MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 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 : 26,989: 3,858 2,880 1,433 16,872 16,260 22,163 20,573: 4,826 6,416
Old : 26,989: 3,858 2,880 1,433 16,872 16,260 22,163 20,573: 4,826 6,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 714: 878 -13 172 133 658 1,183 817: -469 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 10.7 5.3 62.5 60.2 82.1 76.2: 17.9 23.8
Old : 100.0: 14.3 10.7 5.3 62.5 60.2 82.1 76.2: 17.9 23.8
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 : 52: 14 8 13 23 18 41 35:
Old : 52: 14 8 13 23 18 41 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 : 49.8 36.9 62.7 56.2 47.9 36.0 59.4 53.5
Old : 49.8 36.9 62.7 56.2 47.9 36.0 59.4 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 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 : 104,265: 22,935 8,381 20,337 41,519 42,689 84,791 71,407: 19,474 32,858
Old : 101,938: 22,936 8,346 20,146 40,367 41,893 83,449 70,385: 18,489 31,553
Other: 2,327: 190 226 0 1,152 796 1,342 1,022: 985 1,305
: : :
: : Changes in Commitments from: February 22, 2005 :
: 10,049: 5,183 746 1,927 1,928 6,025 9,038 8,698: 1,011 1,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 8.0 19.5 39.8 40.9 81.3 68.5: 18.7 31.5
Old : 100.0: 22.5 8.2 19.8 39.6 41.1 81.9 69.0: 18.1 31.0
Other: 100.0: 8.2 9.7 0.0 49.5 34.2 57.7 43.9: 42.3 56.1
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 58 29 46 26 38 119 95:
Old : 154: 58 29 46 25 38 118 95:
Other: 21: 6 2 0 4 11 10 13:
:----------------------------------------------------------------------------------------------------
: 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 : 25.4 19.5 35.9 31.4 25.4 18.2 34.8 28.4
Old : 26.0 19.6 36.6 31.8 26.0 19.0 35.4 29.5
Other: 50.8 30.0 57.0 40.7 49.5 30.0 55.3 40.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 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 : 3,006: 255 1,476 81 1,654 399 1,990 1,956: 1,016 1,050
Old : 3,006: 255 1,476 81 1,654 399 1,990 1,956: 1,016 1,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -511: -3 209 -536 -71 -66 -610 -393: 99 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 49.1 2.7 55.0 13.3 66.2 65.1: 33.8 34.9
Old : 100.0: 8.5 49.1 2.7 55.0 13.3 66.2 65.1: 33.8 34.9
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 : 31: 5 18 4 7 2 16 20:
Old : 31: 5 18 4 7 2 16 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 31.7 60.6 45.7 50.7 31.1 60.6 44.3
Old : 50.7 31.7 60.6 45.7 50.7 31.1 60.6 44.3
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, March 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 : 128,754: 38,101 19,332 10,702 67,336 66,137 116,139 96,171: 12,615 32,583
Old : 128,754: 38,101 19,332 10,702 67,336 66,137 116,139 96,171: 12,615 32,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -3,191: 181 1,798 -2,095 359 -129 -1,555 -426: -1,636 -2,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 15.0 8.3 52.3 51.4 90.2 74.7: 9.8 25.3
Old : 100.0: 29.6 15.0 8.3 52.3 51.4 90.2 74.7: 9.8 25.3
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 : 188: 45 41 33 42 83 105 144:
Old : 188: 45 41 33 42 83 105 144:
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 13.8 45.8 23.8 25.9 13.8 43.3 23.3
Old : 27.0 13.8 45.8 23.8 25.9 13.8 43.3 23.3
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, March 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 : 5,199: 2,126 295 216 848 3,434 3,190 3,945: 2,009 1,254
Old : 5,199: 2,126 295 216 848 3,434 3,190 3,945: 2,009 1,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -59: 98 -83 47 187 204 332 168: -391 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 5.7 4.2 16.3 66.1 61.4 75.9: 38.6 24.1
Old : 100.0: 40.9 5.7 4.2 16.3 66.1 61.4 75.9: 38.6 24.1
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 : 51: 23 7 7 12 16 39 27:
Old : 51: 23 7 7 12 16 39 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 49.0 31.9 59.5 21.0 49.0 29.6 58.4
Old : 21.6 49.0 31.9 59.5 21.0 49.0 29.6 58.4
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, March 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 : 23,828: 7,061 3,763 3,818 9,028 4,609 19,907 12,190: 3,921 11,638
Old : 23,828: 7,061 3,763 3,818 9,028 4,609 19,907 12,190: 3,921 11,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -304: 300 21 -274 -279 223 -253 -30: -51 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 15.8 16.0 37.9 19.3 83.5 51.2: 16.5 48.8
Old : 100.0: 29.6 15.8 16.0 37.9 19.3 83.5 51.2: 16.5 48.8
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 : 110: 27 20 20 33 40 70 75:
Old : 110: 27 20 20 33 40 70 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 14.8 44.3 21.4 20.3 8.9 33.4 14.8
Old : 29.6 14.8 44.3 21.4 20.3 8.9 33.4 14.8
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, March 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 : 95,644: 11,793 18,622 963 56,547 60,041 69,303 79,626: 26,341 16,018
Old : 95,644: 11,793 18,622 963 56,547 60,041 69,303 79,626: 26,341 16,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 7,369: 518 4,206 -189 6,143 791 6,472 4,808: 897 2,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 19.5 1.0 59.1 62.8 72.5 83.3: 27.5 16.7
Old : 100.0: 12.3 19.5 1.0 59.1 62.8 72.5 83.3: 27.5 16.7
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 : 63: 15 15 4 24 20 41 37:
Old : 63: 15 15 4 24 20 41 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 46.7 50.4 60.1 34.9 46.6 46.8 59.9
Old : 37.9 46.7 50.4 60.1 34.9 46.6 46.8 59.9
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, March 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 : 61,956: 7,313 9,216 0 36,723 39,778 44,036 48,994: 17,920 12,962
Old : 61,956: 7,313 9,216 0 36,723 39,778 44,036 48,994: 17,920 12,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 7,519: 2,523 976 -727 6,318 9,713 8,114 9,962: -595 -2,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 14.9 0.0 59.3 64.2 71.1 79.1: 28.9 20.9
Old : 100.0: 11.8 14.9 0.0 59.3 64.2 71.1 79.1: 28.9 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 7 5 0 13 11 20 16:
Old : 32: 7 5 0 13 11 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 58.6 56.3 70.8 41.8 58.5 55.6 69.3
Old : 42.1 58.6 56.3 70.8 41.8 58.5 55.6 69.3
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, March 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 : 102,386: 70,999 8,686 247 20,324 89,296 91,570 98,229: 10,816 4,157
Old : 102,386: 70,999 8,686 247 20,324 89,296 91,570 98,229: 10,816 4,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 4,741: -257 448 -216 6,458 6,200 5,985 6,432: -1,244 -1,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 8.5 0.2 19.9 87.2 89.4 95.9: 10.6 4.1
Old : 100.0: 69.3 8.5 0.2 19.9 87.2 89.4 95.9: 10.6 4.1
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 : 96: 55 9 2 15 22 71 33:
Old : 96: 55 9 2 15 22 71 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 : 28.8 52.7 46.7 72.1 28.8 52.6 46.5 72.0
Old : 28.8 52.7 46.7 72.1 28.8 52.6 46.5 72.0
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, March 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 : 79,910: 38,182 4,663 34 15,806 62,860 54,022 67,557: 25,888 12,353
Old : 79,910: 38,182 4,663 34 15,806 62,860 54,022 67,557: 25,888 12,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 732: 8,813 450 10 -10,472 -165 -1,649 295: 2,381 437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 5.8 0.0 19.8 78.7 67.6 84.5: 32.4 15.5
Old : 100.0: 47.8 5.8 0.0 19.8 78.7 67.6 84.5: 32.4 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 25 8 2 9 15 36 23:
Old : 51: 25 8 2 9 15 36 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 : 20.5 59.6 34.2 72.9 18.2 59.6 31.5 67.7
Old : 20.5 59.6 34.2 72.9 18.2 59.6 31.5 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 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 : 153,631: 13,422 20,545 189 107,980 112,908 121,591 133,642: 32,040 19,989
Old : 153,631: 13,422 20,545 189 107,980 112,908 121,591 133,642: 32,040 19,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -453: -656 -19,468 -595 1,575 22,968 324 2,905: -777 -3,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 13.4 0.1 70.3 73.5 79.1 87.0: 20.9 13.0
Old : 100.0: 8.7 13.4 0.1 70.3 73.5 79.1 87.0: 20.9 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 14 18 3 23 23 39 42:
Old : 66: 14 18 3 23 23 39 42:
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 : 51.3 51.5 63.3 63.9 43.3 42.2 51.8 52.3
Old : 51.3 51.5 63.3 63.9 43.3 42.2 51.8 52.3
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, March 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 : 169,942: 46,880 13,462 1,179 60,219 108,439 108,278 123,080: 61,664 46,862
Old : 169,942: 46,880 13,462 1,179 60,219 108,439 108,278 123,080: 61,664 46,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 4,981: 17,876 -11,518 -437 -10,135 29,118 7,304 17,163: -2,323 -12,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 7.9 0.7 35.4 63.8 63.7 72.4: 36.3 27.6
Old : 100.0: 27.6 7.9 0.7 35.4 63.8 63.7 72.4: 36.3 27.6
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 : 92: 32 18 7 31 28 67 49:
Old : 92: 32 18 7 31 28 67 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 : 22.7 32.5 33.0 46.4 20.2 32.1 29.5 44.1
Old : 22.7 32.5 33.0 46.4 20.2 32.1 29.5 44.1
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, March 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 : 33,775: 10,366 1,640 250 18,430 26,154 29,046 28,044: 4,729 5,731
Old : 33,775: 10,366 1,640 250 18,430 26,154 29,046 28,044: 4,729 5,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 1,830: 0 0 0 1,042 -38 1,042 -38: 788 1,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 4.9 0.7 54.6 77.4 86.0 83.0: 14.0 17.0
Old : 100.0: 30.7 4.9 0.7 54.6 77.4 86.0 83.0: 14.0 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 1 7 17 9 19:
Old : 21: 2 1 1 7 17 9 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 41.3 85.9 58.9 59.5 31.4 68.8 48.9
Old : 68.4 41.3 85.9 58.9 59.5 31.4 68.8 48.9
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, March 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 : 8,314,107: 737,253 1,384,262 910,058 5,737,405 4,486,532 7,384,716 6,780,852: 929,391 1,533,255
Old : 8,314,107: 737,253 1,384,262 910,058 5,737,405 4,486,532 7,384,716 6,780,852: 929,391 1,533,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 319,479: 35,128 116,965 35,187 218,787 189,228 289,102 341,380: 30,377 -21,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 16.6 10.9 69.0 54.0 88.8 81.6: 11.2 18.4
Old : 100.0: 8.9 16.6 10.9 69.0 54.0 88.8 81.6: 11.2 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 40 69 78 120 137 207 244:
Old : 257: 40 69 78 120 137 207 244:
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 13.0 44.5 21.7 25.6 11.4 37.6 18.3
Old : 27.1 13.0 44.5 21.7 25.6 11.4 37.6 18.3
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, March 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 : 709,236: 65,782 83,044 8,570 487,703 507,921 562,055 599,535: 147,181 109,701
Old : 709,236: 65,782 83,044 8,570 487,703 507,921 562,055 599,535: 147,181 109,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 13,151: 3,662 2,709 349 10,227 1,370 14,238 4,428: -1,087 8,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 11.7 1.2 68.8 71.6 79.2 84.5: 20.8 15.5
Old : 100.0: 9.3 11.7 1.2 68.8 71.6 79.2 84.5: 20.8 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 40 29 18 91 66 142 102:
Old : 184: 40 29 18 91 66 142 102:
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 : 19.7 32.5 28.5 45.9 19.0 31.6 27.5 44.9
Old : 19.7 32.5 28.5 45.9 19.0 31.6 27.5 44.9
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, March 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 : 1,001,414: 207,057 261,570 16,560 434,474 627,475 658,091 905,605: 343,323 95,809
Old : 1,001,414: 207,057 261,570 16,560 434,474 627,475 658,091 905,605: 343,323 95,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 96,319: -154 21,344 5,317 52,500 81,412 57,663 108,073: 38,656 -11,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 26.1 1.7 43.4 62.7 65.7 90.4: 34.3 9.6
Old : 100.0: 20.7 26.1 1.7 43.4 62.7 65.7 90.4: 34.3 9.6
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 : 178: 37 60 19 56 56 108 121:
Old : 178: 37 60 19 56 56 108 121:
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 : 18.0 29.0 28.1 41.8 16.5 26.0 26.1 36.2
Old : 18.0 29.0 28.1 41.8 16.5 26.0 26.1 36.2
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, March 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 : 13,913: 1,567 523 56 6,836 11,712 8,459 12,291: 5,454 1,622
Old : 13,913: 1,567 523 56 6,836 11,712 8,459 12,291: 5,454 1,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 592: -43 283 56 838 187 851 526: -259 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 3.8 0.4 49.1 84.2 60.8 88.3: 39.2 11.7
Old : 100.0: 11.3 3.8 0.4 49.1 84.2 60.8 88.3: 39.2 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 : 31: 3 2 1 17 11 20 14:
Old : 31: 3 2 1 17 11 20 14:
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 : 24.3 46.5 38.3 73.4 23.9 44.3 37.9 70.7
Old : 24.3 46.5 38.3 73.4 23.9 44.3 37.9 70.7
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, March 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 : 32,445: 4,558 6,171 273 21,560 18,650 26,391 25,094: 6,054 7,351
Old : 32,445: 4,558 6,171 273 21,560 18,650 26,391 25,094: 6,054 7,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 1,324: 2,071 299 4 -2,221 686 -146 989: 1,470 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 19.0 0.8 66.5 57.5 81.3 77.3: 18.7 22.7
Old : 100.0: 14.0 19.0 0.8 66.5 57.5 81.3 77.3: 18.7 22.7
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 : 38: 4 5 2 18 19 23 25:
Old : 38: 4 5 2 18 19 23 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 : 39.2 33.7 59.1 54.0 39.2 29.1 56.9 48.2
Old : 39.2 33.7 59.1 54.0 39.2 29.1 56.9 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 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 : 89,809: 4,519 20,074 0 40,556 57,614 45,075 77,688: 44,734 12,121
Old : 89,809: 4,519 20,074 0 40,556 57,614 45,075 77,688: 44,734 12,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 2,671: -125 643 -188 3,743 4,053 3,430 4,508: -759 -1,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 22.4 0.0 45.2 64.2 50.2 86.5: 49.8 13.5
Old : 100.0: 5.0 22.4 0.0 45.2 64.2 50.2 86.5: 49.8 13.5
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 : 87: 14 22 0 38 32 52 54:
Old : 87: 14 22 0 38 32 52 54:
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 : 19.4 43.4 28.5 58.9 19.0 41.9 26.6 54.6
Old : 19.4 43.4 28.5 58.9 19.0 41.9 26.6 54.6
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, March 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 : 457,495: 115,131 99,353 2,718 305,684 169,033 423,533 271,104: 33,962 186,391
Old : 457,495: 115,131 99,353 2,718 305,684 169,033 423,533 271,104: 33,962 186,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -16,733: 121 -7,196 -854 -5,770 5,421 -6,503 -2,629: -10,230 -14,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 21.7 0.6 66.8 36.9 92.6 59.3: 7.4 40.7
Old : 100.0: 25.2 21.7 0.6 66.8 36.9 92.6 59.3: 7.4 40.7
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 : 168: 46 58 11 46 31 100 92:
Old : 168: 46 58 11 46 31 100 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 23.5 66.4 33.2 42.8 20.4 60.5 25.6
Old : 47.7 23.5 66.4 33.2 42.8 20.4 60.5 25.6
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, March 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 : 104,099: 56,250 871 1,336 16,082 94,838 73,668 97,045: 30,431 7,054
Old : 104,099: 56,250 871 1,336 16,082 94,838 73,668 97,045: 30,431 7,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 8,920: 6,332 -3,077 242 1,827 12,566 8,401 9,731: 519 -811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 0.8 1.3 15.4 91.1 70.8 93.2: 29.2 6.8
Old : 100.0: 54.0 0.8 1.3 15.4 91.1 70.8 93.2: 29.2 6.8
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 : 52: 21 3 2 12 25 34 29:
Old : 52: 21 3 2 12 25 34 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 50.3 47.6 71.3 35.6 50.3 47.6 70.6
Old : 35.6 50.3 47.6 71.3 35.6 50.3 47.6 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 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 : 35,719: 1,503 14,550 310 27,635 16,418 29,448 31,278: 6,271 4,441
Old : 35,719: 1,503 14,550 310 27,635 16,418 29,448 31,278: 6,271 4,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 4,123: 128 1,055 50 4,052 2,955 4,230 4,060: -107 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 40.7 0.9 77.4 46.0 82.4 87.6: 17.6 12.4
Old : 100.0: 4.2 40.7 0.9 77.4 46.0 82.4 87.6: 17.6 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 5 11 3 28 20 35 32:
Old : 56: 5 11 3 28 20 35 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 : 45.6 54.0 58.6 62.9 32.0 41.2 43.2 48.8
Old : 45.6 54.0 58.6 62.9 32.0 41.2 43.2 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 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 : 211,226: 61,495 34,806 1,095 135,446 160,763 198,036 196,664: 13,190 14,562
Old : 211,226: 61,495 34,806 1,095 135,446 160,763 198,036 196,664: 13,190 14,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 12,039: 11,702 3,271 -291 -37 7,994 11,374 10,974: 665 1,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 16.5 0.5 64.1 76.1 93.8 93.1: 6.2 6.9
Old : 100.0: 29.1 16.5 0.5 64.1 76.1 93.8 93.1: 6.2 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 18 30 5 30 41 52 72:
Old : 105: 18 30 5 30 41 52 72:
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 : 62.9 37.9 74.5 54.1 59.0 37.7 70.3 53.3
Old : 62.9 37.9 74.5 54.1 59.0 37.7 70.3 53.3
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, March 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 : 40,064: 11,848 8,498 154 15,744 23,908 27,746 32,560: 12,318 7,504
Old : 40,064: 11,848 8,498 154 15,744 23,908 27,746 32,560: 12,318 7,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 1,788: 634 1,124 26 2,268 513 2,928 1,663: -1,140 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 21.2 0.4 39.3 59.7 69.3 81.3: 30.7 18.7
Old : 100.0: 29.6 21.2 0.4 39.3 59.7 69.3 81.3: 30.7 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 : 75: 22 17 3 19 22 43 40:
Old : 75: 22 17 3 19 22 43 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 : 22.3 32.9 34.6 47.6 20.5 31.3 30.7 42.1
Old : 22.3 32.9 34.6 47.6 20.5 31.3 30.7 42.1
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, March 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 : 118,566: 100 10,511 2,618 58,180 75,322 60,898 88,451: 57,668 30,115
Old : 118,566: 100 10,511 2,618 58,180 75,322 60,898 88,451: 57,668 30,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -941: -190 3,601 87 1,848 -2,193 1,745 1,495: -2,686 -2,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 8.9 2.2 49.1 63.5 51.4 74.6: 48.6 25.4
Old : 100.0: 0.1 8.9 2.2 49.1 63.5 51.4 74.6: 48.6 25.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 1 18 5 21 28 27 47:
Old : 51: 1 18 5 21 28 27 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 : 40.6 50.1 45.5 57.9 7.5 19.1 9.1 25.2
Old : 40.6 50.1 45.5 57.9 7.5 19.1 9.1 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 4, 2005