MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 28,885: 1,932 1,866 4,428 19,157 18,062 25,517 24,357: 3,368 4,529
Old : 28,885: 1,932 1,866 4,428 19,157 18,062 25,517 24,357: 3,368 4,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 2,659: -16 314 487 1,565 1,850 2,036 2,652: 623 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 6.5 15.3 66.3 62.5 88.3 84.3: 11.7 15.7
Old : 100.0: 6.7 6.5 15.3 66.3 62.5 88.3 84.3: 11.7 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 23 4 15 34 41 58 59:
Old : 83: 23 4 15 34 41 58 59:
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 27.7 57.4 42.6 43.7 27.0 49.6 39.6
Old : 44.8 27.7 57.4 42.6 43.7 27.0 49.6 39.6
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 with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 109,745: 30,535 3,308 19,965 38,731 49,533 89,230 72,805: 20,515 36,940
Old : 108,994: 30,688 3,308 19,805 38,456 49,385 88,948 72,497: 20,046 36,497
Other: 751: 7 160 0 275 148 282 308: 469 443
: : :
: : Changes in Commitments from: January 4, 2005 :
: -1,306: 2,392 -1,965 -1,468 -1,179 3,632 -256 199: -1,051 -1,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 3.0 18.2 35.3 45.1 81.3 66.3: 18.7 33.7
Old : 100.0: 28.2 3.0 18.2 35.3 45.3 81.6 66.5: 18.4 33.5
Other: 100.0: 0.9 21.3 0.0 36.6 19.7 37.5 41.0: 62.5 59.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 67 21 50 31 36 131 92:
Old : 153: 67 21 50 30 36 130 92:
Other: 9: 1 1 0 4 4 5 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 25.3 33.1 33.8 22.9 24.6 32.3 31.6
Old : 23.2 25.4 33.3 34.0 23.1 24.9 32.5 31.9
Other: 36.6 40.5 37.5 41.0 34.2 38.6 35.2 38.6
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,065: 512 606 141 785 369 1,438 1,116: 627 949
Old : 2,065: 512 606 141 785 369 1,438 1,116: 627 949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 9: 73 60 -18 -89 18 -34 60: 43 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 29.3 6.8 38.0 17.9 69.6 54.0: 30.4 46.0
Old : 100.0: 24.8 29.3 6.8 38.0 17.9 69.6 54.0: 30.4 46.0
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 : 31: 7 16 6 7 3 20 19:
Old : 31: 7 16 6 7 3 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 26.2 56.2 39.4 42.2 23.2 53.0 31.7
Old : 42.2 26.2 56.2 39.4 42.2 23.2 53.0 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 162,536: 43,800 7,801 31,814 66,977 81,222 142,591 120,836: 19,946 41,700
Old : 162,536: 43,800 7,801 31,814 66,977 81,222 142,591 120,836: 19,946 41,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 9,605: 6,157 -1,345 3,290 -2,991 -961 6,455 983: 3,150 8,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 4.8 19.6 41.2 50.0 87.7 74.3: 12.3 25.7
Old : 100.0: 26.9 4.8 19.6 41.2 50.0 87.7 74.3: 12.3 25.7
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 : 207: 65 25 48 62 100 146 161:
Old : 207: 65 25 48 62 100 146 161:
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 12.4 37.1 21.5 18.8 9.0 31.2 16.1
Old : 21.8 12.4 37.1 21.5 18.8 9.0 31.2 16.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,962: 1,428 610 203 573 1,967 2,204 2,779: 1,759 1,183
Old : 3,962: 1,428 610 203 573 1,967 2,204 2,779: 1,759 1,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 117: 212 -18 -33 66 163 245 112: -128 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 15.4 5.1 14.5 49.6 55.6 70.1: 44.4 29.9
Old : 100.0: 36.0 15.4 5.1 14.5 49.6 55.6 70.1: 44.4 29.9
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 : 45: 20 4 5 13 18 34 26:
Old : 45: 20 4 5 13 18 34 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 : 21.0 41.8 31.6 52.0 20.1 41.8 30.1 50.9
Old : 21.0 41.8 31.6 52.0 20.1 41.8 30.1 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 21,576: 5,546 731 4,274 7,215 4,917 17,036 9,922: 4,541 11,654
Old : 21,576: 5,546 731 4,274 7,215 4,917 17,036 9,922: 4,541 11,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 1,433: 900 -572 440 206 412 1,545 280: -112 1,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 3.4 19.8 33.4 22.8 79.0 46.0: 21.0 54.0
Old : 100.0: 25.7 3.4 19.8 33.4 22.8 79.0 46.0: 21.0 54.0
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 : 107: 37 12 25 41 42 88 71:
Old : 107: 37 12 25 41 42 88 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 11.9 33.8 19.3 18.3 6.1 27.9 9.7
Old : 20.5 11.9 33.8 19.3 18.3 6.1 27.9 9.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 78,053: 19,925 9,858 1,336 24,821 49,839 46,082 61,033: 31,970 17,020
Old : 78,053: 19,925 9,858 1,336 24,821 49,839 46,082 61,033: 31,970 17,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -1,271: -1,070 -2,025 -714 2,373 376 589 -2,364: -1,860 1,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 12.6 1.7 31.8 63.9 59.0 78.2: 41.0 21.8
Old : 100.0: 25.5 12.6 1.7 31.8 63.9 59.0 78.2: 41.0 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 : 58: 19 11 5 21 18 41 33:
Old : 58: 19 11 5 21 18 41 33:
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 : 16.6 42.9 28.0 56.4 15.0 42.9 25.1 56.1
Old : 16.6 42.9 28.0 56.4 15.0 42.9 25.1 56.1
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 with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 54,400: 11,939 11,823 113 25,813 29,654 37,865 41,590: 16,535 12,810
Old : 54,400: 11,939 11,823 113 25,813 29,654 37,865 41,590: 16,535 12,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 1,939: -8,187 3,930 -82 13,547 -3,424 5,278 424: -3,339 1,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 21.7 0.2 47.5 54.5 69.6 76.5: 30.4 23.5
Old : 100.0: 21.9 21.7 0.2 47.5 54.5 69.6 76.5: 30.4 23.5
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 : 32: 12 5 3 11 7 23 15:
Old : 32: 12 5 3 11 7 23 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 56.3 50.7 70.5 33.2 56.3 50.7 70.4
Old : 33.2 56.3 50.7 70.5 33.2 56.3 50.7 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 69,427: 38,533 6,556 709 17,387 54,484 56,629 61,750: 12,798 7,677
Old : 69,427: 38,533 6,556 709 17,387 54,484 56,629 61,750: 12,798 7,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -5,698: -4,248 -3,446 69 -4,138 -2,806 -8,316 -6,182: 2,618 484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 9.4 1.0 25.0 78.5 81.6 88.9: 18.4 11.1
Old : 100.0: 55.5 9.4 1.0 25.0 78.5 81.6 88.9: 18.4 11.1
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 : 84: 42 13 3 15 18 58 33:
Old : 84: 42 13 3 15 18 58 33:
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 : 34.2 58.2 48.9 74.0 34.2 57.3 48.9 73.1
Old : 34.2 58.2 48.9 74.0 34.2 57.3 48.9 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 68,499: 22,740 1,364 263 22,216 51,666 45,219 53,293: 23,280 15,206
Old : 68,499: 22,740 1,364 263 22,216 51,666 45,219 53,293: 23,280 15,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -10,535: -1,152 -10,691 -1,233 -5,655 83 -8,041 -11,841: -2,494 1,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 2.0 0.4 32.4 75.4 66.0 77.8: 34.0 22.2
Old : 100.0: 33.2 2.0 0.4 32.4 75.4 66.0 77.8: 34.0 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 18 2 2 13 11 31 15:
Old : 39: 18 2 2 13 11 31 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 : 28.3 53.1 41.6 72.8 28.3 53.1 39.6 69.6
Old : 28.3 53.1 41.6 72.8 28.3 53.1 39.6 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 186,386: 34,923 11,426 2,597 112,511 150,214 150,031 164,236: 36,354 22,150
Old : 186,386: 34,923 11,426 2,597 112,511 150,214 150,031 164,236: 36,354 22,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 4,550: 461 -47 -820 3,478 3,795 3,118 2,929: 1,431 1,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 6.1 1.4 60.4 80.6 80.5 88.1: 19.5 11.9
Old : 100.0: 18.7 6.1 1.4 60.4 80.6 80.5 88.1: 19.5 11.9
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 : 71: 31 13 6 20 21 54 37:
Old : 71: 31 13 6 20 21 54 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 : 47.8 58.5 58.7 72.1 31.7 45.1 39.5 53.8
Old : 47.8 58.5 58.7 72.1 31.7 45.1 39.5 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 175,253: 33,319 14,136 17,745 44,791 78,646 95,855 110,527: 79,397 64,726
Old : 175,253: 33,319 14,136 17,745 44,791 78,646 95,855 110,527: 79,397 64,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -12,477: -6,844 -15,886 -8,614 -1,604 3,136 -17,061 -21,363: 4,584 8,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 8.1 10.1 25.6 44.9 54.7 63.1: 45.3 36.9
Old : 100.0: 19.0 8.1 10.1 25.6 44.9 54.7 63.1: 45.3 36.9
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 : 84: 31 17 22 31 25 71 55:
Old : 84: 31 17 22 31 25 71 55:
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 : 12.3 25.7 20.2 39.5 11.3 23.5 17.7 33.9
Old : 12.3 25.7 20.2 39.5 11.3 23.5 17.7 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 46,994: 10,210 700 100 33,837 41,867 44,147 42,667: 2,847 4,327
Old : 46,994: 10,210 700 100 33,837 41,867 44,147 42,667: 2,847 4,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 2,989: 805 700 -475 1,678 2,113 2,008 2,338: 981 651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 1.5 0.2 72.0 89.1 93.9 90.8: 6.1 9.2
Old : 100.0: 21.7 1.5 0.2 72.0 89.1 93.9 90.8: 6.1 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 1 1 19 28 22 30:
Old : 38: 3 1 1 19 28 22 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 36.0 69.8 52.7 43.5 29.5 60.8 44.9
Old : 44.3 36.0 69.8 52.7 43.5 29.5 60.8 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :10,574,987: 543,868 973,265 3,056,984 6,451,492 5,741,713 10,052,344 9,771,962: 522,642 803,024
Old :10,574,987: 543,868 973,265 3,056,984 6,451,492 5,741,713 10,052,344 9,771,962: 522,642 803,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 736,902: -48,427 153,490 289,563 446,537 226,975 687,673 670,028: 49,229 66,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 9.2 28.9 61.0 54.3 95.1 92.4: 4.9 7.6
Old : 100.0: 5.1 9.2 28.9 61.0 54.3 95.1 92.4: 4.9 7.6
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 : 430: 71 117 149 193 216 357 405:
Old : 430: 71 117 149 193 216 357 405:
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 11.3 36.4 20.6 18.0 8.1 27.3 12.3
Old : 22.5 11.3 36.4 20.6 18.0 8.1 27.3 12.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 737,687: 64,423 58,857 35,411 470,057 523,126 569,892 617,394: 167,795 120,293
Old : 737,687: 64,423 58,857 35,411 470,057 523,126 569,892 617,394: 167,795 120,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 10,175: 1,516 -2,395 9,304 1,517 4,783 12,337 11,691: -2,162 -1,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 8.0 4.8 63.7 70.9 77.3 83.7: 22.7 16.3
Old : 100.0: 8.7 8.0 4.8 63.7 70.9 77.3 83.7: 22.7 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 47 39 51 98 71 174 132:
Old : 204: 47 39 51 98 71 174 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 29.1 27.7 42.2 18.2 29.0 26.8 42.0
Old : 18.9 29.1 27.7 42.2 18.2 29.0 26.8 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 841,091: 208,997 115,767 16,166 335,823 634,389 560,986 766,322: 280,105 74,769
Old : 841,091: 208,997 115,767 16,166 335,823 634,389 560,986 766,322: 280,105 74,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 21,307: 2,262 18,180 -1,898 22,490 3,086 22,854 19,368: -1,547 1,939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 13.8 1.9 39.9 75.4 66.7 91.1: 33.3 8.9
Old : 100.0: 24.8 13.8 1.9 39.9 75.4 66.7 91.1: 33.3 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 103 75 35 68 74 187 168:
Old : 287: 103 75 35 68 74 187 168:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 37.1 29.0 50.7 18.1 33.8 27.1 45.4
Old : 18.6 37.1 29.0 50.7 18.1 33.8 27.1 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,071: 1,927 0 0 8,413 12,023 10,340 12,023: 2,731 1,048
Old : 13,071: 1,927 0 0 8,413 12,023 10,340 12,023: 2,731 1,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -159: 125 -140 0 7 133 132 -7: -291 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 0.0 0.0 64.4 92.0 79.1 92.0: 20.9 8.0
Old : 100.0: 14.7 0.0 0.0 64.4 92.0 79.1 92.0: 20.9 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 7 0 0 25 18 32 18:
Old : 48: 7 0 0 25 18 32 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 44.1 44.0 69.7 25.9 44.1 44.0 69.5
Old : 25.9 44.1 44.0 69.7 25.9 44.1 44.0 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 25,780: 1,081 3,759 362 22,072 18,113 23,515 22,234: 2,265 3,546
Old : 25,780: 1,081 3,759 362 22,072 18,113 23,515 22,234: 2,265 3,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 2,191: -911 -366 73 3,118 2,535 2,280 2,242: -89 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 14.6 1.4 85.6 70.3 91.2 86.2: 8.8 13.8
Old : 100.0: 4.2 14.6 1.4 85.6 70.3 91.2 86.2: 8.8 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 3 6 2 23 20 28 26:
Old : 47: 3 6 2 23 20 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 40.1 68.0 64.0 49.9 36.4 65.6 59.1
Old : 49.9 40.1 68.0 64.0 49.9 36.4 65.6 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 72,360: 12,820 14,287 210 32,116 49,305 45,146 63,802: 27,215 8,558
Old : 72,360: 12,820 14,287 210 32,116 49,305 45,146 63,802: 27,215 8,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 8,535: -1,213 3,700 10 4,770 4,638 3,567 8,348: 4,968 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 19.7 0.3 44.4 68.1 62.4 88.2: 37.6 11.8
Old : 100.0: 17.7 19.7 0.3 44.4 68.1 62.4 88.2: 37.6 11.8
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 : 145: 34 38 4 52 37 88 77:
Old : 145: 34 38 4 52 37 88 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 : 17.0 42.0 26.1 55.6 16.4 37.4 23.3 49.1
Old : 17.0 42.0 26.1 55.6 16.4 37.4 23.3 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 327,292: 122,199 66,107 4,949 162,843 139,942 289,991 210,999: 37,301 116,294
Old : 327,292: 122,199 66,107 4,949 162,843 139,942 289,991 210,999: 37,301 116,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 19,463: -4,845 -7,838 -2,986 22,739 -1,717 14,908 -12,541: 4,555 32,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 20.2 1.5 49.8 42.8 88.6 64.5: 11.4 35.5
Old : 100.0: 37.3 20.2 1.5 49.8 42.8 88.6 64.5: 11.4 35.5
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 : 237: 91 68 13 51 42 147 118:
Old : 237: 91 68 13 51 42 147 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 22.9 49.1 33.0 31.6 19.8 44.8 26.8
Old : 35.6 22.9 49.1 33.0 31.6 19.8 44.8 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 64,004: 26,494 585 261 14,885 53,149 41,640 53,995: 22,365 10,009
Old : 64,004: 26,494 585 261 14,885 53,149 41,640 53,995: 22,365 10,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -4,311: -5,772 -1,378 -213 3,729 -2,813 -2,256 -4,403: -2,056 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 0.9 0.4 23.3 83.0 65.1 84.4: 34.9 15.6
Old : 100.0: 41.4 0.9 0.4 23.3 83.0 65.1 84.4: 34.9 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 : 39: 19 2 1 10 14 30 16:
Old : 39: 19 2 1 10 14 30 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 50.2 41.9 74.0 27.0 50.1 41.6 73.3
Old : 27.4 50.2 41.9 74.0 27.0 50.1 41.6 73.3
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 with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 21,669: 2,080 7,412 95 15,643 11,300 17,818 18,807: 3,851 2,862
Old : 21,669: 2,080 7,412 95 15,643 11,300 17,818 18,807: 3,851 2,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 1,244: 267 1,761 -16 1,103 -45 1,354 1,700: -110 -456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 34.2 0.4 72.2 52.1 82.2 86.8: 17.8 13.2
Old : 100.0: 9.6 34.2 0.4 72.2 52.1 82.2 86.8: 17.8 13.2
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 : 84: 10 18 3 40 22 51 42:
Old : 84: 10 18 3 40 22 51 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 37.3 38.2 50.7 24.5 37.3 37.9 50.7
Old : 24.7 37.3 38.2 50.7 24.5 37.3 37.9 50.7
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 with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 135,007: 20,739 17,458 1,184 104,826 103,712 126,749 122,354: 8,258 12,653
Old : 135,007: 20,739 17,458 1,184 104,826 103,712 126,749 122,354: 8,258 12,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 26,479: 7,457 4,138 -177 23,521 18,526 30,801 22,487: -4,322 3,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 12.9 0.9 77.6 76.8 93.9 90.6: 6.1 9.4
Old : 100.0: 15.4 12.9 0.9 77.6 76.8 93.9 90.6: 6.1 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 26 33 5 36 39 65 74:
Old : 119: 26 33 5 36 39 65 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 40.5 61.7 55.0 42.9 40.5 58.2 53.7
Old : 46.2 40.5 61.7 55.0 42.9 40.5 58.2 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 32,264: 12,133 7,199 982 10,119 18,967 23,234 27,148: 9,030 5,116
Old : 32,264: 12,133 7,199 982 10,119 18,967 23,234 27,148: 9,030 5,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -862: 192 -1,680 -5 -255 1,451 -68 -234: -794 -628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 22.3 3.0 31.4 58.8 72.0 84.1: 28.0 15.9
Old : 100.0: 37.6 22.3 3.0 31.4 58.8 72.0 84.1: 28.0 15.9
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 : 102: 39 17 4 26 24 68 44:
Old : 102: 39 17 4 26 24 68 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 : 18.0 31.2 27.4 47.7 17.3 28.9 26.4 43.3
Old : 18.0 31.2 27.4 47.7 17.3 28.9 26.4 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 115,807: 227 6,386 2,882 56,354 78,072 59,463 87,340: 56,344 28,467
Old : 115,807: 227 6,386 2,882 56,354 78,072 59,463 87,340: 56,344 28,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 4,524: -264 286 0 10,346 -988 10,082 -702: -5,557 5,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.5 2.5 48.7 67.4 51.3 75.4: 48.7 24.6
Old : 100.0: 0.2 5.5 2.5 48.7 67.4 51.3 75.4: 48.7 24.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 14 4 15 24 21 40:
Old : 46: 3 14 4 15 24 21 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 54.4 48.2 62.6 6.7 20.8 7.7 25.9
Old : 43.0 54.4 48.2 62.6 6.7 20.8 7.7 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 11, 2005