MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 4, 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 : 20,806: 1,686 1,937 1,066 15,969 14,041 18,721 17,044: 2,085 3,762
Old : 20,806: 1,686 1,937 1,066 15,969 14,041 18,721 17,044: 2,085 3,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -3,324: -2,520 -219 -79 -707 -2,522 -3,306 -2,820: -18 -504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 9.3 5.1 76.8 67.5 90.0 81.9: 10.0 18.1
Old : 100.0: 8.1 9.3 5.1 76.8 67.5 90.0 81.9: 10.0 18.1
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 : 76: 15 10 12 30 32 51 48:
Old : 76: 15 10 12 30 32 51 48:
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 : 55.9 30.7 67.3 47.2 55.9 30.3 64.3 45.9
Old : 55.9 30.7 67.3 47.2 55.9 30.3 64.3 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 4, 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 : 105,414: 28,157 7,804 17,456 39,031 43,762 84,644 69,022: 20,770 36,392
Old : 104,907: 28,191 7,804 17,422 38,853 43,646 84,466 68,872: 20,441 36,035
Other: 507: 0 34 0 178 116 178 150: 329 357
: : :
: : Changes in Commitments from: December 28, 2004 :
: 9,322: 3,787 612 2,779 943 2,216 7,509 5,607: 1,813 3,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 7.4 16.6 37.0 41.5 80.3 65.5: 19.7 34.5
Old : 100.0: 26.9 7.4 16.6 37.0 41.6 80.5 65.7: 19.5 34.3
Other: 100.0: 0.0 6.7 0.0 35.1 22.9 35.1 29.6: 64.9 70.4
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 59 33 46 25 36 121 89:
Old : 151: 59 33 46 24 36 120 89:
Other: 8: 0 1 0 5 3 5 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 23.7 34.5 31.9 24.2 22.8 34.0 29.9
Old : 24.4 23.9 34.7 32.1 24.4 23.1 34.2 30.2
Other: 34.9 29.6 35.1 29.6 32.5 27.2 32.7 27.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 4, 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 : 1,980: 439 543 108 874 351 1,421 1,002: 559 978
Old : 1,980: 439 543 108 874 351 1,421 1,002: 559 978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 27: -112 121 -42 149 39 -5 118: 32 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 27.4 5.5 44.1 17.7 71.8 50.6: 28.2 49.4
Old : 100.0: 22.2 27.4 5.5 44.1 17.7 71.8 50.6: 28.2 49.4
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 : 26: 5 13 2 7 3 14 16:
Old : 26: 5 13 2 7 3 14 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 : 46.7 27.4 64.1 40.8 46.5 24.3 57.2 32.6
Old : 46.7 27.4 64.1 40.8 46.5 24.3 57.2 32.6
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 - Futures Only, January 4, 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 : 136,358: 36,088 15,084 18,419 66,592 74,233 121,099 107,736: 15,259 28,622
Old : 136,358: 36,088 15,084 18,419 66,592 74,233 121,099 107,736: 15,259 28,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 2,462: -2,909 -354 2,234 2,855 3,289 2,180 5,169: 282 -2,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 11.1 13.5 48.8 54.4 88.8 79.0: 11.2 21.0
Old : 100.0: 26.5 11.1 13.5 48.8 54.4 88.8 79.0: 11.2 21.0
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 : 195: 51 37 38 40 95 110 154:
Old : 195: 51 37 38 40 95 110 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 15.8 44.0 26.3 22.1 10.8 35.1 18.7
Old : 25.2 15.8 44.0 26.3 22.1 10.8 35.1 18.7
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 - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,628: 1,238 625 138 507 1,801 1,883 2,564: 1,745 1,064
Old : 3,628: 1,238 625 138 507 1,801 1,883 2,564: 1,745 1,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -247: 424 -67 -71 -301 245 52 107: -299 -354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 17.2 3.8 14.0 49.6 51.9 70.7: 48.1 29.3
Old : 100.0: 34.1 17.2 3.8 14.0 49.6 51.9 70.7: 48.1 29.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 19 4 7 9 14 30 24:
Old : 40: 19 4 7 9 14 30 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 : 18.3 45.5 28.9 56.9 17.3 45.5 27.3 56.5
Old : 18.3 45.5 28.9 56.9 17.3 45.5 27.3 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 4, 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 : 16,972: 4,590 3,075 1,556 6,750 3,433 12,896 8,064: 4,076 8,908
Old : 16,972: 4,590 3,075 1,556 6,750 3,433 12,896 8,064: 4,076 8,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 945: 922 374 91 229 572 1,242 1,037: -297 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 18.1 9.2 39.8 20.2 76.0 47.5: 24.0 52.5
Old : 100.0: 27.0 18.1 9.2 39.8 20.2 76.0 47.5: 24.0 52.5
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 : 91: 21 22 14 29 29 59 58:
Old : 91: 21 22 14 29 29 59 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 : 22.7 14.2 36.2 21.9 22.6 11.7 33.1 16.9
Old : 22.7 14.2 36.2 21.9 22.6 11.7 33.1 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 4, 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 : 71,055: 20,448 10,786 341 20,814 47,151 41,603 58,278: 29,452 12,777
Old : 71,055: 20,448 10,786 341 20,814 47,151 41,603 58,278: 29,452 12,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 4,884: 1,233 -2,295 -25 3,215 5,926 4,423 3,606: 461 1,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 15.2 0.5 29.3 66.4 58.6 82.0: 41.4 18.0
Old : 100.0: 28.8 15.2 0.5 29.3 66.4 58.6 82.0: 41.4 18.0
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 : 55: 19 9 1 19 16 38 26:
Old : 55: 19 9 1 19 16 38 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 46.0 32.7 62.4 19.6 46.0 30.9 62.0
Old : 20.3 46.0 32.7 62.4 19.6 46.0 30.9 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 4, 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 : 50,988: 19,388 7,893 2 12,266 33,078 31,656 40,973: 19,332 10,015
Old : 50,988: 19,388 7,893 2 12,266 33,078 31,656 40,973: 19,332 10,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -9,294: -14,340 -846 2 4,311 -11,497 -10,027 -12,341: 733 3,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 15.5 0.0 24.1 64.9 62.1 80.4: 37.9 19.6
Old : 100.0: 38.0 15.5 0.0 24.1 64.9 62.1 80.4: 37.9 19.6
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 : 32: 14 3 1 12 6 26 10:
Old : 32: 14 3 1 12 6 26 10:
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 : 20.4 63.3 34.0 79.6 20.4 63.3 34.0 79.5
Old : 20.4 63.3 34.0 79.6 20.4 63.3 34.0 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 4, 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 : 74,868: 42,781 9,870 611 21,367 57,261 64,759 67,742: 10,109 7,126
Old : 74,868: 42,781 9,870 611 21,367 57,261 64,759 67,742: 10,109 7,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -10,737: -11,339 3,817 -55 527 -15,431 -10,867 -11,669: 130 932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 13.2 0.8 28.5 76.5 86.5 90.5: 13.5 9.5
Old : 100.0: 57.1 13.2 0.8 28.5 76.5 86.5 90.5: 13.5 9.5
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 : 83: 43 11 3 16 15 62 27:
Old : 83: 43 11 3 16 15 62 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 59.0 49.6 73.7 34.0 58.1 49.6 72.8
Old : 34.0 59.0 49.6 73.7 34.0 58.1 49.6 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 - Futures Only, January 4, 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 : 75,999: 24,458 11,935 13 27,277 51,423 51,748 63,371: 24,251 12,628
Old : 75,999: 24,458 11,935 13 27,277 51,423 51,748 63,371: 24,251 12,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,645: -8,673 -1,045 13 7,692 -2,152 -968 -3,184: -677 1,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 15.7 0.0 35.9 67.7 68.1 83.4: 31.9 16.6
Old : 100.0: 32.2 15.7 0.0 35.9 67.7 68.1 83.4: 31.9 16.6
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 : 48: 22 6 1 12 13 34 20:
Old : 48: 22 6 1 12 13 34 20:
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 : 26.6 55.6 39.2 77.1 26.6 55.6 38.3 74.1
Old : 26.6 55.6 39.2 77.1 26.6 55.6 38.3 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 4, 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 : 155,870: 33,972 11,252 125 88,489 126,703 122,586 138,080: 33,284 17,790
Old : 155,870: 33,972 11,252 125 88,489 126,703 122,586 138,080: 33,284 17,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 5,382: -5,268 -235 -52 14,201 2,521 8,881 2,234: -3,499 3,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 7.2 0.1 56.8 81.3 78.6 88.6: 21.4 11.4
Old : 100.0: 21.8 7.2 0.1 56.8 81.3 78.6 88.6: 21.4 11.4
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 : 71: 30 13 2 21 18 51 33:
Old : 71: 30 13 2 21 18 51 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 : 41.6 64.6 54.8 75.6 33.8 53.4 42.7 61.5
Old : 41.6 64.6 54.8 75.6 33.8 53.4 42.7 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 4, 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 : 141,191: 35,806 24,735 1,315 37,380 63,543 74,501 89,593: 66,690 51,598
Old : 141,191: 35,806 24,735 1,315 37,380 63,543 74,501 89,593: 66,690 51,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -6,496: -8,720 -2,977 -32 -5,245 -2,456 -13,997 -5,465: 7,501 -1,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 17.5 0.9 26.5 45.0 52.8 63.5: 47.2 36.5
Old : 100.0: 25.4 17.5 0.9 26.5 45.0 52.8 63.5: 47.2 36.5
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 : 93: 36 21 6 28 20 67 44:
Old : 93: 36 21 6 28 20 67 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 30.5 21.2 46.2 13.1 30.0 20.9 43.0
Old : 13.1 30.5 21.2 46.2 13.1 30.0 20.9 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 4, 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 : 44,005: 9,405 0 575 32,159 39,754 42,139 40,329: 1,866 3,676
Old : 44,005: 9,405 0 575 32,159 39,754 42,139 40,329: 1,866 3,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 3,348: -781 0 475 3,945 2,872 3,639 3,347: -291 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 0.0 1.3 73.1 90.3 95.8 91.6: 4.2 8.4
Old : 100.0: 21.4 0.0 1.3 73.1 90.3 95.8 91.6: 4.2 8.4
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 : 38: 3 0 1 19 25 22 26:
Old : 38: 3 0 1 19 25 22 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 : 50.9 40.0 72.6 57.1 49.1 31.0 61.0 45.4
Old : 50.9 40.0 72.6 57.1 49.1 31.0 61.0 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 4, 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 : 6,781,109: 601,088 1,054,903 874,987 4,862,607 4,159,113 6,338,682 6,089,003: 442,427 692,106
Old : 6,781,109: 601,088 1,054,903 874,987 4,862,607 4,159,113 6,338,682 6,089,003: 442,427 692,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 154,166: 7,460 103,822 -79,085 178,683 89,524 107,058 114,261: 47,108 39,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 15.6 12.9 71.7 61.3 93.5 89.8: 6.5 10.2
Old : 100.0: 8.9 15.6 12.9 71.7 61.3 93.5 89.8: 6.5 10.2
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 : 395: 67 104 117 170 195 306 363:
Old : 395: 67 104 117 170 195 306 363:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 13.9 48.1 22.8 27.8 12.3 41.4 18.7
Old : 30.4 13.9 48.1 22.8 27.8 12.3 41.4 18.7
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 - Futures Only, January 4, 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 : 680,110: 60,758 59,268 3,900 456,255 505,042 520,913 568,210: 159,197 111,900
Old : 680,110: 60,758 59,268 3,900 456,255 505,042 520,913 568,210: 159,197 111,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 12,899: 4,431 -723 1,349 2,371 1,377 8,151 2,003: 4,748 10,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 8.7 0.6 67.1 74.3 76.6 83.5: 23.4 16.5
Old : 100.0: 8.9 8.7 0.6 67.1 74.3 76.6 83.5: 23.4 16.5
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 : 185: 34 35 11 88 66 129 105:
Old : 185: 34 35 11 88 66 129 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 31.4 30.3 45.7 20.0 31.4 29.3 45.6
Old : 20.8 31.4 30.3 45.7 20.0 31.4 29.3 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 4, 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 : 800,333: 205,452 95,155 13,268 302,339 620,759 521,059 729,182: 279,274 71,151
Old : 800,333: 205,452 95,155 13,268 302,339 620,759 521,059 729,182: 279,274 71,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 72,511: 16,865 16,639 6,066 1,781 34,473 24,712 57,178: 47,799 15,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 11.9 1.7 37.8 77.6 65.1 91.1: 34.9 8.9
Old : 100.0: 25.7 11.9 1.7 37.8 77.6 65.1 91.1: 34.9 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 90 65 21 66 68 167 143:
Old : 259: 90 65 21 66 68 167 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 40.0 29.2 56.0 19.2 36.6 27.7 51.1
Old : 19.2 40.0 29.2 56.0 19.2 36.6 27.7 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 4, 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 : 13,230: 1,802 140 0 8,406 11,890 10,208 12,030: 3,022 1,200
Old : 13,230: 1,802 140 0 8,406 11,890 10,208 12,030: 3,022 1,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 108: 56 -116 0 -337 286 -281 170: 389 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 1.1 0.0 63.5 89.9 77.2 90.9: 22.8 9.1
Old : 100.0: 13.6 1.1 0.0 63.5 89.9 77.2 90.9: 22.8 9.1
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: 6 1 0 24 17 30 18:
Old : 46: 6 1 0 24 17 30 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 43.7 44.2 69.0 25.9 43.7 44.2 68.8
Old : 25.9 43.7 44.2 69.0 25.9 43.7 44.2 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 4, 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 : 23,589: 1,992 4,125 289 18,954 15,578 21,235 19,992: 2,354 3,597
Old : 23,589: 1,992 4,125 289 18,954 15,578 21,235 19,992: 2,354 3,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 1,459: -797 460 148 2,600 -119 1,951 489: -492 970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 17.5 1.2 80.4 66.0 90.0 84.8: 10.0 15.2
Old : 100.0: 8.4 17.5 1.2 80.4 66.0 90.0 84.8: 10.0 15.2
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 : 51: 7 7 3 25 17 35 24:
Old : 51: 7 7 3 25 17 35 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 : 47.8 39.4 61.1 62.5 47.8 37.1 60.5 59.8
Old : 47.8 39.4 61.1 62.5 47.8 37.1 60.5 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 4, 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 : 63,620: 14,027 10,587 140 27,226 44,600 41,393 55,327: 22,227 8,293
Old : 63,620: 14,027 10,587 140 27,226 44,600 41,393 55,327: 22,227 8,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,395: 775 -2,510 1 -4,953 716 -4,177 -1,793: 2,782 398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 16.6 0.2 42.8 70.1 65.1 87.0: 34.9 13.0
Old : 100.0: 22.0 16.6 0.2 42.8 70.1 65.1 87.0: 34.9 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 30 34 1 43 31 73 66:
Old : 127: 30 34 1 43 31 73 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 : 18.4 45.5 28.6 57.9 18.2 43.8 27.7 55.9
Old : 18.4 45.5 28.6 57.9 18.2 43.8 27.7 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 4, 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 : 306,197: 126,340 73,851 7,675 139,680 140,417 273,695 221,943: 32,502 84,254
Old : 306,197: 126,340 73,851 7,675 139,680 140,417 273,695 221,943: 32,502 84,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 40,299: -7,281 35,344 4,613 36,145 -13,774 33,477 26,183: 6,822 14,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 24.1 2.5 45.6 45.9 89.4 72.5: 10.6 27.5
Old : 100.0: 41.3 24.1 2.5 45.6 45.9 89.4 72.5: 10.6 27.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 90 69 11 42 45 139 118:
Old : 235: 90 69 11 42 45 139 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 24.8 52.1 37.1 34.3 23.5 46.7 33.3
Old : 37.2 24.8 52.1 37.1 34.3 23.5 46.7 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 4, 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 : 66,759: 32,283 1,670 166 10,887 55,491 43,336 57,327: 23,423 9,432
Old : 66,759: 32,283 1,670 166 10,887 55,491 43,336 57,327: 23,423 9,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 5,782: 1,953 1,597 91 2,459 3,871 4,503 5,559: 1,279 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 2.5 0.2 16.3 83.1 64.9 85.9: 35.1 14.1
Old : 100.0: 48.4 2.5 0.2 16.3 83.1 64.9 85.9: 35.1 14.1
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 : 42: 20 2 1 9 16 29 19:
Old : 42: 20 2 1 9 16 29 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 : 24.7 52.6 39.1 73.2 24.7 52.4 39.1 73.0
Old : 24.7 52.6 39.1 73.2 24.7 52.4 39.1 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 4, 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 : 20,414: 1,813 5,651 111 14,533 11,345 16,457 17,107: 3,957 3,307
Old : 20,414: 1,813 5,651 111 14,533 11,345 16,457 17,107: 3,957 3,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -155: 2 265 90 -300 -723 -208 -368: 53 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 27.7 0.5 71.2 55.6 80.6 83.8: 19.4 16.2
Old : 100.0: 8.9 27.7 0.5 71.2 55.6 80.6 83.8: 19.4 16.2
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 : 80: 7 20 3 37 20 46 41:
Old : 80: 7 20 3 37 20 46 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 : 27.1 33.6 40.2 45.8 26.9 33.6 40.0 45.8
Old : 27.1 33.6 40.2 45.8 26.9 33.6 40.0 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 4, 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 : 108,528: 13,282 13,320 1,361 81,305 85,186 95,948 99,867: 12,580 8,661
Old : 108,528: 13,282 13,320 1,361 81,305 85,186 95,948 99,867: 12,580 8,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 7,147: -5,074 -4,841 793 9,487 7,402 5,206 3,354: 1,941 3,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 12.3 1.3 74.9 78.5 88.4 92.0: 11.6 8.0
Old : 100.0: 12.2 12.3 1.3 74.9 78.5 88.4 92.0: 11.6 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 23 30 8 37 36 65 70:
Old : 113: 23 30 8 37 36 65 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 43.3 55.4 56.2 36.7 43.3 50.6 55.6
Old : 38.6 43.3 55.4 56.2 36.7 43.3 50.6 55.6
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 - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 32,220: 12,841 8,879 87 9,474 17,516 22,402 26,482: 9,818 5,738
Old : 32,220: 12,841 8,879 87 9,474 17,516 22,402 26,482: 9,818 5,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 3,622: 524 -96 0 314 1,784 838 1,688: 2,784 1,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 27.6 0.3 29.4 54.4 69.5 82.2: 30.5 17.8
Old : 100.0: 39.9 27.6 0.3 29.4 54.4 69.5 82.2: 30.5 17.8
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 : 100: 37 19 2 26 23 64 43:
Old : 100: 37 19 2 26 23 64 43:
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 : 14.1 30.4 23.9 47.5 13.8 29.7 23.1 44.5
Old : 14.1 30.4 23.9 47.5 13.8 29.7 23.1 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 4, 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 : 8,193: 3,468 451 0 2,174 1,583 5,642 2,034: 2,551 6,159
Old : 8,193: 3,468 451 0 2,174 1,583 5,642 2,034: 2,551 6,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 1,011: 434 -432 0 407 1,293 841 861: 170 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 5.5 0.0 26.5 19.3 68.9 24.8: 31.1 75.2
Old : 100.0: 42.3 5.5 0.0 26.5 19.3 68.9 24.8: 31.1 75.2
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 : 20: 7 2 0 4 8 11 10:
Old : 20: 7 2 0 4 8 11 10:
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 : 54.1 12.9 64.0 22.0 52.8 12.9 62.7 22.0
Old : 54.1 12.9 64.0 22.0 52.8 12.9 62.7 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 4, 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 : 111,240: 449 6,100 2,882 46,008 79,060 49,339 88,042: 61,901 23,198
Old : 111,240: 449 6,100 2,882 46,008 79,060 49,339 88,042: 61,901 23,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,328: 17 -493 308 -79 1,111 246 926: -1,574 -2,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 5.5 2.6 41.4 71.1 44.4 79.1: 55.6 20.9
Old : 100.0: 0.4 5.5 2.6 41.4 71.1 44.4 79.1: 55.6 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 3 14 4 13 24 19 40:
Old : 45: 3 14 4 13 24 19 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 : 38.8 58.7 42.4 67.8 5.1 29.9 5.8 35.2
Old : 38.8 58.7 42.4 67.8 5.1 29.9 5.8 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2005