MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 33,584: 2,935 2,370 5,294 18,870 18,043 27,098 25,708: 6,486 7,877
Old : 33,584: 2,935 2,370 5,294 18,870 18,043 27,098 25,708: 6,486 7,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 767: 560 41 80 -556 239 84 360: 683 407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 7.1 15.8 56.2 53.7 80.7 76.5: 19.3 23.5
Old : 100.0: 8.7 7.1 15.8 56.2 53.7 80.7 76.5: 19.3 23.5
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 : 53: 17 4 15 24 23 43 40:
Old : 53: 17 4 15 24 23 43 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 29.5 56.1 45.3 41.3 28.7 46.9 42.0
Old : 44.4 29.5 56.1 45.3 41.3 28.7 46.9 42.0
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 with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 108,250: 24,945 5,022 23,284 39,392 44,643 87,621 72,949: 20,629 35,301
Old : 107,107: 25,170 5,034 23,047 38,880 44,458 87,097 72,539: 20,010 34,568
Other: 1,143: 12 225 0 512 185 524 410: 619 733
: : :
: : Changes in Commitments from: January 25, 2005 :
: 2,073: -1,235 1,798 2,288 1,342 -1,042 2,395 3,044: -322 -971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 4.6 21.5 36.4 41.2 80.9 67.4: 19.1 32.6
Old : 100.0: 23.5 4.7 21.5 36.3 41.5 81.3 67.7: 18.7 32.3
Other: 100.0: 1.0 19.7 0.0 44.8 16.2 45.8 35.9: 54.2 64.1
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 54 34 55 34 41 131 105:
Old : 155: 54 34 55 33 41 130 105:
Other: 11: 2 1 0 4 5 6 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 20.4 33.1 30.1 22.7 19.7 31.9 27.5
Old : 23.0 20.6 33.4 30.4 22.9 20.2 32.2 28.1
Other: 44.8 35.1 45.8 35.9 42.7 33.5 43.7 33.8
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,390: 491 469 294 789 523 1,574 1,286: 816 1,104
Old : 2,390: 491 469 294 789 523 1,574 1,286: 816 1,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 319: 52 -90 168 -55 85 165 163: 154 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 19.6 12.3 33.0 21.9 65.9 53.8: 34.1 46.2
Old : 100.0: 20.6 19.6 12.3 33.0 21.9 65.9 53.8: 34.1 46.2
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 : 25: 6 10 5 7 4 17 16:
Old : 25: 6 10 5 7 4 17 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 : 39.0 28.1 55.3 42.4 38.6 23.9 46.6 32.1
Old : 39.0 28.1 55.3 42.4 38.6 23.9 46.6 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 166,327: 43,006 8,308 30,949 69,940 83,376 143,894 122,632: 22,433 43,694
Old : 166,327: 43,006 8,308 30,949 69,940 83,376 143,894 122,632: 22,433 43,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 4,843: 1,237 12 -2,758 3,943 4,901 2,422 2,156: 2,421 2,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 5.0 18.6 42.0 50.1 86.5 73.7: 13.5 26.3
Old : 100.0: 25.9 5.0 18.6 42.0 50.1 86.5 73.7: 13.5 26.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 61 30 56 82 109 172 178:
Old : 224: 61 30 56 82 109 172 178:
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 : 20.3 11.0 34.4 19.5 18.0 9.1 29.9 14.9
Old : 20.3 11.0 34.4 19.5 18.0 9.1 29.9 14.9
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 with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,838: 1,744 222 344 549 2,819 2,637 3,385: 2,201 1,453
Old : 4,838: 1,744 222 344 549 2,819 2,637 3,385: 2,201 1,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 548: 203 -8 109 45 309 358 410: 190 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 4.6 7.1 11.3 58.3 54.5 70.0: 45.5 30.0
Old : 100.0: 36.1 4.6 7.1 11.3 58.3 54.5 70.0: 45.5 30.0
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 : 55: 26 3 8 12 23 39 34:
Old : 55: 26 3 8 12 23 39 34:
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 : 17.2 41.7 25.5 50.0 16.6 41.6 23.9 48.4
Old : 17.2 41.7 25.5 50.0 16.6 41.6 23.9 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 22,289: 6,453 1,230 4,384 7,254 4,963 18,092 10,577: 4,197 11,712
Old : 22,289: 6,453 1,230 4,384 7,254 4,963 18,092 10,577: 4,197 11,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -1,611: -99 268 -742 -574 -363 -1,415 -837: -196 -774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 5.5 19.7 32.5 22.3 81.2 47.5: 18.8 52.5
Old : 100.0: 29.0 5.5 19.7 32.5 22.3 81.2 47.5: 18.8 52.5
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 : 106: 36 12 25 36 41 83 69:
Old : 106: 36 12 25 36 41 83 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 12.9 36.5 19.7 19.6 7.8 30.5 12.0
Old : 23.3 12.9 36.5 19.7 19.6 7.8 30.5 12.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 85,394: 12,626 11,634 1,550 39,832 53,205 54,007 66,389: 31,387 19,005
Old : 85,394: 12,626 11,634 1,550 39,832 53,205 54,007 66,389: 31,387 19,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -2,012: -4,940 -3,609 -233 4,020 3,170 -1,153 -672: -859 -1,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 13.6 1.8 46.6 62.3 63.2 77.7: 36.8 22.3
Old : 100.0: 14.8 13.6 1.8 46.6 62.3 63.2 77.7: 36.8 22.3
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 : 58: 17 9 5 23 21 42 33:
Old : 58: 17 9 5 23 21 42 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 : 20.9 39.4 33.5 53.3 18.5 39.4 30.1 53.0
Old : 20.9 39.4 33.5 53.3 18.5 39.4 30.1 53.0
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 with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 52,730: 6,402 13,802 534 34,468 23,345 41,403 37,681: 11,327 15,050
Old : 52,730: 6,402 13,802 534 34,468 23,345 41,403 37,681: 11,327 15,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 227: -1,707 578 75 4,660 453 3,027 1,105: -2,800 -878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 26.2 1.0 65.4 44.3 78.5 71.5: 21.5 28.5
Old : 100.0: 12.1 26.2 1.0 65.4 44.3 78.5 71.5: 21.5 28.5
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 : 34: 7 11 3 13 6 21 19:
Old : 34: 7 11 3 13 6 21 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 : 44.6 46.3 61.4 61.4 44.6 46.2 61.4 61.2
Old : 44.6 46.3 61.4 61.4 44.6 46.2 61.4 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 79,804: 53,672 6,774 703 16,028 68,434 70,403 75,912: 9,401 3,892
Old : 79,804: 53,672 6,774 703 16,028 68,434 70,403 75,912: 9,401 3,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 10,456: 10,704 -1,461 -119 -2,092 12,297 8,492 10,716: 1,964 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 8.5 0.9 20.1 85.8 88.2 95.1: 11.8 4.9
Old : 100.0: 67.3 8.5 0.9 20.1 85.8 88.2 95.1: 11.8 4.9
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 : 88: 46 11 2 14 22 62 33:
Old : 88: 46 11 2 14 22 62 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 : 33.1 51.4 49.9 73.2 33.1 51.2 49.9 73.0
Old : 33.1 51.4 49.9 73.2 33.1 51.2 49.9 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 68,670: 19,366 2,533 2,001 24,406 49,927 45,772 54,461: 22,897 14,209
Old : 68,670: 19,366 2,533 2,001 24,406 49,927 45,772 54,461: 22,897 14,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 2,363: 750 -36 1,448 941 4,399 3,139 5,811: -776 -3,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 3.7 2.9 35.5 72.7 66.7 79.3: 33.3 20.7
Old : 100.0: 28.2 3.7 2.9 35.5 72.7 66.7 79.3: 33.3 20.7
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 : 44: 18 7 7 12 12 33 23:
Old : 44: 18 7 7 12 12 33 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 : 24.9 50.1 37.3 69.5 23.8 49.5 35.0 65.5
Old : 24.9 50.1 37.3 69.5 23.8 49.5 35.0 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 194,618: 30,254 30,678 2,995 121,844 144,370 155,093 178,044: 39,525 16,574
Old : 194,618: 30,254 30,678 2,995 121,844 144,370 155,093 178,044: 39,525 16,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 7,798: -3,673 -2,157 1,015 10,921 13,363 8,263 12,221: -465 -4,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 15.8 1.5 62.6 74.2 79.7 91.5: 20.3 8.5
Old : 100.0: 15.5 15.8 1.5 62.6 74.2 79.7 91.5: 20.3 8.5
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 : 71: 27 12 5 22 25 52 39:
Old : 71: 27 12 5 22 25 52 39:
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 : 47.8 48.5 58.9 68.2 31.3 42.2 39.9 52.7
Old : 47.8 48.5 58.9 68.2 31.3 42.2 39.9 52.7
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 with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 171,037: 25,490 23,035 17,929 73,820 81,237 117,239 122,200: 53,798 48,837
Old : 171,037: 25,490 23,035 17,929 73,820 81,237 117,239 122,200: 53,798 48,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 732: -557 2,622 -4,131 10,819 6,685 6,131 5,177: -5,399 -4,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 13.5 10.5 43.2 47.5 68.5 71.4: 31.5 28.6
Old : 100.0: 14.9 13.5 10.5 43.2 47.5 68.5 71.4: 31.5 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 : 98: 32 27 28 33 27 78 69:
Old : 98: 32 27 28 33 27 78 69:
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 : 22.0 23.5 31.6 39.1 17.9 21.3 24.4 31.7
Old : 22.0 23.5 31.6 39.1 17.9 21.3 24.4 31.7
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 with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 42,638: 11,396 0 189 28,449 36,663 40,034 36,852: 2,604 5,786
Old : 42,638: 11,396 0 189 28,449 36,663 40,034 36,852: 2,604 5,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 8,092: 3,135 0 89 5,596 8,052 8,820 8,141: -728 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 0.0 0.4 66.7 86.0 93.9 86.4: 6.1 13.6
Old : 100.0: 26.7 0.0 0.4 66.7 86.0 93.9 86.4: 6.1 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 5 0 2 14 23 19 25:
Old : 31: 5 0 2 14 23 19 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 33.7 74.2 54.1 49.2 33.7 66.9 53.5
Old : 54.9 33.7 74.2 54.1 49.2 33.7 66.9 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :11,326,769: 639,056 740,593 3,111,674 6,650,021 5,953,418 10,400,751 9,805,685: 926,018 1,521,084
Old :11,326,769: 639,056 740,593 3,111,674 6,650,021 5,953,418 10,400,751 9,805,685: 926,018 1,521,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 512,384: -3,844 31,186 204,100 279,013 205,708 479,269 440,994: 33,116 71,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 6.5 27.5 58.7 52.6 91.8 86.6: 8.2 13.4
Old : 100.0: 5.6 6.5 27.5 58.7 52.6 91.8 86.6: 8.2 13.4
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 : 252: 57 58 88 126 133 224 239:
Old : 252: 57 58 88 126 133 224 239:
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 12.6 34.1 22.4 17.2 8.3 25.5 12.9
Old : 21.5 12.6 34.1 22.4 17.2 8.3 25.5 12.9
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 with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 711,327: 62,167 82,322 25,645 470,144 498,858 557,956 606,825: 153,371 104,502
Old : 711,327: 62,167 82,322 25,645 470,144 498,858 557,956 606,825: 153,371 104,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -11,238: -10,444 4,957 -4,616 2,312 -7,863 -12,748 -7,522: 1,510 -3,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 11.6 3.6 66.1 70.1 78.4 85.3: 21.6 14.7
Old : 100.0: 8.7 11.6 3.6 66.1 70.1 78.4 85.3: 21.6 14.7
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 : 199: 44 41 48 97 69 174 125:
Old : 199: 44 41 48 97 69 174 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 30.4 27.4 44.0 18.3 30.3 26.3 43.8
Old : 19.2 30.4 27.4 44.0 18.3 30.3 26.3 43.8
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 with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 830,361: 159,177 163,384 12,311 379,963 548,654 551,451 724,349: 278,910 106,013
Old : 830,361: 159,177 163,384 12,311 379,963 548,654 551,451 724,349: 278,910 106,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -34,704: -12,864 48,165 -1,658 22,416 -88,179 7,894 -41,672: -42,598 6,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 19.7 1.5 45.8 66.1 66.4 87.2: 33.6 12.8
Old : 100.0: 19.2 19.7 1.5 45.8 66.1 66.4 87.2: 33.6 12.8
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 : 150: 31 44 21 52 51 99 100:
Old : 150: 31 44 21 52 51 99 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 33.8 31.0 44.9 17.8 30.6 28.9 40.4
Old : 19.2 33.8 31.0 44.9 17.8 30.6 28.9 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,084: 1,399 0 0 5,783 11,710 7,182 11,710: 5,902 1,374
Old : 13,084: 1,399 0 0 5,783 11,710 7,182 11,710: 5,902 1,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 63: 9 0 0 -627 81 -618 81: 681 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.0 0.0 44.2 89.5 54.9 89.5: 45.1 10.5
Old : 100.0: 10.7 0.0 0.0 44.2 89.5 54.9 89.5: 45.1 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 0 13 13 15 13:
Old : 27: 2 0 0 13 13 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 44.3 41.2 72.7 26.5 44.1 41.2 72.2
Old : 26.5 44.3 41.2 72.7 26.5 44.1 41.2 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 28,975: 2,171 5,360 204 23,238 17,843 25,613 23,407: 3,362 5,568
Old : 28,975: 2,171 5,360 204 23,238 17,843 25,613 23,407: 3,362 5,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 2,215: 1,546 118 104 249 1,725 1,899 1,947: 316 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 18.5 0.7 80.2 61.6 88.4 80.8: 11.6 19.2
Old : 100.0: 7.5 18.5 0.7 80.2 61.6 88.4 80.8: 11.6 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 5 1 19 18 22 24:
Old : 38: 3 5 1 19 18 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 38.8 67.6 56.6 47.7 34.1 63.0 48.8
Old : 47.7 38.8 67.6 56.6 47.7 34.1 63.0 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 75,578: 7,251 15,700 660 32,105 49,591 40,016 65,951: 35,563 9,628
Old : 75,578: 7,251 15,700 660 32,105 49,591 40,016 65,951: 35,563 9,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -1,174: 343 409 313 -27 195 629 917: -1,803 -2,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 20.8 0.9 42.5 65.6 52.9 87.3: 47.1 12.7
Old : 100.0: 9.6 20.8 0.9 42.5 65.6 52.9 87.3: 47.1 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 15 21 7 36 29 54 54:
Old : 87: 15 21 7 36 29 54 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 43.1 26.3 59.3 17.3 41.2 25.6 56.0
Old : 17.4 43.1 26.3 59.3 17.3 41.2 25.6 56.0
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 with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 370,245: 83,222 100,634 2,311 255,524 129,405 341,057 232,350: 29,188 137,895
Old : 370,245: 83,222 100,634 2,311 255,524 129,405 341,057 232,350: 29,188 137,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 16,681: -33,889 22,070 -1,090 62,371 -11,557 27,391 9,423: -10,710 7,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 27.2 0.6 69.0 35.0 92.1 62.8: 7.9 37.2
Old : 100.0: 22.5 27.2 0.6 69.0 35.0 92.1 62.8: 7.9 37.2
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 : 183: 56 60 11 46 36 104 105:
Old : 183: 56 60 11 46 36 104 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 22.8 61.5 32.7 38.9 18.5 55.8 24.5
Old : 44.6 22.8 61.5 32.7 38.9 18.5 55.8 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 82,535: 37,447 2,577 2,403 16,806 67,678 56,656 72,658: 25,879 9,877
Old : 82,535: 37,447 2,577 2,403 16,806 67,678 56,656 72,658: 25,879 9,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 9,174: 5,542 1,503 2,194 -425 7,784 7,311 11,480: 1,863 -2,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 3.1 2.9 20.4 82.0 68.6 88.0: 31.4 12.0
Old : 100.0: 45.4 3.1 2.9 20.4 82.0 68.6 88.0: 31.4 12.0
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 : 46: 17 5 4 13 19 32 26:
Old : 46: 17 5 4 13 19 32 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 46.8 44.3 67.6 31.8 46.6 43.6 67.3
Old : 31.8 46.8 44.3 67.6 31.8 46.6 43.6 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 24,183: 1,004 8,824 0 16,653 10,851 17,657 19,675: 6,527 4,508
Old : 24,183: 1,004 8,824 0 16,653 10,851 17,657 19,675: 6,527 4,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 403: -34 267 0 746 402 712 669: -308 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 36.5 0.0 68.9 44.9 73.0 81.4: 27.0 18.6
Old : 100.0: 4.2 36.5 0.0 68.9 44.9 73.0 81.4: 27.0 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 3 12 0 26 18 29 30:
Old : 53: 3 12 0 26 18 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 : 28.9 43.7 41.8 54.3 21.2 39.1 34.0 48.7
Old : 28.9 43.7 41.8 54.3 21.2 39.1 34.0 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 160,705: 31,382 22,772 1,114 114,067 119,407 146,563 143,293: 14,142 17,412
Old : 160,705: 31,382 22,772 1,114 114,067 119,407 146,563 143,293: 14,142 17,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 1,145: 1,001 -558 61 -1,568 568 -506 71: 1,651 1,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 14.2 0.7 71.0 74.3 91.2 89.2: 8.8 10.8
Old : 100.0: 19.5 14.2 0.7 71.0 74.3 91.2 89.2: 8.8 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 15 23 5 28 39 47 63:
Old : 91: 15 23 5 28 39 47 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 39.0 68.1 53.8 52.0 38.1 63.2 52.7
Old : 54.9 39.0 68.1 53.8 52.0 38.1 63.2 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 35,404: 9,078 7,214 1,012 12,344 20,957 22,434 29,183: 12,970 6,221
Old : 35,404: 9,078 7,214 1,012 12,344 20,957 22,434 29,183: 12,970 6,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 1,218: 530 1,424 -20 1,049 -287 1,559 1,117: -341 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 20.4 2.9 34.9 59.2 63.4 82.4: 36.6 17.6
Old : 100.0: 25.6 20.4 2.9 34.9 59.2 63.4 82.4: 36.6 17.6
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 : 66: 17 16 4 16 18 36 37:
Old : 66: 17 16 4 16 18 36 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 31.3 30.6 45.6 17.0 28.1 26.2 40.4
Old : 18.5 31.3 30.6 45.6 17.0 28.1 26.2 40.4
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 with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 121,298: 594 6,331 2,838 61,198 75,832 64,630 85,001: 56,668 36,297
Old : 121,298: 594 6,331 2,838 61,198 75,832 64,630 85,001: 56,668 36,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -974: 243 -220 106 3,698 -1,809 4,047 -1,923: -5,021 949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 5.2 2.3 50.5 62.5 53.3 70.1: 46.7 29.9
Old : 100.0: 0.5 5.2 2.3 50.5 62.5 53.3 70.1: 46.7 29.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 14 4 18 23 23 40:
Old : 44: 3 14 4 18 23 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 : 42.6 53.0 48.8 60.1 7.4 18.9 9.2 22.5
Old : 42.6 53.0 48.8 60.1 7.4 18.9 9.2 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 4, 2005