MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 28,799: 1,731 2,092 4,587 15,522 14,673 21,839 21,352: 6,960 7,448
Old : 28,799: 1,731 2,092 4,587 15,522 14,673 21,839 21,352: 6,960 7,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,338: 268 -1 33 745 586 1,046 618: 293 720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 7.3 15.9 53.9 51.0 75.8 74.1: 24.2 25.9
Old : 100.0: 6.0 7.3 15.9 53.9 51.0 75.8 74.1: 24.2 25.9
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: 13 4 12 24 19 39 33:
Old : 45: 13 4 12 24 19 39 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 : 40.0 28.2 54.6 48.3 36.7 25.3 43.6 39.5
Old : 40.0 28.2 54.6 48.3 36.7 25.3 43.6 39.5
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, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 95,905: 15,478 5,254 21,647 42,441 38,449 79,567 65,351: 16,339 30,555
Old : 90,224: 15,411 5,232 20,258 39,858 36,572 75,527 62,061: 14,697 28,163
Other: 5,681: 1,361 1,317 96 2,583 1,877 4,040 3,290: 1,642 2,392
: : :
: : Changes in Commitments from: April 12, 2005 :
: -2,687: -221 -113 158 -1,283 -1,625 -1,346 -1,580: -1,342 -1,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 5.5 22.6 44.3 40.1 83.0 68.1: 17.0 31.9
Old : 100.0: 17.1 5.8 22.5 44.2 40.5 83.7 68.8: 16.3 31.2
Other: 100.0: 24.0 23.2 1.7 45.5 33.0 71.1 57.9: 28.9 42.1
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 35 35 54 26 30 101 96:
Old : 130: 35 35 54 26 30 101 96:
Other: 29: 8 5 6 5 12 16 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 18.7 39.7 29.7 27.9 18.3 38.0 26.9
Old : 29.7 18.8 42.2 30.4 29.7 18.3 40.2 29.5
Other: 62.5 39.7 68.8 50.5 60.9 39.7 66.6 50.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 3,069: 184 970 322 1,590 802 2,097 2,094: 972 974
Old : 3,050: 184 970 320 1,574 797 2,079 2,087: 971 962
Other: 19: 1 1 1 16 5 18 7: 1 12
: : :
: : Changes in Commitments from: April 12, 2005 :
: 631: -9 440 202 23 48 216 690: 414 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 31.6 10.5 51.8 26.1 68.3 68.3: 31.7 31.7
Old : 100.0: 6.0 31.8 10.5 51.6 26.1 68.2 68.4: 31.8 31.6
Other: 100.0: 5.3 5.3 5.3 84.2 26.3 94.7 36.8: 5.3 63.2
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 7 11 6 10 4 20 18:
Old : 30: 7 11 6 10 4 20 18:
Other: 4: 1 1 1 2 1 3 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 42.2 54.5 56.0 34.8 38.0 41.7 45.6
Old : 41.2 42.5 54.3 56.4 34.6 38.2 41.5 45.9
Other: 94.7 36.8 94.7 36.8 84.2 26.3 84.2 26.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 150,637: 41,120 10,440 19,206 72,721 80,513 133,046 110,159: 17,590 40,478
Old : 150,637: 41,120 10,440 19,206 72,721 80,513 133,046 110,159: 17,590 40,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 2: -2,179 977 2,028 1,641 -2,375 1,490 630: -1,488 -628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 6.9 12.7 48.3 53.4 88.3 73.1: 11.7 26.9
Old : 100.0: 27.3 6.9 12.7 48.3 53.4 88.3 73.1: 11.7 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 : 215: 55 31 45 79 109 161 166:
Old : 215: 55 31 45 79 109 161 166:
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 : 21.3 15.7 36.1 24.9 21.3 15.5 33.7 23.9
Old : 21.3 15.7 36.1 24.9 21.3 15.5 33.7 23.9
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, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,929: 1,393 295 437 1,288 2,939 3,117 3,670: 1,812 1,258
Old : 4,929: 1,393 295 437 1,288 2,939 3,117 3,670: 1,812 1,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -317: -72 -10 0 32 -54 -40 -65: -277 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 6.0 8.9 26.1 59.6 63.2 74.5: 36.8 25.5
Old : 100.0: 28.3 6.0 8.9 26.1 59.6 63.2 74.5: 36.8 25.5
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 : 47: 17 9 10 15 17 37 31:
Old : 47: 17 9 10 15 17 37 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 : 20.5 45.4 32.6 55.4 20.3 45.4 29.0 54.1
Old : 20.5 45.4 32.6 55.4 20.3 45.4 29.0 54.1
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, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 31,001: 10,542 1,493 6,089 9,167 7,786 25,798 15,367: 5,203 15,633
Old : 31,001: 10,542 1,493 6,089 9,167 7,786 25,798 15,367: 5,203 15,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -900: 61 411 -1,939 999 99 -879 -1,429: -21 529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 4.8 19.6 29.6 25.1 83.2 49.6: 16.8 50.4
Old : 100.0: 34.0 4.8 19.6 29.6 25.1 83.2 49.6: 16.8 50.4
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 : 147: 52 18 23 48 54 112 86:
Old : 147: 52 18 23 48 54 112 86:
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 : 18.1 13.7 30.9 19.6 15.5 5.8 24.3 10.1
Old : 18.1 13.7 30.9 19.6 15.5 5.8 24.3 10.1
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, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 82,796: 13,571 29,926 2,197 38,494 31,993 54,262 64,116: 28,534 18,680
Old : 82,796: 13,571 29,926 2,197 38,494 31,993 54,262 64,116: 28,534 18,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 7,551: -2,348 6,600 297 12,560 -181 10,509 6,715: -2,958 836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 36.1 2.7 46.5 38.6 65.5 77.4: 34.5 22.6
Old : 100.0: 16.4 36.1 2.7 46.5 38.6 65.5 77.4: 34.5 22.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 18 15 6 24 21 45 39:
Old : 69: 18 15 6 24 21 45 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 27.6 35.7 45.2 23.4 27.6 34.1 45.1
Old : 23.4 27.6 35.7 45.2 23.4 27.6 34.1 45.1
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, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 36,435: 3,585 15,306 1 22,706 6,612 26,292 21,919: 10,142 14,516
Old : 36,435: 3,585 15,306 1 22,706 6,612 26,292 21,919: 10,142 14,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -9,809: 1,908 -9,135 0 -11,902 1,007 -9,994 -8,128: 184 -1,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 42.0 0.0 62.3 18.1 72.2 60.2: 27.8 39.8
Old : 100.0: 9.8 42.0 0.0 62.3 18.1 72.2 60.2: 27.8 39.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 12 1 10 7 16 19:
Old : 32: 5 12 1 10 7 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 28.6 60.3 43.4 42.2 28.6 56.7 42.0
Old : 42.2 28.6 60.3 43.4 42.2 28.6 56.7 42.0
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, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 92,869: 64,842 4,155 57 19,915 86,290 84,814 90,503: 8,056 2,367
Old : 92,869: 64,842 4,155 57 19,915 86,290 84,814 90,503: 8,056 2,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 14,596: 13,161 147 0 2,564 15,611 15,725 15,759: -1,129 -1,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 4.5 0.1 21.4 92.9 91.3 97.5: 8.7 2.5
Old : 100.0: 69.8 4.5 0.1 21.4 92.9 91.3 97.5: 8.7 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 53 10 2 18 18 72 29:
Old : 94: 53 10 2 18 18 72 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 58.5 47.9 81.5 31.4 58.3 47.9 81.3
Old : 31.4 58.5 47.9 81.5 31.4 58.3 47.9 81.3
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, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 90,663: 32,334 6,440 2,902 34,729 68,907 69,964 78,249: 20,699 12,414
Old : 90,663: 32,334 6,440 2,902 34,729 68,907 69,964 78,249: 20,699 12,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 5,330: 6,591 185 1,370 -3,563 4,221 4,398 5,776: 932 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 7.1 3.2 38.3 76.0 77.2 86.3: 22.8 13.7
Old : 100.0: 35.7 7.1 3.2 38.3 76.0 77.2 86.3: 22.8 13.7
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 : 59: 21 11 6 19 15 44 28:
Old : 59: 21 11 6 19 15 44 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 54.7 42.9 71.1 28.5 53.9 42.2 70.2
Old : 29.2 54.7 42.9 71.1 28.5 53.9 42.2 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 168,663: 6,875 61,295 2,925 131,762 75,701 141,561 139,920: 27,102 28,743
Old : 168,663: 6,875 61,295 2,925 131,762 75,701 141,561 139,920: 27,102 28,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 8,974: -3,507 6,163 -2,304 15,293 8,725 9,482 12,583: -508 -3,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 36.3 1.7 78.1 44.9 83.9 83.0: 16.1 17.0
Old : 100.0: 4.1 36.3 1.7 78.1 44.9 83.9 83.0: 16.1 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 14 32 8 30 27 47 64:
Old : 87: 14 32 8 30 27 47 64:
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 : 51.1 34.9 66.6 46.2 44.8 27.1 54.3 36.8
Old : 51.1 34.9 66.6 46.2 44.8 27.1 54.3 36.8
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, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 151,931: 22,159 17,715 18,319 63,614 74,281 104,091 110,315: 47,840 41,617
Old : 151,931: 22,159 17,715 18,319 63,614 74,281 104,091 110,315: 47,840 41,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -4,746: -3,722 -5,917 4,468 -1,586 -342 -840 -1,791: -3,906 -2,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 11.7 12.1 41.9 48.9 68.5 72.6: 31.5 27.4
Old : 100.0: 14.6 11.7 12.1 41.9 48.9 68.5 72.6: 31.5 27.4
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 : 93: 26 30 26 32 27 75 66:
Old : 93: 26 30 26 32 27 75 66:
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 28.4 31.8 41.9 20.3 26.9 28.2 34.9
Old : 21.8 28.4 31.8 41.9 20.3 26.9 28.2 34.9
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, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 67,548: 31,057 0 58 33,394 60,770 64,509 60,828: 3,039 6,720
Old : 67,548: 31,057 0 58 33,394 60,770 64,509 60,828: 3,039 6,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -27,220: -4,057 -2,277 58 -21,563 -23,043 -25,562 -25,262: -1,658 -1,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 0.0 0.1 49.4 90.0 95.5 90.1: 4.5 9.9
Old : 100.0: 46.0 0.0 0.1 49.4 90.0 95.5 90.1: 4.5 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 0 1 13 18 16 19:
Old : 25: 3 0 1 13 18 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 62.8 89.6 75.6 68.6 61.5 83.3 72.6
Old : 72.8 62.8 89.6 75.6 68.6 61.5 83.3 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :12,915,508: 569,490 636,503 3,900,555 7,284,821 6,682,173 11,754,866 11,219,231: 1,160,642 1,696,277
Old :12,915,508: 569,490 636,503 3,900,555 7,284,821 6,682,173 11,754,866 11,219,231: 1,160,642 1,696,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -542,306: -62,496 -403,787 -174,532 -412,554 40,976 -649,582 -537,342: 107,276 -4,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 4.9 30.2 56.4 51.7 91.0 86.9: 9.0 13.1
Old : 100.0: 4.4 4.9 30.2 56.4 51.7 91.0 86.9: 9.0 13.1
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 : 274: 53 77 108 127 135 246 258:
Old : 274: 53 77 108 127 135 246 258:
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 : 20.0 15.1 33.1 25.8 17.8 9.1 23.1 13.0
Old : 20.0 15.1 33.1 25.8 17.8 9.1 23.1 13.0
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, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 746,173: 64,980 79,518 46,549 495,134 508,944 606,662 635,011: 139,510 111,162
Old : 746,173: 64,980 79,518 46,549 495,134 508,944 606,662 635,011: 139,510 111,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 17,521: 2,890 1,667 9,553 6,330 11,822 18,773 23,043: -1,252 -5,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 10.7 6.2 66.4 68.2 81.3 85.1: 18.7 14.9
Old : 100.0: 8.7 10.7 6.2 66.4 68.2 81.3 85.1: 18.7 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 50 40 54 100 69 180 133:
Old : 210: 50 40 54 100 69 180 133:
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 : 18.7 30.6 26.7 43.4 18.0 30.4 25.6 43.2
Old : 18.7 30.6 26.7 43.4 18.0 30.4 25.6 43.2
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, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 996,609: 206,498 221,386 21,048 451,330 649,548 678,876 891,982: 317,733 104,627
Old : 996,609: 206,498 221,386 21,048 451,330 649,548 678,876 891,982: 317,733 104,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 92,154: 35,901 29,818 3,349 68,726 40,393 107,976 73,559: -15,822 18,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 22.2 2.1 45.3 65.2 68.1 89.5: 31.9 10.5
Old : 100.0: 20.7 22.2 2.1 45.3 65.2 68.1 89.5: 31.9 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 44 53 26 51 61 107 128:
Old : 184: 44 53 26 51 61 107 128:
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 : 21.9 28.9 31.3 39.7 17.2 24.3 24.8 34.1
Old : 21.9 28.9 31.3 39.7 17.2 24.3 24.8 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 11,814: 725 1,271 0 5,797 9,292 6,522 10,563: 5,292 1,251
Old : 11,814: 725 1,271 0 5,797 9,292 6,522 10,563: 5,292 1,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 25: 0 -2 0 -243 271 -243 269: 268 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 10.8 0.0 49.1 78.7 55.2 89.4: 44.8 10.6
Old : 100.0: 6.1 10.8 0.0 49.1 78.7 55.2 89.4: 44.8 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 3 0 11 13 12 16:
Old : 27: 1 3 0 11 13 12 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 40.1 45.3 65.7 28.1 40.1 43.9 65.7
Old : 29.6 40.1 45.3 65.7 28.1 40.1 43.9 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 27,412: 5,633 495 99 17,480 18,074 23,212 18,668: 4,200 8,744
Old : 27,412: 5,633 495 99 17,480 18,074 23,212 18,668: 4,200 8,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 3,168: -166 -684 -19 4,181 1,802 3,996 1,099: -828 2,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 1.8 0.4 63.8 65.9 84.7 68.1: 15.3 31.9
Old : 100.0: 20.5 1.8 0.4 63.8 65.9 84.7 68.1: 15.3 31.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 9 2 1 18 18 27 21:
Old : 41: 9 2 1 18 18 27 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 40.0 56.8 55.9 38.2 37.3 56.6 53.2
Old : 38.2 40.0 56.8 55.9 38.2 37.3 56.6 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 58,155: 5,332 18,413 128 36,133 26,141 41,593 44,681: 16,562 13,474
Old : 58,155: 5,332 18,413 128 36,133 26,141 41,593 44,681: 16,562 13,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 5,518: 1,117 1,655 19 -134 -481 1,003 1,193: 4,515 4,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 31.7 0.2 62.1 44.9 71.5 76.8: 28.5 23.2
Old : 100.0: 9.2 31.7 0.2 62.1 44.9 71.5 76.8: 28.5 23.2
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 : 92: 15 25 3 36 31 52 58:
Old : 92: 15 25 3 36 31 52 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 24.4 43.1 39.6 30.2 21.2 39.4 36.3
Old : 31.5 24.4 43.1 39.6 30.2 21.2 39.4 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 327,886: 79,950 148,482 1,327 197,095 128,866 278,373 278,675: 49,514 49,211
Old : 327,886: 79,950 148,482 1,327 197,095 128,866 278,373 278,675: 49,514 49,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 45,308: 1,769 30,141 -1,045 29,251 3,688 29,975 32,783: 15,333 12,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 45.3 0.4 60.1 39.3 84.9 85.0: 15.1 15.0
Old : 100.0: 24.4 45.3 0.4 60.1 39.3 84.9 85.0: 15.1 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 46 75 8 50 37 100 116:
Old : 194: 46 75 8 50 37 100 116:
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 : 36.4 28.3 52.5 40.0 34.0 22.1 45.5 31.8
Old : 36.4 28.3 52.5 40.0 34.0 22.1 45.5 31.8
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, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 91,345: 21,168 5,218 6,487 40,755 64,952 68,410 76,657: 22,935 14,688
Old : 91,345: 21,168 5,218 6,487 40,755 64,952 68,410 76,657: 22,935 14,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -523: -5,388 1,134 -1,353 2,941 -5,275 -3,800 -5,495: 3,277 4,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 5.7 7.1 44.6 71.1 74.9 83.9: 25.1 16.1
Old : 100.0: 23.2 5.7 7.1 44.6 71.1 74.9 83.9: 25.1 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 11 9 6 19 16 35 26:
Old : 46: 11 9 6 19 16 35 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 : 42.4 57.4 52.3 68.9 38.9 56.2 48.3 65.6
Old : 42.4 57.4 52.3 68.9 38.9 56.2 48.3 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 33,003: 1,121 12,464 5 27,318 15,415 28,444 27,884: 4,560 5,120
Old : 33,003: 1,121 12,464 5 27,318 15,415 28,444 27,884: 4,560 5,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,853: -71 1,614 5 1,830 432 1,764 2,051: 88 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 37.8 0.0 82.8 46.7 86.2 84.5: 13.8 15.5
Old : 100.0: 3.4 37.8 0.0 82.8 46.7 86.2 84.5: 13.8 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 2 13 1 26 28 29 41:
Old : 60: 2 13 1 26 28 29 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 36.9 66.6 48.0 54.3 36.6 65.1 47.7
Old : 55.5 36.9 66.6 48.0 54.3 36.6 65.1 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 196,726: 50,553 28,627 1,810 136,756 154,776 189,119 185,213: 7,607 11,513
Old : 196,726: 50,553 28,627 1,810 136,756 154,776 189,119 185,213: 7,607 11,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 19,561: 7,157 -1,629 118 14,968 21,673 22,243 20,162: -2,683 -602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 14.6 0.9 69.5 78.7 96.1 94.1: 3.9 5.9
Old : 100.0: 25.7 14.6 0.9 69.5 78.7 96.1 94.1: 3.9 5.9
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 : 105: 18 33 9 30 40 52 78:
Old : 105: 18 33 9 30 40 52 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 37.9 69.8 53.3 53.0 34.2 66.6 49.5
Old : 55.8 37.9 69.8 53.3 53.0 34.2 66.6 49.5
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, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 38,335: 10,069 8,289 235 16,220 21,397 26,524 29,921: 11,811 8,414
Old : 38,335: 10,069 8,289 235 16,220 21,397 26,524 29,921: 11,811 8,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,933: -1,359 -1,998 -42 1,611 2,724 210 684: 1,723 1,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 21.6 0.6 42.3 55.8 69.2 78.1: 30.8 21.9
Old : 100.0: 26.3 21.6 0.6 42.3 55.8 69.2 78.1: 30.8 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 : 74: 22 13 2 18 24 42 38:
Old : 74: 22 13 2 18 24 42 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 28.9 33.9 43.3 22.4 26.0 32.6 40.2
Old : 22.4 28.9 33.9 43.3 22.4 26.0 32.6 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 27,632: 8,989 904 15 12,743 1,626 21,747 2,545: 5,885 25,087
Old : 27,632: 8,989 904 15 12,743 1,626 21,747 2,545: 5,885 25,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 3.3 0.1 46.1 5.9 78.7 9.2: 21.3 90.8
Old : 100.0: 32.5 3.3 0.1 46.1 5.9 78.7 9.2: 21.3 90.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 3 1 9 3 17 7:
Old : 22: 8 3 1 9 3 17 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 7.9 69.3 9.2 55.8 7.9 69.3 8.7
Old : 55.8 7.9 69.3 9.2 55.8 7.9 69.3 8.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 69,633: 5,667 4,144 579 51,903 22,773 58,149 27,496: 11,484 42,137
Old : 69,633: 5,667 4,144 579 51,903 22,773 58,149 27,496: 11,484 42,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 7: 2,172 -1,218 -365 -1,445 -61 362 -1,644: -355 1,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 6.0 0.8 74.5 32.7 83.5 39.5: 16.5 60.5
Old : 100.0: 8.1 6.0 0.8 74.5 32.7 83.5 39.5: 16.5 60.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 12 2 19 25 23 39:
Old : 46: 3 12 2 19 25 23 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 17.7 75.0 25.6 57.7 10.0 62.5 15.2
Old : 66.3 17.7 75.0 25.6 57.7 10.0 62.5 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 22, 2005