MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 29,060: 1,542 2,330 4,804 16,551 15,476 22,897 22,610: 6,164 6,450
Old : 29,060: 1,542 2,330 4,804 16,551 15,476 22,897 22,610: 6,164 6,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -89: -123 149 -272 339 260 -56 136: -34 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 8.0 16.5 57.0 53.3 78.8 77.8: 21.2 22.2
Old : 100.0: 5.3 8.0 16.5 57.0 53.3 78.8 77.8: 21.2 22.2
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 : 48: 12 6 16 24 21 41 38:
Old : 48: 12 6 16 24 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 31.2 58.8 49.8 42.0 30.4 48.2 43.0
Old : 45.6 31.2 58.8 49.8 42.0 30.4 48.2 43.0
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, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 94,777: 18,648 6,020 14,977 43,355 41,400 76,980 62,397: 17,797 32,380
Old : 91,566: 18,744 5,928 14,682 41,541 40,190 74,967 60,800: 16,599 30,766
Other: 3,211: 199 387 0 1,814 1,210 2,013 1,597: 1,198 1,614
: : :
: : Changes in Commitments from: March 8, 2005 :
: -14,460: -7,874 22 -4,964 459 -5,882 -12,379 -10,824: -2,082 -3,636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 6.4 15.8 45.7 43.7 81.2 65.8: 18.8 34.2
Old : 100.0: 20.5 6.5 16.0 45.4 43.9 81.9 66.4: 18.1 33.6
Other: 100.0: 6.2 12.1 0.0 56.5 37.7 62.7 49.7: 37.3 50.3
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 50 29 41 30 40 109 90:
Old : 136: 50 28 40 29 40 108 89:
Other: 26: 6 5 0 4 13 10 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 19.9 39.4 31.2 28.5 19.6 39.3 28.4
Old : 29.5 20.0 40.0 31.7 29.5 19.7 40.0 29.8
Other: 58.3 29.8 61.9 42.6 56.0 29.8 59.2 42.1
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 3,029: 346 1,373 165 1,757 418 2,268 1,956: 761 1,073
Old : 3,027: 346 1,373 164 1,757 418 2,267 1,955: 760 1,072
Other: 2: 0 0 1 0 0 1 1: 1 1
: : :
: : Changes in Commitments from: March 8, 2005 :
: 40: 27 -68 10 60 45 97 -13: -57 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 45.3 5.4 58.0 13.8 74.9 64.6: 25.1 35.4
Old : 100.0: 11.4 45.4 5.4 58.0 13.8 74.9 64.6: 25.1 35.4
Other: 100.0: 0.0 0.0 50.0 0.0 0.0 50.0 50.0: 50.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 7 17 5 8 2 20 19:
Old : 33: 7 17 5 8 2 20 19:
Other: 1: 0 0 1 0 0 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 31.9 61.7 47.1 50.4 31.4 60.6 44.0
Old : 50.8 31.9 61.7 47.1 50.5 31.5 60.7 44.0
Other: 50.0 50.0 50.0 50.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 166,459: 53,768 8,293 22,040 70,400 87,894 146,208 118,228: 20,251 48,231
Old : 166,459: 53,768 8,293 22,040 70,400 87,894 146,208 118,228: 20,251 48,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 14,601: 8,391 129 684 1,660 9,299 10,735 10,112: 3,866 4,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 5.0 13.2 42.3 52.8 87.8 71.0: 12.2 29.0
Old : 100.0: 32.3 5.0 13.2 42.3 52.8 87.8 71.0: 12.2 29.0
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 : 240: 71 33 46 80 118 178 178:
Old : 240: 71 33 46 80 118 178 178:
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 : 20.1 12.8 34.4 21.3 19.7 12.0 32.4 19.3
Old : 20.1 12.8 34.4 21.3 19.7 12.0 32.4 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,379: 2,019 237 425 779 3,206 3,224 3,868: 2,155 1,511
Old : 5,379: 2,019 237 425 779 3,206 3,224 3,868: 2,155 1,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -218: -56 -37 12 -115 -110 -158 -135: -60 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 4.4 7.9 14.5 59.6 59.9 71.9: 40.1 28.1
Old : 100.0: 37.5 4.4 7.9 14.5 59.6 59.9 71.9: 40.1 28.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 24 6 8 13 19 39 32:
Old : 53: 24 6 8 13 19 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 : 19.5 43.5 28.4 53.2 18.6 43.4 27.3 52.0
Old : 19.5 43.5 28.4 53.2 18.6 43.4 27.3 52.0
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 30,599: 10,465 681 7,757 7,564 7,442 25,786 15,880: 4,813 14,719
Old : 30,599: 10,465 681 7,757 7,564 7,442 25,786 15,880: 4,813 14,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 1,363: 1,746 -497 1,224 -1,725 185 1,245 912: 118 451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 2.2 25.4 24.7 24.3 84.3 51.9: 15.7 48.1
Old : 100.0: 34.2 2.2 25.4 24.7 24.3 84.3 51.9: 15.7 48.1
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 : 130: 50 15 26 38 48 99 79:
Old : 130: 50 15 26 38 48 99 79:
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 15.8 36.2 23.9 14.3 6.7 23.5 11.0
Old : 23.3 15.8 36.2 23.9 14.3 6.7 23.5 11.0
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, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 130,585: 36,405 10,175 1,810 53,681 79,030 91,897 91,016: 38,688 39,569
Old : 130,585: 36,405 10,175 1,810 53,681 79,030 91,897 91,016: 38,688 39,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 20,056: 18,596 -4,150 820 -7,767 1,536 11,649 -1,794: 8,407 21,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 7.8 1.4 41.1 60.5 70.4 69.7: 29.6 30.3
Old : 100.0: 27.9 7.8 1.4 41.1 60.5 70.4 69.7: 29.6 30.3
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 : 74: 23 13 7 25 29 53 44:
Old : 74: 23 13 7 25 29 53 44:
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 : 26.9 31.7 39.1 44.3 21.4 31.6 32.1 42.7
Old : 26.9 31.7 39.1 44.3 21.4 31.6 32.1 42.7
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 42,326: 10,655 10,495 1 14,898 22,524 25,554 33,020: 16,772 9,306
Old : 42,326: 10,655 10,495 1 14,898 22,524 25,554 33,020: 16,772 9,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -25,926: 3,181 -6 -1,345 -24,722 -21,034 -22,886 -22,385: -3,040 -3,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 24.8 0.0 35.2 53.2 60.4 78.0: 39.6 22.0
Old : 100.0: 25.2 24.8 0.0 35.2 53.2 60.4 78.0: 39.6 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 9 4 1 8 9 18 13:
Old : 27: 9 4 1 8 9 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 56.0 49.1 71.7 37.4 55.9 49.1 70.4
Old : 37.4 56.0 49.1 71.7 37.4 55.9 49.1 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 72,172: 49,610 5,187 260 14,212 63,555 64,082 69,003: 8,090 3,168
Old : 72,172: 49,610 5,187 260 14,212 63,555 64,082 69,003: 8,090 3,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -53,488: -23,607 -3,256 -1,525 -21,806 -43,632 -46,938 -48,412: -6,550 -5,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 7.2 0.4 19.7 88.1 88.8 95.6: 11.2 4.4
Old : 100.0: 68.7 7.2 0.4 19.7 88.1 88.8 95.6: 11.2 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 53 12 3 15 17 70 30:
Old : 93: 53 12 3 15 17 70 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 : 25.6 57.0 41.0 77.6 25.6 57.0 41.0 77.4
Old : 25.6 57.0 41.0 77.6 25.6 57.0 41.0 77.4
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 81,295: 42,062 4,329 489 9,954 66,110 52,505 70,927: 28,790 10,368
Old : 81,295: 42,062 4,329 489 9,954 66,110 52,505 70,927: 28,790 10,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -19,777: -4,390 -950 -1,462 -11,407 -14,537 -17,259 -16,949: -2,518 -2,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 5.3 0.6 12.2 81.3 64.6 87.2: 35.4 12.8
Old : 100.0: 51.7 5.3 0.6 12.2 81.3 64.6 87.2: 35.4 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 : 54: 28 8 6 8 16 39 27:
Old : 54: 28 8 6 8 16 39 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 62.2 34.2 74.7 20.1 61.4 33.4 73.9
Old : 20.8 62.2 34.2 74.7 20.1 61.4 33.4 73.9
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 131,363: 14,571 19,308 1,614 84,059 90,332 100,244 111,254: 31,119 20,109
Old : 131,363: 14,571 19,308 1,614 84,059 90,332 100,244 111,254: 31,119 20,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -63,196: 585 -3,737 -3,496 -55,817 -51,704 -58,728 -58,937: -4,468 -4,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 14.7 1.2 64.0 68.8 76.3 84.7: 23.7 15.3
Old : 100.0: 11.1 14.7 1.2 64.0 68.8 76.3 84.7: 23.7 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 : 60: 17 15 6 20 20 39 39:
Old : 60: 17 15 6 20 20 39 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 : 51.6 42.9 60.7 58.8 40.8 35.9 48.4 47.8
Old : 51.6 42.9 60.7 58.8 40.8 35.9 48.4 47.8
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 146,320: 39,682 11,216 12,006 34,771 74,163 86,459 97,385: 59,860 48,935
Old : 146,320: 39,682 11,216 12,006 34,771 74,163 86,459 97,385: 59,860 48,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -44,138: 4,037 -3,063 2,084 -42,819 -38,860 -36,698 -39,840: -7,440 -4,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 7.7 8.2 23.8 50.7 59.1 66.6: 40.9 33.4
Old : 100.0: 27.1 7.7 8.2 23.8 50.7 59.1 66.6: 40.9 33.4
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 : 90: 40 16 24 29 24 73 60:
Old : 90: 40 16 24 29 24 73 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 : 14.5 27.1 23.0 41.5 13.3 26.1 20.2 39.0
Old : 14.5 27.1 23.0 41.5 13.3 26.1 20.2 39.0
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 63,246: 20,278 3,161 0 38,199 54,637 58,477 57,798: 4,769 5,448
Old : 63,246: 20,278 3,161 0 38,199 54,637 58,477 57,798: 4,769 5,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 2,389: 5,705 1,255 -62 -2,334 3,717 3,309 4,910: -920 -2,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 5.0 0.0 60.4 86.4 92.5 91.4: 7.5 8.6
Old : 100.0: 32.1 5.0 0.0 60.4 86.4 92.5 91.4: 7.5 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 2 0 15 14 19 16:
Old : 28: 4 2 0 15 14 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 56.4 79.3 75.7 58.2 50.7 73.2 68.9
Old : 59.7 56.4 79.3 75.7 58.2 50.7 73.2 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :12,393,117: 666,881 1,155,345 3,592,002 7,052,515 5,936,564 11,311,398 10,683,911: 1,081,719 1,709,206
Old :12,393,117: 666,881 1,155,345 3,592,002 7,052,515 5,936,564 11,311,398 10,683,911: 1,081,719 1,709,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
:-1,166,821: -32,095 -26,939 -525,518 -683,549 -651,416 -1,241,162 -1,203,872: 74,340 37,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 9.3 29.0 56.9 47.9 91.3 86.2: 8.7 13.8
Old : 100.0: 5.4 9.3 29.0 56.9 47.9 91.3 86.2: 8.7 13.8
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 : 263: 56 73 99 116 128 225 251:
Old : 263: 56 73 99 116 128 225 251:
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 : 20.6 15.2 34.2 25.1 17.1 8.6 23.6 12.5
Old : 20.6 15.2 34.2 25.1 17.1 8.6 23.6 12.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 858,705: 67,309 103,119 45,547 556,938 583,498 669,794 732,164: 188,911 126,541
Old : 858,705: 67,309 103,119 45,547 556,938 583,498 669,794 732,164: 188,911 126,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 68,848: -1,887 17,899 2,343 38,631 42,651 39,086 62,893: 29,762 5,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 12.0 5.3 64.9 68.0 78.0 85.3: 22.0 14.7
Old : 100.0: 7.8 12.0 5.3 64.9 68.0 78.0 85.3: 22.0 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 : 214: 57 36 60 112 77 197 145:
Old : 214: 57 36 60 112 77 197 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 29.8 25.6 40.9 16.2 25.9 22.9 36.8
Old : 17.2 29.8 25.6 40.9 16.2 25.9 22.9 36.8
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, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,256,154: 276,845 229,162 66,946 600,960 761,554 944,752 1,057,662: 311,402 198,492
Old : 1,256,154: 276,845 229,162 66,946 600,960 761,554 944,752 1,057,662: 311,402 198,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 164,196: 48,312 -37,918 33,429 102,419 65,991 184,160 61,502: -19,964 102,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 18.2 5.3 47.8 60.6 75.2 84.2: 24.8 15.8
Old : 100.0: 22.0 18.2 5.3 47.8 60.6 75.2 84.2: 24.8 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 47 56 50 68 62 145 138:
Old : 187: 47 56 50 68 62 145 138:
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 : 19.1 27.4 30.7 39.5 15.0 16.9 22.5 25.5
Old : 19.1 27.4 30.7 39.5 15.0 16.9 22.5 25.5
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 19,787: 2,710 608 1,287 8,878 14,671 12,875 16,566: 6,912 3,221
Old : 19,787: 2,710 608 1,287 8,878 14,671 12,875 16,566: 6,912 3,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 4,429: 915 130 670 1,750 2,274 3,335 3,074: 1,094 1,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 3.1 6.5 44.9 74.1 65.1 83.7: 34.9 16.3
Old : 100.0: 13.7 3.1 6.5 44.9 74.1 65.1 83.7: 34.9 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 5 2 3 20 16 26 21:
Old : 35: 5 2 3 20 16 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 38.0 36.3 59.4 17.1 31.3 27.5 50.2
Old : 22.6 38.0 36.3 59.4 17.1 31.3 27.5 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 47,874: 3,886 6,008 5,246 28,901 21,824 38,033 33,078: 9,841 14,796
Old : 47,874: 3,886 6,008 5,246 28,901 21,824 38,033 33,078: 9,841 14,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 14,708: -26 0 3,749 6,807 3,843 10,530 7,592: 4,178 7,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 12.5 11.0 60.4 45.6 79.4 69.1: 20.6 30.9
Old : 100.0: 8.1 12.5 11.0 60.4 45.6 79.4 69.1: 20.6 30.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 5 7 21 23 29 30:
Old : 36: 3 5 7 21 23 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 32.8 58.1 46.6 31.3 18.7 42.6 28.1
Old : 39.6 32.8 58.1 46.6 31.3 18.7 42.6 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 104,152: 4,225 17,235 4,084 54,586 70,509 62,895 91,829: 41,256 12,323
Old : 104,152: 4,225 17,235 4,084 54,586 70,509 62,895 91,829: 41,256 12,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 18,195: -744 3,969 3,063 9,424 9,922 11,743 16,954: 6,452 1,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 16.5 3.9 52.4 67.7 60.4 88.2: 39.6 11.8
Old : 100.0: 4.1 16.5 3.9 52.4 67.7 60.4 88.2: 39.6 11.8
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 : 97: 13 26 13 45 43 66 76:
Old : 97: 13 26 13 45 43 66 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 34.7 32.0 48.9 17.9 28.1 24.1 38.3
Old : 21.7 34.7 32.0 48.9 17.9 28.1 24.1 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 490,651: 88,305 107,445 10,554 353,708 206,219 452,568 324,218: 38,083 166,433
Old : 490,651: 88,305 107,445 10,554 353,708 206,219 452,568 324,218: 38,083 166,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 98,309: 6,259 6,214 7,903 74,450 49,878 88,612 63,995: 9,697 34,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 21.9 2.2 72.1 42.0 92.2 66.1: 7.8 33.9
Old : 100.0: 18.0 21.9 2.2 72.1 42.0 92.2 66.1: 7.8 33.9
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 : 182: 43 67 27 52 52 107 135:
Old : 182: 43 67 27 52 52 107 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 23.9 60.6 33.2 42.1 21.2 52.9 26.0
Old : 48.0 23.9 60.6 33.2 42.1 21.2 52.9 26.0
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 108,793: 56,134 2,946 3,858 19,498 94,448 79,490 101,252: 29,303 7,541
Old : 108,793: 56,134 2,946 3,858 19,498 94,448 79,490 101,252: 29,303 7,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -27,851: 2,071 -550 -1,042 -20,999 -20,993 -19,970 -22,585: -7,881 -5,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 2.7 3.5 17.9 86.8 73.1 93.1: 26.9 6.9
Old : 100.0: 51.6 2.7 3.5 17.9 86.8 73.1 93.1: 26.9 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 24 1 3 12 18 36 22:
Old : 47: 24 1 3 12 18 36 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 59.0 47.5 76.0 32.5 58.6 44.8 75.0
Old : 32.7 59.0 47.5 76.0 32.5 58.6 44.8 75.0
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 49,198: 1,694 18,788 1,607 35,577 23,538 38,878 43,933: 10,320 5,265
Old : 49,198: 1,694 18,788 1,607 35,577 23,538 38,878 43,933: 10,320 5,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 9,169: 42 3,094 1,383 3,980 4,245 5,405 8,722: 3,764 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 38.2 3.3 72.3 47.8 79.0 89.3: 21.0 10.7
Old : 100.0: 3.4 38.2 3.3 72.3 47.8 79.0 89.3: 21.0 10.7
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 : 66: 5 13 6 34 30 43 46:
Old : 66: 5 13 6 34 30 43 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 48.7 53.7 58.6 28.5 38.7 37.7 45.3
Old : 42.5 48.7 53.7 58.6 28.5 38.7 37.7 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 250,942: 74,184 38,810 14,607 152,675 161,063 241,465 214,480: 9,478 36,462
Old : 250,942: 74,184 38,810 14,607 152,675 161,063 241,465 214,480: 9,478 36,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 36,944: 7,826 1,734 9,852 20,991 665 38,669 12,250: -1,725 24,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 15.5 5.8 60.8 64.2 96.2 85.5: 3.8 14.5
Old : 100.0: 29.6 15.5 5.8 60.8 64.2 96.2 85.5: 3.8 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 17 36 18 33 46 61 89:
Old : 111: 17 36 18 33 46 61 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 33.1 73.4 46.5 54.9 32.6 65.3 44.9
Old : 60.2 33.1 73.4 46.5 54.9 32.6 65.3 44.9
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 32,127: 11,584 10,666 236 9,833 13,432 21,653 24,334: 10,474 7,793
Old : 32,127: 11,584 10,666 236 9,833 13,432 21,653 24,334: 10,474 7,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -22,191: -823 2,419 -7,023 -6,460 -12,277 -14,306 -16,881: -7,885 -5,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 33.2 0.7 30.6 41.8 67.4 75.7: 32.6 24.3
Old : 100.0: 36.1 33.2 0.7 30.6 41.8 67.4 75.7: 32.6 24.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 21 13 2 13 16 35 31:
Old : 61: 21 13 2 13 16 35 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 40.4 38.3 52.1 25.9 40.4 37.3 52.1
Old : 26.1 40.4 38.3 52.1 25.9 40.4 37.3 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 67,478: 3,476 7,628 0 47,979 26,271 51,455 33,899: 16,023 33,579
Old : 67,478: 3,476 7,628 0 47,979 26,271 51,455 33,899: 16,023 33,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -47,899: 3,276 -1,971 -2,219 -8,541 -45,734 -7,484 -49,924: -40,415 2,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 11.3 0.0 71.1 38.9 76.3 50.2: 23.7 49.8
Old : 100.0: 5.2 11.3 0.0 71.1 38.9 76.3 50.2: 23.7 49.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 3 13 0 19 28 22 41:
Old : 48: 3 13 0 19 28 22 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 17.4 69.9 29.7 56.9 15.4 61.3 24.1
Old : 62.9 17.4 69.9 29.7 56.9 15.4 61.3 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2005