MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 23,415: 3,095 2,191 1,046 13,377 13,743 17,518 16,980: 5,897 6,435
Old : 23,415: 3,095 2,191 1,046 13,377 13,743 17,518 16,980: 5,897 6,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,182: 140 -71 88 611 567 839 584: 343 598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 9.4 4.5 57.1 58.7 74.8 72.5: 25.2 27.5
Old : 100.0: 13.2 9.4 4.5 57.1 58.7 74.8 72.5: 25.2 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 : 43: 11 6 9 21 16 35 28:
Old : 43: 11 6 9 21 16 35 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 32.7 60.4 52.7 42.7 30.4 56.9 48.6
Old : 44.8 32.7 60.4 52.7 42.7 30.4 56.9 48.6
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 19, 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 : 91,542: 15,493 7,280 18,510 42,071 37,231 76,074 63,021: 15,468 28,521
Old : 85,944: 15,423 7,248 17,163 39,504 35,354 72,090 59,765: 13,854 26,179
Other: 5,598: 1,364 1,326 53 2,567 1,877 3,984 3,256: 1,614 2,342
: : :
: : Changes in Commitments from: April 12, 2005 :
: -1,019: -411 -661 1,506 -1,210 -1,140 -115 -295: -904 -724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 8.0 20.2 46.0 40.7 83.1 68.8: 16.9 31.2
Old : 100.0: 17.9 8.4 20.0 46.0 41.1 83.9 69.5: 16.1 30.5
Other: 100.0: 24.4 23.7 0.9 45.9 33.5 71.2 58.2: 28.8 41.8
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 36 33 50 21 27 92 93:
Old : 129: 35 34 50 21 27 92 93:
Other: 28: 9 4 2 4 12 13 18:
:----------------------------------------------------------------------------------------------------
: 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 19.3 41.6 30.7 29.2 18.9 39.8 28.1
Old : 31.1 19.4 44.3 31.5 31.1 19.0 42.2 30.8
Other: 63.5 40.3 69.8 51.2 61.8 40.3 67.6 51.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 2,988: 170 968 283 1,590 802 2,043 2,053: 945 935
Old : 2,969: 170 968 281 1,574 797 2,025 2,046: 944 923
Other: 19: 1 1 1 16 5 18 7: 1 12
: : :
: : Changes in Commitments from: April 12, 2005 :
: 613: -13 430 193 23 48 203 671: 410 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 32.4 9.5 53.2 26.8 68.4 68.7: 31.6 31.3
Old : 100.0: 5.7 32.6 9.5 53.0 26.8 68.2 68.9: 31.8 31.1
Other: 100.0: 5.3 5.3 5.3 84.2 26.3 94.7 36.8: 5.3 63.2
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 7 9 5 10 4 18 17:
Old : 28: 7 9 5 10 4 18 17:
Other: 4: 1 1 1 2 1 3 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 : 42.6 43.4 55.7 57.6 35.8 39.0 42.9 46.9
Old : 42.3 43.6 55.5 57.9 35.5 39.2 42.6 47.2
Other: 94.7 36.8 94.7 36.8 84.2 26.3 84.2 26.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 138,611: 40,654 16,572 11,132 70,713 74,432 122,499 102,136: 16,112 36,475
Old : 138,611: 40,654 16,572 11,132 70,713 74,432 122,499 102,136: 16,112 36,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -1,355: -1,993 2,019 473 1,784 -3,100 264 -608: -1,619 -747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 12.0 8.0 51.0 53.7 88.4 73.7: 11.6 26.3
Old : 100.0: 29.3 12.0 8.0 51.0 53.7 88.4 73.7: 11.6 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 : 204: 47 36 37 64 97 137 152:
Old : 204: 47 36 37 64 97 137 152:
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 : 23.2 16.2 39.1 25.9 23.2 15.9 36.7 25.2
Old : 23.2 16.2 39.1 25.9 23.2 15.9 36.7 25.2
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, April 19, 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 : 4,481: 1,373 438 159 1,265 2,787 2,797 3,384: 1,684 1,097
Old : 4,481: 1,373 438 159 1,265 2,787 2,797 3,384: 1,684 1,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -303: -117 -77 69 27 -50 -21 -58: -282 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 9.8 3.5 28.2 62.2 62.4 75.5: 37.6 24.5
Old : 100.0: 30.6 9.8 3.5 28.2 62.2 62.4 75.5: 37.6 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 15 9 8 15 15 36 26:
Old : 45: 15 9 8 15 15 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 : 22.4 49.3 35.1 59.7 22.1 49.3 32.2 58.8
Old : 22.4 49.3 35.1 59.7 22.1 49.3 32.2 58.8
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 19, 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 : 26,898: 10,580 3,007 3,388 8,653 6,857 22,621 13,252: 4,277 13,646
Old : 26,898: 10,580 3,007 3,388 8,653 6,857 22,621 13,252: 4,277 13,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -1,027: 197 238 -2,064 934 133 -933 -1,693: -94 666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 11.2 12.6 32.2 25.5 84.1 49.3: 15.9 50.7
Old : 100.0: 39.3 11.2 12.6 32.2 25.5 84.1 49.3: 15.9 50.7
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 : 140: 48 20 17 33 52 90 83:
Old : 140: 48 20 17 33 52 90 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 13.9 33.7 19.4 17.9 7.5 28.0 12.3
Old : 20.8 13.9 33.7 19.4 17.9 7.5 28.0 12.3
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 19, 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 : 76,771: 13,905 30,263 586 36,714 29,877 51,205 60,726: 25,566 16,045
Old : 76,771: 13,905 30,263 586 36,714 29,877 51,205 60,726: 25,566 16,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 7,479: -2,046 6,878 -31 12,480 -400 10,403 6,447: -2,924 1,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 39.4 0.8 47.8 38.9 66.7 79.1: 33.3 20.9
Old : 100.0: 18.1 39.4 0.8 47.8 38.9 66.7 79.1: 33.3 20.9
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 : 68: 17 15 2 23 20 41 36:
Old : 68: 17 15 2 23 20 41 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 29.8 38.5 48.5 25.2 29.7 37.3 48.5
Old : 25.2 29.8 38.5 48.5 25.2 29.7 37.3 48.5
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 19, 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 : 35,822: 3,585 15,306 1 22,705 6,612 26,291 21,919: 9,531 13,903
Old : 35,822: 3,585 15,306 1 22,705 6,612 26,291 21,919: 9,531 13,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -9,870: 1,908 -9,135 0 -11,902 1,007 -9,994 -8,128: 124 -1,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 42.7 0.0 63.4 18.5 73.4 61.2: 26.6 38.8
Old : 100.0: 10.0 42.7 0.0 63.4 18.5 73.4 61.2: 26.6 38.8
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 : 32: 5 12 1 10 7 16 19:
Old : 32: 5 12 1 10 7 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 : 42.9 29.0 61.4 44.1 42.9 29.0 57.6 42.7
Old : 42.9 29.0 61.4 44.1 42.9 29.0 57.6 42.7
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 19, 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 : 92,459: 64,823 3,889 0 19,673 86,287 84,496 90,176: 7,963 2,283
Old : 92,459: 64,823 3,889 0 19,673 86,287 84,496 90,176: 7,963 2,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 14,589: 13,162 140 0 2,557 15,612 15,719 15,752: -1,130 -1,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 4.2 0.0 21.3 93.3 91.4 97.5: 8.6 2.5
Old : 100.0: 70.1 4.2 0.0 21.3 93.3 91.4 97.5: 8.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 53 9 0 16 17 69 26:
Old : 92: 53 9 0 16 17 69 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 : 31.5 58.8 48.1 81.9 31.5 58.6 48.1 81.7
Old : 31.5 58.8 48.1 81.9 31.5 58.6 48.1 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 86,549: 33,817 7,019 29 33,679 68,760 67,525 75,808: 19,024 10,741
Old : 86,549: 33,817 7,019 29 33,679 68,760 67,525 75,808: 19,024 10,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 4,025: 6,993 566 28 -4,105 4,074 2,916 4,668: 1,109 -643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 8.1 0.0 38.9 79.4 78.0 87.6: 22.0 12.4
Old : 100.0: 39.1 8.1 0.0 38.9 79.4 78.0 87.6: 22.0 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 20 11 2 17 15 39 26:
Old : 57: 20 11 2 17 15 39 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 : 30.6 57.3 44.9 74.4 29.9 56.7 44.2 73.8
Old : 30.6 57.3 44.9 74.4 29.9 56.7 44.2 73.8
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, April 19, 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 : 143,178: 6,927 61,624 767 111,224 54,714 118,918 117,105: 24,260 26,073
Old : 143,178: 6,927 61,624 767 111,224 54,714 118,918 117,105: 24,260 26,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 9,950: -5,027 5,474 120 15,722 8,505 10,815 14,099: -865 -4,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 43.0 0.5 77.7 38.2 83.1 81.8: 16.9 18.2
Old : 100.0: 4.8 43.0 0.5 77.7 38.2 83.1 81.8: 16.9 18.2
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 : 83: 11 33 2 28 21 41 54:
Old : 83: 11 33 2 28 21 41 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 32.4 67.0 44.7 51.8 31.9 63.4 43.4
Old : 53.5 32.4 67.0 44.7 51.8 31.9 63.4 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 118,581: 23,613 18,592 357 54,810 65,542 78,780 84,491: 39,801 34,090
Old : 118,581: 23,613 18,592 357 54,810 65,542 78,780 84,491: 39,801 34,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -12,444: -6,479 -5,740 -165 -3,613 -3,435 -10,257 -9,340: -2,187 -3,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 15.7 0.3 46.2 55.3 66.4 71.3: 33.6 28.7
Old : 100.0: 19.9 15.7 0.3 46.2 55.3 66.4 71.3: 33.6 28.7
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 : 85: 28 20 5 26 24 57 46:
Old : 85: 28 20 5 26 24 57 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 : 25.9 34.4 37.3 47.5 25.9 33.0 36.5 43.4
Old : 25.9 34.4 37.3 47.5 25.9 33.0 36.5 43.4
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 19, 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 : 67,548: 31,057 0 58 33,394 60,770 64,509 60,828: 3,039 6,720
Old : 67,548: 31,057 0 58 33,394 60,770 64,509 60,828: 3,039 6,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -27,220: -4,057 -2,277 58 -21,563 -23,043 -25,562 -25,262: -1,658 -1,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 0.0 0.1 49.4 90.0 95.5 90.1: 4.5 9.9
Old : 100.0: 46.0 0.0 0.1 49.4 90.0 95.5 90.1: 4.5 9.9
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 : 25: 3 0 1 13 18 16 19:
Old : 25: 3 0 1 13 18 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 : 72.8 62.8 89.6 75.6 68.6 61.5 83.3 72.6
Old : 72.8 62.8 89.6 75.6 68.6 61.5 83.3 72.6
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 19, 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 : 8,082,645: 666,589 871,226 873,511 5,548,319 4,794,199 7,088,419 6,538,936: 994,226 1,543,709
Old : 8,082,645: 666,589 871,226 873,511 5,548,319 4,794,199 7,088,419 6,538,936: 994,226 1,543,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -140,869: -48,375 -367,044 6,468 -187,868 238,474 -229,775 -122,102: 88,906 -18,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 10.8 10.8 68.6 59.3 87.7 80.9: 12.3 19.1
Old : 100.0: 8.2 10.8 10.8 68.6 59.3 87.7 80.9: 12.3 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 47 70 88 116 129 219 238:
Old : 259: 47 70 88 116 129 219 238:
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 16.6 45.5 25.7 28.5 14.6 38.7 21.2
Old : 29.9 16.6 45.5 25.7 28.5 14.6 38.7 21.2
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, April 19, 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 : 673,223: 63,562 77,241 8,360 478,897 489,875 550,819 575,476: 122,404 97,747
Old : 673,223: 63,562 77,241 8,360 478,897 489,875 550,819 575,476: 122,404 97,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 867: 2,694 780 154 4,652 6,989 7,500 7,923: -6,633 -7,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 11.5 1.2 71.1 72.8 81.8 85.5: 18.2 14.5
Old : 100.0: 9.4 11.5 1.2 71.1 72.8 81.8 85.5: 18.2 14.5
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 : 194: 37 37 16 92 63 144 101:
Old : 194: 37 37 16 92 63 144 101:
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 : 20.7 33.9 29.5 48.1 19.9 33.6 28.4 47.9
Old : 20.7 33.9 29.5 48.1 19.9 33.6 28.4 47.9
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 19, 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 : 974,879: 205,580 220,045 14,696 442,087 639,499 662,363 874,240: 312,516 100,639
Old : 974,879: 205,580 220,045 14,696 442,087 639,499 662,363 874,240: 312,516 100,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 92,694: 34,782 28,721 4,041 71,591 41,591 110,414 74,353: -17,720 18,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 22.6 1.5 45.3 65.6 67.9 89.7: 32.1 10.3
Old : 100.0: 21.1 22.6 1.5 45.3 65.6 67.9 89.7: 32.1 10.3
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 : 182: 43 52 17 48 59 100 119:
Old : 182: 43 52 17 48 59 100 119:
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 29.6 31.9 40.6 17.5 24.9 25.3 34.9
Old : 22.4 29.6 31.9 40.6 17.5 24.9 25.3 34.9
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 19, 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 : 11,814: 725 1,271 0 5,797 9,292 6,522 10,563: 5,292 1,251
Old : 11,814: 725 1,271 0 5,797 9,292 6,522 10,563: 5,292 1,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 25: 0 -2 0 -243 271 -243 269: 268 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 10.8 0.0 49.1 78.7 55.2 89.4: 44.8 10.6
Old : 100.0: 6.1 10.8 0.0 49.1 78.7 55.2 89.4: 44.8 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 3 0 11 13 12 16:
Old : 27: 1 3 0 11 13 12 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 : 29.6 40.1 45.3 65.7 28.1 40.1 43.9 65.7
Old : 29.6 40.1 45.3 65.7 28.1 40.1 43.9 65.7
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 19, 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 : 27,412: 5,633 495 99 17,480 18,074 23,212 18,668: 4,200 8,744
Old : 27,412: 5,633 495 99 17,480 18,074 23,212 18,668: 4,200 8,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 3,168: -166 -684 -19 4,181 1,802 3,996 1,099: -828 2,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 1.8 0.4 63.8 65.9 84.7 68.1: 15.3 31.9
Old : 100.0: 20.5 1.8 0.4 63.8 65.9 84.7 68.1: 15.3 31.9
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 : 41: 9 2 1 18 18 27 21:
Old : 41: 9 2 1 18 18 27 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 : 38.2 40.0 56.8 55.9 38.2 37.3 56.6 53.2
Old : 38.2 40.0 56.8 55.9 38.2 37.3 56.6 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 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 : 57,727: 5,332 18,378 45 35,953 26,019 41,330 44,442: 16,397 13,285
Old : 57,727: 5,332 18,378 45 35,953 26,019 41,330 44,442: 16,397 13,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 5,329: 1,117 1,533 41 -231 -544 927 1,030: 4,402 4,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 31.8 0.1 62.3 45.1 71.6 77.0: 28.4 23.0
Old : 100.0: 9.2 31.8 0.1 62.3 45.1 71.6 77.0: 28.4 23.0
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 : 90: 15 24 2 34 28 49 54:
Old : 90: 15 24 2 34 28 49 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 24.6 43.3 39.9 30.4 21.4 39.6 36.7
Old : 31.6 24.6 43.3 39.9 30.4 21.4 39.6 36.7
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 19, 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 : 327,076: 79,939 148,545 1,249 196,682 128,361 277,870 278,155: 49,206 48,921
Old : 327,076: 79,939 148,545 1,249 196,682 128,361 277,870 278,155: 49,206 48,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 46,579: 678 30,146 131 30,386 3,720 31,195 33,997: 15,384 12,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 45.4 0.4 60.1 39.2 85.0 85.0: 15.0 15.0
Old : 100.0: 24.4 45.4 0.4 60.1 39.2 85.0 85.0: 15.0 15.0
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 : 194: 46 75 6 50 36 99 114:
Old : 194: 46 75 6 50 36 99 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 28.3 52.6 40.1 34.1 22.2 45.6 31.9
Old : 36.4 28.3 52.6 40.1 34.1 22.2 45.6 31.9
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 19, 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 : 85,577: 25,245 6,922 0 38,177 64,396 63,422 71,318: 22,155 14,259
Old : 85,577: 25,245 6,922 0 38,177 64,396 63,422 71,318: 22,155 14,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 414: -6,464 636 0 3,456 -5,205 -3,008 -4,569: 3,422 4,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 8.1 0.0 44.6 75.2 74.1 83.3: 25.9 16.7
Old : 100.0: 29.5 8.1 0.0 44.6 75.2 74.1 83.3: 25.9 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 : 45: 12 8 0 16 16 28 24:
Old : 45: 12 8 0 16 16 28 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 : 45.3 61.0 55.4 71.8 45.2 60.0 54.8 70.2
Old : 45.3 61.0 55.4 71.8 45.2 60.0 54.8 70.2
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 19, 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 : 32,995: 1,121 12,464 5 27,315 15,408 28,441 27,877: 4,554 5,118
Old : 32,995: 1,121 12,464 5 27,315 15,408 28,441 27,877: 4,554 5,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,877: -71 1,614 5 1,829 429 1,763 2,048: 114 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 37.8 0.0 82.8 46.7 86.2 84.5: 13.8 15.5
Old : 100.0: 3.4 37.8 0.0 82.8 46.7 86.2 84.5: 13.8 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 2 13 1 26 27 29 40:
Old : 60: 2 13 1 26 27 29 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 : 55.5 36.9 66.7 48.1 54.3 36.6 65.1 47.7
Old : 55.5 36.9 66.7 48.1 54.3 36.6 65.1 47.7
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 19, 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 : 195,853: 50,635 28,655 1,415 136,440 154,453 188,490 184,523: 7,363 11,330
Old : 195,853: 50,635 28,655 1,415 136,440 154,453 188,490 184,523: 7,363 11,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 20,382: 7,433 -1,126 225 15,321 21,784 22,979 20,883: -2,597 -501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 14.6 0.7 69.7 78.9 96.2 94.2: 3.8 5.8
Old : 100.0: 25.9 14.6 0.7 69.7 78.9 96.2 94.2: 3.8 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 19 32 6 30 39 52 74:
Old : 105: 19 32 6 30 39 52 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 : 56.0 38.1 70.1 53.5 53.2 34.4 66.9 49.7
Old : 56.0 38.1 70.1 53.5 53.2 34.4 66.9 49.7
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, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 37,385: 10,269 8,289 35 15,270 20,897 25,574 29,221: 11,811 8,164
Old : 37,385: 10,269 8,289 35 15,270 20,897 25,574 29,221: 11,811 8,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,933: -1,359 -1,998 -42 1,611 2,724 210 684: 1,723 1,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 22.2 0.1 40.8 55.9 68.4 78.2: 31.6 21.8
Old : 100.0: 27.5 22.2 0.1 40.8 55.9 68.4 78.2: 31.6 21.8
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 : 74: 23 13 1 18 24 42 37:
Old : 74: 23 13 1 18 24 42 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 : 22.1 29.6 33.4 44.4 21.9 26.6 31.6 41.2
Old : 22.1 29.6 33.4 44.4 21.9 26.6 31.6 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 27,632: 8,989 904 15 12,743 1,626 21,747 2,545: 5,885 25,087
Old : 27,632: 8,989 904 15 12,743 1,626 21,747 2,545: 5,885 25,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 3.3 0.1 46.1 5.9 78.7 9.2: 21.3 90.8
Old : 100.0: 32.5 3.3 0.1 46.1 5.9 78.7 9.2: 21.3 90.8
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 : 22: 8 3 1 9 3 17 7:
Old : 22: 8 3 1 9 3 17 7:
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 : 55.8 7.9 69.3 9.2 55.8 7.9 69.3 8.7
Old : 55.8 7.9 69.3 9.2 55.8 7.9 69.3 8.7
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 19, 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 : 69,633: 5,667 4,144 579 51,903 22,773 58,149 27,496: 11,484 42,137
Old : 69,633: 5,667 4,144 579 51,903 22,773 58,149 27,496: 11,484 42,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 7: 2,172 -1,218 -365 -1,445 -61 362 -1,644: -355 1,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 6.0 0.8 74.5 32.7 83.5 39.5: 16.5 60.5
Old : 100.0: 8.1 6.0 0.8 74.5 32.7 83.5 39.5: 16.5 60.5
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 : 46: 3 12 2 19 25 23 39:
Old : 46: 3 12 2 19 25 23 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 : 66.3 17.7 75.0 25.6 57.7 10.0 62.5 15.2
Old : 66.3 17.7 75.0 25.6 57.7 10.0 62.5 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 22, 2005