MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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 : 22,233: 2,955 2,262 958 12,766 13,176 16,679 16,396: 5,554 5,837
Old : 22,233: 2,955 2,262 958 12,766 13,176 16,679 16,396: 5,554 5,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 666: 26 1 21 329 449 376 471: 290 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 10.2 4.3 57.4 59.3 75.0 73.7: 25.0 26.3
Old : 100.0: 13.3 10.2 4.3 57.4 59.3 75.0 73.7: 25.0 26.3
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 : 40: 8 6 10 21 15 33 27:
Old : 40: 8 6 10 21 15 33 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 35.0 61.0 54.7 42.9 34.0 57.6 52.2
Old : 45.3 35.0 61.0 54.7 42.9 34.0 57.6 52.2
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, 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 : 92,561: 15,904 7,941 17,004 43,281 38,371 76,189 63,316: 16,372 29,245
Old : 87,659: 16,125 8,027 15,712 40,734 36,667 72,571 60,406: 15,088 27,253
Other: 4,902: 986 1,121 85 2,547 1,704 3,618 2,910: 1,284 1,992
: : :
: : Changes in Commitments from: April 5, 2005 :
: -1,353: -940 407 1,843 -1,011 -1,947 -108 303: -1,245 -1,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 8.6 18.4 46.8 41.5 82.3 68.4: 17.7 31.6
Old : 100.0: 18.4 9.2 17.9 46.5 41.8 82.8 68.9: 17.2 31.1
Other: 100.0: 20.1 22.9 1.7 52.0 34.8 73.8 59.4: 26.2 40.6
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 38 33 45 26 31 94 94:
Old : 132: 41 32 44 26 31 93 94:
Other: 29: 9 6 2 3 12 13 19:
:----------------------------------------------------------------------------------------------------
: 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 : 27.8 19.6 40.8 31.3 27.8 19.2 38.1 27.7
Old : 29.4 19.5 41.9 31.9 29.4 19.2 40.1 29.2
Other: 65.8 41.4 72.9 52.0 64.3 41.4 69.8 52.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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 : 2,375: 183 538 90 1,567 754 1,840 1,382: 535 993
Old : 2,357: 183 536 90 1,554 749 1,827 1,375: 530 982
Other: 18: 0 2 0 13 5 13 7: 5 11
: : :
: : Changes in Commitments from: April 5, 2005 :
: 44: 27 -53 5 4 89 36 41: 8 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 22.7 3.8 66.0 31.7 77.5 58.2: 22.5 41.8
Old : 100.0: 7.8 22.7 3.8 65.9 31.8 77.5 58.3: 22.5 41.7
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 : 25: 4 8 3 10 4 17 13:
Old : 25: 4 8 3 9 4 16 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 : 54.9 38.9 65.1 51.8 45.7 33.6 55.1 41.3
Old : 54.8 39.2 65.1 52.1 45.6 33.8 55.0 41.4
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 - Futures Only, 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 : 139,966: 42,647 14,553 10,659 68,929 77,532 122,235 102,744: 17,731 37,222
Old : 139,966: 42,647 14,553 10,659 68,929 77,532 122,235 102,744: 17,731 37,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -8,141: -2,665 833 -1,722 -2,386 -3,712 -6,773 -4,601: -1,368 -3,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 10.4 7.6 49.2 55.4 87.3 73.4: 12.7 26.6
Old : 100.0: 30.5 10.4 7.6 49.2 55.4 87.3 73.4: 12.7 26.6
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 : 203: 47 36 32 63 97 136 148:
Old : 203: 47 36 32 63 97 136 148:
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 : 22.5 16.6 38.1 26.4 22.5 16.1 36.1 25.5
Old : 22.5 16.6 38.1 26.4 22.5 16.1 36.1 25.5
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, 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 : 4,784: 1,490 515 90 1,238 2,837 2,818 3,442: 1,966 1,342
Old : 4,784: 1,490 515 90 1,238 2,837 2,818 3,442: 1,966 1,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -460: -322 -61 -33 -5 -477 -360 -571: -100 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 10.8 1.9 25.9 59.3 58.9 71.9: 41.1 28.1
Old : 100.0: 31.1 10.8 1.9 25.9 59.3 58.9 71.9: 41.1 28.1
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 : 44: 15 8 6 15 15 33 26:
Old : 44: 15 8 6 15 15 33 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 : 20.7 47.0 32.9 57.4 20.6 47.0 30.5 57.0
Old : 20.7 47.0 32.9 57.4 20.6 47.0 30.5 57.0
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, 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 : 27,925: 10,383 2,769 5,452 7,719 6,724 23,554 14,945: 4,371 12,980
Old : 27,925: 10,383 2,769 5,452 7,719 6,724 23,554 14,945: 4,371 12,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -220: -71 69 -274 292 263 -53 58: -167 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 9.9 19.5 27.6 24.1 84.3 53.5: 15.7 46.5
Old : 100.0: 37.2 9.9 19.5 27.6 24.1 84.3 53.5: 15.7 46.5
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 : 136: 46 20 20 33 50 90 82:
Old : 136: 46 20 20 33 50 90 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 18.3 37.8 24.1 16.4 7.1 25.8 11.5
Old : 24.4 18.3 37.8 24.1 16.4 7.1 25.8 11.5
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 - Futures Only, 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 : 69,292: 15,951 23,385 617 24,234 30,277 40,802 54,279: 28,490 15,013
Old : 69,292: 15,951 23,385 617 24,234 30,277 40,802 54,279: 28,490 15,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -11,010: -19,848 13,261 0 11,191 -25,120 -8,657 -11,859: -2,353 849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 33.7 0.9 35.0 43.7 58.9 78.3: 41.1 21.7
Old : 100.0: 23.0 33.7 0.9 35.0 43.7 58.9 78.3: 41.1 21.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 18 15 3 20 20 39 37:
Old : 66: 18 15 3 20 20 39 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 29.6 32.1 47.5 21.8 29.5 32.1 47.1
Old : 21.8 29.6 32.1 47.5 21.8 29.5 32.1 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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 : 45,692: 1,677 24,441 1 34,607 5,605 36,285 30,047: 9,407 15,645
Old : 45,692: 1,677 24,441 1 34,607 5,605 36,285 30,047: 9,407 15,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -1,772: 0 3,985 0 -2,183 -6,871 -2,183 -2,886: 411 1,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 53.5 0.0 75.7 12.3 79.4 65.8: 20.6 34.2
Old : 100.0: 3.7 53.5 0.0 75.7 12.3 79.4 65.8: 20.6 34.2
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 : 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 : 47.5 33.2 66.6 46.9 46.6 33.2 63.6 46.9
Old : 47.5 33.2 66.6 46.9 46.6 33.2 63.6 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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 : 77,870: 51,661 3,749 0 17,116 70,675 68,777 74,424: 9,093 3,446
Old : 77,870: 51,661 3,749 0 17,116 70,675 68,777 74,424: 9,093 3,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 17,407: 19,014 -7,068 0 -2,317 25,296 16,697 18,228: 710 -821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 4.8 0.0 22.0 90.8 88.3 95.6: 11.7 4.4
Old : 100.0: 66.3 4.8 0.0 22.0 90.8 88.3 95.6: 11.7 4.4
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 : 90: 49 11 0 15 18 64 29:
Old : 90: 49 11 0 15 18 64 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 : 29.9 55.1 48.2 79.8 29.9 54.9 48.2 79.5
Old : 29.9 55.1 48.2 79.8 29.9 54.9 48.2 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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 : 82,524: 26,824 6,453 1 37,784 64,686 64,609 71,140: 17,915 11,384
Old : 82,524: 26,824 6,453 1 37,784 64,686 64,609 71,140: 17,915 11,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 14,108: 5,284 397 -56 9,574 13,518 14,802 13,859: -694 249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 7.8 0.0 45.8 78.4 78.3 86.2: 21.7 13.8
Old : 100.0: 32.5 7.8 0.0 45.8 78.4 78.3 86.2: 21.7 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 : 55: 18 10 1 17 16 36 26:
Old : 55: 18 10 1 17 16 36 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 : 32.5 55.6 47.2 71.4 31.8 54.7 46.3 70.2
Old : 32.5 55.6 47.2 71.4 31.8 54.7 46.3 70.2
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, 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 : 133,228: 11,954 56,150 647 95,502 46,209 108,103 103,006: 25,125 30,222
Old : 133,228: 11,954 56,150 647 95,502 46,209 108,103 103,006: 25,125 30,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 5,822: 2,268 10,022 -34 2,888 -6,592 5,122 3,396: 700 2,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 42.1 0.5 71.7 34.7 81.1 77.3: 18.9 22.7
Old : 100.0: 9.0 42.1 0.5 71.7 34.7 81.1 77.3: 18.9 22.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 15 30 2 28 20 45 50:
Old : 84: 15 30 2 28 20 45 50:
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 : 44.6 27.1 57.8 39.1 41.6 26.7 53.9 37.6
Old : 44.6 27.1 57.8 39.1 41.6 26.7 53.9 37.6
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, 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 : 131,025: 30,092 24,332 522 58,423 68,977 89,037 93,831: 41,988 37,194
Old : 131,025: 30,092 24,332 522 58,423 68,977 89,037 93,831: 41,988 37,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 4,946: 3,623 4,761 330 4,856 8,028 8,809 13,119: -3,863 -8,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 18.6 0.4 44.6 52.6 68.0 71.6: 32.0 28.4
Old : 100.0: 23.0 18.6 0.4 44.6 52.6 68.0 71.6: 32.0 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 : 88: 26 23 5 28 24 56 50:
Old : 88: 26 23 5 28 24 56 50:
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 29.8 38.9 43.7 29.2 28.0 38.5 41.0
Old : 29.2 29.8 38.9 43.7 29.2 28.0 38.5 41.0
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, 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 - Futures Only, 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 : 8,223,514: 714,964 1,238,270 867,043 5,736,187 4,555,725 7,318,194 6,661,038: 905,320 1,562,476
Old : 8,223,514: 714,964 1,238,270 867,043 5,736,187 4,555,725 7,318,194 6,661,038: 905,320 1,562,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -33,682: -76,213 -114,799 -92,045 78,372 132,494 -89,886 -74,350: 56,204 40,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 15.1 10.5 69.8 55.4 89.0 81.0: 11.0 19.0
Old : 100.0: 8.7 15.1 10.5 69.8 55.4 89.0 81.0: 11.0 19.0
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 : 261: 41 77 85 114 130 215 241:
Old : 261: 41 77 85 114 130 215 241:
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 : 30.3 14.8 46.7 24.0 29.2 14.6 40.1 21.4
Old : 30.3 14.8 46.7 24.0 29.2 14.6 40.1 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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 : 672,356: 60,868 76,461 8,206 474,245 482,886 543,319 567,553: 129,037 104,803
Old : 672,356: 60,868 76,461 8,206 474,245 482,886 543,319 567,553: 129,037 104,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 481: 3,578 -2,502 744 -1,744 -1,188 2,578 -2,946: -2,097 3,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 11.4 1.2 70.5 71.8 80.8 84.4: 19.2 15.6
Old : 100.0: 9.1 11.4 1.2 70.5 71.8 80.8 84.4: 19.2 15.6
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 : 189: 34 38 15 88 62 136 101:
Old : 189: 34 38 15 88 62 136 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 33.3 29.3 47.7 20.1 33.0 28.1 47.4
Old : 20.8 33.3 29.3 47.7 20.1 33.0 28.1 47.4
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, 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 : 882,185: 170,798 191,324 10,655 370,496 597,908 551,949 799,887: 330,236 82,298
Old : 882,185: 170,798 191,324 10,655 370,496 597,908 551,949 799,887: 330,236 82,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 2,380: 36,353 3,629 -11,424 -23,374 28,982 1,555 21,187: 825 -18,807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 21.7 1.2 42.0 67.8 62.6 90.7: 37.4 9.3
Old : 100.0: 19.4 21.7 1.2 42.0 67.8 62.6 90.7: 37.4 9.3
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 : 176: 44 50 12 49 51 102 104:
Old : 176: 44 50 12 49 51 102 104:
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 : 19.2 36.4 28.4 48.5 16.3 31.8 23.5 42.1
Old : 19.2 36.4 28.4 48.5 16.3 31.8 23.5 42.1
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 - Futures Only, 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 - Futures Only, 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 - Futures Only, 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 : 52,398: 4,215 16,845 4 36,184 26,563 40,403 43,412: 11,995 8,986
Old : 52,398: 4,215 16,845 4 36,184 26,563 40,403 43,412: 11,995 8,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -1,247: -324 1,187 -1 -120 -661 -445 525: -802 -1,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 32.1 0.0 69.1 50.7 77.1 82.9: 22.9 17.1
Old : 100.0: 8.0 32.1 0.0 69.1 50.7 77.1 82.9: 22.9 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 : 90: 12 23 1 37 29 50 52:
Old : 90: 12 23 1 37 29 50 52:
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 : 34.6 27.9 47.2 43.4 33.2 25.1 43.5 40.5
Old : 34.6 27.9 47.2 43.4 33.2 25.1 43.5 40.5
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, 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 : 280,497: 79,261 118,399 1,118 166,296 124,641 246,675 244,158: 33,822 36,339
Old : 280,497: 79,261 118,399 1,118 166,296 124,641 246,675 244,158: 33,822 36,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 17,246: 22,009 8,908 -2,672 -5,447 5,898 13,890 12,134: 3,356 5,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 42.2 0.4 59.3 44.4 87.9 87.0: 12.1 13.0
Old : 100.0: 28.3 42.2 0.4 59.3 44.4 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 8 43 34 90 102:
Old : 173: 41 66 8 43 34 90 102:
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 : 43.9 28.3 56.4 42.6 40.7 23.2 50.8 34.0
Old : 43.9 28.3 56.4 42.6 40.7 23.2 50.8 34.0
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, 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 : 85,163: 31,709 6,286 0 34,721 69,601 66,430 75,887: 18,733 9,276
Old : 85,163: 31,709 6,286 0 34,721 69,601 66,430 75,887: 18,733 9,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 6,674: 5,575 1,238 -43 1,720 6,181 7,252 7,376: -578 -702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 7.4 0.0 40.8 81.7 78.0 89.1: 22.0 10.9
Old : 100.0: 37.2 7.4 0.0 40.8 81.7 78.0 89.1: 22.0 10.9
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 : 47: 14 7 0 17 17 31 24:
Old : 47: 14 7 0 17 17 31 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 65.0 55.2 76.8 44.0 64.3 54.7 75.3
Old : 44.1 65.0 55.2 76.8 44.0 64.3 54.7 75.3
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, 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 : 31,118: 1,192 10,850 0 25,486 14,979 26,678 25,829: 4,440 5,289
Old : 31,118: 1,192 10,850 0 25,486 14,979 26,678 25,829: 4,440 5,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -68: 0 335 0 -161 491 -161 826: 93 -894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 34.9 0.0 81.9 48.1 85.7 83.0: 14.3 17.0
Old : 100.0: 3.8 34.9 0.0 81.9 48.1 85.7 83.0: 14.3 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 3 13 0 25 25 28 38:
Old : 58: 3 13 0 25 25 28 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 35.0 65.8 46.8 54.2 34.7 64.7 46.5
Old : 55.4 35.0 65.8 46.8 54.2 34.7 64.7 46.5
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, 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 : 175,471: 43,202 29,781 1,190 121,119 132,669 165,511 163,640: 9,960 11,831
Old : 175,471: 43,202 29,781 1,190 121,119 132,669 165,511 163,640: 9,960 11,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 5,129: 6,745 -1,966 271 1,712 7,361 8,728 5,666: -3,599 -537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 17.0 0.7 69.0 75.6 94.3 93.3: 5.7 6.7
Old : 100.0: 24.6 17.0 0.7 69.0 75.6 94.3 93.3: 5.7 6.7
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 : 104: 17 34 4 29 40 47 77:
Old : 104: 17 34 4 29 40 47 77:
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 : 48.8 38.0 67.3 52.5 46.7 36.7 64.0 51.0
Old : 48.8 38.0 67.3 52.5 46.7 36.7 64.0 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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 : 35,452: 11,628 10,287 77 13,659 18,173 25,364 28,537: 10,088 6,915
Old : 35,452: 11,628 10,287 77 13,659 18,173 25,364 28,537: 10,088 6,915
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: 32.8 29.0 0.2 38.5 51.3 71.5 80.5: 28.5 19.5
Old : 100.0: 32.8 29.0 0.2 38.5 51.3 71.5 80.5: 28.5 19.5
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 : 74: 23 16 2 17 21 41 38:
Old : 74: 23 16 2 17 21 41 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 28.6 35.0 44.9 23.2 28.2 34.9 43.4
Old : 23.4 28.6 35.0 44.9 23.2 28.2 34.9 43.4
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, 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