MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 32,796: 1,802 2,602 5,473 19,308 17,406 26,583 25,480: 6,213 7,316
Old : 32,796: 1,802 2,602 5,473 19,308 17,406 26,583 25,480: 6,213 7,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 659: -312 85 53 701 233 442 370: 217 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 7.9 16.7 58.9 53.1 81.1 77.7: 18.9 22.3
Old : 100.0: 5.5 7.9 16.7 58.9 53.1 81.1 77.7: 18.9 22.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 14 6 17 26 25 45 43:
Old : 54: 14 6 17 26 25 45 43:
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 : 44.2 30.0 56.0 47.7 41.5 28.9 47.3 41.2
Old : 44.2 30.0 56.0 47.7 41.5 28.9 47.3 41.2
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 98,120: 17,756 5,960 21,170 40,006 37,850 78,932 64,980: 19,188 33,139
Old : 96,322: 17,896 6,032 20,908 39,103 37,441 77,907 64,381: 18,415 31,940
Other: 1,798: 122 190 0 903 409 1,025 599: 773 1,199
: : :
: : Changes in Commitments from: February 15, 2005 :
: -2,255: 69 -1,193 -1,725 -197 -489 -1,853 -3,406: -402 1,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 6.1 21.6 40.8 38.6 80.4 66.2: 19.6 33.8
Old : 100.0: 18.6 6.3 21.7 40.6 38.9 80.9 66.8: 19.1 33.2
Other: 100.0: 6.8 10.6 0.0 50.2 22.7 57.0 33.3: 43.0 66.7
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 47 33 51 30 35 118 97:
Old : 144: 47 33 51 29 35 117 97:
Other: 17: 4 1 0 4 10 8 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 18.2 36.9 30.4 25.9 17.0 35.8 26.4
Old : 26.4 18.5 37.5 30.9 26.4 17.9 36.3 27.4
Other: 50.2 28.5 57.0 31.9 48.3 28.5 55.1 31.1
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 3,578: 274 1,273 631 1,725 465 2,630 2,369: 948 1,209
Old : 3,578: 274 1,273 631 1,725 465 2,630 2,369: 948 1,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 249: 90 140 2 35 47 127 190: 123 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 35.6 17.6 48.2 13.0 73.5 66.2: 26.5 33.8
Old : 100.0: 7.6 35.6 17.6 48.2 13.0 73.5 66.2: 26.5 33.8
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 : 34: 5 16 8 9 3 22 22:
Old : 34: 5 16 8 9 3 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 31.8 60.2 46.0 40.9 25.2 49.6 36.1
Old : 44.7 31.8 60.2 46.0 40.9 25.2 49.6 36.1
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 145,394: 39,003 11,037 21,677 69,074 72,942 129,754 105,657: 15,640 39,738
Old : 145,394: 39,003 11,037 21,677 69,074 72,942 129,754 105,657: 15,640 39,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -8,359: -4,691 -574 -523 -489 -5,657 -5,703 -6,754: -2,656 -1,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 7.6 14.9 47.5 50.2 89.2 72.7: 10.8 27.3
Old : 100.0: 26.8 7.6 14.9 47.5 50.2 89.2 72.7: 10.8 27.3
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 : 203: 47 44 45 66 95 138 165:
Old : 203: 47 44 45 66 95 138 165:
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 : 23.6 11.8 39.7 19.9 22.4 11.6 37.6 19.0
Old : 23.6 11.8 39.7 19.9 22.4 11.6 37.6 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,832: 2,062 197 512 676 3,382 3,249 4,090: 2,583 1,742
Old : 5,832: 2,062 197 512 676 3,382 3,249 4,090: 2,583 1,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -62: -128 9 -29 -73 -120 -229 -139: 166 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 3.4 8.8 11.6 58.0 55.7 70.1: 44.3 29.9
Old : 100.0: 35.4 3.4 8.8 11.6 58.0 55.7 70.1: 44.3 29.9
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 : 50: 22 7 8 12 17 38 28:
Old : 50: 22 7 8 12 17 38 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 : 17.7 42.9 26.6 52.5 17.3 42.9 24.2 50.4
Old : 17.7 42.9 26.6 52.5 17.3 42.9 24.2 50.4
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, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 27,652: 6,829 1,943 6,649 9,771 5,456 23,249 14,049: 4,403 13,603
Old : 27,652: 6,829 1,943 6,649 9,771 5,456 23,249 14,049: 4,403 13,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 151: 64 278 70 452 -310 586 38: -435 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 7.0 24.0 35.3 19.7 84.1 50.8: 15.9 49.2
Old : 100.0: 24.7 7.0 24.0 35.3 19.7 84.1 50.8: 15.9 49.2
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 : 120: 33 18 27 45 49 92 84:
Old : 120: 33 18 27 45 49 92 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 15.4 39.2 21.6 16.3 6.5 27.0 10.6
Old : 24.9 15.4 39.2 21.6 16.3 6.5 27.0 10.6
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 97,273: 11,119 14,470 2,863 54,058 62,430 68,040 79,764: 29,233 17,509
Old : 97,273: 11,119 14,470 2,863 54,058 62,430 68,040 79,764: 29,233 17,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 5,453: 192 -2,138 563 4,680 8,993 5,435 7,418: 18 -1,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 14.9 2.9 55.6 64.2 69.9 82.0: 30.1 18.0
Old : 100.0: 11.4 14.9 2.9 55.6 64.2 69.9 82.0: 30.1 18.0
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 : 59: 13 13 6 25 21 42 36:
Old : 59: 13 13 6 25 21 42 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 43.9 43.1 57.3 27.8 43.8 39.6 57.1
Old : 30.5 43.9 43.1 57.3 27.8 43.8 39.6 57.1
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 55,434: 4,839 8,240 823 30,473 30,065 36,135 39,128: 19,299 16,305
Old : 55,434: 4,839 8,240 823 30,473 30,065 36,135 39,128: 19,299 16,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 1,863: 994 -6,866 -13 -7,323 9,050 -6,343 2,171: 8,206 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 14.9 1.5 55.0 54.2 65.2 70.6: 34.8 29.4
Old : 100.0: 8.7 14.9 1.5 55.0 54.2 65.2 70.6: 34.8 29.4
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 : 27: 5 6 2 12 8 18 15:
Old : 27: 5 6 2 12 8 18 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 : 40.6 51.8 52.7 64.2 40.3 51.5 52.4 62.5
Old : 40.6 51.8 52.7 64.2 40.3 51.5 52.4 62.5
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 97,970: 71,256 8,496 471 14,126 83,104 85,854 92,072: 12,116 5,898
Old : 97,970: 71,256 8,496 471 14,126 83,104 85,854 92,072: 12,116 5,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 8,490: 7,149 230 155 -106 6,972 7,198 7,357: 1,292 1,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 8.7 0.5 14.4 84.8 87.6 94.0: 12.4 6.0
Old : 100.0: 72.7 8.7 0.5 14.4 84.8 87.6 94.0: 12.4 6.0
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 : 102: 58 10 2 17 24 76 35:
Old : 102: 58 10 2 17 24 76 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 54.4 48.6 72.3 32.3 54.3 48.6 72.2
Old : 32.3 54.4 48.6 72.3 32.3 54.3 48.6 72.2
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 82,059: 29,369 4,316 339 26,579 63,150 56,287 67,805: 25,772 14,254
Old : 82,059: 29,369 4,316 339 26,579 63,150 56,287 67,805: 25,772 14,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 6,474: 2,393 -433 -627 1,308 6,512 3,074 5,452: 3,399 1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 5.3 0.4 32.4 77.0 68.6 82.6: 31.4 17.4
Old : 100.0: 35.8 5.3 0.4 32.4 77.0 68.6 82.6: 31.4 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 : 54: 22 8 2 13 17 36 26:
Old : 54: 22 8 2 13 17 36 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 52.8 36.3 70.3 22.3 52.8 33.9 66.0
Old : 23.6 52.8 36.3 70.3 22.3 52.8 33.9 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 181,565: 13,628 39,254 3,888 128,974 112,111 146,489 155,253: 35,076 26,313
Old : 181,565: 13,628 39,254 3,888 128,974 112,111 146,489 155,253: 35,076 26,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 2,002: 969 2,886 136 -3,035 -2,627 -1,930 394: 3,931 1,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 21.6 2.1 71.0 61.7 80.7 85.5: 19.3 14.5
Old : 100.0: 7.5 21.6 2.1 71.0 61.7 80.7 85.5: 19.3 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 17 19 8 25 27 45 51:
Old : 70: 17 19 8 25 27 45 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 : 53.0 43.3 65.0 58.6 35.8 30.9 44.2 40.7
Old : 53.0 43.3 65.0 58.6 35.8 30.9 44.2 40.7
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, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 209,095: 26,135 24,525 21,123 89,089 92,502 136,346 138,149: 72,748 70,945
Old : 209,095: 26,135 24,525 21,123 89,089 92,502 136,346 138,149: 72,748 70,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 21,191: 1,340 -3,910 4,394 1,299 5,576 7,033 6,060: 14,159 15,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 11.7 10.1 42.6 44.2 65.2 66.1: 34.8 33.9
Old : 100.0: 12.5 11.7 10.1 42.6 44.2 65.2 66.1: 34.8 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 : 100: 25 36 28 34 29 77 75:
Old : 100: 25 36 28 34 29 77 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 22.1 29.8 34.2 17.4 20.2 24.8 29.8
Old : 19.4 22.1 29.8 34.2 17.4 20.2 24.8 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 31,945: 10,366 1,640 250 17,388 26,192 28,004 28,082: 3,941 3,863
Old : 31,945: 10,366 1,640 250 17,388 26,192 28,004 28,082: 3,941 3,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -14,674: -1,082 1,640 107 -14,670 -14,412 -15,645 -12,665: 971 -2,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 5.1 0.8 54.4 82.0 87.7 87.9: 12.3 12.1
Old : 100.0: 32.4 5.1 0.8 54.4 82.0 87.7 87.9: 12.3 12.1
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 : 21: 2 1 1 8 17 10 19:
Old : 21: 2 1 1 8 17 10 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 43.3 85.1 64.3 57.6 35.5 69.2 54.4
Old : 64.7 43.3 85.1 64.3 57.6 35.5 69.2 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :12,432,581: 698,156 1,043,668 3,561,218 7,167,184 6,141,595 11,426,558 10,746,480: 1,006,023 1,686,101
Old :12,432,581: 698,156 1,043,668 3,561,218 7,167,184 6,141,595 11,426,558 10,746,480: 1,006,023 1,686,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 760,802: 48,878 176,475 386,969 262,119 92,188 697,966 655,632: 62,836 105,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 8.4 28.6 57.6 49.4 91.9 86.4: 8.1 13.6
Old : 100.0: 5.6 8.4 28.6 57.6 49.4 91.9 86.4: 8.1 13.6
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 : 271: 53 68 97 131 142 238 259:
Old : 271: 53 68 97 131 142 238 259:
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 : 20.0 12.7 33.2 22.1 16.8 7.4 24.3 11.9
Old : 20.0 12.7 33.2 22.1 16.8 7.4 24.3 11.9
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 743,152: 62,450 81,258 29,806 489,147 519,106 581,402 630,170: 161,749 112,982
Old : 743,152: 62,450 81,258 29,806 489,147 519,106 581,402 630,170: 161,749 112,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 1,482: -1,373 1,943 -5,185 -940 5,524 -7,498 2,282: 8,980 -799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 10.9 4.0 65.8 69.9 78.2 84.8: 21.8 15.2
Old : 100.0: 8.4 10.9 4.0 65.8 69.9 78.2 84.8: 21.8 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 49 30 44 100 69 170 122:
Old : 197: 49 30 44 100 69 170 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 29.8 26.9 42.5 17.9 29.5 26.0 42.2
Old : 18.6 29.8 26.9 42.5 17.9 29.5 26.0 42.2
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 921,693: 208,053 241,788 15,260 390,658 554,610 613,970 811,658: 307,723 110,035
Old : 921,693: 208,053 241,788 15,260 390,658 554,610 613,970 811,658: 307,723 110,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -36,074: 18,673 49,330 2,162 -31,735 -100,750 -10,900 -49,259: -25,174 13,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 26.2 1.7 42.4 60.2 66.6 88.1: 33.4 11.9
Old : 100.0: 22.6 26.2 1.7 42.4 60.2 66.6 88.1: 33.4 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 36 63 26 55 54 110 124:
Old : 175: 36 63 26 55 54 110 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 29.8 32.3 40.3 19.3 26.0 29.8 34.7
Old : 21.2 29.8 32.3 40.3 19.3 26.0 29.8 34.7
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, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,321: 1,610 240 0 5,998 11,525 7,608 11,765: 5,713 1,556
Old : 13,321: 1,610 240 0 5,998 11,525 7,608 11,765: 5,713 1,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 16: 3 240 0 158 -222 161 18: -145 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 1.8 0.0 45.0 86.5 57.1 88.3: 42.9 11.7
Old : 100.0: 12.1 1.8 0.0 45.0 86.5 57.1 88.3: 42.9 11.7
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 : 28: 3 1 0 15 11 18 12:
Old : 28: 3 1 0 15 11 18 12:
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 : 26.1 47.2 40.5 75.3 26.1 46.5 40.5 74.3
Old : 26.1 47.2 40.5 75.3 26.1 46.5 40.5 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 31,121: 2,487 5,872 269 23,781 17,964 26,537 24,105: 4,584 7,016
Old : 31,121: 2,487 5,872 269 23,781 17,964 26,537 24,105: 4,584 7,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 742: -327 222 43 883 -553 599 -288: 143 1,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 18.9 0.9 76.4 57.7 85.3 77.5: 14.7 22.5
Old : 100.0: 8.0 18.9 0.9 76.4 57.7 85.3 77.5: 14.7 22.5
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 : 39: 3 5 2 20 18 24 24:
Old : 39: 3 5 2 20 18 24 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 : 41.0 39.8 62.2 57.0 41.0 34.8 59.6 51.0
Old : 41.0 39.8 62.2 57.0 41.0 34.8 59.6 51.0
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 87,506: 4,644 19,342 393 36,942 53,618 41,979 73,353: 45,527 14,153
Old : 87,506: 4,644 19,342 393 36,942 53,618 41,979 73,353: 45,527 14,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 7,860: -1,734 2,058 -217 3,035 3,428 1,083 5,269: 6,777 2,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 22.1 0.4 42.2 61.3 48.0 83.8: 52.0 16.2
Old : 100.0: 5.3 22.1 0.4 42.2 61.3 48.0 83.8: 52.0 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 14 24 6 35 29 54 54:
Old : 86: 14 24 6 35 29 54 54:
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 43.0 27.8 56.9 19.0 41.7 27.1 54.3
Old : 19.0 43.0 27.8 56.9 19.0 41.7 27.1 54.3
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 475,103: 114,855 106,549 3,859 311,799 163,993 430,512 274,401: 44,591 200,702
Old : 475,103: 114,855 106,549 3,859 311,799 163,993 430,512 274,401: 44,591 200,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 56,490: 12,974 11,405 -653 31,378 7,089 43,699 17,841: 12,791 38,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 22.4 0.8 65.6 34.5 90.6 57.8: 9.4 42.2
Old : 100.0: 24.2 22.4 0.8 65.6 34.5 90.6 57.8: 9.4 42.2
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 : 186: 49 71 15 44 37 100 116:
Old : 186: 49 71 15 44 37 100 116:
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 23.4 64.7 33.0 42.1 20.8 58.9 26.0
Old : 46.8 23.4 64.7 33.0 42.1 20.8 58.9 26.0
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 97,405: 49,621 3,999 1,610 14,805 82,566 66,036 88,176: 31,369 9,229
Old : 97,405: 49,621 3,999 1,610 14,805 82,566 66,036 88,176: 31,369 9,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 6,428: 5,272 -3,920 1,032 -843 9,014 5,460 6,126: 969 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 4.1 1.7 15.2 84.8 67.8 90.5: 32.2 9.5
Old : 100.0: 50.9 4.1 1.7 15.2 84.8 67.8 90.5: 32.2 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 21 3 3 10 23 33 27:
Old : 51: 21 3 3 10 23 33 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 : 31.2 50.4 44.9 70.4 31.2 50.4 44.9 69.1
Old : 31.2 50.4 44.9 70.4 31.2 50.4 44.9 69.1
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 31,666: 1,375 13,495 260 23,598 13,479 25,233 27,234: 6,433 4,431
Old : 31,666: 1,375 13,495 260 23,598 13,479 25,233 27,234: 6,433 4,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 4,324: 111 2,683 186 4,812 1,274 5,109 4,143: -785 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 42.6 0.8 74.5 42.6 79.7 86.0: 20.3 14.0
Old : 100.0: 4.3 42.6 0.8 74.5 42.6 79.7 86.0: 20.3 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 5 13 3 29 19 36 33:
Old : 57: 5 13 3 29 19 36 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 : 39.5 51.2 52.4 61.2 29.3 43.3 41.3 51.6
Old : 39.5 51.2 52.4 61.2 29.3 43.3 41.3 51.6
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 200,022: 49,807 32,202 1,430 136,171 152,812 187,408 186,444: 12,614 13,578
Old : 200,022: 49,807 32,202 1,430 136,171 152,812 187,408 186,444: 12,614 13,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 22,149: 10,339 3,779 819 10,971 18,311 22,130 22,909: 19 -760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 16.1 0.7 68.1 76.4 93.7 93.2: 6.3 6.8
Old : 100.0: 24.9 16.1 0.7 68.1 76.4 93.7 93.2: 6.3 6.8
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 : 100: 15 33 6 26 40 46 74:
Old : 100: 15 33 6 26 40 46 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 38.7 76.9 53.2 60.2 38.5 72.4 51.7
Old : 64.3 38.7 76.9 53.2 60.2 38.5 72.4 51.7
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 39,231: 10,314 7,374 1,028 14,426 23,395 25,768 31,797: 13,463 7,434
Old : 39,231: 10,314 7,374 1,028 14,426 23,395 25,768 31,797: 13,463 7,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -39: 459 -1,855 18 -922 969 -445 -868: 406 829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 18.8 2.6 36.8 59.6 65.7 81.1: 34.3 18.9
Old : 100.0: 26.3 18.8 2.6 36.8 59.6 65.7 81.1: 34.3 18.9
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 : 71: 19 15 4 16 22 38 40:
Old : 71: 19 15 4 16 22 38 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 32.9 32.5 48.4 17.4 32.2 27.7 43.4
Old : 19.7 32.9 32.5 48.4 17.4 32.2 27.7 43.4
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 119,517: 290 6,910 2,531 56,342 77,515 59,163 86,956: 60,354 32,561
Old : 119,517: 290 6,910 2,531 56,342 77,515 59,163 86,956: 60,354 32,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -395: -110 -5 10 -3,019 -1,434 -3,119 -1,429: 2,724 1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.8 2.1 47.1 64.9 49.5 72.8: 50.5 27.2
Old : 100.0: 0.2 5.8 2.1 47.1 64.9 49.5 72.8: 50.5 27.2
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 : 47: 2 15 4 20 26 25 43:
Old : 47: 2 15 4 20 26 25 43:
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 : 39.9 51.6 44.7 59.2 5.8 19.4 7.1 24.3
Old : 39.9 51.6 44.7 59.2 5.8 19.4 7.1 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 25, 2005