MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 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 : 23,143: 2,376 2,452 1,067 14,609 14,234 18,052 17,753: 5,091 5,390
Old : 23,143: 2,376 2,452 1,067 14,609 14,234 18,052 17,753: 5,091 5,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -135: 56 109 -265 259 217 50 61: -185 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 10.6 4.6 63.1 61.5 78.0 76.7: 22.0 23.3
Old : 100.0: 10.3 10.6 4.6 63.1 61.5 78.0 76.7: 22.0 23.3
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 : 45: 11 6 11 20 18 33 33:
Old : 45: 11 6 11 20 18 33 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 : 51.2 38.1 64.9 56.5 50.6 37.2 61.5 53.9
Old : 51.2 38.1 64.9 56.5 50.6 37.2 61.5 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 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 : 89,791: 18,711 8,282 11,444 42,911 39,931 73,066 59,657: 16,725 30,134
Old : 86,580: 18,807 8,190 11,149 41,097 38,721 71,053 58,060: 15,527 28,520
Other: 3,211: 199 387 0 1,814 1,210 2,013 1,597: 1,198 1,614
: : :
: : Changes in Commitments from: March 8, 2005 :
: -14,441: -7,821 -152 -4,945 455 -5,723 -12,311 -10,820: -2,130 -3,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 9.2 12.7 47.8 44.5 81.4 66.4: 18.6 33.6
Old : 100.0: 21.7 9.5 12.9 47.5 44.7 82.1 67.1: 17.9 32.9
Other: 100.0: 6.2 12.1 0.0 56.5 37.7 62.7 49.7: 37.3 50.3
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 51 28 38 23 38 99 88:
Old : 136: 51 27 37 22 38 98 87:
Other: 26: 6 5 0 4 13 10 18:
:----------------------------------------------------------------------------------------------------
: 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 : 30.1 20.6 41.6 32.3 30.1 20.3 41.6 29.6
Old : 31.2 20.7 42.4 32.8 31.2 20.5 42.3 31.1
Other: 58.3 29.8 61.9 42.6 56.0 29.8 59.2 42.1
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 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 : 3,001: 339 1,366 155 1,757 418 2,251 1,939: 750 1,062
Old : 2,999: 339 1,366 154 1,757 418 2,250 1,938: 749 1,061
Other: 2: 0 0 1 0 0 1 1: 1 1
: : :
: : Changes in Commitments from: March 8, 2005 :
: 35: 23 -71 10 60 45 93 -16: -58 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 45.5 5.2 58.5 13.9 75.0 64.6: 25.0 35.4
Old : 100.0: 11.3 45.5 5.1 58.6 13.9 75.0 64.6: 25.0 35.4
Other: 100.0: 0.0 0.0 50.0 0.0 0.0 50.0 50.0: 50.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 7 16 4 8 2 19 18:
Old : 32: 7 16 4 8 2 19 18:
Other: 1: 0 0 1 0 0 1 1:
:----------------------------------------------------------------------------------------------------
: 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 32.2 62.2 47.5 50.9 31.7 61.2 44.4
Old : 51.3 32.2 62.3 47.5 51.0 31.7 61.2 44.4
Other: 50.0 50.0 50.0 50.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 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 : 149,496: 53,212 17,524 10,346 67,333 78,889 130,891 106,759: 18,605 42,737
Old : 149,496: 53,212 17,524 10,346 67,333 78,889 130,891 106,759: 18,605 42,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 13,243: 8,452 555 -18 1,174 8,533 9,608 9,070: 3,635 4,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 11.7 6.9 45.0 52.8 87.6 71.4: 12.4 28.6
Old : 100.0: 35.6 11.7 6.9 45.0 52.8 87.6 71.4: 12.4 28.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 64 34 36 59 113 148 167:
Old : 232: 64 34 36 59 113 148 167:
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 : 22.4 13.1 38.2 22.2 22.0 12.9 36.1 22.0
Old : 22.4 13.1 38.2 22.2 22.0 12.9 36.1 22.0
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 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 : 4,824: 1,985 438 107 754 3,044 2,846 3,589: 1,978 1,235
Old : 4,824: 1,985 438 107 754 3,044 2,846 3,589: 1,978 1,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -280: -49 34 -41 -122 -197 -212 -204: -68 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 9.1 2.2 15.6 63.1 59.0 74.4: 41.0 25.6
Old : 100.0: 41.1 9.1 2.2 15.6 63.1 59.0 74.4: 41.0 25.6
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 8 6 12 16 36 27:
Old : 50: 20 8 6 12 16 36 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 : 21.7 47.5 31.5 57.3 20.8 47.5 30.5 57.1
Old : 21.7 47.5 31.5 57.3 20.8 47.5 30.5 57.1
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 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 : 26,118: 10,350 2,749 4,665 7,040 6,059 22,055 13,473: 4,063 12,645
Old : 26,118: 10,350 2,749 4,665 7,040 6,059 22,055 13,473: 4,063 12,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 1,102: 1,805 -411 1,004 -1,815 267 994 860: 108 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 10.5 17.9 27.0 23.2 84.4 51.6: 15.6 48.4
Old : 100.0: 39.6 10.5 17.9 27.0 23.2 84.4 51.6: 15.6 48.4
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 : 119: 42 17 19 25 42 77 70:
Old : 119: 42 17 19 25 42 77 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 18.0 40.0 24.4 16.8 9.0 27.6 14.1
Old : 27.3 18.0 40.0 24.4 16.8 9.0 27.6 14.1
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 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 : 125,191: 36,259 10,109 904 52,191 77,424 89,354 88,437: 35,837 36,754
Old : 125,191: 36,259 10,109 904 52,191 77,424 89,354 88,437: 35,837 36,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 19,271: 18,696 -4,125 285 -8,057 1,094 10,924 -2,746: 8,347 22,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 8.1 0.7 41.7 61.8 71.4 70.6: 28.6 29.4
Old : 100.0: 29.0 8.1 0.7 41.7 61.8 71.4 70.6: 28.6 29.4
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 : 74: 25 11 4 24 28 50 42:
Old : 74: 25 11 4 24 28 50 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 : 28.1 33.1 40.8 46.2 22.4 32.9 33.7 44.5
Old : 28.1 33.1 40.8 46.2 22.4 32.9 33.7 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 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 : 41,804: 10,655 10,495 1 14,830 22,524 25,486 33,020: 16,318 8,784
Old : 41,804: 10,655 10,495 1 14,830 22,524 25,486 33,020: 16,318 8,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -25,708: 3,181 -6 -1,345 -24,726 -21,034 -22,890 -22,385: -2,818 -3,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 25.1 0.0 35.5 53.9 61.0 79.0: 39.0 21.0
Old : 100.0: 25.5 25.1 0.0 35.5 53.9 61.0 79.0: 39.0 21.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 9 4 1 8 9 18 13:
Old : 27: 9 4 1 8 9 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 56.7 49.7 72.6 37.9 56.6 49.7 71.4
Old : 37.9 56.7 49.7 72.6 37.9 56.6 49.7 71.4
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 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 : 71,963: 49,610 5,015 251 14,035 63,546 63,896 68,812: 8,067 3,151
Old : 71,963: 49,610 5,015 251 14,035 63,546 63,896 68,812: 8,067 3,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -53,449: -23,607 -3,203 -1,528 -21,759 -43,635 -46,894 -48,366: -6,555 -5,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 7.0 0.3 19.5 88.3 88.8 95.6: 11.2 4.4
Old : 100.0: 68.9 7.0 0.3 19.5 88.3 88.8 95.6: 11.2 4.4
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 : 91: 53 11 2 13 16 67 28:
Old : 91: 53 11 2 13 16 67 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 57.2 41.1 77.8 25.7 57.2 41.1 77.6
Old : 25.7 57.2 41.1 77.8 25.7 57.2 41.1 77.6
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 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 : 79,439: 42,006 4,182 32 9,867 65,961 51,905 70,175: 27,534 9,264
Old : 79,439: 42,006 4,182 32 9,867 65,961 51,905 70,175: 27,534 9,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -20,144: -4,445 -1,142 -1,537 -11,254 -14,641 -17,236 -17,320: -2,908 -2,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 5.3 0.0 12.4 83.0 65.3 88.3: 34.7 11.7
Old : 100.0: 52.9 5.3 0.0 12.4 83.0 65.3 88.3: 34.7 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 : 52: 27 7 2 7 16 36 23:
Old : 52: 27 7 2 7 16 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 : 21.3 63.6 35.0 76.4 20.6 62.9 34.2 75.6
Old : 21.3 63.6 35.0 76.4 20.6 62.9 34.2 75.6
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 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 : 107,434: 13,944 19,290 73 64,255 70,141 78,272 89,504: 29,162 17,930
Old : 107,434: 13,944 19,290 73 64,255 70,141 78,272 89,504: 29,162 17,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -63,675: 594 -3,846 -3,788 -55,942 -51,849 -59,136 -59,483: -4,539 -4,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 18.0 0.1 59.8 65.3 72.9 83.3: 27.1 16.7
Old : 100.0: 13.0 18.0 0.1 59.8 65.3 72.9 83.3: 27.1 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 : 56: 16 13 2 18 15 35 29:
Old : 56: 16 13 2 18 15 35 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 : 48.8 44.1 58.2 58.7 48.8 43.9 58.1 58.5
Old : 48.8 44.1 58.2 58.7 48.8 43.9 58.1 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 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 : 122,371: 42,647 12,735 227 26,959 68,607 69,833 81,569: 52,538 40,802
Old : 122,371: 42,647 12,735 227 26,959 68,607 69,833 81,569: 52,538 40,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -46,790: 5,531 -1,791 -323 -43,150 -39,550 -37,942 -41,664: -8,848 -5,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 10.4 0.2 22.0 56.1 57.1 66.7: 42.9 33.3
Old : 100.0: 34.9 10.4 0.2 22.0 56.1 57.1 66.7: 42.9 33.3
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 : 84: 35 15 4 25 23 60 42:
Old : 84: 35 15 4 25 23 60 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 : 15.9 32.1 24.8 47.9 15.9 30.5 24.8 45.4
Old : 15.9 32.1 24.8 47.9 15.9 30.5 24.8 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 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 : 63,246: 20,278 3,161 0 38,199 54,637 58,477 57,798: 4,769 5,448
Old : 63,246: 20,278 3,161 0 38,199 54,637 58,477 57,798: 4,769 5,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 2,389: 5,705 1,255 -62 -2,334 3,717 3,309 4,910: -920 -2,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 5.0 0.0 60.4 86.4 92.5 91.4: 7.5 8.6
Old : 100.0: 32.1 5.0 0.0 60.4 86.4 92.5 91.4: 7.5 8.6
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 : 28: 4 2 0 15 14 19 16:
Old : 28: 4 2 0 15 14 19 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 : 59.7 56.4 79.3 75.7 58.2 50.7 73.2 68.9
Old : 59.7 56.4 79.3 75.7 58.2 50.7 73.2 68.9
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 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 : 7,682,587: 722,335 1,444,050 676,671 5,337,030 4,010,356 6,736,036 6,131,077: 946,551 1,551,510
Old : 7,682,587: 722,335 1,444,050 676,671 5,337,030 4,010,356 6,736,036 6,131,077: 946,551 1,551,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -788,654: -23,024 90,553 -333,633 -484,753 -561,896 -841,410 -804,976: 52,756 16,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 18.8 8.8 69.5 52.2 87.7 79.8: 12.3 20.2
Old : 100.0: 9.4 18.8 8.8 69.5 52.2 87.7 79.8: 12.3 20.2
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 : 249: 41 74 77 107 122 199 228:
Old : 249: 41 74 77 107 122 199 228:
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 : 29.7 14.8 47.0 24.1 28.8 14.2 40.4 21.8
Old : 29.7 14.8 47.0 24.1 28.8 14.2 40.4 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 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 : 795,257: 66,879 103,839 12,755 541,098 566,759 620,732 683,353: 174,525 111,904
Old : 795,257: 66,879 103,839 12,755 541,098 566,759 620,732 683,353: 174,525 111,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 70,932: -1,531 17,222 1,403 41,036 43,477 40,908 62,102: 30,024 8,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 13.1 1.6 68.0 71.3 78.1 85.9: 21.9 14.1
Old : 100.0: 8.4 13.1 1.6 68.0 71.3 78.1 85.9: 21.9 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 41 35 32 103 71 162 120:
Old : 195: 41 35 32 103 71 162 120:
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 : 18.6 32.2 27.6 44.2 17.5 28.0 24.7 39.8
Old : 18.6 32.2 27.6 44.2 17.5 28.0 24.7 39.8
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 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 : 1,226,408: 276,083 227,548 57,921 585,779 746,829 919,783 1,032,298: 306,625 194,110
Old : 1,226,408: 276,083 227,548 57,921 585,779 746,829 919,783 1,032,298: 306,625 194,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 166,423: 49,513 -36,267 32,715 104,210 64,971 186,438 61,419: -20,015 105,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 18.6 4.7 47.8 60.9 75.0 84.2: 25.0 15.8
Old : 100.0: 22.5 18.6 4.7 47.8 60.9 75.0 84.2: 25.0 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 44 55 45 67 61 138 134:
Old : 183: 44 55 45 67 61 138 134:
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 : 19.5 28.0 31.5 40.4 15.3 17.3 23.1 26.1
Old : 19.5 28.0 31.5 40.4 15.3 17.3 23.1 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 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 : 19,787: 2,710 608 1,287 8,878 14,671 12,875 16,566: 6,912 3,221
Old : 19,787: 2,710 608 1,287 8,878 14,671 12,875 16,566: 6,912 3,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 4,429: 915 130 670 1,750 2,274 3,335 3,074: 1,094 1,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 3.1 6.5 44.9 74.1 65.1 83.7: 34.9 16.3
Old : 100.0: 13.7 3.1 6.5 44.9 74.1 65.1 83.7: 34.9 16.3
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 : 35: 5 2 3 20 16 26 21:
Old : 35: 5 2 3 20 16 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 38.0 36.3 59.4 17.1 31.3 27.5 50.2
Old : 22.6 38.0 36.3 59.4 17.1 31.3 27.5 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 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 : 47,874: 3,886 6,008 5,246 28,901 21,824 38,033 33,078: 9,841 14,796
Old : 47,874: 3,886 6,008 5,246 28,901 21,824 38,033 33,078: 9,841 14,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 14,708: -26 0 3,749 6,807 3,843 10,530 7,592: 4,178 7,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 12.5 11.0 60.4 45.6 79.4 69.1: 20.6 30.9
Old : 100.0: 8.1 12.5 11.0 60.4 45.6 79.4 69.1: 20.6 30.9
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 : 36: 3 5 7 21 23 29 30:
Old : 36: 3 5 7 21 23 29 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 : 39.6 32.8 58.1 46.6 31.3 18.7 42.6 28.1
Old : 39.6 32.8 58.1 46.6 31.3 18.7 42.6 28.1
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 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 : 103,755: 4,225 17,342 3,847 54,475 70,392 62,547 91,581: 41,208 12,174
Old : 103,755: 4,225 17,342 3,847 54,475 70,392 62,547 91,581: 41,208 12,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 18,145: -744 3,998 3,027 9,413 9,888 11,696 16,913: 6,449 1,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 16.7 3.7 52.5 67.8 60.3 88.3: 39.7 11.7
Old : 100.0: 4.1 16.7 3.7 52.5 67.8 60.3 88.3: 39.7 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 : 95: 13 25 11 44 43 63 75:
Old : 95: 13 25 11 44 43 63 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 : 21.8 34.8 32.0 49.1 18.0 28.2 24.2 38.5
Old : 21.8 34.8 32.0 49.1 18.0 28.2 24.2 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 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 : 489,245: 88,081 107,512 10,257 353,310 205,313 451,648 323,082: 37,597 166,163
Old : 489,245: 88,081 107,512 10,257 353,310 205,313 451,648 323,082: 37,597 166,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 98,060: 5,856 6,281 8,007 74,630 49,418 88,493 63,706: 9,567 34,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 22.0 2.1 72.2 42.0 92.3 66.0: 7.7 34.0
Old : 100.0: 18.0 22.0 2.1 72.2 42.0 92.3 66.0: 7.7 34.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 41 68 25 51 51 105 133:
Old : 182: 41 68 25 51 51 105 133:
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 : 48.1 24.0 60.8 33.2 42.2 21.3 53.1 26.1
Old : 48.1 24.0 60.8 33.2 42.2 21.3 53.1 26.1
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 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 : 102,848: 57,410 3,269 0 17,468 93,058 74,878 96,327: 27,970 6,521
Old : 102,848: 57,410 3,269 0 17,468 93,058 74,878 96,327: 27,970 6,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -27,383: 1,594 -594 -511 -20,679 -21,015 -19,596 -22,120: -7,787 -5,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 3.2 0.0 17.0 90.5 72.8 93.7: 27.2 6.3
Old : 100.0: 55.8 3.2 0.0 17.0 90.5 72.8 93.7: 27.2 6.3
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 : 47: 22 3 0 11 16 33 19:
Old : 47: 22 3 0 11 16 33 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 : 34.3 62.1 49.5 79.8 34.3 61.6 49.5 79.2
Old : 34.3 62.1 49.5 79.8 34.3 61.6 49.5 79.2
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 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 : 49,123: 1,694 18,788 1,607 35,556 23,526 38,857 43,921: 10,266 5,202
Old : 49,123: 1,694 18,788 1,607 35,556 23,526 38,857 43,921: 10,266 5,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 9,165: 42 3,094 1,383 3,983 4,247 5,408 8,724: 3,757 441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 38.2 3.3 72.4 47.9 79.1 89.4: 20.9 10.6
Old : 100.0: 3.4 38.2 3.3 72.4 47.9 79.1 89.4: 20.9 10.6
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 : 65: 5 12 6 34 30 43 45:
Old : 65: 5 12 6 34 30 43 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 : 42.5 48.8 53.8 58.7 28.5 38.8 37.7 45.3
Old : 42.5 48.8 53.8 58.7 28.5 38.8 37.7 45.3
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 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 : 249,573: 74,260 38,254 14,158 151,854 160,875 240,272 213,287: 9,301 36,286
Old : 249,573: 74,260 38,254 14,158 151,854 160,875 240,272 213,287: 9,301 36,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 36,847: 7,710 1,742 9,872 21,042 580 38,624 12,194: -1,777 24,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 15.3 5.7 60.8 64.5 96.3 85.5: 3.7 14.5
Old : 100.0: 29.8 15.3 5.7 60.8 64.5 96.3 85.5: 3.7 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 : 111: 18 35 16 33 46 60 88:
Old : 111: 18 35 16 33 46 60 88:
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 : 60.6 33.3 73.8 46.8 55.2 32.8 65.7 45.1
Old : 60.6 33.3 73.8 46.8 55.2 32.8 65.7 45.1
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 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 : 31,177: 11,784 10,666 36 8,883 12,932 20,703 23,634: 10,474 7,543
Old : 31,177: 11,784 10,666 36 8,883 12,932 20,703 23,634: 10,474 7,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -22,191: -748 2,419 -7,098 -6,460 -12,277 -14,306 -16,956: -7,885 -5,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 34.2 0.1 28.5 41.5 66.4 75.8: 33.6 24.2
Old : 100.0: 37.8 34.2 0.1 28.5 41.5 66.4 75.8: 33.6 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 : 61: 22 13 1 13 16 35 30:
Old : 61: 22 13 1 13 16 35 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 : 24.1 41.7 36.4 53.7 24.0 41.7 35.3 53.7
Old : 24.1 41.7 36.4 53.7 24.0 41.7 35.3 53.7
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, March 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 : 67,478: 3,476 7,628 0 47,979 26,271 51,455 33,899: 16,023 33,579
Old : 67,478: 3,476 7,628 0 47,979 26,271 51,455 33,899: 16,023 33,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -47,892: 3,276 -1,971 -2,219 -8,534 -45,734 -7,477 -49,924: -40,415 2,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 11.3 0.0 71.1 38.9 76.3 50.2: 23.7 49.8
Old : 100.0: 5.2 11.3 0.0 71.1 38.9 76.3 50.2: 23.7 49.8
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 : 48: 3 13 0 19 28 22 41:
Old : 48: 3 13 0 19 28 22 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 17.4 69.9 29.7 56.9 15.4 61.3 24.1
Old : 62.9 17.4 69.9 29.7 56.9 15.4 61.3 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2005