MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 24,292: 3,020 2,206 1,234 14,280 14,195 18,534 17,635: 5,758 6,657
Old : 24,292: 3,020 2,206 1,234 14,280 14,195 18,534 17,635: 5,758 6,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 877: -75 15 188 903 452 1,016 655: -139 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 9.1 5.1 58.8 58.4 76.3 72.6: 23.7 27.4
Old : 100.0: 12.4 9.1 5.1 58.8 58.4 76.3 72.6: 23.7 27.4
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 : 43: 12 6 12 20 16 35 31:
Old : 43: 12 6 12 20 16 35 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 32.3 62.6 52.8 45.5 30.1 58.6 48.7
Old : 47.3 32.3 62.6 52.8 45.5 30.1 58.6 48.7
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, April 26, 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 : 95,292: 16,801 10,903 21,063 42,030 36,206 79,894 68,172: 15,398 27,120
Old : 89,040: 16,376 10,950 19,445 39,360 34,174 75,181 64,569: 13,859 24,471
Other: 6,252: 1,871 1,399 172 2,670 2,032 4,713 3,603: 1,539 2,649
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,750: 1,308 3,623 2,553 -41 -1,025 3,820 5,151: -70 -1,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 11.4 22.1 44.1 38.0 83.8 71.5: 16.2 28.5
Old : 100.0: 18.4 12.3 21.8 44.2 38.4 84.4 72.5: 15.6 27.5
Other: 100.0: 29.9 22.4 2.8 42.7 32.5 75.4 57.6: 24.6 42.4
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 42 40 53 21 31 98 107:
Old : 143: 41 40 53 20 31 96 107:
Other: 30: 11 4 3 5 12 17 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 : 28.2 18.5 40.6 28.2 28.2 18.3 38.4 26.9
Old : 30.2 18.6 43.4 29.0 30.2 18.5 41.1 28.4
Other: 57.9 38.5 68.4 49.6 56.4 36.2 66.4 47.1
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 3,705: 426 1,504 312 1,639 765 2,377 2,581: 1,328 1,124
Old : 3,685: 423 1,504 311 1,624 765 2,358 2,580: 1,327 1,105
Other: 20: 3 0 1 15 0 19 1: 1 19
: : :
: : Changes in Commitments from: April 19, 2005 :
: 717: 256 536 29 49 -37 334 528: 383 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 40.6 8.4 44.2 20.6 64.2 69.7: 35.8 30.3
Old : 100.0: 11.5 40.8 8.4 44.1 20.8 64.0 70.0: 36.0 30.0
Other: 100.0: 15.0 0.0 5.0 75.0 0.0 95.0 5.0: 5.0 95.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 10 13 5 8 3 20 19:
Old : 33: 10 13 5 8 3 20 19:
Other: 2: 1 0 1 1 0 2 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 : 37.8 45.3 49.6 59.4 34.0 42.3 41.0 50.1
Old : 37.6 45.5 49.4 59.7 33.8 42.5 40.8 50.4
Other: 95.0 5.0 95.0 5.0 90.0 0.0 90.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 142,633: 45,428 18,159 12,367 67,684 72,913 125,479 103,439: 17,154 39,194
Old : 142,633: 45,428 18,159 12,367 67,684 72,913 125,479 103,439: 17,154 39,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 4,022: 4,774 1,587 1,235 -3,029 -1,519 2,980 1,303: 1,042 2,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 12.7 8.7 47.5 51.1 88.0 72.5: 12.0 27.5
Old : 100.0: 31.8 12.7 8.7 47.5 51.1 88.0 72.5: 12.0 27.5
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 : 201: 55 33 33 49 93 126 145:
Old : 201: 55 33 33 49 93 126 145:
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 : 22.8 14.9 38.0 24.7 22.8 14.8 35.6 24.0
Old : 22.8 14.9 38.0 24.7 22.8 14.8 35.6 24.0
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, April 26, 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 : 4,444: 1,236 531 113 1,206 2,551 2,555 3,195: 1,889 1,249
Old : 4,444: 1,236 531 113 1,206 2,551 2,555 3,195: 1,889 1,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -37: -137 93 -46 -59 -236 -242 -189: 205 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 11.9 2.5 27.1 57.4 57.5 71.9: 42.5 28.1
Old : 100.0: 27.8 11.9 2.5 27.1 57.4 57.5 71.9: 42.5 28.1
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 : 45: 15 7 6 18 12 35 23:
Old : 45: 15 7 6 18 12 35 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 : 21.5 46.4 32.2 57.6 19.8 46.4 28.4 57.1
Old : 21.5 46.4 32.2 57.6 19.8 46.4 28.4 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, April 26, 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 : 27,405: 10,368 3,805 3,379 8,760 6,481 22,507 13,665: 4,898 13,740
Old : 27,405: 10,368 3,805 3,379 8,760 6,481 22,507 13,665: 4,898 13,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 507: -212 798 -9 107 -376 -114 413: 621 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 13.9 12.3 32.0 23.6 82.1 49.9: 17.9 50.1
Old : 100.0: 37.8 13.9 12.3 32.0 23.6 82.1 49.9: 17.9 50.1
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 : 144: 49 25 23 32 48 94 88:
Old : 144: 49 25 23 32 48 94 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 : 17.6 11.8 29.6 17.4 16.8 8.2 27.2 13.3
Old : 17.6 11.8 29.6 17.4 16.8 8.2 27.2 13.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 85,837: 13,776 38,495 586 46,257 28,509 60,619 67,590: 25,218 18,247
Old : 85,837: 13,776 38,495 586 46,257 28,509 60,619 67,590: 25,218 18,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 9,066: -129 8,232 0 9,543 -1,368 9,414 6,864: -348 2,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 44.8 0.7 53.9 33.2 70.6 78.7: 29.4 21.3
Old : 100.0: 16.0 44.8 0.7 53.9 33.2 70.6 78.7: 29.4 21.3
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 : 68: 16 16 2 26 19 43 36:
Old : 68: 16 16 2 26 19 43 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 33.1 45.2 48.9 30.9 33.0 44.1 48.5
Old : 31.8 33.1 45.2 48.9 30.9 33.0 44.1 48.5
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, April 26, 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 : 34,396: 3,504 12,129 1 21,121 7,719 24,626 19,849: 9,770 14,547
Old : 34,396: 3,504 12,129 1 21,121 7,719 24,626 19,849: 9,770 14,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -1,426: -81 -3,177 0 -1,584 1,107 -1,665 -2,070: 239 644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 35.3 0.0 61.4 22.4 71.6 57.7: 28.4 42.3
Old : 100.0: 10.2 35.3 0.0 61.4 22.4 71.6 57.7: 28.4 42.3
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 : 28: 5 7 1 10 8 16 15:
Old : 28: 5 7 1 10 8 16 15:
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 : 38.4 29.4 57.8 44.9 38.4 29.2 55.7 42.0
Old : 38.4 29.4 57.8 44.9 38.4 29.2 55.7 42.0
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, April 26, 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 : 98,729: 71,259 4,917 0 19,169 91,147 90,428 96,064: 8,301 2,665
Old : 98,729: 71,259 4,917 0 19,169 91,147 90,428 96,064: 8,301 2,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 6,270: 6,436 1,028 0 -504 4,860 5,932 5,888: 338 382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 5.0 0.0 19.4 92.3 91.6 97.3: 8.4 2.7
Old : 100.0: 72.2 5.0 0.0 19.4 92.3 91.6 97.3: 8.4 2.7
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 : 98: 53 15 0 16 17 69 32:
Old : 98: 53 15 0 16 17 69 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 : 36.0 59.4 50.6 82.1 36.0 59.2 50.6 81.9
Old : 36.0 59.4 50.6 82.1 36.0 59.2 50.6 81.9
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, April 26, 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 : 85,465: 29,282 5,571 1 33,392 70,335 62,675 75,907: 22,790 9,558
Old : 85,465: 29,282 5,571 1 33,392 70,335 62,675 75,907: 22,790 9,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -1,084: -4,535 -1,448 -28 -287 1,575 -4,850 99: 3,766 -1,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 6.5 0.0 39.1 82.3 73.3 88.8: 26.7 11.2
Old : 100.0: 34.3 6.5 0.0 39.1 82.3 73.3 88.8: 26.7 11.2
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 : 56: 21 10 1 16 15 38 25:
Old : 56: 21 10 1 16 15 38 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 : 26.8 59.6 39.7 76.6 26.0 58.8 38.9 75.8
Old : 26.8 59.6 39.7 76.6 26.0 58.8 38.9 75.8
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, April 26, 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 : 138,788: 11,215 43,717 753 102,423 71,356 114,391 115,826: 24,397 22,962
Old : 138,788: 11,215 43,717 753 102,423 71,356 114,391 115,826: 24,397 22,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -4,390: 4,288 -17,907 -14 -8,801 16,642 -4,527 -1,279: 137 -3,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 31.5 0.5 73.8 51.4 82.4 83.5: 17.6 16.5
Old : 100.0: 8.1 31.5 0.5 73.8 51.4 82.4 83.5: 17.6 16.5
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 : 80: 14 25 2 29 23 44 49:
Old : 80: 14 25 2 29 23 44 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 : 51.5 37.1 65.7 49.4 51.5 37.1 61.6 47.6
Old : 51.5 37.1 65.7 49.4 51.5 37.1 61.6 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 133,030: 23,524 19,305 1,194 63,574 69,751 88,292 90,250: 44,738 42,780
Old : 133,030: 23,524 19,305 1,194 63,574 69,751 88,292 90,250: 44,738 42,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 14,449: -89 713 837 8,764 4,209 9,512 5,759: 4,937 8,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 14.5 0.9 47.8 52.4 66.4 67.8: 33.6 32.2
Old : 100.0: 17.7 14.5 0.9 47.8 52.4 66.4 67.8: 33.6 32.2
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 : 90: 30 22 6 26 24 60 48:
Old : 90: 30 22 6 26 24 60 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 33.6 37.5 46.6 26.3 32.4 37.4 42.9
Old : 26.3 33.6 37.5 46.6 26.3 32.4 37.4 42.9
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, April 26, 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 : 75,436: 31,384 6,000 168 41,254 62,100 72,806 68,268: 2,630 7,168
Old : 75,436: 31,384 6,000 168 41,254 62,100 72,806 68,268: 2,630 7,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 7,888: 327 6,000 110 7,860 1,330 8,297 7,440: -409 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 8.0 0.2 54.7 82.3 96.5 90.5: 3.5 9.5
Old : 100.0: 41.6 8.0 0.2 54.7 82.3 96.5 90.5: 3.5 9.5
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 : 29: 4 2 2 14 18 18 22:
Old : 29: 4 2 2 14 18 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 57.0 87.1 74.1 63.4 56.3 81.9 71.6
Old : 65.9 57.0 87.1 74.1 63.4 56.3 81.9 71.6
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, April 26, 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 : 8,302,013: 687,554 920,284 862,060 5,689,166 4,875,542 7,238,780 6,657,886: 1,063,233 1,644,127
Old : 8,302,013: 687,554 920,284 862,060 5,689,166 4,875,542 7,238,780 6,657,886: 1,063,233 1,644,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 219,368: 20,965 49,058 -11,451 140,847 81,343 150,361 118,950: 69,007 100,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 11.1 10.4 68.5 58.7 87.2 80.2: 12.8 19.8
Old : 100.0: 8.3 11.1 10.4 68.5 58.7 87.2 80.2: 12.8 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 50 62 87 122 134 223 242:
Old : 262: 50 62 87 122 134 223 242:
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 : 29.1 16.0 44.7 25.4 27.7 13.9 37.6 20.5
Old : 29.1 16.0 44.7 25.4 27.7 13.9 37.6 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 690,337: 61,084 72,398 9,565 483,691 499,919 554,340 581,882: 135,997 108,455
Old : 690,337: 61,084 72,398 9,565 483,691 499,919 554,340 581,882: 135,997 108,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 17,114: -2,478 -4,843 1,205 4,794 10,044 3,521 6,406: 13,593 10,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 10.5 1.4 70.1 72.4 80.3 84.3: 19.7 15.7
Old : 100.0: 8.8 10.5 1.4 70.1 72.4 80.3 84.3: 19.7 15.7
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 : 192: 36 35 17 95 62 143 102:
Old : 192: 36 35 17 95 62 143 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 34.4 28.9 47.7 19.5 34.2 27.9 47.5
Old : 20.1 34.4 28.9 47.7 19.5 34.2 27.9 47.5
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, April 26, 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 : 960,079: 209,318 211,009 13,825 441,747 631,567 664,890 856,401: 295,189 103,678
Old : 960,079: 209,318 211,009 13,825 441,747 631,567 664,890 856,401: 295,189 103,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -14,800: 3,738 -9,036 -871 -340 -7,932 2,527 -17,839: -17,327 3,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 22.0 1.4 46.0 65.8 69.3 89.2: 30.7 10.8
Old : 100.0: 21.8 22.0 1.4 46.0 65.8 69.3 89.2: 30.7 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 41 53 16 52 62 104 120:
Old : 185: 41 53 16 52 62 104 120:
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 : 22.4 25.7 33.3 38.2 17.4 21.4 25.9 31.7
Old : 22.4 25.7 33.3 38.2 17.4 21.4 25.9 31.7
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, April 26, 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 : 11,848: 725 1,238 0 5,444 9,263 6,169 10,501: 5,679 1,347
Old : 11,848: 725 1,238 0 5,444 9,263 6,169 10,501: 5,679 1,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 34: 0 -33 0 -353 -29 -353 -62: 387 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 10.4 0.0 45.9 78.2 52.1 88.6: 47.9 11.4
Old : 100.0: 6.1 10.4 0.0 45.9 78.2 52.1 88.6: 47.9 11.4
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 : 26: 1 3 0 10 13 11 16:
Old : 26: 1 3 0 10 13 11 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 : 29.9 39.7 45.3 65.3 28.4 39.7 43.9 65.3
Old : 29.9 39.7 45.3 65.3 28.4 39.7 43.9 65.3
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, April 26, 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 : 27,269: 7,315 765 82 16,579 17,928 23,976 18,775: 3,293 8,494
Old : 27,269: 7,315 765 82 16,579 17,928 23,976 18,775: 3,293 8,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -143: 1,682 270 -17 -901 -146 764 107: -907 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 2.8 0.3 60.8 65.7 87.9 68.9: 12.1 31.1
Old : 100.0: 26.8 2.8 0.3 60.8 65.7 87.9 68.9: 12.1 31.1
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 : 39: 6 3 2 19 18 26 22:
Old : 39: 6 3 2 19 18 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 39.9 62.6 54.2 40.8 36.5 61.6 50.5
Old : 40.8 39.9 62.6 54.2 40.8 36.5 61.6 50.5
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, April 26, 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 : 60,963: 6,844 20,407 1 35,894 27,784 42,739 48,192: 18,224 12,771
Old : 60,963: 6,844 20,407 1 35,894 27,784 42,739 48,192: 18,224 12,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,236: 1,512 2,029 -44 -59 1,765 1,409 3,750: 1,827 -514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 33.5 0.0 58.9 45.6 70.1 79.1: 29.9 20.9
Old : 100.0: 11.2 33.5 0.0 58.9 45.6 70.1 79.1: 29.9 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 : 92: 17 23 1 33 31 50 55:
Old : 92: 17 23 1 33 31 50 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 27.0 40.6 41.1 29.2 24.3 38.1 38.3
Old : 30.4 27.0 40.6 41.1 29.2 24.3 38.1 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 341,508: 79,223 146,939 1,362 220,926 126,807 301,511 275,108: 39,997 66,400
Old : 341,508: 79,223 146,939 1,362 220,926 126,807 301,511 275,108: 39,997 66,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 14,432: -716 -1,606 113 24,244 -1,554 23,641 -3,047: -9,209 17,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 43.0 0.4 64.7 37.1 88.3 80.6: 11.7 19.4
Old : 100.0: 23.2 43.0 0.4 64.7 37.1 88.3 80.6: 11.7 19.4
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 : 191: 38 84 6 45 36 87 122:
Old : 191: 38 84 6 45 36 87 122:
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 : 37.3 26.8 55.7 38.6 35.4 19.8 48.5 29.6
Old : 37.3 26.8 55.7 38.6 35.4 19.8 48.5 29.6
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, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 89,273: 33,986 6,692 0 32,727 73,094 66,713 79,786: 22,560 9,487
Old : 89,273: 33,986 6,692 0 32,727 73,094 66,713 79,786: 22,560 9,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,696: 8,741 -230 0 -5,450 8,698 3,291 8,468: 405 -4,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 7.5 0.0 36.7 81.9 74.7 89.4: 25.3 10.6
Old : 100.0: 38.1 7.5 0.0 36.7 81.9 74.7 89.4: 25.3 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 : 51: 17 7 0 16 18 33 25:
Old : 51: 17 7 0 16 18 33 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 : 41.6 64.9 51.9 75.9 41.5 63.8 51.8 74.6
Old : 41.6 64.9 51.9 75.9 41.5 63.8 51.8 74.6
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, April 26, 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 : 34,496: 1,121 13,276 5 28,030 16,619 29,156 29,900: 5,340 4,596
Old : 34,496: 1,121 13,276 5 28,030 16,619 29,156 29,900: 5,340 4,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 1,501: 0 812 0 715 1,211 715 2,023: 786 -522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 38.5 0.0 81.3 48.2 84.5 86.7: 15.5 13.3
Old : 100.0: 3.2 38.5 0.0 81.3 48.2 84.5 86.7: 15.5 13.3
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 : 61: 2 14 1 26 28 29 42:
Old : 61: 2 14 1 26 28 29 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 : 56.6 37.3 66.9 49.7 55.5 36.9 65.4 49.3
Old : 56.6 37.3 66.9 49.7 55.5 36.9 65.4 49.3
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, April 26, 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 : 217,677: 56,240 28,765 1,464 147,635 169,136 205,339 199,365: 12,338 18,312
Old : 217,677: 56,240 28,765 1,464 147,635 169,136 205,339 199,365: 12,338 18,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 21,824: 5,605 110 49 11,195 14,683 16,849 14,842: 4,975 6,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 13.2 0.7 67.8 77.7 94.3 91.6: 5.7 8.4
Old : 100.0: 25.8 13.2 0.7 67.8 77.7 94.3 91.6: 5.7 8.4
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 : 114: 19 38 8 30 42 53 84:
Old : 114: 19 38 8 30 42 53 84:
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 : 59.1 36.9 71.0 51.4 56.1 33.5 67.6 47.8
Old : 59.1 36.9 71.0 51.4 56.1 33.5 67.6 47.8
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, April 26, 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 : 37,069: 10,470 6,697 35 14,332 21,017 24,837 27,749: 12,232 9,320
Old : 37,069: 10,470 6,697 35 14,332 21,017 24,837 27,749: 12,232 9,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -316: 201 -1,592 0 -938 120 -737 -1,472: 421 1,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 18.1 0.1 38.7 56.7 67.0 74.9: 33.0 25.1
Old : 100.0: 28.2 18.1 0.1 38.7 56.7 67.0 74.9: 33.0 25.1
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 : 76: 24 13 1 17 25 42 38:
Old : 76: 24 13 1 17 25 42 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 28.3 32.8 40.1 21.6 25.7 31.5 36.8
Old : 22.1 28.3 32.8 40.1 21.6 25.7 31.5 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 27,672: 8,452 666 15 13,779 1,719 22,246 2,400: 5,426 25,272
Old : 27,672: 8,452 666 15 13,779 1,719 22,246 2,400: 5,426 25,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 40: -537 -238 0 1,036 93 499 -145: -459 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 2.4 0.1 49.8 6.2 80.4 8.7: 19.6 91.3
Old : 100.0: 30.5 2.4 0.1 49.8 6.2 80.4 8.7: 19.6 91.3
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 : 23: 9 2 1 9 4 18 7:
Old : 23: 9 2 1 9 4 18 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 7.8 69.8 8.7 58.0 7.8 69.7 8.5
Old : 58.0 7.8 69.8 8.7 58.0 7.8 69.7 8.5
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, April 26, 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 : 69,239: 3,576 4,144 443 52,024 24,062 56,043 28,649: 13,196 40,590
Old : 69,239: 3,576 4,144 443 52,024 24,062 56,043 28,649: 13,196 40,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -394: -2,091 0 -136 121 1,289 -2,106 1,153: 1,712 -1,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 6.0 0.6 75.1 34.8 80.9 41.4: 19.1 58.6
Old : 100.0: 5.2 6.0 0.6 75.1 34.8 80.9 41.4: 19.1 58.6
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 : 47: 3 12 1 19 27 23 40:
Old : 47: 3 12 1 19 27 23 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 : 63.7 17.9 72.4 26.2 54.9 10.7 60.0 16.0
Old : 63.7 17.9 72.4 26.2 54.9 10.7 60.0 16.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 29, 2005