MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 27,461: 1,463 2,093 4,554 14,776 14,087 20,793 20,734: 6,668 6,727
Old : 27,461: 1,463 2,093 4,554 14,776 14,087 20,793 20,734: 6,668 6,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 685: -271 -3 60 491 433 281 490: 404 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 7.6 16.6 53.8 51.3 75.7 75.5: 24.3 24.5
Old : 100.0: 5.3 7.6 16.6 53.8 51.3 75.7 75.5: 24.3 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 : 42: 12 2 11 24 17 36 30:
Old : 42: 12 2 11 24 17 36 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 29.8 55.0 50.4 36.8 28.3 43.7 42.0
Old : 40.3 29.8 55.0 50.4 36.8 28.3 43.7 42.0
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, April 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 98,593: 15,699 5,367 21,490 43,724 40,074 80,912 66,931: 17,680 31,662
Old : 93,628: 15,921 5,443 20,175 41,161 38,370 77,257 63,988: 16,371 29,641
Other: 4,965: 977 1,123 116 2,563 1,704 3,656 2,943: 1,309 2,022
: : :
: : Changes in Commitments from: April 5, 2005 :
: -1,159: -988 425 1,915 -994 -1,920 -67 420: -1,092 -1,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 5.4 21.8 44.3 40.6 82.1 67.9: 17.9 32.1
Old : 100.0: 17.0 5.8 21.5 44.0 41.0 82.5 68.3: 17.5 31.7
Other: 100.0: 19.7 22.6 2.3 51.6 34.3 73.6 59.3: 26.4 40.7
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 36 35 50 30 35 103 98:
Old : 132: 39 34 50 30 35 103 98:
Other: 30: 7 8 6 4 12 15 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 18.7 38.3 30.1 26.0 18.3 35.8 26.4
Old : 27.5 18.7 39.2 30.6 27.4 18.3 37.5 27.8
Other: 65.0 40.8 72.0 51.3 63.5 40.8 68.9 51.3
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 2,438: 193 530 120 1,567 754 1,880 1,404: 558 1,034
Old : 2,420: 193 528 120 1,554 749 1,867 1,397: 553 1,023
Other: 18: 0 2 0 13 5 13 7: 5 11
: : :
: : Changes in Commitments from: April 5, 2005 :
: 72: 29 -66 25 4 89 58 48: 14 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 21.7 4.9 64.3 30.9 77.1 57.6: 22.9 42.4
Old : 100.0: 8.0 21.8 5.0 64.2 31.0 77.2 57.7: 22.8 42.3
Other: 100.0: 0.0 11.1 0.0 72.2 27.8 72.2 38.9: 27.8 61.1
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 8 4 10 4 19 13:
Old : 26: 5 8 4 9 4 18 13:
Other: 4: 0 2 0 2 1 2 3:
:----------------------------------------------------------------------------------------------------
: 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 : 53.4 37.9 63.7 50.5 44.5 32.7 53.7 40.0
Old : 53.4 38.1 63.7 50.7 44.4 32.9 53.6 40.0
Other: 72.2 38.9 72.2 38.9 66.7 33.3 66.7 33.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 150,635: 43,299 9,463 17,177 71,080 82,888 131,556 109,529: 19,078 41,106
Old : 150,635: 43,299 9,463 17,177 71,080 82,888 131,556 109,529: 19,078 41,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -7,739: -2,697 969 -1,733 -2,168 -3,668 -6,599 -4,431: -1,140 -3,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 6.3 11.4 47.2 55.0 87.3 72.7: 12.7 27.3
Old : 100.0: 28.7 6.3 11.4 47.2 55.0 87.3 72.7: 12.7 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 : 210: 57 28 43 79 105 164 157:
Old : 210: 57 28 43 79 105 164 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 16.2 35.4 25.5 20.9 15.7 33.6 24.1
Old : 20.9 16.2 35.4 25.5 20.9 15.7 33.6 24.1
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, April 12, 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 : 5,246: 1,465 305 436 1,256 2,993 3,157 3,735: 2,089 1,511
Old : 5,246: 1,465 305 436 1,256 2,993 3,157 3,735: 2,089 1,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -533: -341 -29 -41 -6 -508 -388 -578: -145 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 5.8 8.3 23.9 57.1 60.2 71.2: 39.8 28.8
Old : 100.0: 27.9 5.8 8.3 23.9 57.1 60.2 71.2: 39.8 28.8
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 : 45: 18 6 9 15 17 35 30:
Old : 45: 18 6 9 15 17 35 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 43.6 30.4 53.6 18.8 43.6 28.0 51.9
Old : 18.9 43.6 30.4 53.6 18.8 43.6 28.0 51.9
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, April 12, 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 : 31,901: 10,480 1,082 8,028 8,169 7,687 26,677 16,796: 5,224 15,104
Old : 31,901: 10,480 1,082 8,028 8,169 7,687 26,677 16,796: 5,224 15,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -66: 41 178 -272 271 239 40 145: -106 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 3.4 25.2 25.6 24.1 83.6 52.7: 16.4 47.3
Old : 100.0: 32.9 3.4 25.2 25.6 24.1 83.6 52.7: 16.4 47.3
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 : 142: 51 16 26 45 52 109 84:
Old : 142: 51 16 26 45 52 109 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 16.5 34.5 23.4 14.4 5.5 22.5 9.5
Old : 21.4 16.5 34.5 23.4 14.4 5.5 22.5 9.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 75,245: 15,919 23,327 1,900 25,935 32,175 43,753 57,401: 31,491 17,844
Old : 75,245: 15,919 23,327 1,900 25,935 32,175 43,753 57,401: 31,491 17,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -10,851: -19,837 13,313 209 11,278 -24,932 -8,350 -11,410: -2,501 559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 31.0 2.5 34.5 42.8 58.1 76.3: 41.9 23.7
Old : 100.0: 21.2 31.0 2.5 34.5 42.8 58.1 76.3: 41.9 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 : 66: 17 16 7 21 21 42 40:
Old : 66: 17 16 7 21 21 42 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 27.2 29.7 44.0 20.0 27.2 29.7 43.6
Old : 20.0 27.2 29.7 44.0 20.0 27.2 29.7 43.6
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, April 12, 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 : 46,244: 1,677 24,441 1 34,608 5,605 36,286 30,047: 9,958 16,197
Old : 46,244: 1,677 24,441 1 34,608 5,605 36,286 30,047: 9,958 16,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -2,052: 0 3,985 0 -2,422 -6,871 -2,422 -2,886: 371 834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 52.9 0.0 74.8 12.1 78.5 65.0: 21.5 35.0
Old : 100.0: 3.6 52.9 0.0 74.8 12.1 78.5 65.0: 21.5 35.0
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 : 36: 3 15 1 14 6 18 21:
Old : 36: 3 15 1 14 6 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 32.8 65.9 46.4 46.1 32.8 62.9 46.4
Old : 47.0 32.8 65.9 46.4 46.1 32.8 62.9 46.4
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, April 12, 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 : 78,273: 51,681 4,008 57 17,351 70,679 69,089 74,744: 9,184 3,529
Old : 78,273: 51,681 4,008 57 17,351 70,679 69,089 74,744: 9,184 3,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 17,602: 19,034 -6,961 50 -2,266 25,292 16,818 18,381: 785 -779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 5.1 0.1 22.2 90.3 88.3 95.5: 11.7 4.5
Old : 100.0: 66.0 5.1 0.1 22.2 90.3 88.3 95.5: 11.7 4.5
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 : 92: 49 12 2 17 19 67 32:
Old : 92: 49 12 2 17 19 67 32:
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 : 29.8 54.8 48.0 79.3 29.8 54.6 48.0 79.1
Old : 29.8 54.8 48.0 79.3 29.8 54.6 48.0 79.1
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, April 12, 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 : 85,333: 25,743 6,255 1,532 38,292 64,686 65,566 72,473: 19,767 12,860
Old : 85,333: 25,743 6,255 1,532 38,292 64,686 65,566 72,473: 19,767 12,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 13,730: 4,469 201 -151 9,492 13,010 13,810 13,060: -80 670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 7.3 1.8 44.9 75.8 76.8 84.9: 23.2 15.1
Old : 100.0: 30.2 7.3 1.8 44.9 75.8 76.8 84.9: 23.2 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 : 57: 19 10 4 19 16 40 28:
Old : 57: 19 10 4 19 16 40 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 : 31.4 53.8 45.6 69.0 30.7 52.8 44.8 67.7
Old : 31.4 53.8 45.6 69.0 30.7 52.8 44.8 67.7
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, April 12, 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 : 159,689: 10,382 55,132 5,229 116,469 66,976 132,080 127,337: 27,610 32,353
Old : 159,689: 10,382 55,132 5,229 116,469 66,976 132,080 127,337: 27,610 32,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 5,541: 276 8,346 1,338 3,616 -6,287 5,229 3,397: 311 2,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 34.5 3.3 72.9 41.9 82.7 79.7: 17.3 20.3
Old : 100.0: 6.5 34.5 3.3 72.9 41.9 82.7 79.7: 17.3 20.3
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 : 88: 15 32 10 31 26 52 62:
Old : 88: 15 32 10 31 26 52 62:
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 : 44.5 30.5 58.3 41.6 35.7 22.3 45.7 31.4
Old : 44.5 30.5 58.3 41.6 35.7 22.3 45.7 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 156,677: 25,881 23,632 13,851 65,199 74,623 104,931 112,105: 51,746 44,572
Old : 156,677: 25,881 23,632 13,851 65,199 74,623 104,931 112,105: 51,746 44,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -4,412: -105 1,109 -2,593 3,578 4,977 880 3,493: -5,291 -7,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 15.1 8.8 41.6 47.6 67.0 71.6: 33.0 28.4
Old : 100.0: 16.5 15.1 8.8 41.6 47.6 67.0 71.6: 33.0 28.4
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 : 93: 24 30 22 33 26 71 64:
Old : 93: 24 30 22 33 26 71 64:
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 : 24.5 25.2 32.6 38.7 22.0 23.3 29.8 34.1
Old : 24.5 25.2 32.6 38.7 22.0 23.3 29.8 34.1
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, April 12, 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 : 94,768: 35,114 2,277 0 54,957 83,813 90,071 86,090: 4,697 8,678
Old : 94,768: 35,114 2,277 0 54,957 83,813 90,071 86,090: 4,697 8,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 11,508: 4,909 39 0 6,687 11,254 11,596 11,293: -88 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 2.4 0.0 58.0 88.4 95.0 90.8: 5.0 9.2
Old : 100.0: 37.1 2.4 0.0 58.0 88.4 95.0 90.8: 5.0 9.2
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 : 28: 3 1 0 16 18 19 19:
Old : 28: 3 1 0 16 18 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 : 64.4 53.8 86.7 72.3 62.3 51.4 81.9 67.0
Old : 64.4 53.8 86.7 72.3 62.3 51.4 81.9 67.0
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, April 12, 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 :13,457,814: 631,987 1,040,289 4,075,086 7,697,375 6,641,197 12,404,448 11,756,573: 1,053,366 1,701,241
Old :13,457,814: 631,987 1,040,289 4,075,086 7,697,375 6,641,197 12,404,448 11,756,573: 1,053,366 1,701,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -65,218: -67,334 -106,042 -118,968 81,695 139,396 -104,607 -85,614: 39,388 20,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 7.7 30.3 57.2 49.3 92.2 87.4: 7.8 12.6
Old : 100.0: 4.7 7.7 30.3 57.2 49.3 92.2 87.4: 7.8 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 49 82 108 123 135 241 264:
Old : 276: 49 82 108 123 135 241 264:
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 : 20.4 15.1 35.0 24.7 17.3 8.1 22.9 11.8
Old : 20.4 15.1 35.0 24.7 17.3 8.1 22.9 11.8
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, April 12, 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 : 728,652: 62,090 77,851 36,995 488,804 497,121 587,889 611,967: 140,763 116,684
Old : 728,652: 62,090 77,851 36,995 488,804 497,121 587,889 611,967: 140,763 116,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -3,101: 3,386 -2,943 -394 -2,574 -2,479 419 -5,816: -3,520 2,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 10.7 5.1 67.1 68.2 80.7 84.0: 19.3 16.0
Old : 100.0: 8.5 10.7 5.1 67.1 68.2 80.7 84.0: 19.3 16.0
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 : 213: 50 45 61 99 68 183 140:
Old : 213: 50 45 61 99 68 183 140:
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 30.7 27.1 44.0 18.5 30.4 26.0 43.7
Old : 19.2 30.7 27.1 44.0 18.5 30.4 26.0 43.7
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, April 12, 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 : 904,455: 170,598 191,568 17,699 382,604 609,155 570,900 818,422: 333,555 86,033
Old : 904,455: 170,598 191,568 17,699 382,604 609,155 570,900 818,422: 333,555 86,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 3,495: 35,538 3,289 -10,236 -21,938 29,401 3,363 22,454: 132 -18,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 21.2 2.0 42.3 67.4 63.1 90.5: 36.9 9.5
Old : 100.0: 18.9 21.2 2.0 42.3 67.4 63.1 90.5: 36.9 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 45 53 23 55 51 115 112:
Old : 180: 45 53 23 55 51 115 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 35.5 27.7 47.3 15.9 31.0 23.0 41.1
Old : 18.8 35.5 27.7 47.3 15.9 31.0 23.0 41.1
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, April 12, 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 : 11,789: 725 1,273 0 6,040 9,021 6,765 10,294: 5,024 1,495
Old : 11,789: 725 1,273 0 6,040 9,021 6,765 10,294: 5,024 1,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 28: 0 -300 0 -378 187 -378 -113: 406 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 10.8 0.0 51.2 76.5 57.4 87.3: 42.6 12.7
Old : 100.0: 6.1 10.8 0.0 51.2 76.5 57.4 87.3: 42.6 12.7
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 : 27: 1 3 0 12 12 13 15:
Old : 27: 1 3 0 12 12 13 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 : 29.6 40.2 45.7 65.8 28.2 40.2 44.2 65.8
Old : 29.6 40.2 45.7 65.8 28.2 40.2 44.2 65.8
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, April 12, 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 : 24,244: 5,799 1,179 118 13,299 16,272 19,216 17,569: 5,028 6,675
Old : 24,244: 5,799 1,179 118 13,299 16,272 19,216 17,569: 5,028 6,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 1,130: -1,971 -365 32 2,858 679 919 346: 211 784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 4.9 0.5 54.9 67.1 79.3 72.5: 20.7 27.5
Old : 100.0: 23.9 4.9 0.5 54.9 67.1 79.3 72.5: 20.7 27.5
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: 7 3 2 15 17 23 21:
Old : 37: 7 3 2 15 17 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 42.4 54.7 57.2 38.3 39.3 54.4 54.1
Old : 38.6 42.4 54.7 57.2 38.3 39.3 54.4 54.1
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, April 12, 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 : 52,638: 4,215 16,758 109 36,267 26,622 40,591 43,489: 12,047 9,149
Old : 52,638: 4,215 16,758 109 36,267 26,622 40,591 43,489: 12,047 9,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -1,215: -324 1,191 2 -112 -647 -434 546: -781 -1,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 31.8 0.2 68.9 50.6 77.1 82.6: 22.9 17.4
Old : 100.0: 8.0 31.8 0.2 68.9 50.6 77.1 82.6: 22.9 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 12 24 3 39 32 54 56:
Old : 92: 12 24 3 39 32 54 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 27.8 47.1 43.2 33.1 25.0 43.3 40.3
Old : 34.5 27.8 47.1 43.2 33.1 25.0 43.3 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 282,579: 78,181 118,341 2,373 167,844 125,178 248,398 245,892: 34,181 36,687
Old : 282,579: 78,181 118,341 2,373 167,844 125,178 248,398 245,892: 34,181 36,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 18,341: 20,929 8,905 -1,488 -4,402 5,778 15,039 13,196: 3,302 5,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 41.9 0.8 59.4 44.3 87.9 87.0: 12.1 13.0
Old : 100.0: 27.7 41.9 0.8 59.4 44.3 87.9 87.0: 12.1 13.0
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 : 173: 41 66 11 45 34 93 104:
Old : 173: 41 66 11 45 34 93 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 28.1 55.9 42.2 40.4 23.0 50.5 33.8
Old : 43.5 28.1 55.9 42.2 40.4 23.0 50.5 33.8
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, April 12, 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 : 91,868: 26,556 4,085 7,840 37,815 70,227 72,211 82,152: 19,658 9,717
Old : 91,868: 26,556 4,085 7,840 37,815 70,227 72,211 82,152: 19,658 9,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 5,029: 2,125 -454 1,534 2,180 5,083 5,839 6,164: -811 -1,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 4.4 8.5 41.2 76.4 78.6 89.4: 21.4 10.6
Old : 100.0: 28.9 4.4 8.5 41.2 76.4 78.6 89.4: 21.4 10.6
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 : 48: 17 4 6 20 17 38 26:
Old : 48: 17 4 6 20 17 38 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 60.4 51.7 74.0 36.3 59.6 46.6 69.7
Old : 40.9 60.4 51.7 74.0 36.3 59.6 46.6 69.7
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, April 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 31,151: 1,192 10,850 0 25,487 14,983 26,679 25,833: 4,472 5,318
Old : 31,151: 1,192 10,850 0 25,487 14,983 26,679 25,833: 4,472 5,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -58: 0 335 0 -161 491 -161 826: 103 -884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 34.8 0.0 81.8 48.1 85.6 82.9: 14.4 17.1
Old : 100.0: 3.8 34.8 0.0 81.8 48.1 85.6 82.9: 14.4 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 : 58: 3 13 0 25 26 28 39:
Old : 58: 3 13 0 25 26 28 39:
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 : 55.3 35.0 65.8 46.8 54.1 34.7 64.6 46.4
Old : 55.3 35.0 65.8 46.8 54.1 34.7 64.6 46.4
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, April 12, 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 : 177,165: 43,395 30,256 1,692 121,788 133,102 166,876 165,051: 10,290 12,115
Old : 177,165: 43,395 30,256 1,692 121,788 133,102 166,876 165,051: 10,290 12,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 5,278: 6,831 -2,032 405 1,641 7,439 8,877 5,812: -3,599 -533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 17.1 1.0 68.7 75.1 94.2 93.2: 5.8 6.8
Old : 100.0: 24.5 17.1 1.0 68.7 75.1 94.2 93.2: 5.8 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 : 105: 18 34 9 29 41 51 80:
Old : 105: 18 34 9 29 41 51 80:
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 : 48.3 37.6 66.6 52.0 46.3 36.4 63.4 50.5
Old : 48.3 37.6 66.6 52.0 46.3 36.4 63.4 50.5
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, April 12, 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 : 36,402: 11,428 10,287 277 14,609 18,673 26,314 29,237: 10,088 7,165
Old : 36,402: 11,428 10,287 277 14,609 18,673 26,314 29,237: 10,088 7,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -261: -50 -82 -102 1,424 1,705 1,272 1,521: -1,533 -1,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 28.3 0.8 40.1 51.3 72.3 80.3: 27.7 19.7
Old : 100.0: 31.4 28.3 0.8 40.1 51.3 72.3 80.3: 27.7 19.7
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 : 74: 22 16 3 17 22 41 40:
Old : 74: 22 16 3 17 22 41 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 27.8 36.7 43.8 24.8 27.5 36.6 42.2
Old : 24.8 27.8 36.7 43.8 24.8 27.5 36.6 42.2
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, April 12, 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 : 69,626: 3,495 5,362 944 53,348 22,834 57,787 29,140: 11,839 40,486
Old : 69,626: 3,495 5,362 944 53,348 22,834 57,787 29,140: 11,839 40,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 919: -167 24 442 2,838 -933 3,113 -467: -2,194 1,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 7.7 1.4 76.6 32.8 83.0 41.9: 17.0 58.1
Old : 100.0: 5.0 7.7 1.4 76.6 32.8 83.0 41.9: 17.0 58.1
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: 4 15 3 18 26 23 44:
Old : 50: 4 15 3 18 26 23 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 16.7 74.1 24.6 58.9 10.0 63.6 15.2
Old : 65.6 16.7 74.1 24.6 58.9 10.0 63.6 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 15, 2005