MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 31,750: 1,521 2,469 5,543 17,971 16,702 25,035 24,714: 6,714 7,035
Old : 31,750: 1,521 2,469 5,543 17,971 16,702 25,035 24,714: 6,714 7,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 439: 179 -43 111 35 268 324 336: 115 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 7.8 17.5 56.6 52.6 78.9 77.8: 21.1 22.2
Old : 100.0: 4.8 7.8 17.5 56.6 52.6 78.9 77.8: 21.1 22.2
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 : 48: 14 5 16 23 20 40 38:
Old : 48: 14 5 16 23 20 40 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 : 44.1 29.9 57.5 50.1 40.4 28.7 46.6 41.8
Old : 44.1 29.9 57.5 50.1 40.4 28.7 46.6 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 29, 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 : 95,215: 17,710 4,590 16,242 44,470 41,765 78,422 62,598: 16,793 32,618
Old : 91,589: 17,915 4,707 15,576 42,371 40,302 75,862 60,586: 15,727 31,003
Other: 3,626: 366 453 96 2,099 1,463 2,560 2,012: 1,066 1,615
: : :
: : Changes in Commitments from: March 22, 2005 :
: -941: -560 -191 -299 -201 -666 -1,061 -1,156: 119 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 4.8 17.1 46.7 43.9 82.4 65.7: 17.6 34.3
Old : 100.0: 19.6 5.1 17.0 46.3 44.0 82.8 66.1: 17.2 33.9
Other: 100.0: 10.1 12.5 2.6 57.9 40.3 70.6 55.5: 29.4 44.5
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 55 26 53 28 35 110 100:
Old : 139: 52 29 53 28 35 110 100:
Other: 31: 12 4 4 3 13 16 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 : 27.5 19.8 38.8 30.8 27.4 19.3 38.1 27.5
Old : 28.5 19.8 39.2 31.2 28.5 19.3 39.1 28.9
Other: 62.2 33.5 68.4 46.1 60.2 33.5 64.2 46.1
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 2,543: 102 605 84 1,718 611 1,905 1,300: 638 1,243
Old : 2,541: 102 605 83 1,717 610 1,903 1,298: 638 1,243
Other: 2: 0 0 1 1 1 2 2: -0 -0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -197: -30 -260 -43 -26 128 -100 -176: -97 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 23.8 3.3 67.6 24.0 74.9 51.1: 25.1 48.9
Old : 100.0: 4.0 23.8 3.3 67.6 24.0 74.9 51.1: 25.1 48.9
Other: 100.0: 0.0 0.0 50.0 50.0 50.0 100.0 100.0: -0.0 -0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 9 3 10 3 16 13:
Old : 24: 4 9 3 10 3 16 13:
Other: 2: 0 0 1 1 1 2 2:
:----------------------------------------------------------------------------------------------------
: 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 : 55.8 31.2 66.5 44.7 50.5 30.2 60.5 38.9
Old : 55.9 31.2 66.6 44.7 50.6 30.2 60.5 38.9
Other: 100.0 100.0 100.0 100.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 171,153: 46,651 8,256 25,661 76,418 90,627 148,730 124,544: 22,424 46,610
Old : 171,153: 46,651 8,256 25,661 76,418 90,627 148,730 124,544: 22,424 46,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 2,646: -640 1,470 1,436 587 364 1,383 3,270: 1,263 -624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 4.8 15.0 44.6 53.0 86.9 72.8: 13.1 27.2
Old : 100.0: 27.3 4.8 15.0 44.6 53.0 86.9 72.8: 13.1 27.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 72 26 52 92 126 190 187:
Old : 242: 72 26 52 92 126 190 187:
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 : 18.7 13.3 31.3 22.2 18.5 12.6 29.7 19.1
Old : 18.7 13.3 31.3 22.2 18.5 12.6 29.7 19.1
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 29, 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 : 5,603: 2,003 287 437 1,081 3,554 3,521 4,278: 2,083 1,326
Old : 5,603: 2,003 287 437 1,081 3,554 3,521 4,278: 2,083 1,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 34: 91 -35 24 9 136 124 125: -91 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 5.1 7.8 19.3 63.4 62.8 76.3: 37.2 23.7
Old : 100.0: 35.7 5.1 7.8 19.3 63.4 62.8 76.3: 37.2 23.7
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 : 54: 22 8 8 16 19 42 31:
Old : 54: 22 8 8 16 19 42 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 : 17.7 46.6 28.1 57.0 17.3 46.4 26.8 56.3
Old : 17.7 46.6 28.1 57.0 17.3 46.4 26.8 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 29,976: 9,838 825 7,988 7,216 7,343 25,041 16,155: 4,934 13,821
Old : 29,976: 9,838 825 7,988 7,216 7,343 25,041 16,155: 4,934 13,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -1,375: -1,009 -151 -254 -260 -407 -1,522 -812: 147 -563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 2.8 26.6 24.1 24.5 83.5 53.9: 16.5 46.1
Old : 100.0: 32.8 2.8 26.6 24.1 24.5 83.5 53.9: 16.5 46.1
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 : 129: 50 14 21 36 44 97 71:
Old : 129: 50 14 21 36 44 97 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 : 22.9 17.5 34.8 24.7 13.7 6.6 21.8 11.0
Old : 22.9 17.5 34.8 24.7 13.7 6.6 21.8 11.0
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 29, 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 : 87,203: 35,542 8,844 1,580 15,917 57,815 53,039 68,238: 34,165 18,965
Old : 87,203: 35,542 8,844 1,580 15,917 57,815 53,039 68,238: 34,165 18,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -8,468: -7,822 -2,856 105 -324 -6,614 -8,041 -9,365: -427 897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 10.1 1.8 18.3 66.3 60.8 78.3: 39.2 21.7
Old : 100.0: 40.8 10.1 1.8 18.3 66.3 60.8 78.3: 39.2 21.7
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 : 64: 22 11 6 16 22 43 34:
Old : 64: 22 11 6 16 22 43 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 : 20.5 30.5 32.8 48.4 20.5 30.4 32.8 48.3
Old : 20.5 30.5 32.8 48.4 20.5 30.4 32.8 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 43,153: 2,168 16,210 1 30,984 11,683 33,153 27,894: 10,000 15,259
Old : 43,153: 2,168 16,210 1 30,984 11,683 33,153 27,894: 10,000 15,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 4,118: -3,074 -388 0 10,872 -113 7,798 -501: -3,680 4,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 37.6 0.0 71.8 27.1 76.8 64.6: 23.2 35.4
Old : 100.0: 5.0 37.6 0.0 71.8 27.1 76.8 64.6: 23.2 35.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 8 1 13 4 18 12:
Old : 28: 4 8 1 13 4 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 45.8 63.3 58.5 49.2 45.8 61.0 57.9
Old : 49.2 45.8 63.3 58.5 49.2 45.8 61.0 57.9
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 29, 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 : 60,731: 32,567 8,882 434 20,643 47,478 53,644 56,794: 7,087 3,938
Old : 60,731: 32,567 8,882 434 20,643 47,478 53,644 56,794: 7,087 3,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -5,259: -5,095 4,083 165 3,670 -8,984 -1,261 -4,737: -3,999 -523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 14.6 0.7 34.0 78.2 88.3 93.5: 11.7 6.5
Old : 100.0: 53.6 14.6 0.7 34.0 78.2 88.3 93.5: 11.7 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 39 16 3 16 18 58 35:
Old : 86: 39 16 3 16 18 58 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 : 27.9 54.6 45.6 76.7 27.9 54.6 45.6 76.7
Old : 27.9 54.6 45.6 76.7 27.9 54.6 45.6 76.7
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 29, 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 : 69,268: 18,568 6,760 1,193 27,760 48,196 47,520 56,148: 21,748 13,120
Old : 69,268: 18,568 6,760 1,193 27,760 48,196 47,520 56,148: 21,748 13,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -4,623: -12,760 2,043 346 11,423 -8,990 -991 -6,601: -3,631 1,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 9.8 1.7 40.1 69.6 68.6 81.1: 31.4 18.9
Old : 100.0: 26.8 9.8 1.7 40.1 69.6 68.6 81.1: 31.4 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 : 53: 20 10 6 17 13 38 28:
Old : 53: 20 10 6 17 13 38 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 57.4 37.5 67.3 22.8 55.0 36.6 64.7
Old : 23.6 57.4 37.5 67.3 22.8 55.0 36.6 64.7
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 29, 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 : 139,691: 11,219 41,594 3,117 97,134 67,824 111,470 112,535: 28,221 27,156
Old : 139,691: 11,219 41,594 3,117 97,134 67,824 111,470 112,535: 28,221 27,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 6,248: -4,895 14,009 826 11,181 -12,074 7,112 2,762: -864 3,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 29.8 2.2 69.5 48.6 79.8 80.6: 20.2 19.4
Old : 100.0: 8.0 29.8 2.2 69.5 48.6 79.8 80.6: 20.2 19.4
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 : 84: 18 28 10 28 24 50 58:
Old : 84: 18 28 10 28 24 50 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 32.0 59.7 44.9 38.1 23.4 45.5 34.1
Old : 48.7 32.0 59.7 44.9 38.1 23.4 45.5 34.1
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 29, 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 : 149,283: 29,904 14,596 15,077 46,698 72,332 91,680 102,005: 57,604 47,278
Old : 149,283: 29,904 14,596 15,077 46,698 72,332 91,680 102,005: 57,604 47,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 8,838: -5,585 4,037 4,101 13,021 2,451 11,537 10,589: -2,699 -1,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 9.8 10.1 31.3 48.5 61.4 68.3: 38.6 31.7
Old : 100.0: 20.0 9.8 10.1 31.3 48.5 61.4 68.3: 38.6 31.7
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 : 98: 36 24 32 33 25 82 68:
Old : 98: 36 24 32 33 25 82 68:
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 : 17.1 27.5 24.8 42.1 15.7 25.2 21.5 36.2
Old : 17.1 27.5 24.8 42.1 15.7 25.2 21.5 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 10,026: 6,097 705 0 2,303 8,695 8,400 9,400: 1,626 626
Old : 10,026: 6,097 705 0 2,303 8,695 8,400 9,400: 1,626 626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 7.0 0.0 23.0 86.7 83.8 93.8: 16.2 6.2
Old : 100.0: 60.8 7.0 0.0 23.0 86.7 83.8 93.8: 16.2 6.2
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 : 20: 5 2 0 7 8 12 10:
Old : 20: 5 2 0 7 8 12 10:
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 : 71.0 76.6 80.1 90.9 71.0 76.5 80.1 90.8
Old : 71.0 76.6 80.1 90.9 71.0 76.5 80.1 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 79,158: 29,932 1,522 0 44,276 69,963 74,208 71,485: 4,950 7,673
Old : 79,158: 29,932 1,522 0 44,276 69,963 74,208 71,485: 4,950 7,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 4,412: -467 -1,739 0 5,600 5,703 5,133 3,964: -721 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 1.9 0.0 55.9 88.4 93.7 90.3: 6.3 9.7
Old : 100.0: 37.8 1.9 0.0 55.9 88.4 93.7 90.3: 6.3 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 : 29: 3 1 0 17 18 20 19:
Old : 29: 3 1 0 17 18 20 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 : 63.4 49.4 84.8 70.6 61.6 44.7 77.6 65.4
Old : 63.4 49.4 84.8 70.6 61.6 44.7 77.6 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 :13,526,398: 733,633 1,022,844 4,340,486 7,450,413 6,488,070 12,524,532 11,851,399: 1,001,865 1,674,998
Old :13,526,398: 733,633 1,022,844 4,340,486 7,450,413 6,488,070 12,524,532 11,851,399: 1,001,865 1,674,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 218,435: 16,661 -193,257 315,760 30,288 195,962 362,710 318,466: -144,274 -100,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 7.6 32.1 55.1 48.0 92.6 87.6: 7.4 12.4
Old : 100.0: 5.4 7.6 32.1 55.1 48.0 92.6 87.6: 7.4 12.4
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 : 267: 56 75 98 120 132 230 252:
Old : 267: 56 75 98 120 132 230 252:
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 15.8 34.4 25.4 16.4 8.5 22.1 12.3
Old : 19.7 15.8 34.4 25.4 16.4 8.5 22.1 12.3
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 29, 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 : 738,034: 57,540 82,197 37,985 489,993 502,313 585,518 622,495: 152,516 115,539
Old : 738,034: 57,540 82,197 37,985 489,993 502,313 585,518 622,495: 152,516 115,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 3,878: -771 -5,358 3,047 -0 4,784 2,275 2,474: 1,602 1,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 11.1 5.1 66.4 68.1 79.3 84.3: 20.7 15.7
Old : 100.0: 7.8 11.1 5.1 66.4 68.1 79.3 84.3: 20.7 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 48 36 52 99 68 171 132:
Old : 202: 48 36 52 99 68 171 132:
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 : 19.1 29.7 27.1 42.8 18.9 29.5 26.0 42.6
Old : 19.1 29.7 27.1 42.8 18.9 29.5 26.0 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 29, 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 : 886,772: 146,743 166,938 22,317 389,612 582,939 558,671 772,194: 328,101 114,579
Old : 886,772: 146,743 166,938 22,317 389,612 582,939 558,671 772,194: 328,101 114,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 21,529: -5,779 86 6,530 24,412 3,269 25,163 9,885: -3,634 11,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 18.8 2.5 43.9 65.7 63.0 87.1: 37.0 12.9
Old : 100.0: 16.5 18.8 2.5 43.9 65.7 63.0 87.1: 37.0 12.9
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 : 167: 38 50 24 50 51 99 114:
Old : 167: 38 50 24 50 51 99 114:
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 : 19.9 35.1 29.8 45.8 16.6 29.9 24.9 39.1
Old : 19.9 35.1 29.8 45.8 16.6 29.9 24.9 39.1
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 29, 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 : 11,750: 725 2,015 0 6,619 8,687 7,344 10,702: 4,406 1,048
Old : 11,750: 725 2,015 0 6,619 8,687 7,344 10,702: 4,406 1,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 45: -739 -98 0 550 151 -189 53: 234 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 17.1 0.0 56.3 73.9 62.5 91.1: 37.5 8.9
Old : 100.0: 6.2 17.1 0.0 56.3 73.9 62.5 91.1: 37.5 8.9
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 : 31: 1 5 0 14 12 15 17:
Old : 31: 1 5 0 14 12 15 17:
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 : 29.7 40.5 46.4 65.0 28.2 40.5 45.0 65.0
Old : 29.7 40.5 46.4 65.0 28.2 40.5 45.0 65.0
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 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 25,341: 9,559 1,551 25 10,207 17,547 19,791 19,123: 5,550 6,218
Old : 25,341: 9,559 1,551 25 10,207 17,547 19,791 19,123: 5,550 6,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 2,778: 1,870 -63 23 591 2,382 2,484 2,342: 294 436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 6.1 0.1 40.3 69.2 78.1 75.5: 21.9 24.5
Old : 100.0: 37.7 6.1 0.1 40.3 69.2 78.1 75.5: 21.9 24.5
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 : 37: 9 4 1 12 18 21 23:
Old : 37: 9 4 1 12 18 21 23:
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 39.3 60.8 54.7 40.4 36.8 60.5 52.2
Old : 40.6 39.3 60.8 54.7 40.4 36.8 60.5 52.2
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 29, 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 : 55,988: 3,986 17,314 116 36,133 27,867 40,235 45,298: 15,753 10,691
Old : 55,988: 3,986 17,314 116 36,133 27,867 40,235 45,298: 15,753 10,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 2,056: -1,155 -314 -2 1,799 719 643 404: 1,413 1,652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 30.9 0.2 64.5 49.8 71.9 80.9: 28.1 19.1
Old : 100.0: 7.1 30.9 0.2 64.5 49.8 71.9 80.9: 28.1 19.1
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 : 87: 10 23 3 37 31 50 54:
Old : 87: 10 23 3 37 31 50 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 28.9 45.5 44.2 31.2 25.0 40.7 39.9
Old : 32.5 28.9 45.5 44.2 31.2 25.0 40.7 39.9
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 29, 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 : 281,334: 74,661 116,321 3,684 171,116 115,098 249,460 235,102: 31,874 46,232
Old : 281,334: 74,661 116,321 3,684 171,116 115,098 249,460 235,102: 31,874 46,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 12,140: -2,916 -3,681 742 18,780 14,769 16,605 11,829: -4,464 311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 41.3 1.3 60.8 40.9 88.7 83.6: 11.3 16.4
Old : 100.0: 26.5 41.3 1.3 60.8 40.9 88.7 83.6: 11.3 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 : 167: 36 68 11 39 37 82 109:
Old : 167: 36 68 11 39 37 82 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 24.8 59.0 39.1 44.0 20.9 55.5 31.3
Old : 45.5 24.8 59.0 39.1 44.0 20.9 55.5 31.3
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 29, 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 : 89,331: 28,911 3,594 5,796 31,646 70,996 66,354 80,386: 22,978 8,945
Old : 89,331: 28,911 3,594 5,796 31,646 70,996 66,354 80,386: 22,978 8,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -22,763: -28,595 193 1,262 10,602 -24,808 -16,731 -23,354: -6,032 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 4.0 6.5 35.4 79.5 74.3 90.0: 25.7 10.0
Old : 100.0: 32.4 4.0 6.5 35.4 79.5 74.3 90.0: 25.7 10.0
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 : 45: 15 3 4 21 16 37 22:
Old : 45: 15 3 4 21 16 37 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 : 33.6 61.4 47.8 75.6 30.2 60.7 44.3 73.6
Old : 33.6 61.4 47.8 75.6 30.2 60.7 44.3 73.6
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 29, 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 : 30,288: 1,190 10,246 0 24,338 14,099 25,528 24,345: 4,760 5,943
Old : 30,288: 1,190 10,246 0 24,338 14,099 25,528 24,345: 4,760 5,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 1,438: 0 25 0 1,588 1,950 1,588 1,975: -150 -536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 33.8 0.0 80.4 46.5 84.3 80.4: 15.7 19.6
Old : 100.0: 3.9 33.8 0.0 80.4 46.5 84.3 80.4: 15.7 19.6
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: 3 12 0 26 24 29 36:
Old : 57: 3 12 0 26 24 29 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 : 53.6 34.2 64.3 46.3 52.6 33.8 63.2 45.9
Old : 53.6 34.2 64.3 46.3 52.6 33.8 63.2 45.9
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 29, 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 : 163,479: 33,281 31,832 1,471 111,154 117,247 145,906 150,550: 17,573 12,929
Old : 163,479: 33,281 31,832 1,471 111,154 117,247 145,906 150,550: 17,573 12,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 7,491: -4,207 163 119 12,552 6,986 8,464 7,267: -973 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 19.5 0.9 68.0 71.7 89.3 92.1: 10.7 7.9
Old : 100.0: 20.4 19.5 0.9 68.0 71.7 89.3 92.1: 10.7 7.9
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 : 112: 22 36 9 28 41 54 82:
Old : 112: 22 36 9 28 41 54 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 : 40.6 37.7 59.3 50.8 38.2 36.4 56.8 49.1
Old : 40.6 37.7 59.3 50.8 38.2 36.4 56.8 49.1
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 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 37,800: 12,140 11,531 351 13,080 16,722 25,571 28,604: 12,229 9,196
Old : 37,800: 12,140 11,531 351 13,080 16,722 25,571 28,604: 12,229 9,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 4,060: -412 321 79 2,884 1,682 2,551 2,082: 1,509 1,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 30.5 0.9 34.6 44.2 67.6 75.7: 32.4 24.3
Old : 100.0: 32.1 30.5 0.9 34.6 44.2 67.6 75.7: 32.4 24.3
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 : 70: 22 15 3 15 20 39 37:
Old : 70: 22 15 3 15 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 : 23.8 32.1 35.5 45.2 23.8 32.1 35.3 42.5
Old : 23.8 32.1 35.5 45.2 23.8 32.1 35.3 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 27,064: 10,400 350 0 12,144 1,754 22,544 2,104: 4,520 24,960
Old : 27,064: 10,400 350 0 12,144 1,754 22,544 2,104: 4,520 24,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 1.3 0.0 44.9 6.5 83.3 7.8: 16.7 92.2
Old : 100.0: 38.4 1.3 0.0 44.9 6.5 83.3 7.8: 16.7 92.2
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 : 22: 10 1 0 8 3 18 4:
Old : 22: 10 1 0 8 3 18 4:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 7.8 72.9 7.8 56.4 7.8 72.9 7.8
Old : 56.4 7.8 72.9 7.8 56.4 7.8 72.9 7.8
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 29, 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 : 67,186: 3,246 7,728 250 49,123 25,570 52,619 33,548: 14,567 33,638
Old : 67,186: 3,246 7,728 250 49,123 25,570 52,619 33,548: 14,567 33,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -534: 0 100 250 798 -240 1,048 110: -1,582 -644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 11.5 0.4 73.1 38.1 78.3 49.9: 21.7 50.1
Old : 100.0: 4.8 11.5 0.4 73.1 38.1 78.3 49.9: 21.7 50.1
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 : 50: 3 14 1 19 28 23 43:
Old : 50: 3 14 1 19 28 23 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 17.3 71.4 28.6 58.4 15.3 63.0 23.1
Old : 64.4 17.3 71.4 28.6 58.4 15.3 63.0 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 1, 2005