MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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 : 29,150: 1,665 2,181 5,076 16,211 15,217 22,952 22,474: 6,197 6,676
Old : 29,150: 1,665 2,181 5,076 16,211 15,217 22,952 22,474: 6,197 6,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -5,329: -952 -350 -1,248 -3,464 -3,214 -5,664 -4,812: 335 -516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 7.5 17.4 55.6 52.2 78.7 77.1: 21.3 22.9
Old : 100.0: 5.7 7.5 17.4 55.6 52.2 78.7 77.1: 21.3 22.9
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 : 48: 12 7 17 22 21 41 38:
Old : 48: 12 7 17 22 21 41 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 : 45.6 31.0 58.5 49.4 41.5 29.8 47.6 42.1
Old : 45.6 31.0 58.5 49.4 41.5 29.8 47.6 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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 : 109,237: 26,522 5,998 19,940 42,896 47,283 89,358 73,221: 19,879 36,017
Old : 106,369: 26,577 5,989 19,648 41,370 46,228 87,595 71,865: 18,774 34,505
Other: 2,868: 237 301 0 1,526 1,055 1,763 1,356: 1,105 1,512
: : :
: : Changes in Commitments from: March 1, 2005 :
: 339: 3,674 -46 -3,784 924 3,011 813 -819: -474 1,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 5.5 18.3 39.3 43.3 81.8 67.0: 18.2 33.0
Old : 100.0: 25.0 5.6 18.5 38.9 43.5 82.4 67.6: 17.6 32.4
Other: 100.0: 8.3 10.5 0.0 53.2 36.8 61.5 47.3: 38.5 52.7
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 59 26 44 31 39 125 87:
Old : 147: 58 27 44 30 39 124 87:
Other: 23: 7 2 0 4 12 11 14:
:----------------------------------------------------------------------------------------------------
: 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 : 24.4 20.9 33.7 31.5 24.3 19.4 33.4 29.0
Old : 25.0 21.0 34.6 32.0 25.0 20.5 34.1 30.3
Other: 55.2 29.3 60.2 41.9 52.9 29.3 57.5 41.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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 : 2,989: 320 1,441 155 1,697 373 2,171 1,969: 817 1,020
Old : 2,989: 320 1,441 155 1,697 373 2,171 1,969: 817 1,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -65: 61 -35 51 43 -26 155 -10: -221 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 48.2 5.2 56.8 12.5 72.7 65.9: 27.3 34.1
Old : 100.0: 10.7 48.2 5.2 56.8 12.5 72.7 65.9: 27.3 34.1
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 : 33: 7 17 5 8 1 18 20:
Old : 33: 7 17 5 8 1 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 32.9 61.6 47.5 50.0 32.9 59.8 46.4
Old : 50.1 32.9 61.6 47.5 50.0 32.9 59.8 46.4
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, March 8, 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 : 151,858: 45,377 8,164 21,357 68,740 78,595 135,474 108,115: 16,385 43,743
Old : 151,858: 45,377 8,164 21,357 68,740 78,595 135,474 108,115: 16,385 43,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 8,915: 6,257 -3,735 932 -577 5,046 6,612 2,243: 2,304 6,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 5.4 14.1 45.3 51.8 89.2 71.2: 10.8 28.8
Old : 100.0: 29.9 5.4 14.1 45.3 51.8 89.2 71.2: 10.8 28.8
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 : 214: 67 28 45 72 104 157 164:
Old : 214: 67 28 45 72 104 157 164:
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 13.1 37.6 22.5 21.4 13.0 35.7 21.2
Old : 22.1 13.1 37.6 22.5 21.4 13.0 35.7 21.2
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, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,597: 2,075 274 413 894 3,316 3,382 4,003: 2,215 1,594
Old : 5,597: 2,075 274 413 894 3,316 3,382 4,003: 2,215 1,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -76: -94 90 -51 26 -180 -119 -141: 43 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 4.9 7.4 16.0 59.2 60.4 71.5: 39.6 28.5
Old : 100.0: 37.1 4.9 7.4 16.0 59.2 60.4 71.5: 39.6 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 : 53: 23 8 8 13 19 39 33:
Old : 53: 23 8 8 13 19 39 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 : 21.4 43.3 31.5 53.4 20.2 43.0 28.9 51.8
Old : 21.4 43.3 31.5 53.4 20.2 43.0 28.9 51.8
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, March 8, 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 : 29,236: 8,719 1,178 6,533 9,290 7,257 24,541 14,968: 4,695 14,268
Old : 29,236: 8,719 1,178 6,533 9,290 7,257 24,541 14,968: 4,695 14,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,795: 1,506 -805 175 -130 1,439 1,551 809: 243 986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 4.0 22.3 31.8 24.8 83.9 51.2: 16.1 48.8
Old : 100.0: 29.8 4.0 22.3 31.8 24.8 83.9 51.2: 16.1 48.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 43 16 28 42 48 98 83:
Old : 128: 43 16 28 42 48 98 83:
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 : 23.2 13.8 36.3 20.8 16.0 6.1 26.5 10.2
Old : 23.2 13.8 36.3 20.8 16.0 6.1 26.5 10.2
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, March 8, 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 : 110,529: 17,809 14,325 990 61,449 77,494 80,248 92,810: 30,282 17,719
Old : 110,529: 17,809 14,325 990 61,449 77,494 80,248 92,810: 30,282 17,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 5,334: 5,693 -5,311 -1,428 1,254 14,033 5,518 7,293: -184 -1,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 13.0 0.9 55.6 70.1 72.6 84.0: 27.4 16.0
Old : 100.0: 16.1 13.0 0.9 55.6 70.1 72.6 84.0: 27.4 16.0
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 : 65: 17 12 4 26 27 46 40:
Old : 65: 17 12 4 26 27 46 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 : 33.4 46.3 44.2 58.6 27.9 46.2 38.1 58.2
Old : 33.4 46.3 44.2 58.6 27.9 46.2 38.1 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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 : 68,252: 7,474 10,501 1,346 39,620 43,558 48,440 55,405: 19,812 12,847
Old : 68,252: 7,474 10,501 1,346 39,620 43,558 48,440 55,405: 19,812 12,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 5,024: 176 1,285 942 2,819 3,780 3,937 6,007: 1,087 -983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 15.4 2.0 58.0 63.8 71.0 81.2: 29.0 18.8
Old : 100.0: 11.0 15.4 2.0 58.0 63.8 71.0 81.2: 29.0 18.8
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 : 38: 8 6 2 17 16 26 24:
Old : 38: 8 6 2 17 16 26 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 : 36.5 52.0 51.3 64.8 34.1 51.8 46.1 63.9
Old : 36.5 52.0 51.3 64.8 34.1 51.8 46.1 63.9
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, March 8, 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 : 125,660: 73,217 8,443 1,785 36,018 107,187 111,020 117,415: 14,640 8,245
Old : 125,660: 73,217 8,443 1,785 36,018 107,187 111,020 117,415: 14,640 8,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 23,003: 2,218 -442 1,529 15,480 17,882 19,227 18,968: 3,776 4,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 6.7 1.4 28.7 85.3 88.3 93.4: 11.7 6.6
Old : 100.0: 58.3 6.7 1.4 28.7 85.3 88.3 93.4: 11.7 6.6
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 : 109: 62 11 5 21 27 87 40:
Old : 109: 62 11 5 21 27 87 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 : 29.1 49.7 45.3 67.9 21.8 45.8 36.2 61.2
Old : 29.1 49.7 45.3 67.9 21.8 45.8 36.2 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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 : 101,072: 46,452 5,279 1,951 21,361 80,646 69,764 87,876: 31,308 13,196
Old : 101,072: 46,452 5,279 1,951 21,361 80,646 69,764 87,876: 31,308 13,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 18,186: 8,471 728 1,348 5,183 17,666 15,002 19,743: 3,184 -1,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 5.2 1.9 21.1 79.8 69.0 86.9: 31.0 13.1
Old : 100.0: 46.0 5.2 1.9 21.1 79.8 69.0 86.9: 31.0 13.1
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 : 59: 28 8 6 13 19 43 31:
Old : 59: 28 8 6 13 19 43 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 : 16.0 57.4 29.4 70.8 14.7 57.4 27.5 66.8
Old : 16.0 57.4 29.4 70.8 14.7 57.4 27.5 66.8
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 with Delta-adjusted Options and Futures Combined, March 8, 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 : 194,559: 13,986 23,045 5,110 139,876 142,037 158,972 170,191: 35,587 24,368
Old : 194,559: 13,986 23,045 5,110 139,876 142,037 158,972 170,191: 35,587 24,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 13,772: 659 3,018 2,234 9,927 7,220 12,819 12,471: 953 1,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 11.8 2.6 71.9 73.0 81.7 87.5: 18.3 12.5
Old : 100.0: 7.2 11.8 2.6 71.9 73.0 81.7 87.5: 18.3 12.5
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 : 68: 18 16 9 27 26 48 48:
Old : 68: 18 16 9 27 26 48 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 : 47.0 43.6 60.7 58.7 32.8 33.5 39.1 41.5
Old : 47.0 43.6 60.7 58.7 32.8 33.5 39.1 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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 : 190,458: 35,645 14,279 9,922 77,590 113,023 123,158 137,225: 67,300 53,233
Old : 190,458: 35,645 14,279 9,922 77,590 113,023 123,158 137,225: 67,300 53,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -21,073: -7,055 3,610 -11,252 646 -8,076 -17,661 -15,718: -3,412 -5,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 7.5 5.2 40.7 59.3 64.7 72.0: 35.3 28.0
Old : 100.0: 18.7 7.5 5.2 40.7 59.3 64.7 72.0: 35.3 28.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 31 25 21 33 34 74 70:
Old : 97: 31 25 21 33 34 74 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 31.2 30.8 43.3 15.2 29.8 24.6 41.3
Old : 20.2 31.2 30.8 43.3 15.2 29.8 24.6 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 11,871: 5,933 0 0 3,852 10,846 9,785 10,846: 2,086 1,025
Old : 11,871: 5,933 0 0 3,852 10,846 9,785 10,846: 2,086 1,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 0.0 0.0 32.4 91.4 82.4 91.4: 17.6 8.6
Old : 100.0: 50.0 0.0 0.0 32.4 91.4 82.4 91.4: 17.6 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 0 0 7 11 15 11:
Old : 22: 8 0 0 7 11 15 11:
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 : 63.2 75.5 74.7 89.1 62.9 71.6 72.2 84.9
Old : 63.2 75.5 74.7 89.1 62.9 71.6 72.2 84.9
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 with Delta-adjusted Options and Futures Combined, March 8, 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 : 60,857: 14,573 1,906 62 40,533 50,920 55,168 52,888: 5,689 7,969
Old : 60,857: 14,573 1,906 62 40,533 50,920 55,168 52,888: 5,689 7,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 27,082: 4,207 266 -188 22,103 24,766 26,122 24,844: 960 2,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 3.1 0.1 66.6 83.7 90.7 86.9: 9.3 13.1
Old : 100.0: 23.9 3.1 0.1 66.6 83.7 90.7 86.9: 9.3 13.1
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 : 24: 3 2 2 11 16 16 18:
Old : 24: 3 2 2 11 16 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 56.4 83.9 69.7 59.7 45.1 69.4 57.6
Old : 67.1 56.4 83.9 69.7 59.7 45.1 69.4 57.6
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 with Delta-adjusted Options and Futures Combined, March 8, 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 :13,559,938: 698,975 1,182,284 4,117,520 7,736,064 6,587,980 12,552,560 11,887,784: 1,007,378 1,672,155
Old :13,559,938: 698,975 1,182,284 4,117,520 7,736,064 6,587,980 12,552,560 11,887,784: 1,007,378 1,672,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 213,472: -4,671 33,527 136,794 114,074 56,327 246,197 226,648: -32,725 -13,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 8.7 30.4 57.1 48.6 92.6 87.7: 7.4 12.3
Old : 100.0: 5.2 8.7 30.4 57.1 48.6 92.6 87.7: 7.4 12.3
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 : 284: 57 77 104 131 145 247 271:
Old : 284: 57 77 104 131 145 247 271:
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 : 19.6 14.3 33.1 23.6 15.9 7.7 23.0 12.0
Old : 19.6 14.3 33.1 23.6 15.9 7.7 23.0 12.0
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, March 8, 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 : 789,857: 69,197 85,219 43,204 518,307 540,846 630,708 669,270: 159,149 120,587
Old : 789,857: 69,197 85,219 43,204 518,307 540,846 630,708 669,270: 159,149 120,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 24,507: 2,326 2,439 9,165 15,120 18,076 26,612 29,680: -2,105 -5,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 10.8 5.5 65.6 68.5 79.9 84.7: 20.1 15.3
Old : 100.0: 8.8 10.8 5.5 65.6 68.5 79.9 84.7: 20.1 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 52 38 52 99 74 179 136:
Old : 207: 52 38 52 99 74 179 136:
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 : 17.7 30.2 26.1 42.1 17.1 28.2 24.3 40.1
Old : 17.7 30.2 26.1 42.1 17.1 28.2 24.3 40.1
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, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,091,958: 228,533 267,079 33,517 498,541 695,563 760,591 996,159: 331,367 95,799
Old : 1,091,958: 228,533 267,079 33,517 498,541 695,563 760,591 996,159: 331,367 95,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 64,713: 20,066 3,301 10,996 49,849 56,436 80,910 70,733: -16,197 -6,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 24.5 3.1 45.7 63.7 69.7 91.2: 30.3 8.8
Old : 100.0: 20.9 24.5 3.1 45.7 63.7 69.7 91.2: 30.3 8.8
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 : 186: 40 64 29 57 56 116 130:
Old : 186: 40 64 29 57 56 116 130:
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 : 17.3 28.7 27.0 42.0 15.4 23.4 24.0 33.8
Old : 17.3 28.7 27.0 42.0 15.4 23.4 24.0 33.8
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, March 8, 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 : 15,358: 1,795 478 617 7,128 12,397 9,540 13,492: 5,818 1,866
Old : 15,358: 1,795 478 617 7,128 12,397 9,540 13,492: 5,818 1,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,445: 228 -45 561 292 685 1,081 1,201: 364 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 3.1 4.0 46.4 80.7 62.1 87.8: 37.9 12.2
Old : 100.0: 11.7 3.1 4.0 46.4 80.7 62.1 87.8: 37.9 12.2
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 : 32: 4 2 2 17 12 22 16:
Old : 32: 4 2 2 17 12 22 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 : 22.9 44.9 37.2 70.9 21.5 40.1 34.2 64.0
Old : 22.9 44.9 37.2 70.9 21.5 40.1 34.2 64.0
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, March 8, 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 : 33,166: 3,912 6,008 1,497 22,094 17,981 27,503 25,486: 5,663 7,680
Old : 33,166: 3,912 6,008 1,497 22,094 17,981 27,503 25,486: 5,663 7,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 721: -646 -163 1,224 534 -669 1,112 392: -391 329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 18.1 4.5 66.6 54.2 82.9 76.8: 17.1 23.2
Old : 100.0: 11.8 18.1 4.5 66.6 54.2 82.9 76.8: 17.1 23.2
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 : 39: 6 5 6 16 20 25 28:
Old : 39: 6 5 6 16 20 25 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 34.9 59.7 51.8 39.4 28.6 55.9 42.9
Old : 40.4 34.9 59.7 51.8 39.4 28.6 55.9 42.9
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, March 8, 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 : 85,956: 4,969 13,266 1,021 45,162 60,588 51,152 74,875: 34,804 11,082
Old : 85,956: 4,969 13,266 1,021 45,162 60,588 51,152 74,875: 34,804 11,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -4,172: 450 -6,746 836 4,517 2,885 5,803 -3,025: -9,975 -1,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 15.4 1.2 52.5 70.5 59.5 87.1: 40.5 12.9
Old : 100.0: 5.8 15.4 1.2 52.5 70.5 59.5 87.1: 40.5 12.9
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: 14 24 7 38 34 59 60:
Old : 92: 14 24 7 38 34 59 60:
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 : 23.7 43.0 35.0 56.8 23.3 38.6 30.7 49.1
Old : 23.7 43.0 35.0 56.8 23.3 38.6 30.7 49.1
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, March 8, 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 : 392,342: 82,046 101,231 2,651 279,258 156,341 363,956 260,223: 28,386 132,119
Old : 392,342: 82,046 101,231 2,651 279,258 156,341 363,956 260,223: 28,386 132,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -66,131: -32,893 1,878 -394 -26,871 -13,054 -60,158 -11,570: -5,973 -54,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 25.8 0.7 71.2 39.8 92.8 66.3: 7.2 33.7
Old : 100.0: 20.9 25.8 0.7 71.2 39.8 92.8 66.3: 7.2 33.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 51 56 12 43 33 98 97:
Old : 169: 51 56 12 43 33 98 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 27.0 64.8 37.3 45.3 23.8 57.1 29.8
Old : 50.7 27.0 64.8 37.3 45.3 23.8 57.1 29.8
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, March 8, 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 : 136,644: 54,063 3,496 4,900 40,497 115,441 99,460 123,837: 37,184 12,807
Old : 136,644: 54,063 3,496 4,900 40,497 115,441 99,460 123,837: 37,184 12,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 29,968: -1,547 2,625 2,558 23,399 19,935 24,411 25,119: 5,558 4,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 2.6 3.6 29.6 84.5 72.8 90.6: 27.2 9.4
Old : 100.0: 39.6 2.6 3.6 29.6 84.5 72.8 90.6: 27.2 9.4
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 : 54: 21 4 4 16 26 39 32:
Old : 54: 21 4 4 16 26 39 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 : 31.6 45.9 44.9 62.3 24.4 36.5 34.6 49.8
Old : 31.6 45.9 44.9 62.3 24.4 36.5 34.6 49.8
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, March 8, 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 : 40,029: 1,652 15,694 224 31,597 19,293 33,473 35,211: 6,555 4,818
Old : 40,029: 1,652 15,694 224 31,597 19,293 33,473 35,211: 6,555 4,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 4,242: 149 1,144 -86 3,939 2,859 4,002 3,917: 240 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 39.2 0.6 78.9 48.2 83.6 88.0: 16.4 12.0
Old : 100.0: 4.1 39.2 0.6 78.9 48.2 83.6 88.0: 16.4 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 : 55: 5 11 2 28 23 34 35:
Old : 55: 5 11 2 28 23 34 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 55.3 60.5 65.3 31.5 41.1 42.4 48.1
Old : 47.7 55.3 60.5 65.3 31.5 41.1 42.4 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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 : 213,999: 66,357 37,077 4,755 131,684 160,398 202,796 202,230: 11,203 11,769
Old : 213,999: 66,357 37,077 4,755 131,684 160,398 202,796 202,230: 11,203 11,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,568: 5,019 1,742 3,223 -4,566 -447 3,676 4,518: -2,108 -2,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 17.3 2.2 61.5 75.0 94.8 94.5: 5.2 5.5
Old : 100.0: 31.0 17.3 2.2 61.5 75.0 94.8 94.5: 5.2 5.5
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: 16 33 10 29 43 51 80:
Old : 106: 16 33 10 29 43 51 80:
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 : 64.9 37.4 76.6 53.3 60.6 37.3 72.1 52.4
Old : 64.9 37.4 76.6 53.3 60.6 37.3 72.1 52.4
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, March 8, 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 : 54,318: 12,407 8,247 7,259 16,293 25,709 35,959 41,215: 18,359 13,103
Old : 54,318: 12,407 8,247 7,259 16,293 25,709 35,959 41,215: 18,359 13,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 13,297: 1,459 -251 6,205 -401 1,801 7,263 7,755: 6,034 5,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 15.2 13.4 30.0 47.3 66.2 75.9: 33.8 24.1
Old : 100.0: 22.8 15.2 13.4 30.0 47.3 66.2 75.9: 33.8 24.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 24 20 12 18 26 52 49:
Old : 80: 24 20 12 18 26 52 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 : 19.0 24.6 31.4 39.4 16.5 23.5 24.1 31.4
Old : 19.0 24.6 31.4 39.4 16.5 23.5 24.1 31.4
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 with Delta-adjusted Options and Futures Combined, March 8, 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 : 37,666: 7,588 485 4,458 7,979 4,852 20,025 9,795: 17,641 27,871
Old : 37,666: 7,588 485 4,458 7,979 4,852 20,025 9,795: 17,641 27,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 1.3 11.8 21.2 12.9 53.2 26.0: 46.8 74.0
Old : 100.0: 20.1 1.3 11.8 21.2 12.9 53.2 26.0: 46.8 74.0
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 : 23: 11 3 5 9 7 21 14:
Old : 23: 11 3 5 9 7 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 17.0 43.4 22.3 26.0 4.0 29.7 4.6
Old : 30.5 17.0 43.4 22.3 26.0 4.0 29.7 4.6
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, March 8, 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 : 115,377: 200 9,599 2,219 56,520 72,005 58,939 83,823: 56,438 31,554
Old : 115,377: 200 9,599 2,219 56,520 72,005 58,939 83,823: 56,438 31,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -3,198: 100 -912 -399 -1,669 -3,317 -1,968 -4,628: -1,230 1,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 8.3 1.9 49.0 62.4 51.1 72.7: 48.9 27.3
Old : 100.0: 0.2 8.3 1.9 49.0 62.4 51.1 72.7: 48.9 27.3
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 : 51: 2 16 3 22 29 26 47:
Old : 51: 2 16 3 22 29 26 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 49.0 45.2 56.9 7.6 18.0 9.0 23.7
Old : 40.0 49.0 45.2 56.9 7.6 18.0 9.0 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 11, 2005