MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 5, 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 : 21,567: 2,929 2,261 937 12,437 12,727 16,303 15,925: 5,264 5,642
Old : 21,567: 2,929 2,261 937 12,437 12,727 16,303 15,925: 5,264 5,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -3,554: 258 -360 -255 -3,330 -2,689 -3,327 -3,304: -227 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 10.5 4.3 57.7 59.0 75.6 73.8: 24.4 26.2
Old : 100.0: 13.6 10.5 4.3 57.7 59.0 75.6 73.8: 24.4 26.2
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 : 42: 11 6 15 19 15 35 31:
Old : 42: 11 6 15 19 15 35 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 : 45.4 35.0 61.7 54.6 44.2 34.0 58.5 52.1
Old : 45.4 35.0 61.7 54.6 44.2 34.0 58.5 52.1
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, April 5, 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 : 93,914: 16,844 7,534 15,161 44,292 40,318 76,297 63,013: 17,617 30,901
Old : 89,355: 17,092 7,717 14,194 41,870 38,626 73,156 60,537: 16,199 28,818
Other: 4,559: 649 714 70 2,422 1,692 3,141 2,476: 1,418 2,083
: : :
: : Changes in Commitments from: March 29, 2005 :
: 4,086: -1,041 510 2,804 271 169 2,034 3,483: 2,052 603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 8.0 16.1 47.2 42.9 81.2 67.1: 18.8 32.9
Old : 100.0: 19.1 8.6 15.9 46.9 43.2 81.9 67.7: 18.1 32.3
Other: 100.0: 14.2 15.7 1.5 53.1 37.1 68.9 54.3: 31.1 45.7
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 43 34 46 24 33 97 97:
Old : 138: 43 36 46 24 33 97 97:
Other: 31: 10 5 1 4 13 14 19:
:----------------------------------------------------------------------------------------------------
: 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 : 27.5 20.4 39.4 31.3 27.5 18.9 37.9 27.2
Old : 28.9 20.4 39.7 31.8 28.9 18.8 39.7 29.1
Other: 59.7 35.2 67.2 46.7 58.1 35.2 64.0 46.7
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 5, 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 : 2,331: 156 591 85 1,563 665 1,804 1,341: 527 990
Old : 2,318: 156 588 85 1,550 661 1,791 1,334: 527 984
Other: 13: 0 3 0 13 4 13 7: 0 6
: : :
: : Changes in Commitments from: March 29, 2005 :
: -182: 61 -14 11 -155 54 -83 51: -99 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 25.4 3.6 67.1 28.5 77.4 57.5: 22.6 42.5
Old : 100.0: 6.7 25.4 3.7 66.9 28.5 77.3 57.5: 22.7 42.5
Other: 100.0: 0.0 23.1 0.0 100.0 30.8 100.0 53.8: 0.0 46.2
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 11 4 10 3 18 14:
Old : 26: 4 11 4 10 3 18 14:
Other: 4: 0 2 0 2 1 2 3:
:----------------------------------------------------------------------------------------------------
: 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 : 54.6 36.2 65.9 48.5 46.1 31.7 56.7 39.3
Old : 54.4 36.4 65.8 48.4 45.9 31.8 56.5 39.4
Other: 100.0 53.8 100.0 53.8 92.3 46.2 92.3 46.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 5, 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 : 148,107: 45,312 13,720 12,381 71,315 81,244 129,008 107,345: 19,099 40,762
Old : 148,107: 45,312 13,720 12,381 71,315 81,244 129,008 107,345: 19,099 40,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -5,803: -755 -3,884 -1,461 -1,976 284 -4,192 -5,061: -1,611 -742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 9.3 8.4 48.2 54.9 87.1 72.5: 12.9 27.5
Old : 100.0: 30.6 9.3 8.4 48.2 54.9 87.1 72.5: 12.9 27.5
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 : 220: 52 35 34 71 111 145 166:
Old : 220: 52 35 34 71 111 145 166:
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 : 21.5 14.7 36.1 23.6 21.3 14.2 34.3 22.0
Old : 21.5 14.7 36.1 23.6 21.3 14.2 34.3 22.0
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, April 5, 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 : 5,244: 1,812 576 123 1,243 3,314 3,178 4,013: 2,066 1,231
Old : 5,244: 1,812 576 123 1,243 3,314 3,178 4,013: 2,066 1,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 221: -171 64 39 184 -32 52 71: 169 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 11.0 2.3 23.7 63.2 60.6 76.5: 39.4 23.5
Old : 100.0: 34.6 11.0 2.3 23.7 63.2 60.6 76.5: 39.4 23.5
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 : 51: 19 9 8 14 17 39 28:
Old : 51: 19 9 8 14 17 39 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 : 19.2 47.8 30.8 58.3 19.2 47.8 29.0 57.4
Old : 19.2 47.8 30.8 58.3 19.2 47.8 29.0 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 5, 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 : 28,145: 10,454 2,700 5,726 7,427 6,461 23,607 14,887: 4,538 13,258
Old : 28,145: 10,454 2,700 5,726 7,427 6,461 23,607 14,887: 4,538 13,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 1,691: 721 346 -23 647 19 1,345 342: 346 1,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 9.6 20.3 26.4 23.0 83.9 52.9: 16.1 47.1
Old : 100.0: 37.1 9.6 20.3 26.4 23.0 83.9 52.9: 16.1 47.1
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 : 132: 47 17 18 34 45 90 75:
Old : 132: 47 17 18 34 45 90 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 : 24.6 19.1 37.6 24.7 16.4 7.3 25.2 11.8
Old : 24.6 19.1 37.6 24.7 16.4 7.3 25.2 11.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 5, 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 : 80,302: 35,799 10,124 617 13,043 55,397 49,459 66,138: 30,843 14,164
Old : 80,302: 35,799 10,124 617 13,043 55,397 49,459 66,138: 30,843 14,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -891: 344 1,359 -13 -1,183 -694 -852 652: -39 -1,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 12.6 0.8 16.2 69.0 61.6 82.4: 38.4 17.6
Old : 100.0: 44.6 12.6 0.8 16.2 69.0 61.6 82.4: 38.4 17.6
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 : 68: 26 9 3 16 23 43 34:
Old : 68: 26 9 3 16 23 43 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 : 20.9 29.8 33.5 50.7 20.9 29.8 33.5 50.7
Old : 20.9 29.8 33.5 50.7 20.9 29.8 33.5 50.7
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, April 5, 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 : 47,464: 1,677 20,456 1 36,790 12,476 38,468 32,933: 8,996 14,531
Old : 47,464: 1,677 20,456 1 36,790 12,476 38,468 32,933: 8,996 14,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 5,208: -491 4,246 0 6,005 793 5,514 5,039: -306 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 43.1 0.0 77.5 26.3 81.0 69.4: 19.0 30.6
Old : 100.0: 3.5 43.1 0.0 77.5 26.3 81.0 69.4: 19.0 30.6
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 : 35: 3 13 1 16 5 20 18:
Old : 35: 3 13 1 16 5 20 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 : 43.6 40.1 64.6 54.2 43.2 40.1 61.7 53.8
Old : 43.6 40.1 64.6 54.2 43.2 40.1 61.7 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 5, 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 : 60,463: 32,647 10,817 0 19,433 45,379 52,080 56,196: 8,383 4,267
Old : 60,463: 32,647 10,817 0 19,433 45,379 52,080 56,196: 8,383 4,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -63: -45 1,957 -300 -1,032 -2,090 -1,377 -433: 1,314 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 17.9 0.0 32.1 75.1 86.1 92.9: 13.9 7.1
Old : 100.0: 54.0 17.9 0.0 32.1 75.1 86.1 92.9: 13.9 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 : 86: 41 16 0 13 20 54 36:
Old : 86: 41 16 0 13 20 54 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 : 26.8 51.6 45.2 77.0 26.8 51.4 45.2 76.8
Old : 26.8 51.6 45.2 77.0 26.8 51.4 45.2 76.8
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, April 5, 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 : 68,416: 21,540 6,056 57 28,210 51,168 49,807 57,281: 18,609 11,135
Old : 68,416: 21,540 6,056 57 28,210 51,168 49,807 57,281: 18,609 11,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 2,036: 2,953 -657 56 652 3,337 3,661 2,736: -1,625 -700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 8.9 0.1 41.2 74.8 72.8 83.7: 27.2 16.3
Old : 100.0: 31.5 8.9 0.1 41.2 74.8 72.8 83.7: 27.2 16.3
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 : 54: 17 10 2 18 16 36 27:
Old : 54: 17 10 2 18 16 36 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 57.5 40.5 68.3 22.9 55.9 39.5 66.0
Old : 23.9 57.5 40.5 68.3 22.9 55.9 39.5 66.0
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, April 5, 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 : 127,406: 9,686 46,128 681 92,614 52,801 102,981 99,610: 24,425 27,796
Old : 127,406: 9,686 46,128 681 92,614 52,801 102,981 99,610: 24,425 27,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 13,138: -1,347 4,906 1 15,676 5,315 14,330 10,222: -1,192 2,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 36.2 0.5 72.7 41.4 80.8 78.2: 19.2 21.8
Old : 100.0: 7.6 36.2 0.5 72.7 41.4 80.8 78.2: 19.2 21.8
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 : 85: 16 30 3 28 21 47 51:
Old : 85: 16 30 3 28 21 47 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 31.5 58.8 42.9 42.8 30.8 54.5 41.0
Old : 45.1 31.5 58.8 42.9 42.8 30.8 54.5 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 5, 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 : 126,079: 26,469 19,571 192 53,567 60,949 80,228 80,712: 45,851 45,367
Old : 126,079: 26,469 19,571 192 53,567 60,949 80,228 80,712: 45,851 45,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 9,191: -3,781 7,074 -26 14,173 -2,954 10,366 4,094: -1,175 5,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 15.5 0.2 42.5 48.3 63.6 64.0: 36.4 36.0
Old : 100.0: 21.0 15.5 0.2 42.5 48.3 63.6 64.0: 36.4 36.0
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 : 93: 30 23 6 27 25 58 53:
Old : 93: 30 23 6 27 25 58 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 28.7 34.9 41.7 26.4 25.6 34.8 38.4
Old : 26.4 28.7 34.9 41.7 26.4 25.6 34.8 38.4
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, April 5, 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 : 9,820: 6,057 705 0 2,167 8,453 8,224 9,158: 1,596 662
Old : 9,820: 6,057 705 0 2,167 8,453 8,224 9,158: 1,596 662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -206: -40 0 0 -136 -242 -176 -242: -30 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 7.2 0.0 22.1 86.1 83.7 93.3: 16.3 6.7
Old : 100.0: 61.7 7.2 0.0 22.1 86.1 83.7 93.3: 16.3 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 : 20: 5 2 0 7 8 12 10:
Old : 20: 5 2 0 7 8 12 10:
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 : 67.2 77.5 79.9 90.9 67.2 77.5 79.9 90.8
Old : 67.2 77.5 79.9 90.9 67.2 77.5 79.9 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 5, 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 : 83,260: 30,205 2,238 0 48,270 72,559 78,475 74,797: 4,785 8,463
Old : 83,260: 30,205 2,238 0 48,270 72,559 78,475 74,797: 4,785 8,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 4,102: 273 716 0 3,994 2,596 4,267 3,312: -165 790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 2.7 0.0 58.0 87.1 94.3 89.8: 5.7 10.2
Old : 100.0: 36.3 2.7 0.0 58.0 87.1 94.3 89.8: 5.7 10.2
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 : 28: 3 1 0 16 18 19 19:
Old : 28: 3 1 0 16 18 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 : 64.5 48.3 87.2 69.8 61.7 44.4 81.8 64.9
Old : 64.5 48.3 87.2 69.8 61.7 44.4 81.8 64.9
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, April 5, 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 : 8,257,196: 791,177 1,353,069 959,088 5,657,815 4,423,231 7,408,080 6,735,388: 849,116 1,521,808
Old : 8,257,196: 791,177 1,353,069 959,088 5,657,815 4,423,231 7,408,080 6,735,388: 849,116 1,521,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 234,109: -21,816 25,778 91,247 153,267 97,454 222,698 214,479: 11,411 19,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 16.4 11.6 68.5 53.6 89.7 81.6: 10.3 18.4
Old : 100.0: 9.6 16.4 11.6 68.5 53.6 89.7 81.6: 10.3 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 46 76 83 113 132 211 245:
Old : 263: 46 76 83 113 132 211 245:
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 : 29.5 14.4 46.6 23.2 28.4 14.1 40.1 21.1
Old : 29.5 14.4 46.6 23.2 28.4 14.1 40.1 21.1
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, April 5, 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 : 671,875: 57,290 78,963 7,462 475,989 484,074 540,741 570,499: 131,134 101,376
Old : 671,875: 57,290 78,963 7,462 475,989 484,074 540,741 570,499: 131,134 101,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -556: 2,493 91 259 1,262 -742 4,014 -392: -4,570 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 11.8 1.1 70.8 72.0 80.5 84.9: 19.5 15.1
Old : 100.0: 8.5 11.8 1.1 70.8 72.0 80.5 84.9: 19.5 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 : 187: 30 40 12 90 60 131 101:
Old : 187: 30 40 12 90 60 131 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 33.0 29.3 47.5 20.0 32.7 28.1 47.1
Old : 20.8 33.0 29.3 47.5 20.0 32.7 28.1 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 5, 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 : 879,805: 134,445 187,695 22,079 393,870 568,926 550,394 778,700: 329,411 101,105
Old : 879,805: 134,445 187,695 22,079 393,870 568,926 550,394 778,700: 329,411 101,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 15,686: -11,349 22,017 5,506 14,936 -2,391 9,093 25,132: 6,593 -9,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 21.3 2.5 44.8 64.7 62.6 88.5: 37.4 11.5
Old : 100.0: 15.3 21.3 2.5 44.8 64.7 62.6 88.5: 37.4 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 33 52 18 44 50 88 109:
Old : 163: 33 52 18 44 50 88 109:
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 : 20.8 35.8 30.9 47.5 17.4 31.0 25.9 41.2
Old : 20.8 35.8 30.9 47.5 17.4 31.0 25.9 41.2
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, April 5, 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 : 11,761: 725 1,573 0 6,418 8,834 7,143 10,407: 4,618 1,354
Old : 11,761: 725 1,573 0 6,418 8,834 7,143 10,407: 4,618 1,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 11: 0 -442 0 -201 147 -201 -295: 212 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 13.4 0.0 54.6 75.1 60.7 88.5: 39.3 11.5
Old : 100.0: 6.2 13.4 0.0 54.6 75.1 60.7 88.5: 39.3 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 4 0 13 12 14 16:
Old : 29: 1 4 0 13 12 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 40.3 46.5 64.4 28.5 40.3 45.0 64.4
Old : 30.0 40.3 46.5 64.4 28.5 40.3 45.0 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 5, 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 : 23,114: 7,770 1,544 86 10,441 15,593 18,297 17,223: 4,817 5,891
Old : 23,114: 7,770 1,544 86 10,441 15,593 18,297 17,223: 4,817 5,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -2,227: -1,789 -7 61 234 -1,954 -1,494 -1,900: -733 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 6.7 0.4 45.2 67.5 79.2 74.5: 20.8 25.5
Old : 100.0: 33.6 6.7 0.4 45.2 67.5 79.2 74.5: 20.8 25.5
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 : 38: 9 3 1 13 18 23 21:
Old : 38: 9 3 1 13 18 23 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 : 39.8 37.9 57.4 54.1 39.5 34.7 55.9 50.5
Old : 39.8 37.9 57.4 54.1 39.5 34.7 55.9 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 5, 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 : 53,645: 4,539 15,658 5 36,304 27,224 40,848 42,887: 12,797 10,758
Old : 53,645: 4,539 15,658 5 36,304 27,224 40,848 42,887: 12,797 10,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -2,130: 553 -1,758 0 252 -560 805 -2,318: -2,935 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 29.2 0.0 67.7 50.7 76.1 79.9: 23.9 20.1
Old : 100.0: 8.5 29.2 0.0 67.7 50.7 76.1 79.9: 23.9 20.1
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 : 89: 13 23 1 36 28 50 51:
Old : 89: 13 23 1 36 28 50 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 28.6 47.0 42.9 32.3 24.8 42.3 38.7
Old : 33.6 28.6 47.0 42.9 32.3 24.8 42.3 38.7
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, April 5, 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 : 263,251: 57,252 109,491 3,790 171,743 118,743 232,785 232,024: 30,466 31,227
Old : 263,251: 57,252 109,491 3,790 171,743 118,743 232,785 232,024: 30,466 31,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -17,420: -17,409 -6,886 178 799 4,044 -16,432 -2,664: -988 -14,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 41.6 1.4 65.2 45.1 88.4 88.1: 11.6 11.9
Old : 100.0: 21.7 41.6 1.4 65.2 45.1 88.4 88.1: 11.6 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 : 169: 40 60 9 42 38 87 103:
Old : 169: 40 60 9 42 38 87 103:
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 : 48.1 28.3 58.1 43.4 44.5 23.1 53.1 33.2
Old : 48.1 28.3 58.1 43.4 44.5 23.1 53.1 33.2
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, April 5, 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 : 78,489: 26,134 5,048 43 33,001 63,420 59,178 68,511: 19,311 9,978
Old : 78,489: 26,134 5,048 43 33,001 63,420 59,178 68,511: 19,311 9,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -2,835: -4,685 853 43 4,307 -5,755 -335 -4,859: -2,500 2,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 6.4 0.1 42.0 80.8 75.4 87.3: 24.6 12.7
Old : 100.0: 33.3 6.4 0.1 42.0 80.8 75.4 87.3: 24.6 12.7
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 : 45: 14 6 2 18 14 33 21:
Old : 45: 14 6 2 18 14 33 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 : 40.2 63.9 53.8 77.2 40.1 63.4 53.1 76.3
Old : 40.2 63.9 53.8 77.2 40.1 63.4 53.1 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 31,186: 1,192 10,515 0 25,647 14,488 26,839 25,003: 4,347 6,183
Old : 31,186: 1,192 10,515 0 25,647 14,488 26,839 25,003: 4,347 6,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 928: 2 269 0 1,311 400 1,313 669: -385 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 33.7 0.0 82.2 46.5 86.1 80.2: 13.9 19.8
Old : 100.0: 3.8 33.7 0.0 82.2 46.5 86.1 80.2: 13.9 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 : 57: 3 12 0 25 25 28 37:
Old : 57: 3 12 0 25 25 28 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 35.1 67.4 46.9 56.0 34.8 66.4 46.5
Old : 57.0 35.1 67.4 46.9 56.0 34.8 66.4 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 5, 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 : 170,342: 36,457 31,747 919 119,407 125,308 156,783 157,974: 13,559 12,368
Old : 170,342: 36,457 31,747 919 119,407 125,308 156,783 157,974: 13,559 12,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 8,208: 3,204 374 -210 8,870 8,408 11,864 8,572: -3,656 -364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 18.6 0.5 70.1 73.6 92.0 92.7: 8.0 7.3
Old : 100.0: 21.4 18.6 0.5 70.1 73.6 92.0 92.7: 8.0 7.3
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 : 110: 17 38 5 31 40 50 81:
Old : 110: 17 38 5 31 40 50 81:
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 : 46.3 38.0 65.9 51.6 44.6 37.0 63.1 50.3
Old : 46.3 38.0 65.9 51.6 44.6 37.0 63.1 50.3
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, April 5, 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 : 35,713: 11,678 10,369 179 12,235 16,468 24,092 27,016: 11,621 8,697
Old : 35,713: 11,678 10,369 179 12,235 16,468 24,092 27,016: 11,621 8,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -1,137: -662 -1,162 28 105 246 -529 -888: -608 -249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 29.0 0.5 34.3 46.1 67.5 75.6: 32.5 24.4
Old : 100.0: 32.7 29.0 0.5 34.3 46.1 67.5 75.6: 32.5 24.4
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 : 71: 23 14 3 17 21 42 36:
Old : 71: 23 14 3 17 21 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 : 22.6 29.8 33.0 44.8 22.5 29.8 32.6 43.5
Old : 22.6 29.8 33.0 44.8 22.5 29.8 32.6 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 5, 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 : 68,707: 3,662 5,338 502 50,510 23,767 54,674 29,607: 14,033 39,100
Old : 68,707: 3,662 5,338 502 50,510 23,767 54,674 29,607: 14,033 39,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 1,521: 416 -2,390 252 1,387 -1,803 2,055 -3,941: -534 5,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 7.8 0.7 73.5 34.6 79.6 43.1: 20.4 56.9
Old : 100.0: 5.3 7.8 0.7 73.5 34.6 79.6 43.1: 20.4 56.9
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 : 48: 3 14 3 18 26 23 42:
Old : 48: 3 14 3 18 26 23 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 : 63.3 16.7 71.6 26.0 56.6 11.6 61.3 17.5
Old : 63.3 16.7 71.6 26.0 56.6 11.6 61.3 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 8, 2005