MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 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 : 26,596: 3,634 2,946 967 16,505 15,776 21,106 19,689: 5,490 6,907
Old : 26,596: 3,634 2,946 967 16,505 15,776 21,106 19,689: 5,490 6,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 516: 819 -44 -167 -790 383 -138 172: 654 344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 11.1 3.6 62.1 59.3 79.4 74.0: 20.6 26.0
Old : 100.0: 13.7 11.1 3.6 62.1 59.3 79.4 74.0: 20.6 26.0
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 : 49: 13 7 10 21 19 38 32:
Old : 49: 13 7 10 21 19 38 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 : 50.6 36.2 61.5 54.1 49.3 35.9 59.2 52.1
Old : 50.6 36.2 61.5 54.1 49.3 35.9 59.2 52.1
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, February 1, 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 : 102,802: 24,901 7,442 19,490 38,724 42,593 83,115 69,525: 19,687 33,277
Old : 101,659: 25,126 7,454 19,253 38,212 42,408 82,591 69,115: 19,068 32,544
Other: 1,143: 12 225 0 512 185 524 410: 619 733
: : :
: : Changes in Commitments from: January 25, 2005 :
: 2,469: -1,228 1,581 2,592 1,448 -827 2,812 3,346: -343 -877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 7.2 19.0 37.7 41.4 80.8 67.6: 19.2 32.4
Old : 100.0: 24.7 7.3 18.9 37.6 41.7 81.2 68.0: 18.8 32.0
Other: 100.0: 1.0 19.7 0.0 44.8 16.2 45.8 35.9: 54.2 64.1
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 52 33 52 26 39 120 101:
Old : 152: 52 33 52 25 39 119 101:
Other: 11: 2 1 0 4 5 6 6:
:----------------------------------------------------------------------------------------------------
: 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 21.5 34.8 31.4 24.0 20.7 33.7 28.8
Old : 24.3 21.7 35.2 31.8 24.2 21.3 34.0 29.4
Other: 44.8 35.1 45.8 35.9 42.7 33.5 43.7 33.8
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 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 : 2,321: 497 452 257 789 523 1,543 1,232: 778 1,089
Old : 2,321: 497 452 257 789 523 1,543 1,232: 778 1,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 318: 58 -89 164 -55 85 167 160: 151 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 19.5 11.1 34.0 22.5 66.5 53.1: 33.5 46.9
Old : 100.0: 21.4 19.5 11.1 34.0 22.5 66.5 53.1: 33.5 46.9
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: 6 10 3 7 4 15 16:
Old : 25: 6 10 3 7 4 15 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 : 40.2 28.7 57.0 43.5 39.8 24.6 48.0 33.0
Old : 40.2 28.7 57.0 43.5 39.8 24.6 48.0 33.0
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, February 1, 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 : 149,527: 41,616 16,137 19,647 67,551 75,300 128,814 111,084: 20,713 38,443
Old : 149,527: 41,616 16,137 19,647 67,551 75,300 128,814 111,084: 20,713 38,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 4,114: 1,247 -115 -2,574 3,324 4,623 1,997 1,934: 2,117 2,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 10.8 13.1 45.2 50.4 86.1 74.3: 13.9 25.7
Old : 100.0: 27.8 10.8 13.1 45.2 50.4 86.1 74.3: 13.9 25.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 54 32 48 63 103 145 169:
Old : 216: 54 32 48 63 103 145 169:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 12.2 38.1 21.0 20.1 10.4 33.3 17.6
Old : 22.5 12.2 38.1 21.0 20.1 10.4 33.3 17.6
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, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,352: 1,697 368 107 549 2,698 2,353 3,173: 1,999 1,179
Old : 4,352: 1,697 368 107 549 2,698 2,353 3,173: 1,999 1,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 448: 184 56 49 47 279 280 384: 168 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 8.5 2.5 12.6 62.0 54.1 72.9: 45.9 27.1
Old : 100.0: 39.0 8.5 2.5 12.6 62.0 54.1 72.9: 45.9 27.1
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 : 53: 22 6 6 12 19 37 29:
Old : 53: 22 6 6 12 19 37 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 : 19.2 45.0 27.7 53.3 18.4 45.0 26.6 52.6
Old : 19.2 45.0 27.7 53.3 18.4 45.0 26.6 52.6
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, February 1, 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 : 19,302: 6,358 2,950 2,128 6,996 3,897 15,482 8,975: 3,820 10,327
Old : 19,302: 6,358 2,950 2,128 6,996 3,897 15,482 8,975: 3,820 10,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -647: -105 -273 27 -499 269 -577 23: -70 -670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 15.3 11.0 36.2 20.2 80.2 46.5: 19.8 53.5
Old : 100.0: 32.9 15.3 11.0 36.2 20.2 80.2 46.5: 19.8 53.5
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 : 97: 31 14 18 27 34 66 60:
Old : 97: 31 14 18 27 34 66 60:
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 : 27.0 13.4 39.8 20.2 22.6 10.8 35.0 16.0
Old : 27.0 13.4 39.8 20.2 22.6 10.8 35.0 16.0
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, February 1, 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 : 77,006: 12,127 10,858 396 37,013 50,419 49,536 61,673: 27,470 15,333
Old : 77,006: 12,127 10,858 396 37,013 50,419 49,536 61,673: 27,470 15,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -1,844: -5,225 -3,841 -57 3,928 3,195 -1,354 -703: -490 -1,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 14.1 0.5 48.1 65.5 64.3 80.1: 35.7 19.9
Old : 100.0: 15.7 14.1 0.5 48.1 65.5 64.3 80.1: 35.7 19.9
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 : 58: 18 8 2 22 18 40 28:
Old : 58: 18 8 2 22 18 40 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 : 23.0 43.7 36.9 59.1 20.4 43.7 33.4 58.8
Old : 23.0 43.7 36.9 59.1 20.4 43.7 33.4 58.8
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, February 1, 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 : 51,859: 6,322 13,722 437 34,468 23,345 41,227 37,504: 10,632 14,355
Old : 51,859: 6,322 13,722 437 34,468 23,345 41,227 37,504: 10,632 14,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 790: -1,721 498 410 4,660 453 3,349 1,361: -2,559 -571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 26.5 0.8 66.5 45.0 79.5 72.3: 20.5 27.7
Old : 100.0: 12.2 26.5 0.8 66.5 45.0 79.5 72.3: 20.5 27.7
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 : 33: 7 10 2 13 6 21 17:
Old : 33: 7 10 2 13 6 21 17:
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 : 45.3 47.1 62.4 62.4 45.3 47.0 62.4 62.2
Old : 45.3 47.1 62.4 62.4 45.3 47.0 62.4 62.2
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, February 1, 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 : 79,368: 53,672 6,438 686 15,846 68,417 70,204 75,541: 9,164 3,827
Old : 79,368: 53,672 6,438 686 15,846 68,417 70,204 75,541: 9,164 3,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 10,280: 10,704 -1,650 -113 -2,107 12,303 8,484 10,540: 1,796 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 8.1 0.9 20.0 86.2 88.5 95.2: 11.5 4.8
Old : 100.0: 67.6 8.1 0.9 20.0 86.2 88.5 95.2: 11.5 4.8
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 : 86: 46 9 2 12 21 60 31:
Old : 86: 46 9 2 12 21 60 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 : 33.3 51.6 50.2 73.6 33.3 51.4 50.2 73.4
Old : 33.3 51.6 50.2 73.6 33.3 51.4 50.2 73.4
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, February 1, 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 : 65,926: 19,591 2,898 494 24,406 49,927 44,491 53,319: 21,435 12,607
Old : 65,926: 19,591 2,898 494 24,406 49,927 44,491 53,319: 21,435 12,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 1,955: 975 272 447 941 4,399 2,363 5,118: -408 -3,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 4.4 0.7 37.0 75.7 67.5 80.9: 32.5 19.1
Old : 100.0: 29.7 4.4 0.7 37.0 75.7 67.5 80.9: 32.5 19.1
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 : 43: 16 8 3 12 12 30 21:
Old : 43: 16 8 3 12 12 30 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 : 26.0 52.2 38.8 72.4 24.8 51.5 36.5 68.2
Old : 26.0 52.2 38.8 72.4 24.8 51.5 36.5 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 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 : 167,125: 31,214 30,815 2 98,634 122,710 129,850 153,527: 37,275 13,598
Old : 167,125: 31,214 30,815 2 98,634 122,710 129,850 153,527: 37,275 13,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 4,943: -2,394 -1,869 -121 7,799 11,374 5,284 9,384: -341 -4,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 18.4 0.0 59.0 73.4 77.7 91.9: 22.3 8.1
Old : 100.0: 18.7 18.4 0.0 59.0 73.4 77.7 91.9: 22.3 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 27 10 2 21 21 49 32:
Old : 69: 27 10 2 21 21 49 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 : 44.1 55.7 57.0 71.3 36.6 49.6 46.8 61.8
Old : 44.1 55.7 57.0 71.3 36.6 49.6 46.8 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 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 : 129,210: 25,980 24,055 530 57,821 64,246 84,331 88,831: 44,879 40,379
Old : 129,210: 25,980 24,055 530 57,821 64,246 84,331 88,831: 44,879 40,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -1,993: 579 -578 -44 1,812 2,839 2,347 2,217: -4,340 -4,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 18.6 0.4 44.7 49.7 65.3 68.7: 34.7 31.3
Old : 100.0: 20.1 18.6 0.4 44.7 49.7 65.3 68.7: 34.7 31.3
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 : 91: 34 18 7 30 23 65 47:
Old : 91: 34 18 7 30 23 65 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 29.7 35.8 44.9 23.7 28.8 32.2 42.4
Old : 27.1 29.7 35.8 44.9 23.7 28.8 32.2 42.4
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, February 1, 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 : 42,638: 11,396 0 189 28,449 36,663 40,034 36,852: 2,604 5,786
Old : 42,638: 11,396 0 189 28,449 36,663 40,034 36,852: 2,604 5,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 8,092: 3,135 0 89 5,596 8,052 8,820 8,141: -728 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 0.0 0.4 66.7 86.0 93.9 86.4: 6.1 13.6
Old : 100.0: 26.7 0.0 0.4 66.7 86.0 93.9 86.4: 6.1 13.6
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 : 31: 5 0 2 14 23 19 25:
Old : 31: 5 0 2 14 23 19 25:
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 : 54.9 33.7 74.2 54.1 49.2 33.7 66.9 53.5
Old : 54.9 33.7 74.2 54.1 49.2 33.7 66.9 53.5
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, February 1, 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 : 7,573,472: 633,896 989,943 794,808 5,295,102 4,371,240 6,723,806 6,155,991: 849,666 1,417,481
Old : 7,573,472: 633,896 989,943 794,808 5,295,102 4,371,240 6,723,806 6,155,991: 849,666 1,417,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 247,206: 2,744 55,164 32,464 180,169 98,634 215,377 186,262: 31,829 60,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 13.1 10.5 69.9 57.7 88.8 81.3: 11.2 18.7
Old : 100.0: 8.4 13.1 10.5 69.9 57.7 88.8 81.3: 11.2 18.7
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 : 239: 43 63 66 117 121 197 216:
Old : 239: 43 63 66 117 121 197 216:
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 : 28.8 14.7 45.8 24.0 26.3 12.3 38.6 18.5
Old : 28.8 14.7 45.8 24.0 26.3 12.3 38.6 18.5
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, February 1, 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 : 668,608: 61,875 82,792 4,971 458,173 487,390 525,019 575,153: 143,589 93,455
Old : 668,608: 61,875 82,792 4,971 458,173 487,390 525,019 575,153: 143,589 93,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -8,986: -10,121 6,290 -5,034 1,628 -7,109 -13,527 -5,853: 4,541 -3,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 12.4 0.7 68.5 72.9 78.5 86.0: 21.5 14.0
Old : 100.0: 9.3 12.4 0.7 68.5 72.9 78.5 86.0: 21.5 14.0
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 : 188: 39 35 17 90 62 141 102:
Old : 188: 39 35 17 90 62 141 102:
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 : 20.4 32.3 29.1 46.8 19.4 32.3 28.0 46.6
Old : 20.4 32.3 29.1 46.8 19.4 32.3 28.0 46.6
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, February 1, 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 : 812,013: 158,466 161,886 7,070 370,991 541,274 536,527 710,230: 275,486 101,783
Old : 812,013: 158,466 161,886 7,070 370,991 541,274 536,527 710,230: 275,486 101,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -37,665: -13,366 48,045 -2,552 20,896 -89,090 4,978 -43,597: -42,643 5,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 19.9 0.9 45.7 66.7 66.1 87.5: 33.9 12.5
Old : 100.0: 19.5 19.9 0.9 45.7 66.7 66.1 87.5: 33.9 12.5
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 : 147: 29 43 14 51 49 92 94:
Old : 147: 29 43 14 51 49 92 94:
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 : 19.7 34.5 31.7 45.9 18.2 31.3 29.5 41.4
Old : 19.7 34.5 31.7 45.9 18.2 31.3 29.5 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 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 : 13,084: 1,399 0 0 5,783 11,710 7,182 11,710: 5,902 1,374
Old : 13,084: 1,399 0 0 5,783 11,710 7,182 11,710: 5,902 1,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 63: 9 0 0 -627 81 -618 81: 681 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.0 0.0 44.2 89.5 54.9 89.5: 45.1 10.5
Old : 100.0: 10.7 0.0 0.0 44.2 89.5 54.9 89.5: 45.1 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 0 13 13 15 13:
Old : 27: 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 : 26.5 44.3 41.2 72.7 26.5 44.1 41.2 72.2
Old : 26.5 44.3 41.2 72.7 26.5 44.1 41.2 72.2
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, February 1, 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 : 28,975: 2,171 5,360 204 23,238 17,843 25,613 23,407: 3,362 5,568
Old : 28,975: 2,171 5,360 204 23,238 17,843 25,613 23,407: 3,362 5,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 2,215: 1,546 118 104 249 1,725 1,899 1,947: 316 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 18.5 0.7 80.2 61.6 88.4 80.8: 11.6 19.2
Old : 100.0: 7.5 18.5 0.7 80.2 61.6 88.4 80.8: 11.6 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 5 1 19 18 22 24:
Old : 38: 3 5 1 19 18 22 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 : 47.7 38.8 67.6 56.6 47.7 34.1 63.0 48.8
Old : 47.7 38.8 67.6 56.6 47.7 34.1 63.0 48.8
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, February 1, 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 : 75,187: 7,326 15,740 352 31,982 49,513 39,660 65,605: 35,527 9,582
Old : 75,187: 7,326 15,740 352 31,982 49,513 39,660 65,605: 35,527 9,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -1,268: 418 434 186 -129 174 475 794: -1,743 -2,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 20.9 0.5 42.5 65.9 52.7 87.3: 47.3 12.7
Old : 100.0: 9.7 20.9 0.5 42.5 65.9 52.7 87.3: 47.3 12.7
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 : 85: 15 20 2 33 28 48 50:
Old : 85: 15 20 2 33 28 48 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 : 17.4 43.3 26.4 59.5 17.4 41.5 25.7 56.3
Old : 17.4 43.3 26.4 59.5 17.4 41.5 25.7 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 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 : 369,383: 83,133 100,634 2,128 255,231 128,964 340,492 231,726: 28,891 137,657
Old : 369,383: 83,133 100,634 2,128 255,231 128,964 340,492 231,726: 28,891 137,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 16,664: -33,878 22,088 -1,130 62,358 -11,533 27,350 9,425: -10,686 7,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 27.2 0.6 69.1 34.9 92.2 62.7: 7.8 37.3
Old : 100.0: 22.5 27.2 0.6 69.1 34.9 92.2 62.7: 7.8 37.3
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 : 183: 56 60 7 46 33 104 98:
Old : 183: 56 60 7 46 33 104 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 : 44.7 22.8 61.6 32.8 39.0 18.6 55.9 24.5
Old : 44.7 22.8 61.6 32.8 39.0 18.6 55.9 24.5
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, February 1, 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 : 79,897: 38,430 2,646 1,003 15,927 67,085 55,360 70,734: 24,537 9,163
Old : 79,897: 38,430 2,646 1,003 15,927 67,085 55,360 70,734: 24,537 9,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 8,083: 6,525 1,644 991 -1,064 7,618 6,452 10,253: 1,631 -2,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 3.3 1.3 19.9 84.0 69.3 88.5: 30.7 11.5
Old : 100.0: 48.1 3.3 1.3 19.9 84.0 69.3 88.5: 30.7 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 17 5 2 12 19 30 25:
Old : 46: 17 5 2 12 19 30 25:
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 : 32.9 48.1 45.6 69.7 32.9 48.0 45.4 69.5
Old : 32.9 48.1 45.6 69.7 32.9 48.0 45.4 69.5
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, February 1, 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 : 24,159: 1,004 8,824 0 16,643 10,851 17,647 19,675: 6,512 4,484
Old : 24,159: 1,004 8,824 0 16,643 10,851 17,647 19,675: 6,512 4,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 401: -34 267 0 748 402 714 669: -313 -268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 36.5 0.0 68.9 44.9 73.0 81.4: 27.0 18.6
Old : 100.0: 4.2 36.5 0.0 68.9 44.9 73.0 81.4: 27.0 18.6
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 : 52: 3 11 0 26 17 29 28:
Old : 52: 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 : 28.9 43.7 41.8 54.3 21.2 39.1 34.0 48.7
Old : 28.9 43.7 41.8 54.3 21.2 39.1 34.0 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 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 : 160,705: 31,382 22,772 1,114 114,067 119,407 146,563 143,293: 14,142 17,412
Old : 160,705: 31,382 22,772 1,114 114,067 119,407 146,563 143,293: 14,142 17,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 1,145: 1,001 -558 61 -1,568 568 -506 71: 1,651 1,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 14.2 0.7 71.0 74.3 91.2 89.2: 8.8 10.8
Old : 100.0: 19.5 14.2 0.7 71.0 74.3 91.2 89.2: 8.8 10.8
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 : 91: 15 23 5 28 39 47 63:
Old : 91: 15 23 5 28 39 47 63:
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 : 54.9 39.0 68.1 53.8 52.0 38.1 63.2 52.7
Old : 54.9 39.0 68.1 53.8 52.0 38.1 63.2 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 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 : 34,449: 9,978 7,214 112 11,394 20,957 21,484 28,283: 12,965 6,166
Old : 34,449: 9,978 7,214 112 11,394 20,957 21,484 28,283: 12,965 6,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 1,218: 530 1,424 -20 1,049 -287 1,559 1,117: -341 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 20.9 0.3 33.1 60.8 62.4 82.1: 37.6 17.9
Old : 100.0: 29.0 20.9 0.3 33.1 60.8 62.4 82.1: 37.6 17.9
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 : 66: 19 16 2 16 18 36 35:
Old : 66: 19 16 2 16 18 36 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 32.2 28.7 46.9 14.7 28.8 24.2 41.6
Old : 16.8 32.2 28.7 46.9 14.7 28.8 24.2 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 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 : 121,270: 594 6,331 2,838 61,170 75,832 64,602 85,001: 56,668 36,269
Old : 121,270: 594 6,331 2,838 61,170 75,832 64,602 85,001: 56,668 36,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -974: 243 -220 106 3,698 -1,809 4,047 -1,923: -5,021 949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 5.2 2.3 50.4 62.5 53.3 70.1: 46.7 29.9
Old : 100.0: 0.5 5.2 2.3 50.4 62.5 53.3 70.1: 46.7 29.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 14 4 17 23 22 40:
Old : 44: 3 14 4 17 23 22 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 : 42.6 53.0 48.8 60.1 7.4 18.9 9.2 22.5
Old : 42.6 53.0 48.8 60.1 7.4 18.9 9.2 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 4, 2005