MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 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 : 26,080: 2,815 2,990 1,134 17,295 15,393 21,244 19,517: 4,836 6,563
Old : 26,080: 2,815 2,990 1,134 17,295 15,393 21,244 19,517: 4,836 6,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,467: -110 219 35 -579 -1,275 -654 -1,021: 2,121 2,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 11.5 4.3 66.3 59.0 81.5 74.8: 18.5 25.2
Old : 100.0: 10.8 11.5 4.3 66.3 59.0 81.5 74.8: 18.5 25.2
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 : 53: 14 6 10 25 21 43 33:
Old : 53: 14 6 10 25 21 43 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 : 49.7 35.7 60.5 53.1 49.7 35.4 57.2 51.3
Old : 49.7 35.7 60.5 53.1 49.7 35.4 57.2 51.3
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 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 100,333: 26,129 5,861 16,898 37,276 43,420 80,303 66,179: 20,030 34,154
Old : 99,361: 26,328 5,868 16,692 36,834 43,256 79,854 65,816: 19,507 33,545
Other: 972: 7 199 0 442 164 449 363: 523 609
: : :
: : Changes in Commitments from: January 18, 2005 :
: -3,582: -4,899 -106 1,249 928 -4,111 -2,722 -2,968: -860 -614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 5.8 16.8 37.2 43.3 80.0 66.0: 20.0 34.0
Old : 100.0: 26.5 5.9 16.8 37.1 43.5 80.4 66.2: 19.6 33.8
Other: 100.0: 0.7 20.5 0.0 45.5 16.9 46.2 37.3: 53.8 62.7
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 54 26 41 24 33 113 84:
Old : 144: 54 26 40 23 33 112 83:
Other: 9: 1 1 0 4 4 5 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 23.4 34.9 33.6 24.0 22.8 33.7 31.0
Old : 24.2 23.6 35.2 33.9 24.2 23.3 34.0 31.6
Other: 45.5 36.9 46.2 37.3 43.6 35.5 44.3 35.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,003: 439 541 93 844 438 1,376 1,072: 627 931
Old : 2,003: 439 541 93 844 438 1,376 1,072: 627 931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -19: 64 78 3 -77 35 -10 116: -9 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 27.0 4.6 42.1 21.9 68.7 53.5: 31.3 46.5
Old : 100.0: 21.9 27.0 4.6 42.1 21.9 68.7 53.5: 31.3 46.5
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 : 26: 5 13 4 7 3 16 16:
Old : 26: 5 13 4 7 3 16 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 : 48.3 30.5 59.0 44.2 48.3 26.5 58.0 37.6
Old : 48.3 30.5 59.0 44.2 48.3 26.5 58.0 37.6
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 25, 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 : 145,413: 40,369 16,252 22,221 64,227 70,677 126,817 109,150: 18,596 36,263
Old : 145,413: 40,369 16,252 22,221 64,227 70,677 126,817 109,150: 18,596 36,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,507: -3,310 18 1,632 2,774 5 1,096 1,655: 411 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 11.2 15.3 44.2 48.6 87.2 75.1: 12.8 24.9
Old : 100.0: 27.8 11.2 15.3 44.2 48.6 87.2 75.1: 12.8 24.9
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 : 205: 52 34 38 59 101 130 161:
Old : 205: 52 34 38 59 101 130 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 11.8 40.6 21.8 20.5 10.4 34.0 17.8
Old : 23.7 11.8 40.6 21.8 20.5 10.4 34.0 17.8
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 25, 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 : 3,904: 1,513 312 58 502 2,419 2,073 2,789: 1,831 1,115
Old : 3,904: 1,513 312 58 502 2,419 2,073 2,789: 1,831 1,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 383: 251 -346 3 21 522 275 179: 108 204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 8.0 1.5 12.9 62.0 53.1 71.4: 46.9 28.6
Old : 100.0: 38.8 8.0 1.5 12.9 62.0 53.1 71.4: 46.9 28.6
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 : 49: 20 5 5 12 21 34 29:
Old : 49: 20 5 5 12 21 34 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 : 20.3 42.4 29.8 51.7 19.4 42.4 28.5 51.7
Old : 20.3 42.4 29.8 51.7 19.4 42.4 28.5 51.7
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 25, 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 : 19,949: 6,463 3,223 2,101 7,495 3,628 16,059 8,952: 3,890 10,997
Old : 19,949: 6,463 3,223 2,101 7,495 3,628 16,059 8,952: 3,890 10,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,072: 484 431 116 582 35 1,182 582: -110 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 16.2 10.5 37.6 18.2 80.5 44.9: 19.5 55.1
Old : 100.0: 32.4 16.2 10.5 37.6 18.2 80.5 44.9: 19.5 55.1
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 : 105: 29 16 18 33 39 72 67:
Old : 105: 29 16 18 33 39 72 67:
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 13.8 37.5 19.4 21.1 11.5 33.1 16.4
Old : 24.7 13.8 37.5 19.4 21.1 11.5 33.1 16.4
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 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 78,850: 17,352 14,699 453 33,085 47,224 50,890 62,376: 27,960 16,474
Old : 78,850: 17,352 14,699 453 33,085 47,224 50,890 62,376: 27,960 16,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,465: -2,421 426 50 3,823 -2,059 1,452 -1,583: 13 3,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 18.6 0.6 42.0 59.9 64.5 79.1: 35.5 20.9
Old : 100.0: 22.0 18.6 0.6 42.0 59.9 64.5 79.1: 35.5 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 : 62: 22 11 4 20 17 42 32:
Old : 62: 22 11 4 20 17 42 32:
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 : 22.3 40.1 35.5 55.6 20.4 40.1 32.0 55.5
Old : 22.3 40.1 35.5 55.6 20.4 40.1 32.0 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 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 : 51,069: 8,043 13,224 27 29,808 22,892 37,878 36,143: 13,191 14,926
Old : 51,069: 8,043 13,224 27 29,808 22,892 37,878 36,143: 13,191 14,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -1,082: -3,174 907 12 2,502 -4,384 -660 -3,465: -422 2,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 25.9 0.1 58.4 44.8 74.2 70.8: 25.8 29.2
Old : 100.0: 15.7 25.9 0.1 58.4 44.8 74.2 70.8: 25.8 29.2
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 : 33: 10 8 2 13 6 23 16:
Old : 33: 10 8 2 13 6 23 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 : 42.8 46.1 59.3 61.4 42.8 46.0 59.2 61.2
Old : 42.8 46.1 59.3 61.4 42.8 46.0 59.2 61.2
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 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 69,088: 42,968 8,088 799 17,953 56,114 61,720 65,001: 7,368 4,087
Old : 69,088: 42,968 8,088 799 17,953 56,114 61,720 65,001: 7,368 4,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -3,330: -4,934 2,966 299 3,661 -5,699 -974 -2,434: -2,356 -896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 11.7 1.2 26.0 81.2 89.3 94.1: 10.7 5.9
Old : 100.0: 62.2 11.7 1.2 26.0 81.2 89.3 94.1: 10.7 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 : 82: 40 12 3 15 16 58 29:
Old : 82: 40 12 3 15 16 58 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 : 35.3 52.9 53.6 74.0 35.3 52.7 53.6 73.7
Old : 35.3 52.9 53.6 74.0 35.3 52.7 53.6 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 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 : 63,971: 18,616 2,626 47 23,465 45,528 42,128 48,201: 21,843 15,770
Old : 63,971: 18,616 2,626 47 23,465 45,528 42,128 48,201: 21,843 15,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -537: -2,391 334 34 1,902 -1,974 -455 -1,606: -82 1,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 4.1 0.1 36.7 71.2 65.9 75.3: 34.1 24.7
Old : 100.0: 29.1 4.1 0.1 36.7 71.2 65.9 75.3: 34.1 24.7
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 : 41: 15 6 2 13 12 29 19:
Old : 41: 15 6 2 13 12 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 : 26.6 47.1 38.8 68.0 25.6 45.1 37.4 64.7
Old : 26.6 47.1 38.8 68.0 25.6 45.1 37.4 64.7
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 25, 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 : 162,182: 33,608 32,684 123 90,835 111,336 124,566 144,143: 37,616 18,039
Old : 162,182: 33,608 32,684 123 90,835 111,336 124,566 144,143: 37,616 18,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -8,927: -6,264 691 122 2,551 -8,799 -3,591 -7,986: -5,336 -941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 20.2 0.1 56.0 68.6 76.8 88.9: 23.2 11.1
Old : 100.0: 20.7 20.2 0.1 56.0 68.6 76.8 88.9: 23.2 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 28 12 2 21 18 50 31:
Old : 70: 28 12 2 21 18 50 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 : 42.1 57.4 54.2 70.2 34.3 49.4 43.4 59.7
Old : 42.1 57.4 54.2 70.2 34.3 49.4 43.4 59.7
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 25, 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 : 131,203: 25,401 24,633 574 56,009 61,407 81,984 86,614: 49,219 44,589
Old : 131,203: 25,401 24,633 574 56,009 61,407 81,984 86,614: 49,219 44,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -458: -2,979 6,166 -315 11,596 -893 8,302 4,958: -8,760 -5,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 18.8 0.4 42.7 46.8 62.5 66.0: 37.5 34.0
Old : 100.0: 19.4 18.8 0.4 42.7 46.8 62.5 66.0: 37.5 34.0
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 : 94: 32 24 8 31 20 65 50:
Old : 94: 32 24 8 31 20 65 50:
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 30.9 34.3 43.0 24.7 28.4 33.6 39.3
Old : 24.7 30.9 34.3 43.0 24.7 28.4 33.6 39.3
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 25, 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 : 34,546: 8,261 0 100 22,853 28,611 31,214 28,711: 3,332 5,835
Old : 34,546: 8,261 0 100 22,853 28,611 31,214 28,711: 3,332 5,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -15,921: -1,867 -700 0 -6,418 -16,812 -8,285 -17,512: -7,636 1,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 0.0 0.3 66.2 82.8 90.4 83.1: 9.6 16.9
Old : 100.0: 23.9 0.0 0.3 66.2 82.8 90.4 83.1: 9.6 16.9
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 11 20 14 21:
Old : 25: 3 0 1 11 20 14 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 : 52.9 39.1 77.5 59.4 48.4 39.1 70.2 57.4
Old : 52.9 39.1 77.5 59.4 48.4 39.1 70.2 57.4
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 25, 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 : 7,326,266: 631,152 934,779 762,344 5,114,933 4,272,606 6,508,429 5,969,729: 817,837 1,356,537
Old : 7,326,266: 631,152 934,779 762,344 5,114,933 4,272,606 6,508,429 5,969,729: 817,837 1,356,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 109,963: 61,586 -261,733 -123,939 -187,681 -101,683 -250,034 -487,355: 359,997 597,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 12.8 10.4 69.8 58.3 88.8 81.5: 11.2 18.5
Old : 100.0: 8.6 12.8 10.4 69.8 58.3 88.8 81.5: 11.2 18.5
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 : 236: 36 65 69 119 125 199 218:
Old : 236: 36 65 69 119 125 199 218:
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 : 29.8 14.7 47.5 24.6 27.4 12.7 40.3 18.8
Old : 29.8 14.7 47.5 24.6 27.4 12.7 40.3 18.8
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 25, 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 : 677,594: 71,996 76,502 10,005 456,545 494,499 538,546 581,006: 139,048 96,588
Old : 677,594: 71,996 76,502 10,005 456,545 494,499 538,546 581,006: 139,048 96,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 697: 2,304 20,394 721 297 -17,255 3,322 3,860: -2,625 -3,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 11.3 1.5 67.4 73.0 79.5 85.7: 20.5 14.3
Old : 100.0: 10.6 11.3 1.5 67.4 73.0 79.5 85.7: 20.5 14.3
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 : 187: 38 33 18 88 65 140 102:
Old : 187: 38 33 18 88 65 140 102:
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 32.0 29.7 46.4 19.6 32.0 28.6 46.2
Old : 20.3 32.0 29.7 46.4 19.6 32.0 28.6 46.2
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 - Futures Only, January 25, 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 : 849,678: 171,832 113,841 9,622 350,095 630,364 531,549 753,827: 318,129 95,851
Old : 849,678: 171,832 113,841 9,622 350,095 630,364 531,549 753,827: 318,129 95,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 6,355: -16,569 -9,919 -814 835 -2,145 -16,548 -12,878: 22,903 19,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 13.4 1.1 41.2 74.2 62.6 88.7: 37.4 11.3
Old : 100.0: 20.2 13.4 1.1 41.2 74.2 62.6 88.7: 37.4 11.3
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 : 149: 33 37 13 50 53 94 92:
Old : 149: 33 37 13 50 53 94 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 34.3 28.6 48.0 16.7 32.5 25.2 44.0
Old : 18.8 34.3 28.6 48.0 16.7 32.5 25.2 44.0
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 25, 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 : 13,021: 1,390 0 0 6,410 11,629 7,800 11,629: 5,221 1,392
Old : 13,021: 1,390 0 0 6,410 11,629 7,800 11,629: 5,221 1,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 64: -665 0 0 -1,735 -482 -2,400 -482: 2,464 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.0 0.0 49.2 89.3 59.9 89.3: 40.1 10.7
Old : 100.0: 10.7 0.0 0.0 49.2 89.3 59.9 89.3: 40.1 10.7
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 : 28: 2 0 0 13 13 15 13:
Old : 28: 2 0 0 13 13 15 13:
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 : 26.3 44.2 43.3 72.5 26.3 44.2 43.3 72.5
Old : 26.3 44.2 43.3 72.5 26.3 44.2 43.3 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 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 : 26,760: 625 5,242 100 22,989 16,118 23,714 21,460: 3,046 5,300
Old : 26,760: 625 5,242 100 22,989 16,118 23,714 21,460: 3,046 5,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,494: -1,117 889 -242 2,408 -1,532 1,049 -885: 445 2,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 19.6 0.4 85.9 60.2 88.6 80.2: 11.4 19.8
Old : 100.0: 2.3 19.6 0.4 85.9 60.2 88.6 80.2: 11.4 19.8
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 : 35: 1 6 1 19 16 21 22:
Old : 35: 1 6 1 19 16 21 22:
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 : 52.0 42.0 71.3 60.6 50.1 37.4 64.8 51.9
Old : 52.0 42.0 71.3 60.6 50.1 37.4 64.8 51.9
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 25, 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 : 76,455: 6,908 15,306 166 32,111 49,339 39,185 64,811: 37,270 11,644
Old : 76,455: 6,908 15,306 166 32,111 49,339 39,185 64,811: 37,270 11,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,845: -1,332 664 -152 -1,518 -1,721 -3,002 -1,209: 4,847 3,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 20.0 0.2 42.0 64.5 51.3 84.8: 48.7 15.2
Old : 100.0: 9.0 20.0 0.2 42.0 64.5 51.3 84.8: 48.7 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 : 85: 15 21 2 34 26 49 49:
Old : 85: 15 21 2 34 26 49 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 41.7 25.0 57.5 15.9 36.3 22.8 51.5
Old : 16.4 41.7 25.0 57.5 15.9 36.3 22.8 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 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 : 352,719: 117,011 78,546 3,258 192,873 140,497 313,142 222,301: 39,577 130,418
Old : 352,719: 117,011 78,546 3,258 192,873 140,497 313,142 222,301: 39,577 130,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 10,852: -4,165 13,240 -1,279 10,545 -9,862 5,101 2,099: 5,751 8,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 22.3 0.9 54.7 39.8 88.8 63.0: 11.2 37.0
Old : 100.0: 33.2 22.3 0.9 54.7 39.8 88.8 63.0: 11.2 37.0
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 : 204: 80 55 11 46 36 130 98:
Old : 204: 80 55 11 46 36 130 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 24.5 49.2 37.2 26.3 20.9 42.3 28.9
Old : 32.7 24.5 49.2 37.2 26.3 20.9 42.3 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 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 : 71,814: 31,905 1,002 12 16,991 59,467 48,908 60,481: 22,906 11,333
Old : 71,814: 31,905 1,002 12 16,991 59,467 48,908 60,481: 22,906 11,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 6,733: 4,156 468 -3 1,572 5,334 5,725 5,799: 1,008 934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 1.4 0.0 23.7 82.8 68.1 84.2: 31.9 15.8
Old : 100.0: 44.4 1.4 0.0 23.7 82.8 68.1 84.2: 31.9 15.8
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 : 40: 16 3 1 12 16 29 19:
Old : 40: 16 3 1 12 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 : 31.9 52.4 45.9 75.5 31.6 52.3 45.6 74.8
Old : 31.9 52.4 45.9 75.5 31.6 52.3 45.6 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 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 : 23,758: 1,038 8,557 0 15,895 10,449 16,933 19,006: 6,825 4,752
Old : 23,758: 1,038 8,557 0 15,895 10,449 16,933 19,006: 6,825 4,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,208: -1,001 387 -106 -580 -840 -1,687 -559: 2,895 1,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 36.0 0.0 66.9 44.0 71.3 80.0: 28.7 20.0
Old : 100.0: 4.4 36.0 0.0 66.9 44.0 71.3 80.0: 28.7 20.0
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 : 51: 3 11 0 26 17 29 28:
Old : 51: 3 11 0 26 17 29 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 : 28.0 43.3 41.2 53.7 21.9 38.6 33.7 48.0
Old : 28.0 43.3 41.2 53.7 21.9 38.6 33.7 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 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 : 159,560: 30,381 23,330 1,053 115,635 118,839 147,069 143,222: 12,491 16,338
Old : 159,560: 30,381 23,330 1,053 115,635 118,839 147,069 143,222: 12,491 16,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 17,038: 7,644 5,836 -100 12,379 10,337 19,923 16,073: -2,885 965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 14.6 0.7 72.5 74.5 92.2 89.8: 7.8 10.2
Old : 100.0: 19.0 14.6 0.7 72.5 74.5 92.2 89.8: 7.8 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 : 92: 13 26 4 29 37 45 64:
Old : 92: 13 26 4 29 37 45 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 : 57.6 35.7 70.4 51.4 54.5 35.3 65.2 49.5
Old : 57.6 35.7 70.4 51.4 54.5 35.3 65.2 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 - Futures Only, January 25, 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 : 33,231: 9,448 5,790 132 10,345 21,244 19,925 27,166: 13,306 6,065
Old : 33,231: 9,448 5,790 132 10,345 21,244 19,925 27,166: 13,306 6,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 659: -3,957 -862 42 21 1,420 -3,894 600: 4,553 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 17.4 0.4 31.1 63.9 60.0 81.7: 40.0 18.3
Old : 100.0: 28.4 17.4 0.4 31.1 63.9 60.0 81.7: 40.0 18.3
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 : 66: 19 14 2 18 21 38 36:
Old : 66: 19 14 2 18 21 38 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 34.5 25.9 49.4 12.4 29.1 21.4 41.7
Old : 15.5 34.5 25.9 49.4 12.4 29.1 21.4 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 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 : 122,244: 351 6,551 2,732 57,472 77,641 60,555 86,924: 61,689 35,320
Old : 122,244: 351 6,551 2,732 57,472 77,641 60,555 86,924: 61,689 35,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -4,196: 52 667 0 -3,470 -5,597 -3,418 -4,930: -778 734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 5.4 2.2 47.0 63.5 49.5 71.1: 50.5 28.9
Old : 100.0: 0.3 5.4 2.2 47.0 63.5 49.5 71.1: 50.5 28.9
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 : 44: 3 15 3 15 22 20 39:
Old : 44: 3 15 3 15 22 20 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 : 42.3 54.1 47.1 61.2 5.8 20.3 6.6 23.9
Old : 42.3 54.1 47.1 61.2 5.8 20.3 6.6 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 28, 2005