MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 34,479: 2,617 2,532 6,324 19,675 18,431 28,616 27,287: 5,862 7,192
Old : 34,479: 2,617 2,532 6,324 19,675 18,431 28,616 27,287: 5,862 7,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 1,683: 815 -70 851 367 1,025 2,034 1,806: -351 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 7.3 18.3 57.1 53.5 83.0 79.1: 17.0 20.9
Old : 100.0: 7.6 7.3 18.3 57.1 53.5 83.0 79.1: 17.0 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 15 7 18 25 23 46 42:
Old : 54: 15 7 18 25 23 46 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 : 43.3 30.2 55.9 48.8 39.3 28.9 45.0 41.9
Old : 43.3 30.2 55.9 48.8 39.3 28.9 45.0 41.9
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, March 1, 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 : 108,898: 22,848 6,044 23,725 41,972 44,272 88,545 74,040: 20,353 34,858
Old : 106,571: 22,849 6,009 23,534 40,820 43,476 87,203 73,018: 19,368 33,553
Other: 2,327: 190 226 0 1,152 796 1,342 1,022: 985 1,305
: : :
: : Changes in Commitments from: February 22, 2005 :
: 10,778: 5,093 84 2,554 1,966 6,421 9,613 9,060: 1,165 1,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 5.5 21.8 38.5 40.7 81.3 68.0: 18.7 32.0
Old : 100.0: 21.4 5.6 22.1 38.3 40.8 81.8 68.5: 18.2 31.5
Other: 100.0: 8.2 9.7 0.0 49.5 34.2 57.7 43.9: 42.3 56.1
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 57 30 50 31 39 128 96:
Old : 154: 57 30 50 30 39 127 96:
Other: 21: 6 2 0 4 11 10 13:
:----------------------------------------------------------------------------------------------------
: 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 : 24.3 19.0 34.4 30.4 24.2 17.7 33.2 27.4
Old : 24.8 19.1 35.0 30.8 24.8 18.5 33.8 28.4
Other: 50.8 30.0 57.0 40.7 49.5 30.0 55.3 40.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 3,054: 258 1,476 104 1,654 399 2,016 1,979: 1,038 1,075
Old : 3,054: 258 1,476 104 1,654 399 2,016 1,979: 1,038 1,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -523: -15 204 -527 -71 -66 -614 -390: 90 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 48.3 3.4 54.2 13.1 66.0 64.8: 34.0 35.2
Old : 100.0: 8.5 48.3 3.4 54.2 13.1 66.0 64.8: 34.0 35.2
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 : 32: 6 18 5 7 2 17 21:
Old : 32: 6 18 5 7 2 17 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 31.2 59.6 45.0 49.9 30.6 59.6 43.6
Old : 49.9 31.2 59.6 45.0 49.9 30.6 59.6 43.6
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, March 1, 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 : 142,943: 39,120 11,899 20,424 69,318 73,549 128,862 105,872: 14,081 37,071
Old : 142,943: 39,120 11,899 20,424 69,318 73,549 128,862 105,872: 14,081 37,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -2,452: 117 861 -1,253 243 607 -892 216: -1,559 -2,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 8.3 14.3 48.5 51.5 90.1 74.1: 9.9 25.9
Old : 100.0: 27.4 8.3 14.3 48.5 51.5 90.1 74.1: 9.9 25.9
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 : 197: 55 36 46 61 91 136 157:
Old : 197: 55 36 46 61 91 136 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 12.5 41.3 21.7 23.2 12.3 38.8 20.2
Old : 24.4 12.5 41.3 21.7 23.2 12.3 38.8 20.2
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, March 1, 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 : 5,673: 2,169 184 464 868 3,496 3,501 4,144: 2,172 1,529
Old : 5,673: 2,169 184 464 868 3,496 3,501 4,144: 2,172 1,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -160: 107 -13 -48 192 114 252 54: -411 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 3.2 8.2 15.3 61.6 61.7 73.0: 38.3 27.0
Old : 100.0: 38.2 3.2 8.2 15.3 61.6 61.7 73.0: 38.3 27.0
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 : 53: 27 5 9 13 17 42 29:
Old : 53: 27 5 9 13 17 42 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 45.7 29.4 55.8 19.2 45.7 27.1 54.6
Old : 19.8 45.7 29.4 55.8 19.2 45.7 27.1 54.6
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, March 1, 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 : 27,442: 7,212 1,983 6,358 9,419 5,819 22,990 14,159: 4,452 13,282
Old : 27,442: 7,212 1,983 6,358 9,419 5,819 22,990 14,159: 4,452 13,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -210: 384 39 -291 -352 362 -259 110: 49 -321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 7.2 23.2 34.3 21.2 83.8 51.6: 16.2 48.4
Old : 100.0: 26.3 7.2 23.2 34.3 21.2 83.8 51.6: 16.2 48.4
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 : 119: 36 16 28 42 45 90 82:
Old : 119: 36 16 28 42 45 90 82:
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 : 25.7 13.5 39.9 19.9 17.7 6.3 29.1 10.5
Old : 25.7 13.5 39.9 19.9 17.7 6.3 29.1 10.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 105,196: 12,116 19,636 2,419 60,194 63,462 74,730 85,517: 30,466 19,679
Old : 105,196: 12,116 19,636 2,419 60,194 63,462 74,730 85,517: 30,466 19,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 7,923: 997 5,166 -444 6,137 1,031 6,690 5,753: 1,233 2,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 18.7 2.3 57.2 60.3 71.0 81.3: 29.0 18.7
Old : 100.0: 11.5 18.7 2.3 57.2 60.3 71.0 81.3: 29.0 18.7
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 : 63: 15 15 6 25 22 43 40:
Old : 63: 15 15 6 25 22 43 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 : 34.5 42.5 45.8 54.6 31.6 42.4 42.2 54.4
Old : 34.5 42.5 45.8 54.6 31.6 42.4 42.2 54.4
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, March 1, 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 : 63,228: 7,298 9,216 404 36,802 39,778 44,503 49,398: 18,725 13,830
Old : 63,228: 7,298 9,216 404 36,802 39,778 44,503 49,398: 18,725 13,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 7,795: 2,459 976 -419 6,329 9,713 8,368 10,270: -574 -2,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 14.6 0.6 58.2 62.9 70.4 78.1: 29.6 21.9
Old : 100.0: 11.5 14.6 0.6 58.2 62.9 70.4 78.1: 29.6 21.9
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 : 32: 7 5 2 13 11 20 18:
Old : 32: 7 5 2 13 11 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 57.5 55.1 69.4 40.9 57.2 54.5 67.8
Old : 41.3 57.5 55.1 69.4 40.9 57.2 54.5 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 102,657: 70,999 8,886 256 20,538 89,305 91,793 98,447: 10,864 4,210
Old : 102,657: 70,999 8,886 256 20,538 89,305 91,793 98,447: 10,864 4,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 4,688: -257 389 -215 6,412 6,201 5,940 6,375: -1,252 -1,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 8.7 0.2 20.0 87.0 89.4 95.9: 10.6 4.1
Old : 100.0: 69.2 8.7 0.2 20.0 87.0 89.4 95.9: 10.6 4.1
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 : 99: 55 11 3 17 23 74 36:
Old : 99: 55 11 3 17 23 74 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 : 28.7 52.5 46.6 71.9 28.7 52.5 46.3 71.8
Old : 28.7 52.5 46.6 71.9 28.7 52.5 46.3 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 82,886: 37,981 4,551 602 16,178 62,980 54,762 68,133: 28,124 14,752
Old : 82,886: 37,981 4,551 602 16,178 62,980 54,762 68,133: 28,124 14,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 827: 8,612 235 263 -10,401 -170 -1,526 328: 2,352 499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 5.5 0.7 19.5 76.0 66.1 82.2: 33.9 17.8
Old : 100.0: 45.8 5.5 0.7 19.5 76.0 66.1 82.2: 33.9 17.8
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 : 51: 24 9 3 9 15 36 24:
Old : 51: 24 9 3 9 15 36 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 : 19.8 57.4 32.9 70.3 17.6 57.4 30.4 65.3
Old : 19.8 57.4 32.9 70.3 17.6 57.4 30.4 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 180,787: 13,327 20,027 2,876 129,949 134,817 146,153 157,720: 34,635 23,067
Old : 180,787: 13,327 20,027 2,876 129,949 134,817 146,153 157,720: 34,635 23,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -778: -300 -19,227 -1,012 975 22,706 -337 2,467: -442 -3,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 11.1 1.6 71.9 74.6 80.8 87.2: 19.2 12.8
Old : 100.0: 7.4 11.1 1.6 71.9 74.6 80.8 87.2: 19.2 12.8
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 : 68: 14 20 7 24 26 42 49:
Old : 68: 14 20 7 24 26 42 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 49.7 64.5 62.7 36.7 35.9 43.9 44.4
Old : 54.2 49.7 64.5 62.7 36.7 35.9 43.9 44.4
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, March 1, 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 : 211,531: 42,700 10,669 21,175 76,944 121,099 140,818 152,943: 70,713 58,588
Old : 211,531: 42,700 10,669 21,175 76,944 121,099 140,818 152,943: 70,713 58,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 2,436: 16,565 -13,856 52 -12,145 28,597 4,472 14,794: -2,036 -12,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 5.0 10.0 36.4 57.2 66.6 72.3: 33.4 27.7
Old : 100.0: 20.2 5.0 10.0 36.4 57.2 66.6 72.3: 33.4 27.7
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 : 100: 35 23 25 35 32 79 71:
Old : 100: 35 23 25 35 32 79 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 27.5 27.6 39.9 15.5 25.7 22.6 35.5
Old : 18.2 27.5 27.6 39.9 15.5 25.7 22.6 35.5
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, March 1, 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 : 33,775: 10,366 1,640 250 18,430 26,154 29,046 28,044: 4,729 5,731
Old : 33,775: 10,366 1,640 250 18,430 26,154 29,046 28,044: 4,729 5,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 1,830: 0 0 0 1,042 -38 1,042 -38: 788 1,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 4.9 0.7 54.6 77.4 86.0 83.0: 14.0 17.0
Old : 100.0: 30.7 4.9 0.7 54.6 77.4 86.0 83.0: 14.0 17.0
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 : 21: 2 1 1 7 17 9 19:
Old : 21: 2 1 1 7 17 9 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 : 68.4 41.3 85.9 58.9 59.5 31.4 68.8 48.9
Old : 68.4 41.3 85.9 58.9 59.5 31.4 68.8 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 :13,346,466: 703,646 1,148,757 3,980,726 7,621,990 6,531,653 12,306,363 11,661,136: 1,040,103 1,685,330
Old :13,346,466: 703,646 1,148,757 3,980,726 7,621,990 6,531,653 12,306,363 11,661,136: 1,040,103 1,685,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 913,886: 5,490 105,089 419,509 454,806 390,058 879,805 914,656: 34,081 -771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 8.6 29.8 57.1 48.9 92.2 87.4: 7.8 12.6
Old : 100.0: 5.3 8.6 29.8 57.1 48.9 92.2 87.4: 7.8 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 : 273: 51 72 95 131 145 237 261:
Old : 273: 51 72 95 131 145 237 261:
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 : 19.3 13.6 32.7 23.0 15.6 7.3 22.8 11.2
Old : 19.3 13.6 32.7 23.0 15.6 7.3 22.8 11.2
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, March 1, 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 : 765,350: 66,871 82,780 34,039 503,186 522,770 604,096 639,590: 161,254 125,760
Old : 765,350: 66,871 82,780 34,039 503,186 522,770 604,096 639,590: 161,254 125,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 22,198: 4,421 1,522 4,233 14,040 3,664 22,694 9,420: -496 12,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 10.8 4.4 65.7 68.3 78.9 83.6: 21.1 16.4
Old : 100.0: 8.7 10.8 4.4 65.7 68.3 78.9 83.6: 21.1 16.4
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 : 200: 52 33 48 99 68 175 125:
Old : 200: 52 33 48 99 68 175 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 30.1 26.5 42.6 17.6 29.3 25.5 41.6
Old : 18.3 30.1 26.5 42.6 17.6 29.3 25.5 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 1,027,245: 208,468 263,778 22,522 448,692 639,127 679,682 925,427: 347,563 101,818
Old : 1,027,245: 208,468 263,778 22,522 448,692 639,127 679,682 925,427: 347,563 101,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 105,552: 415 21,990 7,262 58,034 84,517 65,711 113,768: 39,841 -8,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 25.7 2.2 43.7 62.2 66.2 90.1: 33.8 9.9
Old : 100.0: 20.3 25.7 2.2 43.7 62.2 66.2 90.1: 33.8 9.9
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 : 180: 39 60 27 57 58 117 125:
Old : 180: 39 60 27 57 58 117 125:
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 : 17.6 28.3 27.4 40.7 16.1 25.3 25.5 35.3
Old : 17.6 28.3 27.4 40.7 16.1 25.3 25.5 35.3
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, March 1, 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 : 13,913: 1,567 523 56 6,836 11,712 8,459 12,291: 5,454 1,622
Old : 13,913: 1,567 523 56 6,836 11,712 8,459 12,291: 5,454 1,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 592: -43 283 56 838 187 851 526: -259 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 3.8 0.4 49.1 84.2 60.8 88.3: 39.2 11.7
Old : 100.0: 11.3 3.8 0.4 49.1 84.2 60.8 88.3: 39.2 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 : 31: 3 2 1 17 11 20 14:
Old : 31: 3 2 1 17 11 20 14:
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 : 24.3 46.5 38.3 73.4 23.9 44.3 37.9 70.7
Old : 24.3 46.5 38.3 73.4 23.9 44.3 37.9 70.7
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, March 1, 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 : 32,445: 4,558 6,171 273 21,560 18,650 26,391 25,094: 6,054 7,351
Old : 32,445: 4,558 6,171 273 21,560 18,650 26,391 25,094: 6,054 7,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 1,324: 2,071 299 4 -2,221 686 -146 989: 1,470 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 19.0 0.8 66.5 57.5 81.3 77.3: 18.7 22.7
Old : 100.0: 14.0 19.0 0.8 66.5 57.5 81.3 77.3: 18.7 22.7
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 : 38: 4 5 2 18 19 23 25:
Old : 38: 4 5 2 18 19 23 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 : 39.2 33.7 59.1 54.0 39.2 29.1 56.9 48.2
Old : 39.2 33.7 59.1 54.0 39.2 29.1 56.9 48.2
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, March 1, 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 : 90,128: 4,519 20,012 185 40,645 57,703 45,349 77,900: 44,779 12,228
Old : 90,128: 4,519 20,012 185 40,645 57,703 45,349 77,900: 44,779 12,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 2,622: -125 670 -208 3,704 4,085 3,370 4,546: -749 -1,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 22.2 0.2 45.1 64.0 50.3 86.4: 49.7 13.6
Old : 100.0: 5.0 22.2 0.2 45.1 64.0 50.3 86.4: 49.7 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 : 89: 14 23 3 39 33 56 56:
Old : 89: 14 23 3 39 33 56 56:
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 43.3 28.4 58.7 19.0 41.8 26.5 54.4
Old : 19.4 43.3 28.4 58.7 19.0 41.8 26.5 54.4
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, March 1, 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 : 458,473: 114,939 99,353 3,045 306,129 169,395 424,114 271,793: 34,360 186,680
Old : 458,473: 114,939 99,353 3,045 306,129 169,395 424,114 271,793: 34,360 186,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -16,630: 84 -7,196 -813 -5,670 5,402 -6,399 -2,608: -10,231 -14,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 21.7 0.7 66.8 36.9 92.5 59.3: 7.5 40.7
Old : 100.0: 25.1 21.7 0.7 66.8 36.9 92.5 59.3: 7.5 40.7
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 : 168: 46 58 14 47 34 101 98:
Old : 168: 46 58 14 47 34 101 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 23.5 66.3 33.1 42.8 20.4 60.3 25.5
Old : 47.6 23.5 66.3 33.1 42.8 20.4 60.3 25.5
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, March 1, 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 : 106,675: 55,610 871 2,341 17,098 95,505 75,049 98,718: 31,626 7,958
Old : 106,675: 55,610 871 2,341 17,098 95,505 75,049 98,718: 31,626 7,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 9,271: 5,989 -3,128 731 2,293 12,939 9,013 10,542: 258 -1,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 0.8 2.2 16.0 89.5 70.4 92.5: 29.6 7.5
Old : 100.0: 52.1 0.8 2.2 16.0 89.5 70.4 92.5: 29.6 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 21 3 3 12 25 34 30:
Old : 52: 21 3 3 12 25 34 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 49.1 46.4 69.6 34.3 49.1 46.0 68.9
Old : 34.8 49.1 46.4 69.6 34.3 49.1 46.0 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 35,787: 1,503 14,550 310 27,658 16,433 29,471 31,294: 6,316 4,493
Old : 35,787: 1,503 14,550 310 27,658 16,433 29,471 31,294: 6,316 4,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 4,121: 128 1,055 50 4,061 2,954 4,239 4,059: -117 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 40.7 0.9 77.3 45.9 82.4 87.4: 17.6 12.6
Old : 100.0: 4.2 40.7 0.9 77.3 45.9 82.4 87.4: 17.6 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 : 57: 5 12 3 28 21 35 34:
Old : 57: 5 12 3 28 21 35 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 : 45.6 53.9 58.5 62.8 32.0 41.1 43.1 48.7
Old : 45.6 53.9 58.5 62.8 32.0 41.1 43.1 48.7
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, March 1, 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 : 212,431: 61,338 35,335 1,532 136,250 160,845 199,120 197,712: 13,311 14,719
Old : 212,431: 61,338 35,335 1,532 136,250 160,845 199,120 197,712: 13,311 14,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 12,409: 11,531 3,133 102 79 8,033 11,712 11,268: 697 1,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 16.6 0.7 64.1 75.7 93.7 93.1: 6.3 6.9
Old : 100.0: 28.9 16.6 0.7 64.1 75.7 93.7 93.1: 6.3 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 18 30 7 30 42 53 74:
Old : 105: 18 30 7 30 42 53 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 : 62.5 37.7 74.0 53.8 58.7 37.5 69.9 53.0
Old : 62.5 37.7 74.0 53.8 58.7 37.5 69.9 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 41,021: 10,948 8,498 1,054 16,694 23,908 28,696 33,460: 12,325 7,561
Old : 41,021: 10,948 8,498 1,054 16,694 23,908 28,696 33,460: 12,325 7,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 1,790: 634 1,124 26 2,268 513 2,928 1,663: -1,138 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 20.7 2.6 40.7 58.3 70.0 81.6: 30.0 18.4
Old : 100.0: 26.7 20.7 2.6 40.7 58.3 70.0 81.6: 30.0 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 20 17 5 19 22 43 42:
Old : 75: 20 17 5 19 22 43 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 : 23.0 32.2 36.1 46.5 21.9 30.5 32.3 41.1
Old : 23.0 32.2 36.1 46.5 21.9 30.5 32.3 41.1
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, March 1, 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 : 118,575: 100 10,511 2,618 58,189 75,322 60,907 88,451: 57,668 30,124
Old : 118,575: 100 10,511 2,618 58,189 75,322 60,907 88,451: 57,668 30,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -942: -190 3,601 87 1,847 -2,193 1,744 1,495: -2,686 -2,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 8.9 2.2 49.1 63.5 51.4 74.6: 48.6 25.4
Old : 100.0: 0.1 8.9 2.2 49.1 63.5 51.4 74.6: 48.6 25.4
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 : 51: 1 18 5 22 28 28 47:
Old : 51: 1 18 5 22 28 28 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 50.1 45.5 57.9 7.5 19.1 9.1 25.2
Old : 40.6 50.1 45.5 57.9 7.5 19.1 9.1 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 4, 2005