MILK - CHICAGO MERCANTILE EXCHANGE Commitments of Traders - Futures Only, January 11, 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 : 22,746: 2,122 2,401 892 17,115 15,651 20,129 18,944: 2,617 3,802 Old : 22,746: 2,122 2,401 892 17,115 15,651 20,129 18,944: 2,617 3,802 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 4, 2005 : : 1,940: 436 464 -174 1,146 1,610 1,408 1,900: 532 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.3 10.6 3.9 75.2 68.8 88.5 83.3: 11.5 16.7 Old : 100.0: 9.3 10.6 3.9 75.2 68.8 88.5 83.3: 11.5 16.7 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 : 77: 18 7 10 29 33 51 46: Old : 77: 18 7 10 29 33 51 46: 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 : 53.9 34.0 64.2 51.0 53.9 33.6 61.4 49.1 Old : 53.9 34.0 64.2 51.0 53.9 33.6 61.4 49.1 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 - Futures Only, January 11, 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 : 103,554: 30,498 6,214 15,565 37,828 47,131 83,891 68,910: 19,663 34,644 Old : 102,803: 30,651 6,214 15,405 37,553 46,983 83,609 68,602: 19,194 34,201 Other: 751: 7 160 0 275 148 282 308: 469 443 : : : : : Changes in Commitments from: January 4, 2005 : : -1,860: 2,341 -1,590 -1,891 -1,203 3,369 -753 -112: -1,107 -1,748 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.5 6.0 15.0 36.5 45.5 81.0 66.5: 19.0 33.5 Old : 100.0: 29.8 6.0 15.0 36.5 45.7 81.3 66.7: 18.7 33.3 Other: 100.0: 0.9 21.3 0.0 36.6 19.7 37.5 41.0: 62.5 59.0 : : : :# Traders : Number of Traders in Each Category : All : 151: 64 22 47 22 35 119 89: Old : 151: 64 22 47 21 35 118 89: Other: 9: 1 1 0 4 4 5 5: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.4 26.7 35.0 35.4 24.4 25.9 34.3 33.2 Old : 24.6 26.8 35.3 35.7 24.6 26.3 34.6 33.6 Other: 36.6 40.5 37.5 41.0 34.2 38.6 35.2 38.6 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Commitments of Traders - Futures Only, January 11, 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 : 1,995: 512 606 91 785 369 1,388 1,066: 607 929 Old : 1,995: 512 606 91 785 369 1,388 1,066: 607 929 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 4, 2005 : : 15: 73 63 -17 -89 18 -33 64: 48 -49 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.7 30.4 4.6 39.3 18.5 69.6 53.4: 30.4 46.6 Old : 100.0: 25.7 30.4 4.6 39.3 18.5 69.6 53.4: 30.4 46.6 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 : 31: 7 16 2 7 3 16 19: Old : 31: 7 16 2 7 3 16 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 : 43.7 26.8 58.2 40.4 43.7 24.0 54.9 32.8 Old : 43.7 26.8 58.2 40.4 43.7 24.0 54.9 32.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Commitments of Traders - Futures Only, January 11, 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 : 143,587: 41,027 15,033 20,035 64,110 72,390 125,172 107,458: 18,415 36,129 Old : 143,587: 41,027 15,033 20,035 64,110 72,390 125,172 107,458: 18,415 36,129 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 4, 2005 : : 7,229: 4,939 -51 1,616 -2,482 -1,843 4,073 -278: 3,156 7,507 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.6 10.5 14.0 44.6 50.4 87.2 74.8: 12.8 25.2 Old : 100.0: 28.6 10.5 14.0 44.6 50.4 87.2 74.8: 12.8 25.2 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 : 198: 58 30 36 45 91 120 147: Old : 198: 58 30 36 45 91 120 147: 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 : 23.4 13.6 40.1 23.1 20.6 10.2 34.3 18.2 Old : 23.4 13.6 40.1 23.1 20.6 10.2 34.3 18.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Commitments of Traders - Futures Only, January 11, 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 : 3,717: 1,411 620 110 573 1,939 2,094 2,669: 1,623 1,048 Old : 3,717: 1,411 620 110 573 1,939 2,094 2,669: 1,623 1,048 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 4, 2005 : : 89: 173 -5 -28 66 138 211 105: -122 -16 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.0 16.7 3.0 15.4 52.2 56.3 71.8: 43.7 28.2 Old : 100.0: 38.0 16.7 3.0 15.4 52.2 56.3 71.8: 43.7 28.2 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 : 44: 17 6 5 13 17 33 25: Old : 44: 17 6 5 13 17 33 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.4 44.6 33.3 54.6 21.5 44.6 32.1 54.2 Old : 22.4 44.6 33.3 54.6 21.5 44.6 32.1 54.2 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 - Futures Only, January 11, 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 : 18,118: 5,424 2,859 1,663 7,019 3,572 14,106 8,094: 4,012 10,024 Old : 18,118: 5,424 2,859 1,663 7,019 3,572 14,106 8,094: 4,012 10,024 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 4, 2005 : : 1,146: 834 -216 107 269 139 1,210 30: -64 1,116 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.9 15.8 9.2 38.7 19.7 77.9 44.7: 22.1 55.3 Old : 100.0: 29.9 15.8 9.2 38.7 19.7 77.9 44.7: 22.1 55.3 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 : 90: 25 17 15 28 31 62 56: Old : 90: 25 17 15 28 31 62 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 : 24.0 12.8 38.1 19.2 21.8 11.6 33.1 16.4 Old : 24.0 12.8 38.1 19.2 21.8 11.6 33.1 16.4 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 - Futures Only, January 11, 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 : 69,850: 19,317 9,424 408 22,579 47,479 42,304 57,311: 27,546 12,539 Old : 69,850: 19,317 9,424 408 22,579 47,479 42,304 57,311: 27,546 12,539 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 4, 2005 : : -1,205: -1,131 -1,362 67 1,765 328 701 -967: -1,906 -238 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.7 13.5 0.6 32.3 68.0 60.6 82.0: 39.4 18.0 Old : 100.0: 27.7 13.5 0.6 32.3 68.0 60.6 82.0: 39.4 18.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 57: 18 11 3 20 16 39 29: Old : 57: 18 11 3 20 16 39 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.3 48.0 31.0 63.0 16.9 48.0 28.0 62.7 Old : 18.3 48.0 31.0 63.0 16.9 48.0 28.0 62.7 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 - Futures Only, January 11, 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 : 53,634: 11,883 11,823 35 25,813 29,654 37,731 41,512: 15,903 12,122 Old : 53,634: 11,883 11,823 35 25,813 29,654 37,731 41,512: 15,903 12,122 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 4, 2005 : : 2,646: -7,505 3,930 33 13,547 -3,424 6,075 539: -3,429 2,107 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.2 22.0 0.1 48.1 55.3 70.3 77.4: 29.7 22.6 Old : 100.0: 22.2 22.0 0.1 48.1 55.3 70.3 77.4: 29.7 22.6 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 : 32: 12 5 3 11 7 23 15: Old : 32: 12 5 3 11 7 23 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 : 33.6 57.1 51.5 71.5 33.6 57.1 51.5 71.4 Old : 33.6 57.1 51.5 71.5 33.6 57.1 51.5 71.4 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 - Futures Only, January 11, 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 : 69,157: 38,533 6,397 688 17,211 54,463 56,432 61,548: 12,725 7,609 Old : 69,157: 38,533 6,397 688 17,211 54,463 56,432 61,548: 12,725 7,609 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 4, 2005 : : -5,711: -4,248 -3,473 77 -4,156 -2,798 -8,327 -6,194: 2,616 483 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.7 9.2 1.0 24.9 78.8 81.6 89.0: 18.4 11.0 Old : 100.0: 55.7 9.2 1.0 24.9 78.8 81.6 89.0: 18.4 11.0 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 : 83: 42 12 3 13 17 56 32: Old : 83: 42 12 3 13 17 56 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 : 34.3 58.5 49.1 74.3 34.3 57.5 49.1 73.4 Old : 34.3 58.5 49.1 74.3 34.3 57.5 49.1 73.4 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 - Futures Only, January 11, 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 : 66,467: 22,756 1,364 13 22,216 51,666 44,985 53,043: 21,482 13,424 Old : 66,467: 22,756 1,364 13 22,216 51,666 44,985 53,043: 21,482 13,424 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 4, 2005 : : -9,532: -1,702 -10,571 0 -5,061 243 -6,763 -10,328: -2,769 796 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.2 2.1 0.0 33.4 77.7 67.7 79.8: 32.3 20.2 Old : 100.0: 34.2 2.1 0.0 33.4 77.7 67.7 79.8: 32.3 20.2 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 : 39: 18 2 1 13 11 31 14: Old : 39: 18 2 1 13 11 31 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.2 54.7 42.8 75.1 29.2 54.7 40.8 71.8 Old : 29.2 54.7 42.8 75.1 29.2 54.7 40.8 71.8 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 - Futures Only, January 11, 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 : 161,868: 35,208 11,463 198 92,180 130,683 127,586 142,344: 34,282 19,524 Old : 161,868: 35,208 11,463 198 92,180 130,683 127,586 142,344: 34,282 19,524 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 4, 2005 : : 5,998: 1,236 211 73 3,691 3,980 5,000 4,264: 998 1,734 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.8 7.1 0.1 56.9 80.7 78.8 87.9: 21.2 12.1 Old : 100.0: 21.8 7.1 0.1 56.9 80.7 78.8 87.9: 21.2 12.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 69: 31 11 3 19 19 51 32: Old : 69: 31 11 3 19 19 51 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 : 43.1 61.5 55.6 74.2 35.8 51.9 44.7 61.9 Old : 43.1 61.5 55.6 74.2 35.8 51.9 44.7 61.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EURO FX - CHICAGO MERCANTILE EXCHANGE Commitments of Traders - Futures Only, January 11, 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 : 143,785: 33,414 17,233 570 38,897 68,858 72,881 86,661: 70,904 57,124 Old : 143,785: 33,414 17,233 570 38,897 68,858 72,881 86,661: 70,904 57,124 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 4, 2005 : : 2,594: -2,392 -7,502 -745 1,517 5,315 -1,620 -2,932: 4,214 5,526 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.2 12.0 0.4 27.1 47.9 50.7 60.3: 49.3 39.7 Old : 100.0: 23.2 12.0 0.4 27.1 47.9 50.7 60.3: 49.3 39.7 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 : 82: 31 15 6 28 20 61 39: Old : 82: 31 15 6 28 20 61 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 : 13.8 29.4 22.1 45.2 13.7 28.7 21.1 41.8 Old : 13.8 29.4 22.1 45.2 13.7 28.7 21.1 41.8 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 - Futures Only, January 11, 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 : 46,994: 10,210 700 100 33,837 41,867 44,147 42,667: 2,847 4,327 Old : 46,994: 10,210 700 100 33,837 41,867 44,147 42,667: 2,847 4,327 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 4, 2005 : : 2,989: 805 700 -475 1,678 2,113 2,008 2,338: 981 651 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.7 1.5 0.2 72.0 89.1 93.9 90.8: 6.1 9.2 Old : 100.0: 21.7 1.5 0.2 72.0 89.1 93.9 90.8: 6.1 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 : 38: 3 1 1 19 28 22 30: Old : 38: 3 1 1 19 28 22 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 : 44.3 36.0 69.8 52.7 43.5 29.5 60.8 44.9 Old : 44.3 36.0 69.8 52.7 43.5 29.5 60.8 44.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Commitments of Traders - Futures Only, January 11, 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 : 7,163,292: 575,363 1,194,866 907,565 5,198,633 4,311,945 6,681,561 6,414,376: 481,731 748,916 Old : 7,163,292: 575,363 1,194,866 907,565 5,198,633 4,311,945 6,681,561 6,414,376: 481,731 748,916 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 4, 2005 : : 382,183: -25,725 139,963 32,578 336,026 152,832 342,879 325,373: 39,304 56,810 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.0 16.7 12.7 72.6 60.2 93.3 89.5: 6.7 10.5 Old : 100.0: 8.0 16.7 12.7 72.6 60.2 93.3 89.5: 6.7 10.5 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 : 402: 67 101 117 176 200 315 365: Old : 402: 67 101 117 176 200 315 365: 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 13.4 48.0 22.2 27.2 11.9 40.9 18.2 Old : 29.8 13.4 48.0 22.2 27.2 11.9 40.9 18.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Commitments of Traders - Futures Only, January 11, 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 : 685,610: 63,469 57,917 7,627 457,383 509,892 528,479 575,436: 157,131 110,174 Old : 685,610: 63,469 57,917 7,627 457,383 509,892 528,479 575,436: 157,131 110,174 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 4, 2005 : : 5,500: 2,711 -1,351 3,727 1,128 4,850 7,566 7,226: -2,066 -1,726 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.3 8.4 1.1 66.7 74.4 77.1 83.9: 22.9 16.1 Old : 100.0: 9.3 8.4 1.1 66.7 74.4 77.1 83.9: 22.9 16.1 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 : 184: 34 33 17 89 66 137 102: Old : 184: 34 33 17 89 66 137 102: 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 31.3 29.8 45.4 19.6 31.2 28.8 45.3 Old : 20.4 31.3 29.8 45.4 19.6 31.2 28.8 45.3 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 - Futures Only, January 11, 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 : 819,971: 207,777 112,588 11,586 322,800 622,509 542,163 746,683: 277,808 73,288 Old : 819,971: 207,777 112,588 11,586 322,800 622,509 542,163 746,683: 277,808 73,288 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 4, 2005 : : 19,638: 2,325 17,433 -1,682 20,461 1,750 21,104 17,501: -1,466 2,137 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.3 13.7 1.4 39.4 75.9 66.1 91.1: 33.9 8.9 Old : 100.0: 25.3 13.7 1.4 39.4 75.9 66.1 91.1: 33.9 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 : 276: 92 75 20 66 72 168 157: Old : 276: 92 75 20 66 72 168 157: 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 : 19.1 38.0 29.7 52.0 18.6 34.7 27.8 46.6 Old : 19.1 38.0 29.7 52.0 18.6 34.7 27.8 46.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Commitments of Traders - Futures Only, January 11, 2005 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 400 INDEX X $500) : : : : All : 13,071: 1,927 0 0 8,413 12,023 10,340 12,023: 2,731 1,048 Old : 13,071: 1,927 0 0 8,413 12,023 10,340 12,023: 2,731 1,048 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 4, 2005 : : -159: 125 -140 0 7 133 132 -7: -291 -152 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.7 0.0 0.0 64.4 92.0 79.1 92.0: 20.9 8.0 Old : 100.0: 14.7 0.0 0.0 64.4 92.0 79.1 92.0: 20.9 8.0 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 : 48: 7 0 0 25 18 32 18: Old : 48: 7 0 0 25 18 32 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.9 44.1 44.0 69.7 25.9 44.1 44.0 69.5 Old : 25.9 44.1 44.0 69.7 25.9 44.1 44.0 69.5 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 - Futures Only, January 11, 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 : 25,780: 1,081 3,759 362 22,072 18,113 23,515 22,234: 2,265 3,546 Old : 25,780: 1,081 3,759 362 22,072 18,113 23,515 22,234: 2,265 3,546 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 4, 2005 : : 2,191: -911 -366 73 3,118 2,535 2,280 2,242: -89 -51 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 14.6 1.4 85.6 70.3 91.2 86.2: 8.8 13.8 Old : 100.0: 4.2 14.6 1.4 85.6 70.3 91.2 86.2: 8.8 13.8 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 : 47: 3 6 2 23 20 28 26: Old : 47: 3 6 2 23 20 28 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 : 49.9 40.1 68.0 64.0 49.9 36.4 65.6 59.1 Old : 49.9 40.1 68.0 64.0 49.9 36.4 65.6 59.1 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 - Futures Only, January 11, 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 : 72,140: 12,819 14,275 151 31,984 49,244 44,954 63,670: 27,186 8,470 Old : 72,140: 12,819 14,275 151 31,984 49,244 44,954 63,670: 27,186 8,470 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 4, 2005 : : 8,520: -1,208 3,688 11 4,758 4,644 3,561 8,343: 4,959 177 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.8 19.8 0.2 44.3 68.3 62.3 88.3: 37.7 11.7 Old : 100.0: 17.8 19.8 0.2 44.3 68.3 62.3 88.3: 37.7 11.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 142: 33 37 2 50 36 83 75: Old : 142: 33 37 2 50 36 83 75: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.0 42.1 26.1 55.7 16.4 37.5 23.3 49.3 Old : 17.0 42.1 26.1 55.7 16.4 37.5 23.3 49.3 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 - Futures Only, January 11, 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 : 325,593: 121,594 66,107 4,687 162,184 138,555 288,465 209,349: 37,128 116,244 Old : 325,593: 121,594 66,107 4,687 162,184 138,555 288,465 209,349: 37,128 116,244 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 4, 2005 : : 19,396: -4,746 -7,744 -2,988 22,504 -1,862 14,770 -12,594: 4,626 31,990 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.3 20.3 1.4 49.8 42.6 88.6 64.3: 11.4 35.7 Old : 100.0: 37.3 20.3 1.4 49.8 42.6 88.6 64.3: 11.4 35.7 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 : 237: 91 68 10 49 42 144 116: Old : 237: 91 68 10 49 42 144 116: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.8 23.0 49.4 33.2 31.8 19.9 45.0 26.8 Old : 35.8 23.0 49.4 33.2 31.8 19.9 45.0 26.8 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 - Futures Only, January 11, 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 : 62,685: 26,494 517 70 14,661 52,728 41,225 53,315: 21,460 9,370 Old : 62,685: 26,494 517 70 14,661 52,728 41,225 53,315: 21,460 9,370 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 4, 2005 : : -4,074: -5,789 -1,153 -96 3,774 -2,763 -2,111 -4,012: -1,963 -62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.3 0.8 0.1 23.4 84.1 65.8 85.1: 34.2 14.9 Old : 100.0: 42.3 0.8 0.1 23.4 84.1 65.8 85.1: 34.2 14.9 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 : 39: 19 2 1 10 14 30 16: Old : 39: 19 2 1 10 14 30 16: 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 51.1 42.8 75.4 27.6 50.9 42.5 74.6 Old : 27.9 51.1 42.8 75.4 27.6 50.9 42.5 74.6 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 - Futures Only, January 11, 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 : 21,605: 2,080 7,412 95 15,632 11,299 17,807 18,806: 3,798 2,799 Old : 21,605: 2,080 7,412 95 15,632 11,299 17,807 18,806: 3,798 2,799 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 4, 2005 : : 1,191: 267 1,761 -16 1,099 -46 1,350 1,699: -159 -508 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 34.3 0.4 72.4 52.3 82.4 87.0: 17.6 13.0 Old : 100.0: 9.6 34.3 0.4 72.4 52.3 82.4 87.0: 17.6 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 : 84: 10 18 3 40 21 51 41: Old : 84: 10 18 3 40 21 51 41: 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 37.4 38.2 50.9 24.6 37.4 38.0 50.9 Old : 24.8 37.4 38.2 50.9 24.6 37.4 38.0 50.9 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 - Futures Only, January 11, 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 : 135,007: 20,739 17,458 1,184 104,826 103,712 126,749 122,354: 8,258 12,653 Old : 135,007: 20,739 17,458 1,184 104,826 103,712 126,749 122,354: 8,258 12,653 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 4, 2005 : : 26,479: 7,457 4,138 -177 23,521 18,526 30,801 22,487: -4,322 3,992 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 12.9 0.9 77.6 76.8 93.9 90.6: 6.1 9.4 Old : 100.0: 15.4 12.9 0.9 77.6 76.8 93.9 90.6: 6.1 9.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 119: 26 33 5 36 39 65 74: Old : 119: 26 33 5 36 39 65 74: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.2 40.5 61.7 55.0 42.9 40.5 58.2 53.7 Old : 46.2 40.5 61.7 55.0 42.9 40.5 58.2 53.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Commitments of Traders - Futures Only, January 11, 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 : 31,308: 13,033 7,199 82 9,169 18,917 22,284 26,198: 9,024 5,110 Old : 31,308: 13,033 7,199 82 9,169 18,917 22,284 26,198: 9,024 5,110 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 4, 2005 : : -912: 192 -1,680 -5 -305 1,401 -118 -284: -794 -628 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.6 23.0 0.3 29.3 60.4 71.2 83.7: 28.8 16.3 Old : 100.0: 41.6 23.0 0.3 29.3 60.4 71.2 83.7: 28.8 16.3 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 : 102: 41 17 2 26 24 68 42: Old : 102: 41 17 2 26 24 68 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 15.5 32.0 25.2 49.0 14.8 29.6 24.2 44.4 Old : 15.5 32.0 25.2 49.0 14.8 29.6 24.2 44.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Commitments of Traders - Futures Only, January 11, 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 : 115,779: 199 6,386 2,882 56,354 78,072 59,435 87,340: 56,344 28,439 Old : 115,779: 199 6,386 2,882 56,354 78,072 59,435 87,340: 56,344 28,439 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 4, 2005 : : 4,539: -250 286 0 10,346 -988 10,096 -702: -5,557 5,241 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 5.5 2.5 48.7 67.4 51.3 75.4: 48.7 24.6 Old : 100.0: 0.2 5.5 2.5 48.7 67.4 51.3 75.4: 48.7 24.6 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 : 45: 2 14 4 15 24 20 40: Old : 45: 2 14 4 15 24 20 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 : 43.0 54.4 48.2 62.6 6.7 20.8 7.7 25.9 Old : 43.0 54.4 48.2 62.6 6.7 20.8 7.7 25.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 11, 2005