MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 31,310: 1,342 2,512 5,433 17,936 16,434 24,711 24,379: 6,600 6,932
Old : 31,310: 1,342 2,512 5,433 17,936 16,434 24,711 24,379: 6,600 6,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 2,250: -201 182 629 1,386 958 1,814 1,769: 436 481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 8.0 17.4 57.3 52.5 78.9 77.9: 21.1 22.1
Old : 100.0: 4.3 8.0 17.4 57.3 52.5 78.9 77.9: 21.1 22.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 10 8 15 23 20 39 37:
Old : 47: 10 8 15 23 20 39 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 29.9 57.9 50.1 40.9 28.7 46.8 41.8
Old : 44.9 29.9 57.9 50.1 40.9 28.7 46.8 41.8
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 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 : 96,157: 18,270 4,781 16,541 44,672 42,432 79,483 63,754: 16,673 32,403
Old : 92,737: 18,482 4,879 16,019 42,688 41,133 77,189 62,031: 15,548 30,706
Other: 3,420: 291 405 19 1,984 1,299 2,294 1,723: 1,126 1,697
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,379: -378 -1,239 1,565 1,317 1,031 2,503 1,357: -1,124 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 5.0 17.2 46.5 44.1 82.7 66.3: 17.3 33.7
Old : 100.0: 19.9 5.3 17.3 46.0 44.4 83.2 66.9: 16.8 33.1
Other: 100.0: 8.5 11.8 0.6 58.0 38.0 67.1 50.4: 32.9 49.6
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 56 22 51 30 37 113 97:
Old : 138: 55 23 49 29 37 111 96:
Other: 30: 9 6 3 4 13 15 20:
:----------------------------------------------------------------------------------------------------
: 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 : 28.1 19.9 38.9 30.6 28.1 19.2 38.7 27.8
Old : 29.1 19.9 39.8 31.1 29.1 19.3 39.4 29.5
Other: 60.9 32.1 64.8 45.0 58.7 32.1 62.5 44.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 2,739: 133 865 127 1,744 483 2,004 1,476: 735 1,263
Old : 2,737: 133 865 126 1,744 483 2,003 1,475: 734 1,262
Other: 2: 0 0 1 0 0 1 1: 1 1
: : :
: : Changes in Commitments from: March 15, 2005 :
: -290: -214 -507 -37 -13 65 -264 -480: -26 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 31.6 4.7 63.7 17.6 73.2 53.9: 26.8 46.1
Old : 100.0: 4.9 31.6 4.6 63.7 17.6 73.2 53.9: 26.8 46.1
Other: 100.0: 0.0 0.0 50.0 0.0 0.0 50.0 50.0: 50.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 14 3 8 2 15 16:
Old : 27: 4 14 3 8 2 15 16:
Other: 1: 0 0 1 0 0 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 54.0 26.9 64.5 39.9 50.6 26.9 60.7 38.8
Old : 54.0 26.9 64.6 39.9 50.6 26.9 60.7 38.8
Other: 50.0 50.0 50.0 50.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 168,507: 47,291 6,786 24,225 75,831 90,263 147,347 121,274: 21,161 47,233
Old : 168,507: 47,291 6,786 24,225 75,831 90,263 147,347 121,274: 21,161 47,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 2,048: -6,477 -1,507 2,185 5,430 2,369 1,138 3,046: 910 -998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 4.0 14.4 45.0 53.6 87.4 72.0: 12.6 28.0
Old : 100.0: 28.1 4.0 14.4 45.0 53.6 87.4 72.0: 12.6 28.0
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 : 241: 64 31 51 91 124 186 185:
Old : 241: 64 31 51 91 124 186 185:
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 12.8 32.8 20.9 19.4 11.8 30.8 18.6
Old : 19.8 12.8 32.8 20.9 19.4 11.8 30.8 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 5,570: 1,911 322 413 1,072 3,418 3,396 4,153: 2,173 1,417
Old : 5,570: 1,911 322 413 1,072 3,418 3,396 4,153: 2,173 1,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 191: -108 85 -12 293 212 173 285: 18 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 5.8 7.4 19.2 61.4 61.0 74.6: 39.0 25.4
Old : 100.0: 34.3 5.8 7.4 19.2 61.4 61.0 74.6: 39.0 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 : 53: 21 8 8 15 19 40 31:
Old : 53: 21 8 8 15 19 40 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 45.6 28.0 55.7 17.5 45.6 26.4 55.5
Old : 17.9 45.6 28.0 55.7 17.5 45.6 26.4 55.5
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 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 : 31,351: 10,847 976 8,241 7,475 7,750 26,564 16,968: 4,787 14,383
Old : 31,351: 10,847 976 8,241 7,475 7,750 26,564 16,968: 4,787 14,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 752: 382 295 484 -89 308 777 1,087: -25 -336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 3.1 26.3 23.8 24.7 84.7 54.1: 15.3 45.9
Old : 100.0: 34.6 3.1 26.3 23.8 24.7 84.7 54.1: 15.3 45.9
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 : 137: 54 17 27 36 51 103 83:
Old : 137: 54 17 27 36 51 103 83:
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 16.7 36.3 23.7 14.1 5.8 23.0 10.2
Old : 23.6 16.7 36.3 23.7 14.1 5.8 23.0 10.2
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 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 : 95,671: 43,364 11,699 1,475 16,240 64,428 61,080 77,603: 34,592 18,068
Old : 95,671: 43,364 11,699 1,475 16,240 64,428 61,080 77,603: 34,592 18,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -34,914: 6,959 1,524 -335 -37,441 -14,602 -30,817 -13,412: -4,097 -21,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 12.2 1.5 17.0 67.3 63.8 81.1: 36.2 18.9
Old : 100.0: 45.3 12.2 1.5 17.0 67.3 63.8 81.1: 36.2 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 : 70: 23 14 6 17 23 45 38:
Old : 70: 23 14 6 17 23 45 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 34.3 36.0 51.2 23.0 34.3 36.0 51.1
Old : 23.0 34.3 36.0 51.2 23.0 34.3 36.0 51.1
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, March 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 : 39,035: 5,242 16,598 1 20,112 11,796 25,355 28,395: 13,680 10,640
Old : 39,035: 5,242 16,598 1 20,112 11,796 25,355 28,395: 13,680 10,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -3,292: -5,413 6,103 0 5,213 -10,728 -200 -4,625: -3,092 1,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 42.5 0.0 51.5 30.2 65.0 72.7: 35.0 27.3
Old : 100.0: 13.4 42.5 0.0 51.5 30.2 65.0 72.7: 35.0 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 : 26: 6 7 1 11 4 18 11:
Old : 26: 6 7 1 11 4 18 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 58.1 50.4 69.2 35.4 58.1 49.0 66.5
Old : 35.5 58.1 50.4 69.2 35.4 58.1 49.0 66.5
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, March 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 : 65,991: 37,662 4,799 269 16,973 56,462 54,905 61,530: 11,086 4,460
Old : 65,991: 37,662 4,799 269 16,973 56,462 54,905 61,530: 11,086 4,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -6,181: -11,948 -389 9 2,762 -7,093 -9,177 -7,473: 2,996 1,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 7.3 0.4 25.7 85.6 83.2 93.2: 16.8 6.8
Old : 100.0: 57.1 7.3 0.4 25.7 85.6 83.2 93.2: 16.8 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 : 87: 42 16 3 16 18 60 35:
Old : 87: 42 16 3 16 18 60 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 : 24.9 59.2 41.7 79.7 24.9 59.2 41.7 79.5
Old : 24.9 59.2 41.7 79.7 24.9 59.2 41.7 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 73,891: 31,328 4,717 846 16,337 57,186 48,512 62,749: 25,379 11,142
Old : 73,891: 31,328 4,717 846 16,337 57,186 48,512 62,749: 25,379 11,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -7,404: -10,734 388 358 6,383 -8,924 -3,993 -8,177: -3,411 773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 6.4 1.1 22.1 77.4 65.7 84.9: 34.3 15.1
Old : 100.0: 42.4 6.4 1.1 22.1 77.4 65.7 84.9: 34.3 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 26 8 7 13 15 40 29:
Old : 55: 26 8 7 13 15 40 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 : 21.4 63.1 34.3 73.1 20.5 61.5 33.4 71.3
Old : 21.4 63.1 34.3 73.1 20.5 61.5 33.4 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 133,444: 16,114 27,585 2,291 85,954 79,897 104,359 109,774: 29,085 23,670
Old : 133,444: 16,114 27,585 2,291 85,954 79,897 104,359 109,774: 29,085 23,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 2,081: 1,543 8,277 677 1,895 -10,435 4,114 -1,481: -2,034 3,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 20.7 1.7 64.4 59.9 78.2 82.3: 21.8 17.7
Old : 100.0: 12.1 20.7 1.7 64.4 59.9 78.2 82.3: 21.8 17.7
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 : 67: 19 17 8 20 23 40 47:
Old : 67: 19 17 8 20 23 40 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 : 50.7 37.6 60.9 52.0 39.7 29.3 47.4 40.9
Old : 50.7 37.6 60.9 52.0 39.7 29.3 47.4 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 140,445: 35,489 10,559 10,976 33,677 69,881 80,142 91,416: 60,303 49,028
Old : 140,445: 35,489 10,559 10,976 33,677 69,881 80,142 91,416: 60,303 49,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -5,875: -4,193 -657 -1,030 -1,094 -4,282 -6,317 -5,969: 442 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 7.5 7.8 24.0 49.8 57.1 65.1: 42.9 34.9
Old : 100.0: 25.3 7.5 7.8 24.0 49.8 57.1 65.1: 42.9 34.9
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 : 83: 33 15 22 29 24 68 55:
Old : 83: 33 15 22 29 24 68 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 29.6 24.0 42.8 14.0 27.6 21.9 38.3
Old : 15.0 29.6 24.0 42.8 14.0 27.6 21.9 38.3
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 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 : 74,746: 30,399 3,261 0 38,676 64,260 69,075 67,521: 5,671 7,225
Old : 74,746: 30,399 3,261 0 38,676 64,260 69,075 67,521: 5,671 7,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 11,500: 10,121 100 0 477 9,623 10,598 9,723: 902 1,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 4.4 0.0 51.7 86.0 92.4 90.3: 7.6 9.7
Old : 100.0: 40.7 4.4 0.0 51.7 86.0 92.4 90.3: 7.6 9.7
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 : 30: 4 2 0 15 17 19 19:
Old : 30: 4 2 0 15 17 19 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 : 63.8 47.4 79.9 69.0 60.1 43.7 73.3 64.3
Old : 63.8 47.4 79.9 69.0 60.1 43.7 73.3 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 :13,307,962: 716,972 1,216,101 4,024,725 7,420,125 6,292,107 12,161,822 11,532,933: 1,146,140 1,775,029
Old :13,307,962: 716,972 1,216,101 4,024,725 7,420,125 6,292,107 12,161,822 11,532,933: 1,146,140 1,775,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 914,845: 50,091 60,756 432,723 367,610 355,543 850,424 849,022: 64,421 65,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 9.1 30.2 55.8 47.3 91.4 86.7: 8.6 13.3
Old : 100.0: 5.4 9.1 30.2 55.8 47.3 91.4 86.7: 8.6 13.3
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 : 267: 59 73 101 118 130 230 254:
Old : 267: 59 73 101 118 130 230 254:
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 15.2 33.7 24.6 16.5 8.7 22.5 12.4
Old : 19.7 15.2 33.7 24.6 16.5 8.7 22.5 12.4
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 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 : 734,156: 58,312 87,555 34,938 489,993 497,529 583,243 620,021: 150,914 114,135
Old : 734,156: 58,312 87,555 34,938 489,993 497,529 583,243 620,021: 150,914 114,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -124,549: -8,997 -15,563 -10,610 -66,945 -85,969 -86,552 -112,142: -37,997 -12,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 11.9 4.8 66.7 67.8 79.4 84.5: 20.6 15.5
Old : 100.0: 7.9 11.9 4.8 66.7 67.8 79.4 84.5: 20.6 15.5
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 : 202: 47 38 49 98 67 169 130:
Old : 202: 47 38 49 98 67 169 130:
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 : 19.2 29.6 27.5 42.7 19.0 29.4 26.3 42.6
Old : 19.2 29.6 27.5 42.7 19.0 29.4 26.3 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 865,243: 152,522 166,852 15,787 365,200 579,669 533,508 762,308: 331,735 102,935
Old : 865,243: 152,522 166,852 15,787 365,200 579,669 533,508 762,308: 331,735 102,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -390,910: -124,323 -62,310 -51,159 -235,761 -181,885 -411,243 -295,353: 20,333 -95,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 19.3 1.8 42.2 67.0 61.7 88.1: 38.3 11.9
Old : 100.0: 17.6 19.3 1.8 42.2 67.0 61.7 88.1: 38.3 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 : 161: 42 46 16 47 48 98 101:
Old : 161: 42 46 16 47 48 98 101:
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 36.3 28.5 47.8 17.0 30.8 24.4 41.6
Old : 19.3 36.3 28.5 47.8 17.0 30.8 24.4 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 11,705: 1,464 2,113 0 6,069 8,536 7,533 10,649: 4,172 1,056
Old : 11,705: 1,464 2,113 0 6,069 8,536 7,533 10,649: 4,172 1,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -8,082: -1,246 1,505 -1,287 -2,809 -6,135 -5,342 -5,917: -2,740 -2,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 18.1 0.0 51.8 72.9 64.4 91.0: 35.6 9.0
Old : 100.0: 12.5 18.1 0.0 51.8 72.9 64.4 91.0: 35.6 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 4 0 13 11 16 15:
Old : 30: 3 4 0 13 11 16 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 : 29.0 39.3 45.9 68.3 27.6 39.3 44.5 68.3
Old : 29.0 39.3 45.9 68.3 27.6 39.3 44.5 68.3
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, March 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 : 22,563: 7,689 1,614 2 9,616 15,165 17,307 16,781: 5,256 5,782
Old : 22,563: 7,689 1,614 2 9,616 15,165 17,307 16,781: 5,256 5,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -25,311: 3,803 -4,394 -5,244 -19,285 -6,659 -20,726 -16,297: -4,585 -9,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 7.2 0.0 42.6 67.2 76.7 74.4: 23.3 25.6
Old : 100.0: 34.1 7.2 0.0 42.6 67.2 76.7 74.4: 23.3 25.6
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 : 33: 6 4 1 12 17 18 22:
Old : 33: 6 4 1 12 17 18 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 : 46.9 38.4 63.9 55.6 46.9 35.6 61.9 52.8
Old : 46.9 38.4 63.9 55.6 46.9 35.6 61.9 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 53,933: 5,141 17,628 118 34,333 27,148 39,593 44,894: 14,340 9,039
Old : 53,933: 5,141 17,628 118 34,333 27,148 39,593 44,894: 14,340 9,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -50,219: 916 393 -3,966 -20,253 -43,362 -23,303 -46,935: -26,916 -3,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 32.7 0.2 63.7 50.3 73.4 83.2: 26.6 16.8
Old : 100.0: 9.5 32.7 0.2 63.7 50.3 73.4 83.2: 26.6 16.8
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 : 88: 13 23 2 36 30 51 53:
Old : 88: 13 23 2 36 30 51 53:
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 : 31.6 28.6 44.1 43.1 28.9 24.2 38.4 37.2
Old : 31.6 28.6 44.1 43.1 28.9 24.2 38.4 37.2
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 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 : 269,194: 77,577 120,002 2,942 152,336 100,329 232,855 223,273: 36,338 45,920
Old : 269,194: 77,577 120,002 2,942 152,336 100,329 232,855 223,273: 36,338 45,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -221,458: -10,728 12,557 -7,612 -201,372 -105,890 -219,712 -100,945: -1,745 -120,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 44.6 1.1 56.6 37.3 86.5 82.9: 13.5 17.1
Old : 100.0: 28.8 44.6 1.1 56.6 37.3 86.5 82.9: 13.5 17.1
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 : 170: 45 68 9 33 36 85 106:
Old : 170: 45 68 9 33 36 85 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 25.3 58.8 39.2 45.8 24.2 56.0 35.3
Old : 46.4 25.3 58.8 39.2 45.8 24.2 56.0 35.3
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 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 : 112,094: 57,506 3,401 4,534 21,044 95,805 83,085 103,740: 29,009 8,355
Old : 112,094: 57,506 3,401 4,534 21,044 95,805 83,085 103,740: 29,009 8,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 3,301: 1,372 455 676 1,546 1,357 3,595 2,488: -294 813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 3.0 4.0 18.8 85.5 74.1 92.5: 25.9 7.5
Old : 100.0: 51.3 3.0 4.0 18.8 85.5 74.1 92.5: 25.9 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 : 53: 27 2 5 14 18 41 25:
Old : 53: 27 2 5 14 18 41 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 : 33.6 58.5 48.8 76.2 33.0 58.5 46.6 75.6
Old : 33.6 58.5 48.8 76.2 33.0 58.5 46.6 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 28,850: 1,190 10,221 0 22,749 12,149 23,939 22,370: 4,910 6,480
Old : 28,850: 1,190 10,221 0 22,749 12,149 23,939 22,370: 4,910 6,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -20,348: -504 -8,567 -1,607 -12,828 -11,389 -14,939 -21,563: -5,409 1,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 35.4 0.0 78.9 42.1 83.0 77.5: 17.0 22.5
Old : 100.0: 4.1 35.4 0.0 78.9 42.1 83.0 77.5: 17.0 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 : 56: 3 11 0 26 24 29 35:
Old : 56: 3 11 0 26 24 29 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 : 50.1 35.1 61.7 45.2 49.0 35.1 60.7 45.2
Old : 50.1 35.1 61.7 45.2 49.0 35.1 60.7 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 155,988: 37,488 31,669 1,353 98,601 110,261 137,442 143,283: 18,546 12,705
Old : 155,988: 37,488 31,669 1,353 98,601 110,261 137,442 143,283: 18,546 12,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -94,955: -36,695 -7,142 -13,254 -54,073 -50,802 -104,023 -71,197: 9,068 -23,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 20.3 0.9 63.2 70.7 88.1 91.9: 11.9 8.1
Old : 100.0: 24.0 20.3 0.9 63.2 70.7 88.1 91.9: 11.9 8.1
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 : 106: 21 32 8 28 41 52 78:
Old : 106: 21 32 8 28 41 52 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 39.1 56.3 54.8 36.6 38.8 55.0 53.9
Old : 37.8 39.1 56.3 54.8 36.6 38.8 55.0 53.9
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 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 : 33,740: 12,552 11,210 272 10,196 15,040 23,020 26,522: 10,720 7,218
Old : 33,740: 12,552 11,210 272 10,196 15,040 23,020 26,522: 10,720 7,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,613: 968 544 36 363 1,608 1,367 2,188: 246 -575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 33.2 0.8 30.2 44.6 68.2 78.6: 31.8 21.4
Old : 100.0: 37.2 33.2 0.8 30.2 44.6 68.2 78.6: 31.8 21.4
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 : 66: 21 14 3 14 19 37 35:
Old : 66: 21 14 3 14 19 37 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 : 25.7 37.9 36.9 50.2 25.6 37.9 36.8 50.2
Old : 25.7 37.9 36.9 50.2 25.6 37.9 36.8 50.2
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 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 : 67,720: 3,246 7,628 0 48,325 25,810 51,571 33,438: 16,149 34,282
Old : 67,720: 3,246 7,628 0 48,325 25,810 51,571 33,438: 16,149 34,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 242: -230 0 0 346 -461 116 -461: 126 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 11.3 0.0 71.4 38.1 76.2 49.4: 23.8 50.6
Old : 100.0: 4.8 11.3 0.0 71.4 38.1 76.2 49.4: 23.8 50.6
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 : 49: 3 13 0 19 29 22 42:
Old : 49: 3 13 0 19 29 22 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 : 62.6 17.1 69.6 28.4 56.6 15.2 61.2 22.9
Old : 62.6 17.1 69.6 28.4 56.6 15.2 61.2 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2005