MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 32,137: 2,114 2,516 5,421 18,606 17,173 26,141 25,110: 5,996 7,027
Old : 32,137: 2,114 2,516 5,421 18,606 17,173 26,141 25,110: 5,996 7,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 1,545: 39 134 524 732 965 1,295 1,623: 250 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 7.8 16.9 57.9 53.4 81.3 78.1: 18.7 21.9
Old : 100.0: 6.6 7.8 16.9 57.9 53.4 81.3 78.1: 18.7 21.9
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 : 53: 14 6 15 25 24 44 40:
Old : 53: 14 6 15 25 24 44 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 : 43.7 30.0 56.0 48.1 41.5 28.7 47.6 42.5
Old : 43.7 30.0 56.0 48.1 41.5 28.7 47.6 42.5
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, February 15, 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 : 100,375: 17,686 7,152 22,895 40,203 38,339 80,784 68,387: 19,590 31,988
Old : 98,698: 17,832 7,218 22,631 39,357 37,956 79,820 67,806: 18,877 30,892
Other: 1,677: 118 198 0 846 383 964 581: 713 1,096
: : :
: : Changes in Commitments from: February 8, 2005 :
: -6,071: -4,534 243 -690 565 -4,377 -4,659 -4,823: -1,413 -1,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 7.1 22.8 40.1 38.2 80.5 68.1: 19.5 31.9
Old : 100.0: 18.1 7.3 22.9 39.9 38.5 80.9 68.7: 19.1 31.3
Other: 100.0: 7.0 11.8 0.0 50.4 22.8 57.5 34.6: 42.5 65.4
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 50 38 52 32 39 120 103:
Old : 147: 48 40 52 31 39 119 103:
Other: 16: 4 1 0 4 9 8 10:
:----------------------------------------------------------------------------------------------------
: 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 : 25.4 17.0 36.3 28.8 24.9 15.8 34.6 24.9
Old : 25.8 17.3 36.8 29.2 25.3 16.6 35.1 25.8
Other: 50.4 30.5 57.5 34.1 48.7 30.4 55.8 32.9
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 3,328: 184 1,132 629 1,690 418 2,503 2,179: 825 1,149
Old : 3,328: 184 1,132 629 1,690 418 2,503 2,179: 825 1,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 630: -69 124 211 398 62 540 397: 90 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 34.0 18.9 50.8 12.6 75.2 65.5: 24.8 34.5
Old : 100.0: 5.5 34.0 18.9 50.8 12.6 75.2 65.5: 24.8 34.5
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 : 33: 3 17 7 9 3 19 23:
Old : 33: 3 17 7 9 3 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 30.9 65.0 45.2 44.3 22.7 53.2 33.6
Old : 48.3 30.9 65.0 45.2 44.3 22.7 53.2 33.6
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, February 15, 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 : 153,753: 43,694 11,611 22,200 69,564 78,600 135,457 112,411: 18,296 41,342
Old : 153,753: 43,694 11,611 22,200 69,564 78,600 135,457 112,411: 18,296 41,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -7,650: -3,620 1,746 -2,275 680 -3,385 -5,214 -3,914: -2,436 -3,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 7.6 14.4 45.2 51.1 88.1 73.1: 11.9 26.9
Old : 100.0: 28.4 7.6 14.4 45.2 51.1 88.1 73.1: 11.9 26.9
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 : 212: 57 39 49 74 101 154 169:
Old : 212: 57 39 49 74 101 154 169:
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 : 22.2 11.1 37.5 19.0 20.9 10.7 35.3 17.7
Old : 22.2 11.1 37.5 19.0 20.9 10.7 35.3 17.7
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, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,895: 2,189 188 540 748 3,501 3,478 4,230: 2,417 1,665
Old : 5,895: 2,189 188 540 748 3,501 3,478 4,230: 2,417 1,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -35: -89 -45 28 171 294 110 277: -145 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 3.2 9.2 12.7 59.4 59.0 71.8: 41.0 28.2
Old : 100.0: 37.1 3.2 9.2 12.7 59.4 59.0 71.8: 41.0 28.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 25 6 9 15 21 42 34:
Old : 56: 25 6 9 15 21 42 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 42.1 28.7 52.0 18.9 42.1 26.4 49.4
Old : 19.0 42.1 28.7 52.0 18.9 42.1 26.4 49.4
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, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 27,501: 6,765 1,666 6,580 9,319 5,766 22,663 14,011: 4,838 13,490
Old : 27,501: 6,765 1,666 6,580 9,319 5,766 22,663 14,011: 4,838 13,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 2,324: 754 232 680 970 380 2,404 1,292: -80 1,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 6.1 23.9 33.9 21.0 82.4 50.9: 17.6 49.1
Old : 100.0: 24.6 6.1 23.9 33.9 21.0 82.4 50.9: 17.6 49.1
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 : 124: 35 18 28 44 49 96 84:
Old : 124: 35 18 28 44 49 96 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 15.2 37.4 21.5 16.0 6.7 25.4 10.3
Old : 23.9 15.2 37.4 21.5 16.0 6.7 25.4 10.3
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 with Delta-adjusted Options and Futures Combined, February 15, 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 : 91,820: 10,928 16,608 2,300 49,377 53,437 62,605 72,345: 29,215 19,475
Old : 91,820: 10,928 16,608 2,300 49,377 53,437 62,605 72,345: 29,215 19,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 305: -31 -2,285 664 -299 3,645 334 2,023: -28 -1,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 18.1 2.5 53.8 58.2 68.2 78.8: 31.8 21.2
Old : 100.0: 11.9 18.1 2.5 53.8 58.2 68.2 78.8: 31.8 21.2
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 : 59: 14 13 5 24 21 41 36:
Old : 59: 14 13 5 24 21 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 : 28.0 38.4 41.0 53.0 25.3 38.4 37.5 52.9
Old : 28.0 38.4 41.0 53.0 25.3 38.4 37.5 52.9
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, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 53,571: 3,845 15,106 837 37,796 21,015 42,478 36,958: 11,093 16,613
Old : 53,571: 3,845 15,106 837 37,796 21,015 42,478 36,958: 11,093 16,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -4,069: 481 -5,439 305 -3,942 3,034 -3,155 -2,100: -914 -1,969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 28.2 1.6 70.6 39.2 79.3 69.0: 20.7 31.0
Old : 100.0: 7.2 28.2 1.6 70.6 39.2 79.3 69.0: 20.7 31.0
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 : 34: 6 11 2 15 7 22 19:
Old : 34: 6 11 2 15 7 22 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 : 47.8 46.5 62.3 59.7 47.4 46.4 61.9 58.8
Old : 47.8 46.5 62.3 59.7 47.4 46.4 61.9 58.8
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, February 15, 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 : 89,480: 64,107 8,266 316 14,232 76,132 78,655 84,715: 10,824 4,765
Old : 89,480: 64,107 8,266 316 14,232 76,132 78,655 84,715: 10,824 4,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 6,285: 5,768 1,534 -43 -539 3,930 5,186 5,421: 1,099 865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 9.2 0.4 15.9 85.1 87.9 94.7: 12.1 5.3
Old : 100.0: 71.6 9.2 0.4 15.9 85.1 87.9 94.7: 12.1 5.3
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 : 100: 55 12 3 17 23 75 35:
Old : 100: 55 12 3 17 23 75 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 53.0 50.7 73.0 32.0 52.8 50.7 72.8
Old : 32.0 53.0 50.7 73.0 32.0 52.8 50.7 72.8
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, February 15, 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 : 75,585: 26,976 4,749 966 25,271 56,638 53,213 62,353: 22,372 13,232
Old : 75,585: 26,976 4,749 966 25,271 56,638 53,213 62,353: 22,372 13,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 8,849: 11,786 -332 597 -3,728 10,777 8,655 11,042: 194 -2,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 6.3 1.3 33.4 74.9 70.4 82.5: 29.6 17.5
Old : 100.0: 35.7 6.3 1.3 33.4 74.9 70.4 82.5: 29.6 17.5
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 : 51: 21 9 3 13 14 36 24:
Old : 51: 21 9 3 13 14 36 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 : 25.0 50.1 37.2 70.5 22.6 49.4 34.3 65.5
Old : 25.0 50.1 37.2 70.5 22.6 49.4 34.3 65.5
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, February 15, 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 : 179,564: 12,658 36,368 3,752 132,009 114,738 148,419 154,858: 31,145 24,705
Old : 179,564: 12,658 36,368 3,752 132,009 114,738 148,419 154,858: 31,145 24,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -3,621: -7,221 2,145 1,498 7,904 -6,075 2,180 -2,432: -5,801 -1,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 20.3 2.1 73.5 63.9 82.7 86.2: 17.3 13.8
Old : 100.0: 7.0 20.3 2.1 73.5 63.9 82.7 86.2: 17.3 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 : 66: 15 18 8 25 25 44 47:
Old : 66: 15 18 8 25 25 44 47:
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 : 54.5 43.1 65.9 60.6 37.3 32.1 45.0 42.6
Old : 54.5 43.1 65.9 60.6 37.3 32.1 45.0 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 187,903: 24,795 28,434 16,729 87,790 86,926 129,314 132,089: 58,590 55,814
Old : 187,903: 24,795 28,434 16,729 87,790 86,926 129,314 132,089: 58,590 55,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -647: -48 -351 5,105 6,306 362 11,363 5,117: -12,010 -5,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 15.1 8.9 46.7 46.3 68.8 70.3: 31.2 29.7
Old : 100.0: 13.2 15.1 8.9 46.7 46.3 68.8 70.3: 31.2 29.7
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 : 98: 24 34 22 34 28 73 69:
Old : 98: 24 34 22 34 28 73 69:
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 : 21.6 20.6 32.0 35.4 17.8 19.0 25.3 28.8
Old : 21.6 20.6 32.0 35.4 17.8 19.0 25.3 28.8
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, February 15, 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 :11,671,779: 649,278 867,192 3,174,249 6,905,066 6,049,407 10,728,592 10,090,848: 943,186 1,580,931
Old :11,671,779: 649,278 867,192 3,174,249 6,905,066 6,049,407 10,728,592 10,090,848: 943,186 1,580,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 249,923: -48,543 -1,662 107,064 206,773 146,655 265,294 252,056: -15,371 -2,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 7.4 27.2 59.2 51.8 91.9 86.5: 8.1 13.5
Old : 100.0: 5.6 7.4 27.2 59.2 51.8 91.9 86.5: 8.1 13.5
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 : 262: 52 64 95 130 140 234 251:
Old : 262: 52 64 95 130 140 234 251:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 12.3 33.8 22.2 17.2 8.4 25.1 12.7
Old : 20.9 12.3 33.8 22.2 17.2 8.4 25.1 12.7
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, February 15, 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 : 741,669: 63,822 79,315 34,991 490,087 513,582 588,900 627,888: 152,769 113,781
Old : 741,669: 63,822 79,315 34,991 490,087 513,582 588,900 627,888: 152,769 113,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 10,619: 784 -1,284 5,537 7,822 4,769 14,142 9,022: -3,523 1,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 10.7 4.7 66.1 69.2 79.4 84.7: 20.6 15.3
Old : 100.0: 8.6 10.7 4.7 66.1 69.2 79.4 84.7: 20.6 15.3
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 : 206: 50 40 53 99 70 179 133:
Old : 206: 50 40 53 99 70 179 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 29.6 27.5 42.4 18.1 29.4 26.5 42.2
Old : 18.8 29.6 27.5 42.4 18.1 29.4 26.5 42.2
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, February 15, 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 : 957,767: 189,380 192,458 13,098 422,393 655,361 624,871 860,917: 332,896 96,850
Old : 957,767: 189,380 192,458 13,098 422,393 655,361 624,871 860,917: 332,896 96,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 66,776: 11,737 3,281 1,294 26,200 57,568 39,231 62,143: 27,545 4,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 20.1 1.4 44.1 68.4 65.2 89.9: 34.8 10.1
Old : 100.0: 19.8 20.1 1.4 44.1 68.4 65.2 89.9: 34.8 10.1
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 : 170: 36 55 23 57 56 111 116:
Old : 170: 36 55 23 57 56 111 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 32.4 27.8 46.2 16.1 30.9 25.3 42.4
Old : 17.7 32.4 27.8 46.2 16.1 30.9 25.3 42.4
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, February 15, 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 : 13,305: 1,607 0 0 5,840 11,747 7,447 11,747: 5,858 1,558
Old : 13,305: 1,607 0 0 5,840 11,747 7,447 11,747: 5,858 1,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -33: -162 0 0 -67 -82 -229 -82: 196 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 0.0 0.0 43.9 88.3 56.0 88.3: 44.0 11.7
Old : 100.0: 12.1 0.0 0.0 43.9 88.3 56.0 88.3: 44.0 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 0 0 14 12 17 12:
Old : 27: 3 0 0 14 12 17 12:
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 : 25.8 47.4 40.2 75.4 25.8 46.3 40.2 73.7
Old : 25.8 47.4 40.2 75.4 25.8 46.3 40.2 73.7
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 with Delta-adjusted Options and Futures Combined, February 15, 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 : 30,379: 2,814 5,650 226 22,898 18,517 25,938 24,393: 4,441 5,986
Old : 30,379: 2,814 5,650 226 22,898 18,517 25,938 24,393: 4,441 5,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -162: -221 155 15 -139 -1,030 -345 -860: 183 698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 18.6 0.7 75.4 61.0 85.4 80.3: 14.6 19.7
Old : 100.0: 9.3 18.6 0.7 75.4 61.0 85.4 80.3: 14.6 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 6 2 18 17 23 24:
Old : 39: 4 6 2 18 17 23 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 : 43.0 38.3 62.6 56.2 43.0 34.0 59.8 50.0
Old : 43.0 38.3 62.6 56.2 43.0 34.0 59.8 50.0
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, February 15, 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 : 79,646: 6,378 17,284 610 33,907 50,190 40,895 68,084: 38,750 11,562
Old : 79,646: 6,378 17,284 610 33,907 50,190 40,895 68,084: 38,750 11,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 137: 1,195 1,234 -409 168 -303 955 522: -818 -386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 21.7 0.8 42.6 63.0 51.3 85.5: 48.7 14.5
Old : 100.0: 8.0 21.7 0.8 42.6 63.0 51.3 85.5: 48.7 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 : 88: 17 21 8 38 28 59 53:
Old : 88: 17 21 8 38 28 59 53:
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 : 17.5 45.1 26.0 58.7 17.5 43.7 24.6 55.5
Old : 17.5 45.1 26.0 58.7 17.5 43.7 24.6 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 418,613: 101,881 95,144 4,511 280,421 156,905 386,813 256,560: 31,799 162,053
Old : 418,613: 101,881 95,144 4,511 280,421 156,905 386,813 256,560: 31,799 162,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 35,109: 16,344 -18,123 2,031 15,493 42,924 33,868 26,832: 1,241 8,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 22.7 1.1 67.0 37.5 92.4 61.3: 7.6 38.7
Old : 100.0: 24.3 22.7 1.1 67.0 37.5 92.4 61.3: 7.6 38.7
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 : 189: 60 60 16 47 39 114 108:
Old : 189: 60 60 16 47 39 114 108:
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 : 46.4 25.8 64.4 35.0 41.2 22.1 58.4 27.4
Old : 46.4 25.8 64.4 35.0 41.2 22.1 58.4 27.4
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, February 15, 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 : 90,976: 44,349 7,919 579 15,648 73,553 60,576 82,050: 30,400 8,926
Old : 90,976: 44,349 7,919 579 15,648 73,553 60,576 82,050: 30,400 8,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 12,219: 8,354 -653 39 -1,339 12,551 7,054 11,937: 5,165 282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 8.7 0.6 17.2 80.8 66.6 90.2: 33.4 9.8
Old : 100.0: 48.7 8.7 0.6 17.2 80.8 66.6 90.2: 33.4 9.8
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: 19 3 2 10 21 29 26:
Old : 47: 19 3 2 10 21 29 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 : 33.8 50.3 46.8 72.0 33.8 50.3 46.8 71.8
Old : 33.8 50.3 46.8 72.0 33.8 50.3 46.8 71.8
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, February 15, 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 : 27,342: 1,264 10,812 74 18,786 12,205 20,124 23,091: 7,218 4,250
Old : 27,342: 1,264 10,812 74 18,786 12,205 20,124 23,091: 7,218 4,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 2,502: 331 1,300 74 1,881 1,023 2,286 2,397: 216 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 39.5 0.3 68.7 44.6 73.6 84.5: 26.4 15.5
Old : 100.0: 4.6 39.5 0.3 68.7 44.6 73.6 84.5: 26.4 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 : 55: 4 13 1 27 18 32 31:
Old : 55: 4 13 1 27 18 32 31:
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 : 34.4 48.2 46.6 58.5 25.1 41.3 37.1 51.0
Old : 34.4 48.2 46.6 58.5 25.1 41.3 37.1 51.0
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, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 177,873: 39,468 28,423 611 125,200 134,501 165,279 163,535: 12,594 14,338
Old : 177,873: 39,468 28,423 611 125,200 134,501 165,279 163,535: 12,594 14,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 15,939: 6,165 1,938 -101 5,770 15,362 11,834 17,199: 4,105 -1,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 16.0 0.3 70.4 75.6 92.9 91.9: 7.1 8.1
Old : 100.0: 22.2 16.0 0.3 70.4 75.6 92.9 91.9: 7.1 8.1
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 : 97: 16 28 4 29 39 48 68:
Old : 97: 16 28 4 29 39 48 68:
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 : 58.3 40.4 72.4 55.5 54.3 39.6 67.7 53.6
Old : 58.3 40.4 72.4 55.5 54.3 39.6 67.7 53.6
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, February 15, 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 : 39,270: 9,855 9,229 1,010 15,348 22,426 26,213 32,665: 13,057 6,605
Old : 39,270: 9,855 9,229 1,010 15,348 22,426 26,213 32,665: 13,057 6,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 1,483: 377 1,202 0 1,517 233 1,894 1,435: -411 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 23.5 2.6 39.1 57.1 66.8 83.2: 33.2 16.8
Old : 100.0: 25.1 23.5 2.6 39.1 57.1 66.8 83.2: 33.2 16.8
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 : 69: 18 17 4 15 20 36 40:
Old : 69: 18 17 4 15 20 36 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 : 22.0 31.0 35.2 46.7 19.2 30.0 30.9 42.6
Old : 22.0 31.0 35.2 46.7 19.2 30.0 30.9 42.6
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, February 15, 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 : 119,912: 400 6,915 2,521 59,361 78,949 62,282 88,385: 57,630 31,527
Old : 119,912: 400 6,915 2,521 59,361 78,949 62,282 88,385: 57,630 31,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 20: -37 579 -396 -304 5,558 -737 5,741: 757 -5,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 5.8 2.1 49.5 65.8 51.9 73.7: 48.1 26.3
Old : 100.0: 0.3 5.8 2.1 49.5 65.8 51.9 73.7: 48.1 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 : 50: 2 16 4 21 28 27 45:
Old : 50: 2 16 4 21 28 27 45:
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 : 41.3 51.9 46.6 58.9 5.7 18.2 7.3 23.2
Old : 41.3 51.9 46.6 58.9 5.7 18.2 7.3 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 18, 2005