MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 31,115: 2,639 2,201 4,909 20,086 19,134 27,633 26,244: 3,482 4,871
Old : 31,115: 2,639 2,201 4,909 20,086 19,134 27,633 26,244: 3,482 4,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 2,230: 706 335 481 929 1,072 2,116 1,887: 114 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 7.1 15.8 64.6 61.5 88.8 84.3: 11.2 15.7
Old : 100.0: 8.5 7.1 15.8 64.6 61.5 88.8 84.3: 11.2 15.7
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 : 89: 26 7 18 35 39 65 60:
Old : 89: 26 7 18 35 39 65 60:
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 : 43.4 28.3 55.2 43.3 42.5 27.5 48.0 40.3
Old : 43.4 28.3 55.2 43.3 42.5 27.5 48.0 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 109,831: 31,048 3,119 19,857 37,168 49,918 88,073 72,894: 21,757 36,936
Old : 108,973: 31,201 3,119 19,697 36,836 49,764 87,734 72,580: 21,238 36,392
Other: 858: 7 160 0 332 154 339 314: 519 544
: : :
: : Changes in Commitments from: January 11, 2005 :
: 86: 513 -188 -107 -1,563 385 -1,157 89: 1,242 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 2.8 18.1 33.8 45.4 80.2 66.4: 19.8 33.6
Old : 100.0: 28.6 2.9 18.1 33.8 45.7 80.5 66.6: 19.5 33.4
Other: 100.0: 0.8 18.6 0.0 38.7 17.9 39.5 36.6: 60.5 63.4
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 66 22 51 31 34 136 91:
Old : 155: 66 22 51 30 34 135 91:
Other: 9: 1 1 0 5 3 6 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 : 21.7 25.0 31.8 34.7 21.6 24.5 30.6 32.4
Old : 21.9 25.2 32.0 35.0 21.8 24.8 30.9 32.9
Other: 38.1 36.6 39.5 36.6 36.0 34.5 37.4 34.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 2,092: 375 480 124 921 403 1,420 1,007: 672 1,085
Old : 2,092: 375 480 124 921 403 1,420 1,007: 672 1,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 27: -137 -126 -17 136 34 -18 -109: 45 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 22.9 5.9 44.0 19.3 67.9 48.1: 32.1 51.9
Old : 100.0: 17.9 22.9 5.9 44.0 19.3 67.9 48.1: 32.1 51.9
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 : 25: 4 13 6 7 3 17 16:
Old : 25: 4 13 6 7 3 17 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 : 48.2 27.4 59.9 37.7 47.6 24.3 55.9 30.7
Old : 48.2 27.4 59.9 37.7 47.6 24.3 55.9 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 162,583: 45,402 7,979 33,327 64,131 79,339 142,861 120,645: 19,723 41,938
Old : 162,583: 45,402 7,979 33,327 64,131 79,339 142,861 120,645: 19,723 41,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 47: 1,602 178 1,513 -2,845 -1,883 270 -192: -223 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 4.9 20.5 39.4 48.8 87.9 74.2: 12.1 25.8
Old : 100.0: 27.9 4.9 20.5 39.4 48.8 87.9 74.2: 12.1 25.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 62 28 49 68 106 154 167:
Old : 214: 62 28 49 68 106 154 167:
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 : 21.2 11.3 36.1 20.6 18.1 8.7 30.4 14.7
Old : 21.2 11.3 36.1 20.6 18.1 8.7 30.4 14.7
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 18, 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 : 3,822: 1,292 644 160 481 1,956 1,933 2,760: 1,889 1,062
Old : 3,822: 1,292 644 160 481 1,956 1,933 2,760: 1,889 1,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -141: -137 34 -43 -92 -11 -271 -19: 130 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 16.8 4.2 12.6 51.2 50.6 72.2: 49.4 27.8
Old : 100.0: 33.8 16.8 4.2 12.6 51.2 50.6 72.2: 49.4 27.8
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 : 45: 19 5 6 12 20 33 29:
Old : 45: 19 5 6 12 20 33 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 44.7 29.2 55.4 19.6 44.7 28.6 55.4
Old : 20.1 44.7 29.2 55.4 19.6 44.7 28.6 55.4
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 with Delta-adjusted Options and Futures Combined, January 18, 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 : 22,537: 6,121 542 4,782 7,146 5,139 18,049 10,463: 4,489 12,075
Old : 22,537: 6,121 542 4,782 7,146 5,139 18,049 10,463: 4,489 12,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 961: 575 -188 507 -69 222 1,013 541: -52 421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 2.4 21.2 31.7 22.8 80.1 46.4: 19.9 53.6
Old : 100.0: 27.2 2.4 21.2 31.7 22.8 80.1 46.4: 19.9 53.6
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 : 118: 36 14 27 43 49 94 79:
Old : 118: 36 14 27 43 49 94 79:
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 : 21.4 12.1 34.4 19.0 18.6 6.0 27.9 9.5
Old : 21.4 12.1 34.4 19.0 18.6 6.0 27.9 9.5
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 18, 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 : 86,051: 20,166 14,760 1,860 31,825 51,953 53,852 68,573: 32,199 17,478
Old : 86,051: 20,166 14,760 1,860 31,825 51,953 53,852 68,573: 32,199 17,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 7,998: 241 4,902 524 7,004 2,114 7,770 7,540: 228 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 17.2 2.2 37.0 60.4 62.6 79.7: 37.4 20.3
Old : 100.0: 23.4 17.2 2.2 37.0 60.4 62.6 79.7: 37.4 20.3
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 : 62: 19 13 7 23 19 44 37:
Old : 62: 19 13 7 23 19 44 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 : 17.3 41.9 28.8 55.6 16.1 41.9 27.5 55.3
Old : 17.3 41.9 28.8 55.6 16.1 41.9 27.5 55.3
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 18, 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 : 53,036: 11,178 12,317 268 27,306 27,276 38,752 39,861: 14,285 13,175
Old : 53,036: 11,178 12,317 268 27,306 27,276 38,752 39,861: 14,285 13,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -1,364: -761 494 155 1,493 -2,378 887 -1,729: -2,251 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 23.2 0.5 51.5 51.4 73.1 75.2: 26.9 24.8
Old : 100.0: 21.1 23.2 0.5 51.5 51.4 73.1 75.2: 26.9 24.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 13 5 4 13 6 26 15:
Old : 33: 13 5 4 13 6 26 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 54.7 51.9 69.5 36.4 54.6 51.9 69.4
Old : 36.4 54.7 51.9 69.5 36.4 54.6 51.9 69.4
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 18, 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 : 72,683: 47,902 5,279 522 14,466 61,835 62,889 67,635: 9,794 5,048
Old : 72,683: 47,902 5,279 522 14,466 61,835 62,889 67,635: 9,794 5,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 3,256: 9,369 -1,277 -188 -2,921 7,350 6,260 5,885: -3,004 -2,629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 7.3 0.7 19.9 85.1 86.5 93.1: 13.5 6.9
Old : 100.0: 65.9 7.3 0.7 19.9 85.1 86.5 93.1: 13.5 6.9
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 : 88: 48 9 1 16 19 65 28:
Old : 88: 48 9 1 16 19 65 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 : 36.3 56.7 51.7 75.5 36.3 55.8 51.7 74.6
Old : 36.3 56.7 51.7 75.5 36.3 55.8 51.7 74.6
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 18, 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 : 66,910: 20,756 2,237 599 21,563 47,502 42,917 50,338: 23,993 16,573
Old : 66,910: 20,756 2,237 599 21,563 47,502 42,917 50,338: 23,993 16,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -1,588: -1,984 873 336 -653 -4,164 -2,301 -2,955: 713 1,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 3.3 0.9 32.2 71.0 64.1 75.2: 35.9 24.8
Old : 100.0: 31.0 3.3 0.9 32.2 71.0 64.1 75.2: 35.9 24.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 20 5 4 11 12 33 19:
Old : 43: 20 5 4 11 12 33 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 : 24.4 48.5 35.8 68.8 24.1 48.5 34.2 65.6
Old : 24.4 48.5 35.8 68.8 24.1 48.5 34.2 65.6
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 18, 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 : 195,746: 39,804 31,770 2,386 108,550 139,736 150,741 173,892: 45,005 21,854
Old : 195,746: 39,804 31,770 2,386 108,550 139,736 150,741 173,892: 45,005 21,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 9,360: 4,881 20,345 -211 -3,961 -10,478 709 9,656: 8,651 -296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 16.2 1.2 55.5 71.4 77.0 88.8: 23.0 11.2
Old : 100.0: 20.3 16.2 1.2 55.5 71.4 77.0 88.8: 23.0 11.2
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 : 70: 27 14 4 22 21 52 36:
Old : 70: 27 14 4 22 21 52 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 : 43.2 49.9 54.3 68.8 27.6 43.8 36.7 53.7
Old : 43.2 49.9 54.3 68.8 27.6 43.8 36.7 53.7
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 18, 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 : 167,940: 28,839 14,759 21,882 50,868 73,986 101,589 110,626: 66,351 57,314
Old : 167,940: 28,839 14,759 21,882 50,868 73,986 101,589 110,626: 66,351 57,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -7,313: -4,480 623 4,136 6,077 -4,660 5,733 99: -13,047 -7,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 8.8 13.0 30.3 44.1 60.5 65.9: 39.5 34.1
Old : 100.0: 17.2 8.8 13.0 30.3 44.1 60.5 65.9: 39.5 34.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 32 23 25 31 23 72 62:
Old : 89: 32 23 25 31 23 72 62:
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 : 15.0 26.1 23.8 40.7 13.9 24.2 20.2 32.6
Old : 15.0 26.1 23.8 40.7 13.9 24.2 20.2 32.6
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 18, 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 : 50,467: 10,128 700 100 29,271 45,423 39,499 46,223: 10,968 4,244
Old : 50,467: 10,128 700 100 29,271 45,423 39,499 46,223: 10,968 4,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 3,473: -82 0 0 -4,566 3,556 -4,648 3,556: 8,121 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 1.4 0.2 58.0 90.0 78.3 91.6: 21.7 8.4
Old : 100.0: 20.1 1.4 0.2 58.0 90.0 78.3 91.6: 21.7 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 : 35: 3 1 1 17 26 20 28:
Old : 35: 3 1 1 17 26 20 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 : 39.3 35.9 60.0 55.0 35.2 32.4 49.3 50.3
Old : 39.3 35.9 60.0 55.0 35.2 32.4 49.3 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 :10,477,763: 579,218 952,544 2,894,573 6,505,982 5,819,968 9,979,773 9,667,085: 497,989 810,677
Old :10,477,763: 579,218 952,544 2,894,573 6,505,982 5,819,968 9,979,773 9,667,085: 497,989 810,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -97,224: 35,351 -20,721 -162,411 54,489 78,255 -72,571 -104,877: -24,653 7,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 9.1 27.6 62.1 55.5 95.2 92.3: 4.8 7.7
Old : 100.0: 5.5 9.1 27.6 62.1 55.5 95.2 92.3: 4.8 7.7
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 : 420: 88 107 149 186 204 350 395:
Old : 420: 88 107 149 186 204 350 395:
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 : 22.8 11.7 36.8 21.7 18.3 8.5 27.4 13.1
Old : 22.8 11.7 36.8 21.7 18.3 8.5 27.4 13.1
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 with Delta-adjusted Options and Futures Combined, January 18, 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 : 728,809: 69,976 56,986 36,938 470,446 524,777 577,359 618,701: 151,450 110,108
Old : 728,809: 69,976 56,986 36,938 470,446 524,777 577,359 618,701: 151,450 110,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -8,878: 5,552 -1,871 1,527 388 1,651 7,467 1,306: -16,345 -10,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 7.8 5.1 64.5 72.0 79.2 84.9: 20.8 15.1
Old : 100.0: 9.6 7.8 5.1 64.5 72.0 79.2 84.9: 20.8 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 : 205: 48 38 52 98 73 178 131:
Old : 205: 48 38 52 98 73 178 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 29.8 27.8 43.0 18.3 29.7 26.9 42.9
Old : 19.0 29.8 27.8 43.0 18.3 29.7 26.9 42.9
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 18, 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 : 864,197: 189,158 126,819 15,244 362,962 643,988 567,363 786,051: 296,834 78,146
Old : 864,197: 189,158 126,819 15,244 362,962 643,988 567,363 786,051: 296,834 78,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 23,106: -19,839 11,053 -923 27,139 9,599 6,377 19,729: 16,728 3,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 14.7 1.8 42.0 74.5 65.7 91.0: 34.3 9.0
Old : 100.0: 21.9 14.7 1.8 42.0 74.5 65.7 91.0: 34.3 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 94 83 33 73 73 186 170:
Old : 287: 94 83 33 73 73 186 170:
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 : 17.7 34.9 28.5 48.3 17.0 32.2 26.5 43.7
Old : 17.7 34.9 28.5 48.3 17.0 32.2 26.5 43.7
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 18, 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 : 12,957: 2,055 0 0 8,145 12,111 10,200 12,111: 2,757 846
Old : 12,957: 2,055 0 0 8,145 12,111 10,200 12,111: 2,757 846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -114: 128 0 0 -268 88 -140 88: 26 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 0.0 0.0 62.9 93.5 78.7 93.5: 21.3 6.5
Old : 100.0: 15.9 0.0 0.0 62.9 93.5 78.7 93.5: 21.3 6.5
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 : 48: 8 0 0 23 18 31 18:
Old : 48: 8 0 0 23 18 31 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 : 26.2 44.5 44.4 72.4 26.2 44.5 44.4 72.4
Old : 26.2 44.5 44.4 72.4 26.2 44.5 44.4 72.4
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 with Delta-adjusted Options and Futures Combined, January 18, 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 : 25,266: 1,742 4,353 342 20,581 17,650 22,665 22,345: 2,601 2,921
Old : 25,266: 1,742 4,353 342 20,581 17,650 22,665 22,345: 2,601 2,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -514: 661 594 -20 -1,491 -463 -850 111: 336 -625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 17.2 1.4 81.5 69.9 89.7 88.4: 10.3 11.6
Old : 100.0: 6.9 17.2 1.4 81.5 69.9 89.7 88.4: 10.3 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 4 7 2 24 22 29 30:
Old : 51: 4 7 2 24 22 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 41.6 67.3 62.9 48.7 37.6 61.7 55.5
Old : 51.5 41.6 67.3 62.9 48.7 37.6 61.7 55.5
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 with Delta-adjusted Options and Futures Combined, January 18, 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 : 74,830: 8,240 14,644 382 33,759 51,123 42,381 66,148: 32,449 8,681
Old : 74,830: 8,240 14,644 382 33,759 51,123 42,381 66,148: 32,449 8,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 2,469: -4,580 356 171 1,643 1,818 -2,765 2,346: 5,234 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 19.6 0.5 45.1 68.3 56.6 88.4: 43.4 11.6
Old : 100.0: 11.0 19.6 0.5 45.1 68.3 56.6 88.4: 43.4 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 27 38 5 53 38 83 78:
Old : 140: 27 38 5 53 38 83 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 41.9 25.4 56.3 15.8 36.9 22.2 50.1
Old : 16.4 41.9 25.4 56.3 15.8 36.9 22.2 50.1
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 18, 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 : 343,640: 121,539 65,104 5,074 183,065 151,723 309,678 221,901: 33,962 121,739
Old : 343,640: 121,539 65,104 5,074 183,065 151,723 309,678 221,901: 33,962 121,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 16,348: -660 -1,004 125 20,222 11,781 19,688 10,903: -3,339 5,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 18.9 1.5 53.3 44.2 90.1 64.6: 9.9 35.4
Old : 100.0: 35.4 18.9 1.5 53.3 44.2 90.1 64.6: 9.9 35.4
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 : 234: 89 64 16 52 43 146 118:
Old : 234: 89 64 16 52 43 146 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 23.3 50.3 33.0 29.8 21.0 46.1 28.6
Old : 34.0 23.3 50.3 33.0 29.8 21.0 46.1 28.6
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 18, 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 : 66,429: 27,749 534 257 15,612 54,534 43,618 55,326: 22,811 11,104
Old : 66,429: 27,749 534 257 15,612 54,534 43,618 55,326: 22,811 11,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 2,425: 1,255 -51 -4 727 1,385 1,979 1,331: 446 1,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 0.8 0.4 23.5 82.1 65.7 83.3: 34.3 16.7
Old : 100.0: 41.8 0.8 0.4 23.5 82.1 65.7 83.3: 34.3 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 : 37: 17 2 1 10 14 28 16:
Old : 37: 17 2 1 10 14 28 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 : 30.9 51.7 45.1 75.3 30.5 51.5 44.8 74.9
Old : 30.9 51.7 45.1 75.3 30.5 51.5 44.8 74.9
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 18, 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 : 22,623: 2,039 8,170 106 16,485 11,289 18,630 19,565: 3,993 3,058
Old : 22,623: 2,039 8,170 106 16,485 11,289 18,630 19,565: 3,993 3,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 954: -41 758 11 841 -11 811 758: 143 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 36.1 0.5 72.9 49.9 82.3 86.5: 17.7 13.5
Old : 100.0: 9.0 36.1 0.5 72.9 49.9 82.3 86.5: 17.7 13.5
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 : 85: 9 20 3 41 23 52 44:
Old : 85: 9 20 3 41 23 52 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 40.1 37.5 51.0 23.7 36.5 36.4 47.3
Old : 23.9 40.1 37.5 51.0 23.7 36.5 36.4 47.3
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 18, 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 : 142,522: 22,737 17,494 1,153 103,256 108,502 127,146 127,149: 15,376 15,373
Old : 142,522: 22,737 17,494 1,153 103,256 108,502 127,146 127,149: 15,376 15,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 7,515: 1,998 36 -31 -1,570 4,790 397 4,795: 7,118 2,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 12.3 0.8 72.4 76.1 89.2 89.2: 10.8 10.8
Old : 100.0: 16.0 12.3 0.8 72.4 76.1 89.2 89.2: 10.8 10.8
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 : 112: 21 31 5 38 37 62 70:
Old : 112: 21 31 5 38 37 62 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 : 45.3 38.3 60.2 54.6 42.7 36.5 53.9 49.0
Old : 45.3 38.3 60.2 54.6 42.7 36.5 53.9 49.0
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 18, 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 : 33,528: 12,505 6,652 990 11,274 19,874 24,769 27,516: 8,759 6,012
Old : 33,528: 12,505 6,652 990 11,274 19,874 24,769 27,516: 8,759 6,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,264: 372 -547 8 1,155 907 1,535 368: -271 896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 19.8 3.0 33.6 59.3 73.9 82.1: 26.1 17.9
Old : 100.0: 37.3 19.8 3.0 33.6 59.3 73.9 82.1: 26.1 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 40 19 4 26 25 69 47:
Old : 108: 40 19 4 26 25 69 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 33.3 27.9 48.2 17.0 28.5 26.0 42.0
Old : 17.9 33.3 27.9 48.2 17.0 28.5 26.0 42.0
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 18, 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 : 126,468: 299 5,884 2,732 60,970 83,238 64,001 91,854: 62,467 34,614
Old : 126,468: 299 5,884 2,732 60,970 83,238 64,001 91,854: 62,467 34,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 10,661: 72 -502 -150 4,616 5,166 4,538 4,514: 6,123 6,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 4.7 2.2 48.2 65.8 50.6 72.6: 49.4 27.4
Old : 100.0: 0.2 4.7 2.2 48.2 65.8 50.6 72.6: 49.4 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 : 44: 3 12 3 16 24 21 38:
Old : 44: 3 12 3 16 24 21 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 55.0 47.8 61.9 6.3 20.2 7.3 24.7
Old : 43.1 55.0 47.8 61.9 6.3 20.2 7.3 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 21, 2005