MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 26,226: 1,948 1,552 3,941 17,592 16,212 23,481 21,705: 2,745 4,521
Old : 26,226: 1,948 1,552 3,941 17,592 16,212 23,481 21,705: 2,745 4,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -4,785: -2,037 -67 -1,330 -1,443 -2,842 -4,809 -4,239: 25 -546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 5.9 15.0 67.1 61.8 89.5 82.8: 10.5 17.2
Old : 100.0: 7.4 5.9 15.0 67.1 61.8 89.5 82.8: 10.5 17.2
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 : 82: 16 11 14 36 40 60 57:
Old : 82: 16 11 14 36 40 60 57:
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 : 46.4 25.4 59.0 40.2 45.3 24.7 52.2 37.5
Old : 46.4 25.4 59.0 40.2 45.3 24.7 52.2 37.5
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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 111,051: 28,143 5,272 21,433 39,910 45,901 89,486 72,606: 21,566 38,445
Old : 110,544: 28,177 5,272 21,399 39,732 45,785 89,308 72,456: 21,237 38,088
Other: 507: 0 34 0 178 116 178 150: 329 357
: : :
: : Changes in Commitments from: December 28, 2004 :
: 9,965: 3,824 329 3,241 1,099 2,409 8,164 5,979: 1,801 3,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 4.7 19.3 35.9 41.3 80.6 65.4: 19.4 34.6
Old : 100.0: 25.5 4.8 19.4 35.9 41.4 80.8 65.5: 19.2 34.5
Other: 100.0: 0.0 6.7 0.0 35.1 22.9 35.1 29.6: 64.9 70.4
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 60 34 49 32 38 131 93:
Old : 154: 60 34 49 31 38 130 93:
Other: 8: 0 1 0 5 3 5 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 22.7 32.8 30.7 23.0 21.8 32.2 28.6
Old : 23.1 22.8 32.9 30.8 23.1 22.0 32.4 28.9
Other: 34.9 29.6 35.1 29.6 32.5 27.2 32.7 27.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 2,056: 439 546 159 874 351 1,472 1,056: 584 1,000
Old : 2,056: 439 546 159 874 351 1,472 1,056: 584 1,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 23: -108 123 -47 149 39 -6 115: 29 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 26.6 7.7 42.5 17.1 71.6 51.4: 28.4 48.6
Old : 100.0: 21.4 26.6 7.7 42.5 17.1 71.6 51.4: 28.4 48.6
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 : 27: 5 14 6 7 3 18 17:
Old : 27: 5 14 6 7 3 18 17:
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 : 45.0 26.7 61.7 39.7 44.7 23.4 55.1 31.4
Old : 45.0 26.7 61.7 39.7 44.7 23.4 55.1 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 152,931: 37,643 9,146 28,524 69,968 82,183 136,135 119,853: 16,796 33,078
Old : 152,931: 37,643 9,146 28,524 69,968 82,183 136,135 119,853: 16,796 33,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 1,916: -2,217 492 1,252 2,454 2,873 1,490 4,618: 426 -2,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 6.0 18.7 45.8 53.7 89.0 78.4: 11.0 21.6
Old : 100.0: 24.6 6.0 18.7 45.8 53.7 89.0 78.4: 11.0 21.6
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 : 202: 62 29 46 61 99 140 159:
Old : 202: 62 29 46 61 99 140 159:
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 : 23.4 14.4 40.3 23.9 19.8 9.4 32.0 16.6
Old : 23.4 14.4 40.3 23.9 19.8 9.4 32.0 16.6
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 with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,845: 1,216 628 236 507 1,804 1,959 2,667: 1,887 1,178
Old : 3,845: 1,216 628 236 507 1,804 1,959 2,667: 1,887 1,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -500: 376 85 -265 -308 58 -197 -122: -303 -378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 16.3 6.1 13.2 46.9 50.9 69.4: 49.1 30.6
Old : 100.0: 31.6 16.3 6.1 13.2 46.9 50.9 69.4: 49.1 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 : 41: 17 7 8 9 15 31 26:
Old : 41: 17 7 8 9 15 31 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 : 17.3 42.9 27.3 53.8 16.4 42.9 25.7 53.3
Old : 17.3 42.9 27.3 53.8 16.4 42.9 25.7 53.3
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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 20,143: 4,646 1,303 3,834 7,010 4,505 15,490 9,642: 4,653 10,501
Old : 20,143: 4,646 1,303 3,834 7,010 4,505 15,490 9,642: 4,653 10,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 918: 941 473 30 244 555 1,215 1,058: -298 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 6.5 19.0 34.8 22.4 76.9 47.9: 23.1 52.1
Old : 100.0: 23.1 6.5 19.0 34.8 22.4 76.9 47.9: 23.1 52.1
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 : 104: 29 19 26 39 37 82 70:
Old : 104: 29 19 26 39 37 82 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 12.9 32.2 21.0 19.0 6.9 28.0 10.8
Old : 19.7 12.9 32.2 21.0 19.0 6.9 28.0 10.8
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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 79,324: 20,995 11,883 2,050 22,448 49,463 45,493 63,396: 33,831 15,928
Old : 79,324: 20,995 11,883 2,050 22,448 49,463 45,493 63,396: 33,831 15,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 5,966: 1,128 -1,479 1,071 3,133 6,065 5,332 5,657: 634 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 15.0 2.6 28.3 62.4 57.4 79.9: 42.6 20.1
Old : 100.0: 26.5 15.0 2.6 28.3 62.4 57.4 79.9: 42.6 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 : 57: 19 11 7 20 17 41 33:
Old : 57: 19 11 7 20 17 41 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 41.2 29.6 55.9 17.5 41.2 27.7 55.6
Old : 18.3 41.2 29.6 55.9 17.5 41.2 27.7 55.6
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 with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 52,461: 20,126 7,893 195 12,266 33,078 32,587 41,166: 19,874 11,295
Old : 52,461: 20,126 7,893 195 12,266 33,078 32,587 41,166: 19,874 11,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -8,864: -13,592 -846 -8 4,311 -11,497 -9,289 -12,351: 425 3,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 15.0 0.4 23.4 63.1 62.1 78.5: 37.9 21.5
Old : 100.0: 38.4 15.0 0.4 23.4 63.1 62.1 78.5: 37.9 21.5
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 : 32: 14 3 2 12 6 26 11:
Old : 32: 14 3 2 12 6 26 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 : 19.9 61.6 33.1 77.3 19.9 61.5 33.1 77.3
Old : 19.9 61.6 33.1 77.3 19.9 61.5 33.1 77.3
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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 75,125: 42,781 10,002 640 21,524 57,290 64,946 67,932: 10,180 7,193
Old : 75,125: 42,781 10,002 640 21,524 57,290 64,946 67,932: 10,180 7,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -10,729: -11,339 3,799 -52 512 -15,428 -10,879 -11,682: 150 953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 13.3 0.9 28.7 76.3 86.4 90.4: 13.6 9.6
Old : 100.0: 56.9 13.3 0.9 28.7 76.3 86.4 90.4: 13.6 9.6
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 : 84: 43 12 3 17 16 63 28:
Old : 84: 43 12 3 17 16 63 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 : 33.9 58.8 49.4 73.4 33.9 57.9 49.4 72.5
Old : 33.9 58.8 49.4 73.4 33.9 57.9 49.4 72.5
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 with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 79,033: 23,892 12,055 1,496 27,871 51,583 53,259 65,134: 25,774 13,900
Old : 79,033: 23,892 12,055 1,496 27,871 51,583 53,259 65,134: 25,774 13,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,118: -9,073 -885 480 7,836 -2,147 -758 -2,552: -360 1,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 15.3 1.9 35.3 65.3 67.4 82.4: 32.6 17.6
Old : 100.0: 30.2 15.3 1.9 35.3 65.3 67.4 82.4: 32.6 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 : 50: 21 9 8 14 13 40 25:
Old : 50: 21 9 8 14 13 40 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 : 25.6 53.5 37.7 74.2 25.6 53.5 36.8 71.3
Old : 25.6 53.5 37.7 74.2 25.6 53.5 36.8 71.3
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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 181,836: 34,462 11,472 3,417 109,034 146,418 146,913 161,307: 34,923 20,529
Old : 181,836: 34,462 11,472 3,417 109,034 146,418 146,913 161,307: 34,923 20,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 5,873: -5,525 110 848 14,134 2,604 9,457 3,561: -3,584 2,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 6.3 1.9 60.0 80.5 80.8 88.7: 19.2 11.3
Old : 100.0: 19.0 6.3 1.9 60.0 80.5 80.8 88.7: 19.2 11.3
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: 32 16 8 22 20 57 41:
Old : 76: 32 16 8 22 20 57 41:
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 : 46.4 60.6 57.7 72.9 29.7 45.8 37.3 52.7
Old : 46.4 60.6 57.7 72.9 29.7 45.8 37.3 52.7
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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 187,730: 40,163 30,022 26,359 46,395 75,510 112,917 131,891: 74,813 55,839
Old : 187,730: 40,163 30,022 26,359 46,395 75,510 112,917 131,891: 74,813 55,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -6,396: -10,786 -1,594 6,874 -8,764 2,836 -12,676 8,116: 6,280 -14,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 16.0 14.0 24.7 40.2 60.1 70.3: 39.9 29.7
Old : 100.0: 21.4 16.0 14.0 24.7 40.2 60.1 70.3: 39.9 29.7
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 : 106: 39 31 35 31 24 89 71:
Old : 106: 39 31 35 31 24 89 71:
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 : 13.4 30.0 21.6 44.2 10.3 24.2 16.7 35.8
Old : 13.4 30.0 21.6 44.2 10.3 24.2 16.7 35.8
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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 44,005: 9,405 0 575 32,159 39,754 42,139 40,329: 1,866 3,676
Old : 44,005: 9,405 0 575 32,159 39,754 42,139 40,329: 1,866 3,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 3,348: -781 0 475 3,945 2,872 3,639 3,347: -291 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 0.0 1.3 73.1 90.3 95.8 91.6: 4.2 8.4
Old : 100.0: 21.4 0.0 1.3 73.1 90.3 95.8 91.6: 4.2 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 0 1 19 25 22 26:
Old : 38: 3 0 1 19 25 22 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 : 50.9 40.0 72.6 57.1 49.1 31.0 61.0 45.4
Old : 50.9 40.0 72.6 57.1 49.1 31.0 61.0 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 9,838,085: 592,295 819,775 2,767,421 6,004,955 5,514,739 9,364,672 9,101,935: 473,413 736,150
Old : 9,838,085: 592,295 819,775 2,767,421 6,004,955 5,514,739 9,364,672 9,101,935: 473,413 736,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 339,715: -29,999 76,672 29,394 287,638 178,242 287,032 284,307: 52,682 55,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 8.3 28.1 61.0 56.1 95.2 92.5: 4.8 7.5
Old : 100.0: 6.0 8.3 28.1 61.0 56.1 95.2 92.5: 4.8 7.5
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 : 419: 75 112 143 188 207 346 394:
Old : 419: 75 112 143 188 207 346 394:
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 : 23.3 11.1 37.0 20.4 18.7 8.5 27.9 13.0
Old : 23.3 11.1 37.0 20.4 18.7 8.5 27.9 13.0
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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 727,512: 62,907 61,253 26,108 468,540 518,343 557,555 605,703: 169,957 121,809
Old : 727,512: 62,907 61,253 26,108 468,540 518,343 557,555 605,703: 169,957 121,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 13,189: 4,653 1,681 2,278 567 417 7,498 4,375: 5,690 8,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 8.4 3.6 64.4 71.2 76.6 83.3: 23.4 16.7
Old : 100.0: 8.6 8.4 3.6 64.4 71.2 76.6 83.3: 23.4 16.7
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 : 199: 49 34 44 96 70 169 124:
Old : 199: 49 34 44 96 70 169 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 29.4 28.4 42.7 18.7 29.3 27.5 42.6
Old : 19.4 29.4 28.4 42.7 18.7 29.3 27.5 42.6
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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 819,784: 206,735 97,587 18,064 313,333 631,303 538,132 746,954: 281,652 72,830
Old : 819,784: 206,735 97,587 18,064 313,333 631,303 538,132 746,954: 281,652 72,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 71,009: 15,049 15,427 6,148 1,506 34,709 22,704 56,284: 48,305 14,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 11.9 2.2 38.2 77.0 65.6 91.1: 34.4 8.9
Old : 100.0: 25.2 11.9 2.2 38.2 77.0 65.6 91.1: 34.4 8.9
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 : 266: 95 67 33 68 70 178 155:
Old : 266: 95 67 33 68 70 178 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 39.1 28.5 54.7 18.7 35.7 27.0 49.9
Old : 18.8 39.1 28.5 54.7 18.7 35.7 27.0 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,230: 1,802 140 0 8,406 11,890 10,208 12,030: 3,022 1,200
Old : 13,230: 1,802 140 0 8,406 11,890 10,208 12,030: 3,022 1,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 108: 56 -116 0 -337 286 -281 170: 389 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 1.1 0.0 63.5 89.9 77.2 90.9: 22.8 9.1
Old : 100.0: 13.6 1.1 0.0 63.5 89.9 77.2 90.9: 22.8 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 6 1 0 24 17 30 18:
Old : 46: 6 1 0 24 17 30 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 43.7 44.2 69.0 25.9 43.7 44.2 68.8
Old : 25.9 43.7 44.2 69.0 25.9 43.7 44.2 68.8
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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 23,589: 1,992 4,125 289 18,954 15,578 21,235 19,992: 2,354 3,597
Old : 23,589: 1,992 4,125 289 18,954 15,578 21,235 19,992: 2,354 3,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 1,459: -797 460 148 2,600 -119 1,951 489: -492 970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 17.5 1.2 80.4 66.0 90.0 84.8: 10.0 15.2
Old : 100.0: 8.4 17.5 1.2 80.4 66.0 90.0 84.8: 10.0 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 7 7 3 25 17 35 24:
Old : 51: 7 7 3 25 17 35 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 39.4 61.1 62.5 47.8 37.1 60.5 59.8
Old : 47.8 39.4 61.1 62.5 47.8 37.1 60.5 59.8
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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 63,826: 14,032 10,587 201 27,346 44,667 41,578 55,455: 22,247 8,371
Old : 63,826: 14,032 10,587 201 27,346 44,667 41,578 55,455: 22,247 8,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,423: 760 -2,532 -26 -4,946 697 -4,213 -1,861: 2,789 438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 16.6 0.3 42.8 70.0 65.1 86.9: 34.9 13.1
Old : 100.0: 22.0 16.6 0.3 42.8 70.0 65.1 86.9: 34.9 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 31 35 3 46 32 79 68:
Old : 130: 31 35 3 46 32 79 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 45.4 28.5 57.8 18.2 43.7 27.6 55.7
Old : 18.4 45.4 28.5 57.8 18.2 43.7 27.6 55.7
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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 307,829: 127,044 73,945 7,935 140,105 141,660 275,083 223,540: 32,746 84,290
Old : 307,829: 127,044 73,945 7,935 140,105 141,660 275,083 223,540: 32,746 84,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 40,451: -7,404 35,263 4,739 36,219 -13,670 33,554 26,331: 6,896 14,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 24.0 2.6 45.5 46.0 89.4 72.6: 10.6 27.4
Old : 100.0: 41.3 24.0 2.6 45.5 46.0 89.4 72.6: 10.6 27.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 89 70 14 44 46 141 122:
Old : 236: 89 70 14 44 46 141 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 24.6 51.8 36.9 34.2 23.4 46.5 33.1
Old : 37.0 24.6 51.8 36.9 34.2 23.4 46.5 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 68,316: 32,266 1,963 473 11,156 55,962 43,895 58,398: 24,421 9,917
Old : 68,316: 32,266 1,963 473 11,156 55,962 43,895 58,398: 24,421 9,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 5,511: 1,936 1,750 173 2,380 3,788 4,488 5,711: 1,023 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 2.9 0.7 16.3 81.9 64.3 85.5: 35.7 14.5
Old : 100.0: 47.2 2.9 0.7 16.3 81.9 64.3 85.5: 35.7 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 19 3 1 10 16 30 19:
Old : 42: 19 3 1 10 16 30 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 : 24.1 51.6 38.2 71.7 24.1 51.4 38.2 71.6
Old : 24.1 51.6 38.2 71.7 24.1 51.4 38.2 71.6
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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 20,425: 1,813 5,651 111 14,540 11,345 16,464 17,107: 3,960 3,317
Old : 20,425: 1,813 5,651 111 14,540 11,345 16,464 17,107: 3,960 3,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -162: 2 265 90 -298 -723 -206 -368: 44 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 27.7 0.5 71.2 55.5 80.6 83.8: 19.4 16.2
Old : 100.0: 8.9 27.7 0.5 71.2 55.5 80.6 83.8: 19.4 16.2
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 : 80: 7 20 3 38 20 47 41:
Old : 80: 7 20 3 38 20 47 41:
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 : 27.1 33.5 40.2 45.8 26.9 33.5 40.0 45.8
Old : 27.1 33.5 40.2 45.8 26.9 33.5 40.0 45.8
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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 108,528: 13,282 13,320 1,361 81,305 85,186 95,948 99,867: 12,580 8,661
Old : 108,528: 13,282 13,320 1,361 81,305 85,186 95,948 99,867: 12,580 8,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 7,147: -5,074 -4,841 793 9,487 7,402 5,206 3,354: 1,941 3,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 12.3 1.3 74.9 78.5 88.4 92.0: 11.6 8.0
Old : 100.0: 12.2 12.3 1.3 74.9 78.5 88.4 92.0: 11.6 8.0
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 : 113: 23 30 8 37 36 65 70:
Old : 113: 23 30 8 37 36 65 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 43.3 55.4 56.2 36.7 43.3 50.6 55.6
Old : 38.6 43.3 55.4 56.2 36.7 43.3 50.6 55.6
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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 33,126: 11,941 8,879 987 10,374 17,516 23,302 27,382: 9,824 5,744
Old : 33,126: 11,941 8,879 987 10,374 17,516 23,302 27,382: 9,824 5,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 3,652: 474 -96 50 344 1,784 868 1,738: 2,784 1,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 26.8 3.0 31.3 52.9 70.3 82.7: 29.7 17.3
Old : 100.0: 36.0 26.8 3.0 31.3 52.9 70.3 82.7: 29.7 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 35 19 4 26 23 64 45:
Old : 100: 35 19 4 26 23 64 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 29.5 26.0 46.2 16.1 28.8 25.1 43.2
Old : 16.5 29.5 26.0 46.2 16.1 28.8 25.1 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 8,193: 3,468 451 0 2,174 1,583 5,642 2,034: 2,551 6,159
Old : 8,193: 3,468 451 0 2,174 1,583 5,642 2,034: 2,551 6,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 1,011: 434 -432 0 407 1,293 841 861: 170 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 5.5 0.0 26.5 19.3 68.9 24.8: 31.1 75.2
Old : 100.0: 42.3 5.5 0.0 26.5 19.3 68.9 24.8: 31.1 75.2
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 : 20: 7 2 0 4 8 11 10:
Old : 20: 7 2 0 4 8 11 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 : 54.1 12.9 64.0 22.0 52.8 12.9 62.7 22.0
Old : 54.1 12.9 64.0 22.0 52.8 12.9 62.7 22.0
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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 111,283: 491 6,100 2,882 46,008 79,060 49,381 88,042: 61,902 23,241
Old : 111,283: 491 6,100 2,882 46,008 79,060 49,381 88,042: 61,902 23,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,329: 16 -493 308 -79 1,111 245 926: -1,574 -2,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 5.5 2.6 41.3 71.0 44.4 79.1: 55.6 20.9
Old : 100.0: 0.4 5.5 2.6 41.3 71.0 44.4 79.1: 55.6 20.9
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 : 46: 4 14 4 13 24 20 40:
Old : 46: 4 14 4 13 24 20 40:
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 : 38.8 58.6 42.4 67.7 5.1 29.9 5.8 35.1
Old : 38.8 58.6 42.4 67.7 5.1 29.9 5.8 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2005