MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 30,591: 2,075 2,382 4,897 17,874 16,208 24,846 23,487: 5,746 7,105
Old : 30,591: 2,075 2,382 4,897 17,874 16,208 24,846 23,487: 5,746 7,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -2,993: -860 12 -397 -996 -1,835 -2,253 -2,221: -740 -772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 7.8 16.0 58.4 53.0 81.2 76.8: 18.8 23.2
Old : 100.0: 6.8 7.8 16.0 58.4 53.0 81.2 76.8: 18.8 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 12 8 14 26 25 44 41:
Old : 54: 12 8 14 26 25 44 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 : 44.8 29.5 57.1 47.1 42.9 28.0 48.1 42.5
Old : 44.8 29.5 57.1 47.1 42.9 28.0 48.1 42.5
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, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 106,446: 22,220 6,909 23,585 39,638 42,716 85,443 73,210: 21,003 33,236
Old : 105,001: 22,413 6,956 23,288 38,887 42,396 84,588 72,640: 20,413 32,361
Other: 1,445: 64 210 40 751 320 855 570: 590 875
: : :
: : Changes in Commitments from: February 1, 2005 :
: -1,804: -2,725 1,887 301 246 -1,927 -2,178 261: 374 -2,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 6.5 22.2 37.2 40.1 80.3 68.8: 19.7 31.2
Old : 100.0: 21.3 6.6 22.2 37.0 40.4 80.6 69.2: 19.4 30.8
Other: 100.0: 4.4 14.5 2.8 52.0 22.1 59.2 39.4: 40.8 60.6
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 54 40 55 32 39 127 106:
Old : 154: 54 40 55 32 39 127 106:
Other: 14: 4 2 1 4 6 9 8:
:----------------------------------------------------------------------------------------------------
: 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 : 23.6 19.7 34.0 30.3 23.1 18.6 32.5 26.8
Old : 23.9 19.9 34.3 30.6 23.5 19.3 32.8 27.6
Other: 52.0 36.1 58.9 39.4 50.0 33.7 54.5 34.7
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,698: 253 1,008 418 1,292 356 1,963 1,782: 735 916
Old : 2,698: 253 1,008 418 1,292 356 1,963 1,782: 735 916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 308: -238 539 125 503 -167 389 496: -81 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 37.4 15.5 47.9 13.2 72.8 66.1: 27.2 33.9
Old : 100.0: 9.4 37.4 15.5 47.9 13.2 72.8 66.1: 27.2 33.9
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 : 30: 5 16 7 8 2 19 20:
Old : 30: 5 16 7 8 2 19 20:
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 : 49.0 31.4 61.4 47.0 44.1 25.5 52.1 37.3
Old : 49.0 31.4 61.4 47.0 44.1 25.5 52.1 37.3
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, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 161,403: 47,313 9,866 24,475 68,883 81,984 140,671 116,325: 20,732 45,078
Old : 161,403: 47,313 9,866 24,475 68,883 81,984 140,671 116,325: 20,732 45,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -4,924: 4,307 1,558 -6,474 -1,057 -1,392 -3,223 -6,308: -1,701 1,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 6.1 15.2 42.7 50.8 87.2 72.1: 12.8 27.9
Old : 100.0: 29.3 6.1 15.2 42.7 50.8 87.2 72.1: 12.8 27.9
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 : 235: 66 38 59 81 109 183 180:
Old : 235: 66 38 59 81 109 183 180:
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 : 20.2 11.0 34.3 18.5 18.8 10.4 31.9 16.7
Old : 20.2 11.0 34.3 18.5 18.8 10.4 31.9 16.7
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, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,929: 2,278 233 512 577 3,207 3,368 3,952: 2,562 1,977
Old : 5,929: 2,278 233 512 577 3,207 3,368 3,952: 2,562 1,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 1,091: 534 11 168 28 388 730 567: 361 524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 3.9 8.6 9.7 54.1 56.8 66.7: 43.2 33.3
Old : 100.0: 38.4 3.9 8.6 9.7 54.1 56.8 66.7: 43.2 33.3
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 : 58: 26 6 9 12 21 42 33:
Old : 58: 26 6 9 12 21 42 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 : 18.8 39.2 28.6 48.0 18.6 39.2 26.3 45.3
Old : 18.8 39.2 28.6 48.0 18.6 39.2 26.3 45.3
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, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 25,177: 6,010 1,434 5,900 8,350 5,386 20,259 12,720: 4,917 12,457
Old : 25,177: 6,010 1,434 5,900 8,350 5,386 20,259 12,720: 4,917 12,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 2,888: -443 204 1,515 1,096 424 2,168 2,143: 720 745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 5.7 23.4 33.2 21.4 80.5 50.5: 19.5 49.5
Old : 100.0: 23.9 5.7 23.4 33.2 21.4 80.5 50.5: 19.5 49.5
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 : 115: 34 17 30 41 45 92 79:
Old : 115: 34 17 30 41 45 92 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 : 24.1 16.1 37.5 22.9 17.0 7.3 26.4 11.3
Old : 24.1 16.1 37.5 22.9 17.0 7.3 26.4 11.3
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, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 91,515: 10,959 18,894 1,636 49,676 49,792 62,271 70,322: 29,244 21,193
Old : 91,515: 10,959 18,894 1,636 49,676 49,792 62,271 70,322: 29,244 21,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 6,121: -1,667 7,260 86 9,844 -3,412 8,264 3,933: -2,143 2,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 20.6 1.8 54.3 54.4 68.0 76.8: 32.0 23.2
Old : 100.0: 12.0 20.6 1.8 54.3 54.4 68.0 76.8: 32.0 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 14 16 4 26 21 43 38:
Old : 65: 14 16 4 26 21 43 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 : 26.0 34.5 39.0 48.5 23.6 34.5 35.8 48.4
Old : 26.0 34.5 39.0 48.5 23.6 34.5 35.8 48.4
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, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 57,640: 3,364 20,545 531 41,738 17,981 45,633 39,057: 12,006 18,582
Old : 57,640: 3,364 20,545 531 41,738 17,981 45,633 39,057: 12,006 18,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 4,909: -3,038 6,743 -3 7,270 -5,364 4,230 1,377: 679 3,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 35.6 0.9 72.4 31.2 79.2 67.8: 20.8 32.2
Old : 100.0: 5.8 35.6 0.9 72.4 31.2 79.2 67.8: 20.8 32.2
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 : 36: 5 15 2 15 4 21 20:
Old : 36: 5 15 2 15 4 21 20:
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 : 46.8 42.4 63.3 56.6 46.8 42.3 63.3 56.5
Old : 46.8 42.4 63.3 56.6 46.8 42.3 63.3 56.5
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, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 83,194: 58,339 6,733 359 14,771 72,202 73,469 79,294: 9,725 3,900
Old : 83,194: 58,339 6,733 359 14,771 72,202 73,469 79,294: 9,725 3,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 3,390: 4,667 -41 -344 -1,257 3,768 3,066 3,382: 325 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 8.1 0.4 17.8 86.8 88.3 95.3: 11.7 4.7
Old : 100.0: 70.1 8.1 0.4 17.8 86.8 88.3 95.3: 11.7 4.7
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 : 94: 52 10 3 13 24 68 34:
Old : 94: 52 10 3 13 24 68 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 52.9 49.4 73.1 32.4 52.7 49.4 72.9
Old : 32.4 52.9 49.4 73.1 32.4 52.7 49.4 72.9
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, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 66,736: 15,190 5,081 369 28,999 45,861 44,558 51,311: 22,178 15,425
Old : 66,736: 15,190 5,081 369 28,999 45,861 44,558 51,311: 22,178 15,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -1,934: -4,176 2,548 -1,632 4,593 -4,066 -1,214 -3,150: -719 1,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 7.6 0.6 43.5 68.7 66.8 76.9: 33.2 23.1
Old : 100.0: 22.8 7.6 0.6 43.5 68.7 66.8 76.9: 33.2 23.1
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 : 41: 13 8 2 13 11 28 19:
Old : 41: 13 8 2 13 11 28 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 : 28.4 45.3 42.4 66.5 27.6 43.4 40.2 62.4
Old : 28.4 45.3 42.4 66.5 27.6 43.4 40.2 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 183,184: 19,880 34,223 2,254 124,105 120,814 146,239 157,290: 36,946 25,894
Old : 183,184: 19,880 34,223 2,254 124,105 120,814 146,239 157,290: 36,946 25,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -11,434: -10,374 3,545 -742 2,261 -23,557 -8,855 -20,753: -2,579 9,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 18.7 1.2 67.7 66.0 79.8 85.9: 20.2 14.1
Old : 100.0: 10.9 18.7 1.2 67.7 66.0 79.8 85.9: 20.2 14.1
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 : 66: 18 18 7 22 23 44 44:
Old : 66: 18 18 7 22 23 44 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 : 52.9 42.8 63.3 62.3 35.4 34.6 42.9 44.9
Old : 52.9 42.8 63.3 62.3 35.4 34.6 42.9 44.9
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, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 188,550: 24,842 28,785 11,624 81,484 86,563 117,950 126,973: 70,600 61,577
Old : 188,550: 24,842 28,785 11,624 81,484 86,563 117,950 126,973: 70,600 61,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 17,513: -648 5,750 -6,305 7,664 5,327 711 4,772: 16,801 12,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 15.3 6.2 43.2 45.9 62.6 67.3: 37.4 32.7
Old : 100.0: 13.2 15.3 6.2 43.2 45.9 62.6 67.3: 37.4 32.7
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 : 94: 25 28 23 34 28 71 67:
Old : 94: 25 28 23 34 28 71 67:
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 : 21.1 21.9 31.0 36.4 15.4 20.0 23.1 29.4
Old : 21.1 21.9 31.0 36.4 15.4 20.0 23.1 29.4
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, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 46,619: 11,448 0 143 32,058 40,604 43,649 40,747: 2,970 5,872
Old : 46,619: 11,448 0 143 32,058 40,604 43,649 40,747: 2,970 5,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 3,981: 52 0 -46 3,609 3,941 3,615 3,895: 366 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 0.0 0.3 68.8 87.1 93.6 87.4: 6.4 12.6
Old : 100.0: 24.6 0.0 0.3 68.8 87.1 93.6 87.4: 6.4 12.6
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 : 30: 5 0 2 13 22 18 24:
Old : 30: 5 0 2 13 22 18 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 : 53.8 34.4 77.9 56.2 45.1 34.4 67.7 55.7
Old : 53.8 34.4 77.9 56.2 45.1 34.4 67.7 55.7
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, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :11,421,856: 697,821 868,854 3,067,185 6,698,293 5,902,752 10,463,299 9,838,791: 958,557 1,583,064
Old :11,421,856: 697,821 868,854 3,067,185 6,698,293 5,902,752 10,463,299 9,838,791: 958,557 1,583,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 95,086: 58,765 128,261 -44,489 48,272 -50,666 62,548 33,106: 32,539 61,980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 7.6 26.9 58.6 51.7 91.6 86.1: 8.4 13.9
Old : 100.0: 6.1 7.6 26.9 58.6 51.7 91.6 86.1: 8.4 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 59 64 95 128 135 234 250:
Old : 263: 59 64 95 128 135 234 250:
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 12.3 33.8 22.1 17.3 8.4 25.3 12.6
Old : 21.4 12.3 33.8 22.1 17.3 8.4 25.3 12.6
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, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 731,050: 63,038 80,599 29,455 482,265 508,813 574,758 618,866: 156,293 112,184
Old : 731,050: 63,038 80,599 29,455 482,265 508,813 574,758 618,866: 156,293 112,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 19,724: 872 -1,723 3,809 12,121 9,955 16,802 12,041: 2,922 7,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 11.0 4.0 66.0 69.6 78.6 84.7: 21.4 15.3
Old : 100.0: 8.6 11.0 4.0 66.0 69.6 78.6 84.7: 21.4 15.3
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 : 201: 48 38 50 97 68 175 126:
Old : 201: 48 38 50 97 68 175 126:
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 29.9 27.6 43.1 18.2 29.7 26.6 42.8
Old : 19.0 29.9 27.6 43.1 18.2 29.7 26.6 42.8
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, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 890,991: 177,642 189,177 11,804 396,193 597,793 585,639 798,774: 305,352 92,217
Old : 890,991: 177,642 189,177 11,804 396,193 597,793 585,639 798,774: 305,352 92,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 60,630: 18,465 25,794 -508 16,230 49,139 34,188 74,425: 26,442 -13,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 21.2 1.3 44.5 67.1 65.7 89.7: 34.3 10.3
Old : 100.0: 19.9 21.2 1.3 44.5 67.1 65.7 89.7: 34.3 10.3
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 : 165: 37 54 20 53 51 107 108:
Old : 165: 37 54 20 53 51 107 108:
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 : 18.5 31.8 29.2 44.7 16.9 29.7 26.8 40.6
Old : 18.5 31.8 29.2 44.7 16.9 29.7 26.8 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,338: 1,769 0 0 5,907 11,829 7,676 11,829: 5,662 1,509
Old : 13,338: 1,769 0 0 5,907 11,829 7,676 11,829: 5,662 1,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 254: 370 0 0 124 119 494 119: -240 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 0.0 0.0 44.3 88.7 57.5 88.7: 42.5 11.3
Old : 100.0: 13.3 0.0 0.0 44.3 88.7 57.5 88.7: 42.5 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 : 29: 4 0 0 13 13 17 13:
Old : 29: 4 0 0 13 13 17 13:
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 : 25.5 44.3 39.8 72.3 25.5 43.3 39.8 70.6
Old : 25.5 44.3 39.8 72.3 25.5 43.3 39.8 70.6
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, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 30,541: 3,035 5,495 211 23,037 19,547 26,283 25,253: 4,258 5,288
Old : 30,541: 3,035 5,495 211 23,037 19,547 26,283 25,253: 4,258 5,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 1,566: 864 135 7 -201 1,704 670 1,846: 896 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 18.0 0.7 75.4 64.0 86.1 82.7: 13.9 17.3
Old : 100.0: 9.9 18.0 0.7 75.4 64.0 86.1 82.7: 13.9 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 : 40: 5 6 2 18 18 24 25:
Old : 40: 5 6 2 18 18 24 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 : 43.8 37.4 63.7 58.2 43.8 33.6 60.6 51.8
Old : 43.8 37.4 63.7 58.2 43.8 33.6 60.6 51.8
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, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 79,509: 5,183 16,050 1,019 33,738 50,493 39,940 67,561: 39,569 11,947
Old : 79,509: 5,183 16,050 1,019 33,738 50,493 39,940 67,561: 39,569 11,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 3,931: -2,068 349 359 1,634 902 -75 1,611: 4,006 2,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 20.2 1.3 42.4 63.5 50.2 85.0: 49.8 15.0
Old : 100.0: 6.5 20.2 1.3 42.4 63.5 50.2 85.0: 49.8 15.0
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 : 85: 14 20 6 37 28 54 51:
Old : 85: 14 20 6 37 28 54 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 43.0 26.0 58.6 17.7 41.6 24.8 55.3
Old : 17.7 43.0 26.0 58.6 17.7 41.6 24.8 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 383,503: 85,537 113,267 2,480 264,928 113,981 352,945 229,728: 30,558 153,775
Old : 383,503: 85,537 113,267 2,480 264,928 113,981 352,945 229,728: 30,558 153,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 13,259: 2,315 12,633 169 9,404 -15,423 11,888 -2,622: 1,370 15,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 29.5 0.6 69.1 29.7 92.0 59.9: 8.0 40.1
Old : 100.0: 22.3 29.5 0.6 69.1 29.7 92.0 59.9: 8.0 40.1
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 : 189: 58 65 14 47 35 110 109:
Old : 189: 58 65 14 47 35 110 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 23.2 64.3 31.7 40.7 18.1 57.9 24.0
Old : 46.2 23.2 64.3 31.7 40.7 18.1 57.9 24.0
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, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 78,757: 35,995 8,572 540 16,987 61,001 53,522 70,113: 25,235 8,643
Old : 78,757: 35,995 8,572 540 16,987 61,001 53,522 70,113: 25,235 8,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -3,778: -1,452 5,995 -1,863 181 -6,677 -3,134 -2,545: -644 -1,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 10.9 0.7 21.6 77.5 68.0 89.0: 32.0 11.0
Old : 100.0: 45.7 10.9 0.7 21.6 77.5 68.0 89.0: 32.0 11.0
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 : 47: 16 6 3 13 20 31 27:
Old : 47: 16 6 3 13 20 31 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 45.8 46.1 68.7 34.7 45.7 46.1 68.4
Old : 34.7 45.8 46.1 68.7 34.7 45.7 46.1 68.4
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, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 24,840: 933 9,512 0 16,905 11,182 17,838 20,694: 7,002 4,145
Old : 24,840: 933 9,512 0 16,905 11,182 17,838 20,694: 7,002 4,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 656: -71 688 0 252 331 181 1,019: 475 -363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 38.3 0.0 68.1 45.0 71.8 83.3: 28.2 16.7
Old : 100.0: 3.8 38.3 0.0 68.1 45.0 71.8 83.3: 28.2 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 : 55: 3 13 0 27 18 30 31:
Old : 55: 3 13 0 27 18 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 44.4 42.9 55.3 22.7 39.9 35.3 50.2
Old : 30.3 44.4 42.9 55.3 22.7 39.9 35.3 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 161,934: 33,303 26,485 712 119,430 119,139 153,445 146,336: 8,489 15,598
Old : 161,934: 33,303 26,485 712 119,430 119,139 153,445 146,336: 8,489 15,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 1,229: 1,921 3,713 -402 5,363 -268 6,882 3,043: -5,653 -1,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 16.4 0.4 73.8 73.6 94.8 90.4: 5.2 9.6
Old : 100.0: 20.6 16.4 0.4 73.8 73.6 94.8 90.4: 5.2 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 : 92: 16 26 4 28 36 47 63:
Old : 92: 16 26 4 28 36 47 63:
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 : 56.1 40.3 71.2 55.6 53.0 40.3 67.2 54.2
Old : 56.1 40.3 71.2 55.6 53.0 40.3 67.2 54.2
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, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 37,788: 9,478 8,027 1,010 13,831 22,193 24,319 31,230: 13,469 6,558
Old : 37,788: 9,478 8,027 1,010 13,831 22,193 24,319 31,230: 13,469 6,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 2,383: 400 813 -2 1,487 1,236 1,885 2,047: 498 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 21.2 2.7 36.6 58.7 64.4 82.6: 35.6 17.4
Old : 100.0: 25.1 21.2 2.7 36.6 58.7 64.4 82.6: 35.6 17.4
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 : 69: 17 16 4 18 19 38 38:
Old : 69: 17 16 4 18 19 38 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 : 19.5 30.7 31.7 45.4 17.1 28.4 27.2 41.7
Old : 19.5 30.7 31.7 45.4 17.1 28.4 27.2 41.7
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, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 119,893: 437 6,336 2,917 59,665 73,391 63,019 82,644: 56,873 37,249
Old : 119,893: 437 6,336 2,917 59,665 73,391 63,019 82,644: 56,873 37,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -1,406: -157 5 79 -1,533 -2,441 -1,611 -2,357: 205 951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 5.3 2.4 49.8 61.2 52.6 68.9: 47.4 31.1
Old : 100.0: 0.4 5.3 2.4 49.8 61.2 52.6 68.9: 47.4 31.1
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 : 47: 4 15 6 19 23 26 42:
Old : 47: 4 15 6 19 23 26 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 51.9 47.6 58.6 6.7 17.8 8.5 21.5
Old : 42.1 51.9 47.6 58.6 6.7 17.8 8.5 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 11, 2005