MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 25,662: 3,149 2,766 1,287 16,096 15,403 20,532 19,456: 5,130 6,206
Old : 25,662: 3,149 2,766 1,287 16,096 15,403 20,532 19,456: 5,130 6,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 1,264: 348 164 260 505 891 1,113 1,315: 151 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 10.8 5.0 62.7 60.0 80.0 75.8: 20.0 24.2
Old : 100.0: 12.3 10.8 5.0 62.7 60.0 80.0 75.8: 20.0 24.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 12 8 12 21 19 37 35:
Old : 51: 12 8 12 21 19 37 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 : 49.4 36.7 62.6 55.2 49.4 36.1 59.7 53.1
Old : 49.4 36.7 62.6 55.2 49.4 36.1 59.7 53.1
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 94,117: 17,682 10,027 18,171 39,746 35,799 75,599 63,997: 18,518 30,120
Old : 92,440: 17,828 10,093 17,907 38,900 35,416 74,635 63,416: 17,805 29,024
Other: 1,677: 118 198 0 846 383 964 581: 713 1,096
: : :
: : Changes in Commitments from: February 8, 2005 :
: -6,493: -4,555 518 -1,188 630 -4,693 -5,113 -5,363: -1,380 -1,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 10.7 19.3 42.2 38.0 80.3 68.0: 19.7 32.0
Old : 100.0: 19.3 10.9 19.4 42.1 38.3 80.7 68.6: 19.3 31.4
Other: 100.0: 7.0 11.8 0.0 50.4 22.8 57.5 34.6: 42.5 65.4
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 49 38 47 25 36 108 99:
Old : 145: 47 40 47 24 36 107 99:
Other: 16: 4 1 0 4 9 8 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 17.6 38.7 30.0 27.1 16.5 37.4 26.1
Old : 27.6 17.9 39.3 30.5 27.6 17.4 38.0 27.2
Other: 50.4 30.5 57.5 34.1 48.7 30.4 55.8 32.9
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 3,289: 169 1,132 629 1,690 418 2,488 2,179: 801 1,110
Old : 3,289: 169 1,132 629 1,690 418 2,488 2,179: 801 1,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 615: -84 124 211 398 62 525 397: 90 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 34.4 19.1 51.4 12.7 75.6 66.3: 24.4 33.7
Old : 100.0: 5.1 34.4 19.1 51.4 12.7 75.6 66.3: 24.4 33.7
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 : 32: 2 17 7 9 3 18 23:
Old : 32: 2 17 7 9 3 18 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 31.3 65.8 45.7 44.8 23.0 53.8 34.0
Old : 48.8 31.3 65.8 45.7 44.8 23.0 53.8 34.0
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 141,651: 43,250 18,030 13,628 67,865 72,799 124,743 104,457: 16,908 37,194
Old : 141,651: 43,250 18,030 13,628 67,865 72,799 124,743 104,457: 16,908 37,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -8,196: -3,155 2,521 -3,121 731 -3,782 -5,545 -4,382: -2,651 -3,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 12.7 9.6 47.9 51.4 88.1 73.7: 11.9 26.3
Old : 100.0: 30.5 12.7 9.6 47.9 51.4 88.1 73.7: 11.9 26.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 50 43 42 59 97 131 163:
Old : 208: 50 43 42 59 97 131 163:
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 : 24.1 12.0 40.7 20.4 22.9 11.6 38.5 19.4
Old : 24.1 12.0 40.7 20.4 22.9 11.6 38.5 19.4
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,325: 2,157 394 184 740 3,347 3,081 3,925: 2,244 1,400
Old : 5,325: 2,157 394 184 740 3,347 3,081 3,925: 2,244 1,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 30: -68 -81 42 173 291 147 252: -117 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 7.4 3.5 13.9 62.9 57.9 73.7: 42.1 26.3
Old : 100.0: 40.5 7.4 3.5 13.9 62.9 57.9 73.7: 42.1 26.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 21 8 7 15 19 40 30:
Old : 53: 21 8 7 15 19 40 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 45.6 30.2 55.1 20.9 45.6 29.3 54.4
Old : 20.9 45.6 30.2 55.1 20.9 45.6 29.3 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 24,115: 6,673 3,551 4,071 8,956 4,553 19,700 12,175: 4,415 11,940
Old : 24,115: 6,673 3,551 4,071 8,956 4,553 19,700 12,175: 4,415 11,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 2,189: 769 273 581 934 356 2,284 1,210: -95 979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 14.7 16.9 37.1 18.9 81.7 50.5: 18.3 49.5
Old : 100.0: 27.7 14.7 16.9 37.1 18.9 81.7 50.5: 18.3 49.5
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 : 115: 29 20 21 37 43 80 76:
Old : 115: 29 20 21 37 43 80 76:
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 : 27.2 16.4 40.7 22.6 18.2 9.4 28.8 14.3
Old : 27.2 16.4 40.7 22.6 18.2 9.4 28.8 14.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 83,368: 10,760 16,067 997 46,093 50,568 57,850 67,632: 25,518 15,736
Old : 83,368: 10,760 16,067 997 46,093 50,568 57,850 67,632: 25,518 15,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 698: 154 -1,904 348 -353 3,929 149 2,373: 549 -1,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 19.3 1.2 55.3 60.7 69.4 81.1: 30.6 18.9
Old : 100.0: 12.9 19.3 1.2 55.3 60.7 69.4 81.1: 30.6 18.9
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 : 59: 14 13 4 24 18 40 33:
Old : 59: 14 13 4 24 18 40 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 : 30.7 42.2 45.0 58.4 28.0 42.2 41.3 58.2
Old : 30.7 42.2 45.0 58.4 28.0 42.2 41.3 58.2
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 52,852: 3,837 15,106 734 37,796 21,015 42,367 36,855: 10,485 15,997
Old : 52,852: 3,837 15,106 734 37,796 21,015 42,367 36,855: 10,485 15,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -4,009: 466 -5,439 322 -3,942 3,034 -3,154 -2,083: -855 -1,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 28.6 1.4 71.5 39.8 80.2 69.7: 19.8 30.3
Old : 100.0: 7.3 28.6 1.4 71.5 39.8 80.2 69.7: 19.8 30.3
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 : 34: 6 11 1 15 7 22 18:
Old : 34: 6 11 1 15 7 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 47.2 63.2 60.5 48.1 47.0 62.8 59.6
Old : 48.5 47.2 63.2 60.5 48.1 47.0 62.8 59.6
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 89,095: 64,195 8,031 216 13,902 76,120 78,313 84,367: 10,782 4,728
Old : 89,095: 64,195 8,031 216 13,902 76,120 78,313 84,367: 10,782 4,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 6,316: 5,680 1,464 49 -516 3,934 5,213 5,447: 1,103 869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 9.0 0.2 15.6 85.4 87.9 94.7: 12.1 5.3
Old : 100.0: 72.1 9.0 0.2 15.6 85.4 87.9 94.7: 12.1 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 56 10 1 15 22 72 32:
Old : 98: 56 10 1 15 22 72 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 : 32.1 53.2 50.9 73.3 32.1 53.2 50.9 73.2
Old : 32.1 53.2 50.9 73.3 32.1 53.2 50.9 73.2
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 73,291: 26,973 4,734 655 25,016 56,475 52,644 61,864: 20,647 11,427
Old : 73,291: 26,973 4,734 655 25,016 56,475 52,644 61,864: 20,647 11,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 8,605: 11,783 -347 286 -3,983 10,614 8,086 10,553: 519 -1,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 6.5 0.9 34.1 77.1 71.8 84.4: 28.2 15.6
Old : 100.0: 36.8 6.5 0.9 34.1 77.1 71.8 84.4: 28.2 15.6
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 : 50: 20 9 2 12 14 34 23:
Old : 50: 20 9 2 12 14 34 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 51.6 38.3 72.7 23.3 51.0 35.4 67.5
Old : 25.8 51.6 38.3 72.7 23.3 51.0 35.4 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 151,987: 13,017 36,710 961 109,138 92,564 123,116 130,235: 28,871 21,752
Old : 151,987: 13,017 36,710 961 109,138 92,564 123,116 130,235: 28,871 21,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -3,565: -6,781 2,622 955 7,935 -5,832 2,109 -2,255: -5,674 -1,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 24.2 0.6 71.8 60.9 81.0 85.7: 19.0 14.3
Old : 100.0: 8.6 24.2 0.6 71.8 60.9 81.0 85.7: 19.0 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 : 64: 15 16 4 24 22 41 40:
Old : 64: 15 16 4 24 22 41 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 : 51.6 46.6 65.0 62.6 44.2 38.3 53.4 50.6
Old : 51.6 46.6 65.0 62.6 44.2 38.3 53.4 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 148,131: 28,112 28,357 818 68,660 71,807 97,590 100,982: 50,541 47,149
Old : 148,131: 28,112 28,357 818 68,660 71,807 97,590 100,982: 50,541 47,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -4,246: 1,927 1,541 110 5,659 1,654 7,696 3,305: -11,942 -7,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 19.1 0.6 46.4 48.5 65.9 68.2: 34.1 31.8
Old : 100.0: 19.0 19.1 0.6 46.4 48.5 65.9 68.2: 34.1 31.8
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 : 90: 28 22 5 31 22 60 48:
Old : 90: 28 22 5 31 22 60 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 25.0 37.0 39.3 22.6 24.4 33.2 36.9
Old : 26.2 25.0 37.0 39.3 22.6 24.4 33.2 36.9
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 7,745,755: 658,949 1,095,392 783,198 5,447,183 4,396,439 6,889,330 6,275,029: 856,425 1,470,726
Old : 7,745,755: 658,949 1,095,392 783,198 5,447,183 4,396,439 6,889,330 6,275,029: 856,425 1,470,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 23,635: -34,829 59,555 -43,134 119,819 14,692 41,856 31,113: -18,221 -7,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 14.1 10.1 70.3 56.8 88.9 81.0: 11.1 19.0
Old : 100.0: 8.5 14.1 10.1 70.3 56.8 88.9 81.0: 11.1 19.0
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 : 247: 39 63 75 118 132 204 232:
Old : 247: 39 63 75 118 132 204 232:
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 : 28.1 14.5 45.3 23.7 26.1 12.3 38.1 18.5
Old : 28.1 14.5 45.3 23.7 26.1 12.3 38.1 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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 686,800: 63,046 80,380 8,099 473,742 498,692 544,887 587,171: 141,913 99,629
Old : 686,800: 63,046 80,380 8,099 473,742 498,692 544,887 587,171: 141,913 99,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 5,602: 695 -1,187 2,988 5,558 3,580 9,241 5,381: -3,639 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 11.7 1.2 69.0 72.6 79.3 85.5: 20.7 14.5
Old : 100.0: 9.2 11.7 1.2 69.0 72.6 79.3 85.5: 20.7 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 39 34 19 89 64 140 105:
Old : 188: 39 34 19 89 64 140 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 31.9 29.6 45.8 19.5 31.7 28.5 45.6
Old : 20.2 31.9 29.6 45.8 19.5 31.7 28.5 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 933,078: 187,441 189,388 7,894 407,624 643,454 602,959 840,736: 330,119 92,342
Old : 933,078: 187,441 189,388 7,894 407,624 643,454 602,959 840,736: 330,119 92,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 64,159: 11,206 2,942 2,956 22,053 53,786 36,215 59,684: 27,944 4,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 20.3 0.8 43.7 69.0 64.6 90.1: 35.4 9.9
Old : 100.0: 20.1 20.3 0.8 43.7 69.0 64.6 90.1: 35.4 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 35 53 14 54 53 100 109:
Old : 167: 35 53 14 54 53 100 109:
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 : 18.2 33.3 28.6 47.4 16.6 31.7 26.0 43.5
Old : 18.2 33.3 28.6 47.4 16.6 31.7 26.0 43.5
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,305: 1,607 0 0 5,840 11,747 7,447 11,747: 5,858 1,558
Old : 13,305: 1,607 0 0 5,840 11,747 7,447 11,747: 5,858 1,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -33: -162 0 0 -67 -82 -229 -82: 196 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 0.0 0.0 43.9 88.3 56.0 88.3: 44.0 11.7
Old : 100.0: 12.1 0.0 0.0 43.9 88.3 56.0 88.3: 44.0 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 0 0 14 12 17 12:
Old : 27: 3 0 0 14 12 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 47.4 40.2 75.4 25.8 46.3 40.2 73.7
Old : 25.8 47.4 40.2 75.4 25.8 46.3 40.2 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 30,379: 2,814 5,650 226 22,898 18,517 25,938 24,393: 4,441 5,986
Old : 30,379: 2,814 5,650 226 22,898 18,517 25,938 24,393: 4,441 5,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -162: -221 155 15 -139 -1,030 -345 -860: 183 698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 18.6 0.7 75.4 61.0 85.4 80.3: 14.6 19.7
Old : 100.0: 9.3 18.6 0.7 75.4 61.0 85.4 80.3: 14.6 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 6 2 18 17 23 24:
Old : 39: 4 6 2 18 17 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 38.3 62.6 56.2 43.0 34.0 59.8 50.0
Old : 43.0 38.3 62.6 56.2 43.0 34.0 59.8 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 79,272: 6,543 17,384 230 33,780 50,143 40,553 67,757: 38,719 11,515
Old : 79,272: 6,543 17,384 230 33,780 50,143 40,553 67,757: 38,719 11,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 549: 913 1,137 87 358 -283 1,358 941: -809 -392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 21.9 0.3 42.6 63.3 51.2 85.5: 48.8 14.5
Old : 100.0: 8.3 21.9 0.3 42.6 63.3 51.2 85.5: 48.8 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 17 20 3 35 27 53 49:
Old : 86: 17 20 3 35 27 53 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 : 17.5 45.3 26.0 58.9 17.5 43.9 24.7 55.8
Old : 17.5 45.3 26.0 58.9 17.5 43.9 24.7 55.8
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 417,066: 101,855 95,144 3,976 279,663 156,212 385,494 255,332: 31,572 161,734
Old : 417,066: 101,855 95,144 3,976 279,663 156,212 385,494 255,332: 31,572 161,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 34,601: 16,408 -18,123 1,773 15,085 42,724 33,266 26,374: 1,335 8,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 22.8 1.0 67.1 37.5 92.4 61.2: 7.6 38.8
Old : 100.0: 24.4 22.8 1.0 67.1 37.5 92.4 61.2: 7.6 38.8
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 : 189: 60 60 12 45 37 112 102:
Old : 189: 60 60 12 45 37 112 102:
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 : 46.5 25.9 64.7 35.1 41.4 22.1 58.7 27.5
Old : 46.5 25.9 64.7 35.1 41.4 22.1 58.7 27.5
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 89,106: 44,618 7,919 99 15,181 73,102 59,898 81,120: 29,208 7,986
Old : 89,106: 44,618 7,919 99 15,181 73,102 59,898 81,120: 29,208 7,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 12,262: 8,568 -532 -112 -1,444 12,478 7,012 11,834: 5,250 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 8.9 0.1 17.0 82.0 67.2 91.0: 32.8 9.0
Old : 100.0: 50.1 8.9 0.1 17.0 82.0 67.2 91.0: 32.8 9.0
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 : 47: 19 3 2 10 21 29 26:
Old : 47: 19 3 2 10 21 29 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 51.4 47.8 73.5 34.5 51.4 47.8 73.3
Old : 34.5 51.4 47.8 73.5 34.5 51.4 47.8 73.3
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 27,263: 1,264 10,812 74 18,778 12,205 20,116 23,091: 7,147 4,172
Old : 27,263: 1,264 10,812 74 18,778 12,205 20,116 23,091: 7,147 4,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 2,449: 331 1,300 74 1,882 1,023 2,287 2,397: 162 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 39.7 0.3 68.9 44.8 73.8 84.7: 26.2 15.3
Old : 100.0: 4.6 39.7 0.3 68.9 44.8 73.8 84.7: 26.2 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 4 12 1 27 17 32 29:
Old : 54: 4 12 1 27 17 32 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 : 34.5 48.3 46.7 58.7 25.2 41.5 37.2 51.1
Old : 34.5 48.3 46.7 58.7 25.2 41.5 37.2 51.1
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 177,766: 39,468 28,423 611 125,094 134,500 165,173 163,534: 12,593 14,232
Old : 177,766: 39,468 28,423 611 125,094 134,500 165,173 163,534: 12,593 14,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 15,832: 6,165 1,938 -101 5,664 15,361 11,728 17,198: 4,104 -1,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 16.0 0.3 70.4 75.7 92.9 92.0: 7.1 8.0
Old : 100.0: 22.2 16.0 0.3 70.4 75.7 92.9 92.0: 7.1 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 16 28 4 29 38 48 67:
Old : 97: 16 28 4 29 38 48 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 : 58.3 40.5 72.5 55.5 54.3 39.7 67.7 53.6
Old : 58.3 40.5 72.5 55.5 54.3 39.7 67.7 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 38,314: 10,755 9,229 110 14,398 22,426 25,263 31,765: 13,051 6,549
Old : 38,314: 10,755 9,229 110 14,398 22,426 25,263 31,765: 13,051 6,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 1,482: 377 1,202 0 1,517 233 1,894 1,435: -412 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 24.1 0.3 37.6 58.5 65.9 82.9: 34.1 17.1
Old : 100.0: 28.1 24.1 0.3 37.6 58.5 65.9 82.9: 34.1 17.1
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: 20 17 2 15 20 36 38:
Old : 69: 20 17 2 15 20 36 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 31.7 33.6 47.9 18.1 30.7 29.2 43.7
Old : 21.1 31.7 33.6 47.9 18.1 30.7 29.2 43.7
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, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 119,884: 400 6,915 2,521 59,333 78,949 62,254 88,385: 57,630 31,499
Old : 119,884: 400 6,915 2,521 59,333 78,949 62,254 88,385: 57,630 31,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 20: -37 579 -396 -304 5,558 -737 5,741: 757 -5,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 5.8 2.1 49.5 65.9 51.9 73.7: 48.1 26.3
Old : 100.0: 0.3 5.8 2.1 49.5 65.9 51.9 73.7: 48.1 26.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 2 16 4 20 28 26 45:
Old : 50: 2 16 4 20 28 26 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 51.9 46.6 58.9 5.7 18.2 7.3 23.2
Old : 41.3 51.9 46.6 58.9 5.7 18.2 7.3 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 18, 2005