36.1 59.3 49.9 68.2
Old : 36.2 59.3 51.4 70.5 36.1 59.3 49.9 68.2
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 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 : 65,784: 37,662 4,651 260 16,793 56,453 54,715 61,364: 11,069 4,420
Old : 65,784: 37,662 4,651 260 16,793 56,453 54,715 61,364: 11,069 4,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -6,179: -11,948 -364 9 2,758 -7,093 -9,181 -7,448: 3,002 1,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 7.1 0.4 25.5 85.8 83.2 93.3: 16.8 6.7
Old : 100.0: 57.3 7.1 0.4 25.5 85.8 83.2 93.3: 16.8 6.7
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 : 85: 42 15 2 14 17 57 33:
Old : 85: 42 15 2 14 17 57 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 : 24.9 59.4 41.8 80.0 24.9 59.4 41.8 79.8
Old : 24.9 59.4 41.8 80.0 24.9 59.4 41.8 79.8
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 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 : 71,769: 31,332 4,677 87 16,237 56,958 47,656 61,722: 24,113 10,047
Old : 71,769: 31,332 4,677 87 16,237 56,958 47,656 61,722: 24,113 10,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -7,670: -10,674 495 55 6,370 -9,003 -4,249 -8,453: -3,421 783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 6.5 0.1 22.6 79.4 66.4 86.0: 33.6 14.0
Old : 100.0: 43.7 6.5 0.1 22.6 79.4 66.4 86.0: 33.6 14.0
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: 24 8 3 12 15 37 25:
Old : 53: 24 8 3 12 15 37 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 : 22.0 65.0 35.3 75.3 21.1 63.3 34.4 73.4
Old : 22.0 65.0 35.3 75.3 21.1 63.3 34.4 73.4
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, March 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 : 108,865: 15,675 27,578 73 65,906 59,607 81,654 87,258: 27,211 21,607
Old : 108,865: 15,675 27,578 73 65,906 59,607 81,654 87,258: 27,211 21,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,431: 1,731 8,288 0 1,651 -10,534 3,382 -2,246: -1,951 3,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 25.3 0.1 60.5 54.8 75.0 80.2: 25.0 19.8
Old : 100.0: 14.4 25.3 0.1 60.5 54.8 75.0 80.2: 25.0 19.8
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 : 61: 16 16 2 17 18 34 35:
Old : 61: 16 16 2 17 18 34 35:
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 : 48.8 36.1 59.2 50.6 47.5 35.9 56.9 50.2
Old : 48.8 36.1 59.2 50.6 47.5 35.9 56.9 50.2
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 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 : 115,071: 36,967 9,768 183 27,075 63,385 64,225 73,336: 50,846 41,735
Old : 115,071: 36,967 9,768 183 27,075 63,385 64,225 73,336: 50,846 41,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -7,300: -5,680 -2,967 -44 116 -5,222 -5,608 -8,233: -1,692 933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 8.5 0.2 23.5 55.1 55.8 63.7: 44.2 36.3
Old : 100.0: 32.1 8.5 0.2 23.5 55.1 55.8 63.7: 44.2 36.3
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 : 76: 29 12 3 24 23 53 38:
Old : 76: 29 12 3 24 23 53 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 : 17.1 35.1 26.6 49.3 17.1 33.2 26.6 46.3
Old : 17.1 35.1 26.6 49.3 17.1 33.2 26.6 46.3
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 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 : 74,746: 30,399 3,261 0 38,676 64,260 69,075 67,521: 5,671 7,225
Old : 74,746: 30,399 3,261 0 38,676 64,260 69,075 67,521: 5,671 7,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 11,500: 10,121 100 0 477 9,623 10,598 9,723: 902 1,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 4.4 0.0 51.7 86.0 92.4 90.3: 7.6 9.7
Old : 100.0: 40.7 4.4 0.0 51.7 86.0 92.4 90.3: 7.6 9.7
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 : 30: 4 2 0 15 17 19 19:
Old : 30: 4 2 0 15 17 19 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 : 63.8 47.4 79.9 69.0 60.1 43.7 73.3 64.3
Old : 63.8 47.4 79.9 69.0 60.1 43.7 73.3 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 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 : 8,073,726: 776,997 1,515,350 766,226 5,545,559 4,193,566 7,088,782 6,475,142: 984,944 1,598,584
Old : 8,073,726: 776,997 1,515,350 766,226 5,545,559 4,193,566 7,088,782 6,475,142: 984,944 1,598,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 391,139: 54,662 71,300 89,555 208,529 183,210 352,746 344,065: 38,393 47,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 18.8 9.5 68.7 51.9 87.8 80.2: 12.2 19.8
Old : 100.0: 9.6 18.8 9.5 68.7 51.9 87.8 80.2: 12.2 19.8
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 : 255: 47 74 76 109 123 204 230:
Old : 255: 47 74 76 109 123 204 230:
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 : 29.1 14.7 46.5 23.5 28.2 14.2 40.2 22.0
Old : 29.1 14.7 46.5 23.5 28.2 14.2 40.2 22.0
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 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 : 672,423: 55,754 84,441 5,864 475,630 480,723 537,248 571,028: 135,175 101,395
Old : 672,423: 55,754 84,441 5,864 475,630 480,723 537,248 571,028: 135,175 101,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -122,834: -11,125 -19,398 -6,891 -65,468 -86,036 -83,484 -112,325: -39,350 -10,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 12.6 0.9 70.7 71.5 79.9 84.9: 20.1 15.1
Old : 100.0: 8.3 12.6 0.9 70.7 71.5 79.9 84.9: 20.1 15.1
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 : 183: 30 37 13 88 61 129 100:
Old : 183: 30 37 13 88 61 129 100:
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 : 20.9 32.3 30.0 46.7 20.7 32.1 28.7 46.5
Old : 20.9 32.3 30.0 46.7 20.7 32.1 28.7 46.5
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 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 : 843,641: 151,451 165,491 11,432 355,462 568,512 518,345 745,435: 325,296 98,206
Old : 843,641: 151,451 165,491 11,432 355,462 568,512 518,345 745,435: 325,296 98,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -382,767: -124,632 -62,057 -46,489 -230,317 -178,317 -401,438 -286,863: 18,671 -95,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 19.6 1.4 42.1 67.4 61.4 88.4: 38.6 11.6
Old : 100.0: 18.0 19.6 1.4 42.1 67.4 61.4 88.4: 38.6 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 41 46 9 43 48 90 97:
Old : 160: 41 46 9 43 48 90 97:
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 : 19.8 37.2 29.2 49.0 17.4 31.6 25.0 42.6
Old : 19.8 37.2 29.2 49.0 17.4 31.6 25.0 42.6
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 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 : 11,705: 1,464 2,113 0 6,069 8,536 7,533 10,649: 4,172 1,056
Old : 11,705: 1,464 2,113 0 6,069 8,536 7,533 10,649: 4,172 1,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -8,082: -1,246 1,505 -1,287 -2,809 -6,135 -5,342 -5,917: -2,740 -2,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 18.1 0.0 51.8 72.9 64.4 91.0: 35.6 9.0
Old : 100.0: 12.5 18.1 0.0 51.8 72.9 64.4 91.0: 35.6 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 : 30: 3 4 0 13 11 16 15:
Old : 30: 3 4 0 13 11 16 15:
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 : 29.0 39.3 45.9 68.3 27.6 39.3 44.5 68.3
Old : 29.0 39.3 45.9 68.3 27.6 39.3 44.5 68.3
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, March 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 : 22,563: 7,689 1,614 2 9,616 15,165 17,307 16,781: 5,256 5,782
Old : 22,563: 7,689 1,614 2 9,616 15,165 17,307 16,781: 5,256 5,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -25,311: 3,803 -4,394 -5,244 -19,285 -6,659 -20,726 -16,297: -4,585 -9,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 7.2 0.0 42.6 67.2 76.7 74.4: 23.3 25.6
Old : 100.0: 34.1 7.2 0.0 42.6 67.2 76.7 74.4: 23.3 25.6
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 : 33: 6 4 1 12 17 18 22:
Old : 33: 6 4 1 12 17 18 22:
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 38.4 63.9 55.6 46.9 35.6 61.9 52.8
Old : 46.9 38.4 63.9 55.6 46.9 35.6 61.9 52.8
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 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 : 53,688: 5,141 17,734 0 34,243 27,103 39,384 44,837: 14,304 8,851
Old : 53,688: 5,141 17,734 0 34,243 27,103 39,384 44,837: 14,304 8,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -50,067: 916 392 -3,847 -20,232 -43,289 -23,163 -46,744: -26,904 -3,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 33.0 0.0 63.8 50.5 73.4 83.5: 26.6 16.5
Old : 100.0: 9.6 33.0 0.0 63.8 50.5 73.4 83.5: 26.6 16.5
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 : 86: 13 22 0 34 28 47 50:
Old : 86: 13 22 0 34 28 47 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 28.7 44.2 43.3 29.0 24.3 38.6 37.5
Old : 31.8 28.7 44.2 43.3 29.0 24.3 38.6 37.5
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 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 : 268,573: 77,577 120,051 2,874 152,169 99,969 232,620 222,894: 35,953 45,679
Old : 268,573: 77,577 120,051 2,874 152,169 99,969 232,620 222,894: 35,953 45,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -220,672: -10,504 12,539 -7,383 -201,141 -105,344 -219,028 -100,188: -1,644 -120,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 44.7 1.1 56.7 37.2 86.6 83.0: 13.4 17.0
Old : 100.0: 28.9 44.7 1.1 56.7 37.2 86.6 83.0: 13.4 17.0
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 : 170: 45 68 7 31 36 82 105:
Old : 170: 45 68 7 31 36 82 105:
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 : 46.5 25.4 58.9 39.3 45.9 24.2 56.1 35.4
Old : 46.5 25.4 58.9 39.3 45.9 24.2 56.1 35.4
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 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 : 105,846: 58,973 3,982 17 18,980 94,366 77,970 98,365: 27,876 7,481
Old : 105,846: 58,973 3,982 17 18,980 94,366 77,970 98,365: 27,876 7,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 2,998: 1,563 713 17 1,512 1,308 3,092 2,038: -94 960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 3.8 0.0 17.9 89.2 73.7 92.9: 26.3 7.1
Old : 100.0: 55.7 3.8 0.0 17.9 89.2 73.7 92.9: 26.3 7.1
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 : 52: 25 4 1 12 16 37 21:
Old : 52: 25 4 1 12 16 37 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 : 35.0 61.5 50.8 80.3 35.0 61.5 50.8 79.7
Old : 35.0 61.5 50.8 80.3 35.0 61.5 50.8 79.7
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 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 : 28,824: 1,190 10,221 0 22,748 12,139 23,938 22,360: 4,886 6,464
Old : 28,824: 1,190 10,221 0 22,748 12,139 23,938 22,360: 4,886 6,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -20,299: -504 -8,567 -1,607 -12,808 -11,387 -14,919 -21,561: -5,380 1,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 35.5 0.0 78.9 42.1 83.0 77.6: 17.0 22.4
Old : 100.0: 4.1 35.5 0.0 78.9 42.1 83.0 77.6: 17.0 22.4
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 : 56: 3 11 0 26 23 29 34:
Old : 56: 3 11 0 26 23 29 34:
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 : 50.1 35.1 61.8 45.2 49.1 35.1 60.7 45.2
Old : 50.1 35.1 61.8 45.2 49.1 35.1 60.7 45.2
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 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 : 154,652: 37,464 31,118 1,063 97,869 109,985 136,396 142,166: 18,256 12,486
Old : 154,652: 37,464 31,118 1,063 97,869 109,985 136,396 142,166: 18,256 12,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -94,921: -36,796 -7,136 -13,095 -53,985 -50,890 -103,876 -71,121: 8,955 -23,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 20.1 0.7 63.3 71.1 88.2 91.9: 11.8 8.1
Old : 100.0: 24.2 20.1 0.7 63.3 71.1 88.2 91.9: 11.8 8.1
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 : 106: 21 32 4 28 40 50 75:
Old : 106: 21 32 4 28 40 50 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 39.4 56.7 55.3 37.0 39.2 55.4 54.4
Old : 38.2 39.4 56.7 55.3 37.0 39.2 55.4 54.4
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 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 : 32,790: 12,752 11,210 72 9,246 14,540 22,070 25,822: 10,720 6,968
Old : 32,790: 12,752 11,210 72 9,246 14,540 22,070 25,822: 10,720 6,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,613: 968 544 36 363 1,608 1,367 2,188: 246 -575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 34.2 0.2 28.2 44.3 67.3 78.7: 32.7 21.3
Old : 100.0: 38.9 34.2 0.2 28.2 44.3 67.3 78.7: 32.7 21.3
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 : 66: 22 14 2 14 18 37 33:
Old : 66: 22 14 2 14 18 37 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 : 23.7 39.0 35.1 51.6 23.6 39.0 35.0 51.6
Old : 23.7 39.0 35.1 51.6 23.6 39.0 35.0 51.6
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 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 : 67,720: 3,246 7,628 0 48,325 25,810 51,571 33,438: 16,149 34,282
Old : 67,720: 3,246 7,628 0 48,325 25,810 51,571 33,438: 16,149 34,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 242: -230 0 0 346 -461 116 -461: 126 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 11.3 0.0 71.4 38.1 76.2 49.4: 23.8 50.6
Old : 100.0: 4.8 11.3 0.0 71.4 38.1 76.2 49.4: 23.8 50.6
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 : 49: 3 13 0 19 29 22 42:
Old : 49: 3 13 0 19 29 22 42:
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 : 62.6 17.1 69.6 28.4 56.6 15.2 61.2 22.9
Old : 62.6 17.1 69.6 28.4 56.6 15.2 61.2 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2005