MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 21,407: 2,115 1,831 1,127 12,993 12,468 16,235 15,426: 5,172 5,981
Old : 21,407: 2,115 1,831 1,127 12,993 12,468 16,235 15,426: 5,172 5,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -2,885: -905 -375 -107 -1,287 -1,727 -2,299 -2,209: -586 -676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 8.6 5.3 60.7 58.2 75.8 72.1: 24.2 27.9
Old : 100.0: 9.9 8.6 5.3 60.7 58.2 75.8 72.1: 24.2 27.9
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 : 39: 11 4 11 19 16 31 30:
Old : 39: 11 4 11 19 16 31 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 : 47.6 32.9 61.7 52.6 46.9 30.6 58.4 48.2
Old : 47.6 32.9 61.7 52.6 46.9 30.6 58.4 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 98,511: 16,815 10,211 20,766 43,883 38,609 81,464 69,586: 17,047 28,925
Old : 91,438: 16,696 10,540 18,674 40,708 36,074 76,078 65,288: 15,360 26,150
Other: 7,073: 1,862 1,414 349 3,175 2,535 5,386 4,298: 1,687 2,775
: : :
: : Changes in Commitments from: April 26, 2005 :
: 3,219: 14 -692 -297 1,853 2,403 1,570 1,414: 1,649 1,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 10.4 21.1 44.5 39.2 82.7 70.6: 17.3 29.4
Old : 100.0: 18.3 11.5 20.4 44.5 39.5 83.2 71.4: 16.8 28.6
Other: 100.0: 26.3 20.0 4.9 44.9 35.8 76.1 60.8: 23.9 39.2
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 47 35 53 22 33 100 107:
Old : 144: 46 36 51 21 33 96 106:
Other: 34: 11 6 3 6 14 19 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 18.7 39.9 28.8 27.7 17.6 37.7 25.7
Old : 29.8 18.8 42.5 29.6 29.8 18.4 40.5 28.9
Other: 57.0 39.2 69.3 49.4 55.5 34.4 66.2 44.6
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 3,601: 610 1,471 253 1,461 794 2,324 2,518: 1,277 1,083
Old : 3,581: 607 1,471 252 1,446 794 2,305 2,517: 1,276 1,064
Other: 20: 3 0 1 15 0 19 1: 1 19
: : :
: : Changes in Commitments from: April 26, 2005 :
: -104: 184 -33 -59 -178 29 -53 -63: -51 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 40.8 7.0 40.6 22.0 64.5 69.9: 35.5 30.1
Old : 100.0: 17.0 41.1 7.0 40.4 22.2 64.4 70.3: 35.6 29.7
Other: 100.0: 15.0 0.0 5.0 75.0 0.0 95.0 5.0: 5.0 95.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 13 11 5 6 3 19 19:
Old : 32: 13 11 5 6 3 19 19:
Other: 2: 1 0 1 1 0 2 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 47.8 47.8 59.6 32.6 44.6 43.0 53.2
Old : 34.8 48.0 47.7 59.9 32.3 44.9 42.8 53.5
Other: 95.0 5.0 95.0 5.0 90.0 0.0 90.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 139,364: 43,917 18,284 12,121 66,077 72,092 122,115 102,497: 17,249 36,867
Old : 139,364: 43,917 18,284 12,121 66,077 72,092 122,115 102,497: 17,249 36,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -3,269: -1,511 125 -246 -1,607 -821 -3,364 -942: 95 -2,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 13.1 8.7 47.4 51.7 87.6 73.5: 12.4 26.5
Old : 100.0: 31.5 13.1 8.7 47.4 51.7 87.6 73.5: 12.4 26.5
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 : 211: 55 35 33 49 99 127 152:
Old : 211: 55 35 33 49 99 127 152:
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 15.0 38.6 25.1 23.7 15.0 36.4 24.3
Old : 23.7 15.0 38.6 25.1 23.7 15.0 36.4 24.3
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 - Futures Only, May 3, 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 : 3,932: 1,238 371 55 932 2,373 2,225 2,799: 1,707 1,133
Old : 3,932: 1,238 371 55 932 2,373 2,225 2,799: 1,707 1,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -512: 2 -160 -58 -274 -178 -330 -396: -182 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 9.4 1.4 23.7 60.4 56.6 71.2: 43.4 28.8
Old : 100.0: 31.5 9.4 1.4 23.7 60.4 56.6 71.2: 43.4 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 : 42: 15 6 4 11 14 27 24:
Old : 42: 15 6 4 11 14 27 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 : 23.4 45.5 34.6 57.2 22.0 45.4 31.6 55.0
Old : 23.4 45.5 34.6 57.2 22.0 45.4 31.6 55.0
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 - Futures Only, May 3, 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 : 24,602: 9,876 3,735 2,066 7,878 5,635 19,820 11,436: 4,782 13,166
Old : 24,602: 9,876 3,735 2,066 7,878 5,635 19,820 11,436: 4,782 13,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -2,803: -492 -70 -1,313 -882 -846 -2,687 -2,229: -116 -574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 15.2 8.4 32.0 22.9 80.6 46.5: 19.4 53.5
Old : 100.0: 40.1 15.2 8.4 32.0 22.9 80.6 46.5: 19.4 53.5
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 : 135: 43 26 23 29 46 88 82:
Old : 135: 43 26 23 29 46 88 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 11.7 30.1 17.9 18.5 9.5 29.5 15.5
Old : 18.5 11.7 30.1 17.9 18.5 9.5 29.5 15.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 93,278: 12,434 45,755 588 56,509 23,718 69,531 70,061: 23,747 23,217
Old : 93,278: 12,434 45,755 588 56,509 23,718 69,531 70,061: 23,747 23,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 7,441: -1,342 7,260 2 10,252 -4,791 8,912 2,471: -1,471 4,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 49.1 0.6 60.6 25.4 74.5 75.1: 25.5 24.9
Old : 100.0: 13.3 49.1 0.6 60.6 25.4 74.5 75.1: 25.5 24.9
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 : 74: 16 19 3 31 18 49 38:
Old : 74: 16 19 3 31 18 49 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 : 36.5 30.0 48.3 45.5 35.4 30.0 47.2 45.5
Old : 36.5 30.0 48.3 45.5 35.4 30.0 47.2 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 38,584: 4,889 16,219 1 24,752 8,284 29,642 24,504: 8,942 14,080
Old : 38,584: 4,889 16,219 1 24,752 8,284 29,642 24,504: 8,942 14,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 4,188: 1,385 4,090 0 3,631 565 5,016 4,655: -828 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 42.0 0.0 64.2 21.5 76.8 63.5: 23.2 36.5
Old : 100.0: 12.7 42.0 0.0 64.2 21.5 76.8 63.5: 23.2 36.5
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 : 36: 6 11 1 13 9 20 20:
Old : 36: 6 11 1 13 9 20 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 : 44.1 26.5 61.7 41.6 42.0 25.8 56.5 39.2
Old : 44.1 26.5 61.7 41.6 42.0 25.8 56.5 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 109,099: 80,754 4,432 0 19,485 102,222 100,239 106,654: 8,860 2,445
Old : 109,099: 80,754 4,432 0 19,485 102,222 100,239 106,654: 8,860 2,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 10,370: 9,495 -485 0 316 11,075 9,811 10,590: 559 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 4.1 0.0 17.9 93.7 91.9 97.8: 8.1 2.2
Old : 100.0: 74.0 4.1 0.0 17.9 93.7 91.9 97.8: 8.1 2.2
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 : 104: 60 12 0 17 18 77 30:
Old : 104: 60 12 0 17 18 77 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 : 34.3 58.6 48.3 80.6 34.3 58.5 48.3 80.5
Old : 34.3 58.6 48.3 80.6 34.3 58.5 48.3 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 88,941: 25,845 5,967 1 38,817 73,461 64,663 79,429: 24,278 9,512
Old : 88,941: 25,845 5,967 1 38,817 73,461 64,663 79,429: 24,278 9,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 3,476: -3,437 396 0 5,425 3,126 1,988 3,522: 1,488 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 6.7 0.0 43.6 82.6 72.7 89.3: 27.3 10.7
Old : 100.0: 29.1 6.7 0.0 43.6 82.6 72.7 89.3: 27.3 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 : 59: 19 11 1 18 16 38 27:
Old : 59: 19 11 1 18 16 38 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 : 30.2 59.9 44.0 76.1 29.3 56.9 42.6 73.1
Old : 30.2 59.9 44.0 76.1 29.3 56.9 42.6 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 160,185: 21,832 35,963 714 110,032 103,296 132,578 139,973: 27,607 20,212
Old : 160,185: 21,832 35,963 714 110,032 103,296 132,578 139,973: 27,607 20,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 21,397: 10,617 -7,754 -39 7,609 31,940 18,187 24,147: 3,210 -2,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 22.5 0.4 68.7 64.5 82.8 87.4: 17.2 12.6
Old : 100.0: 13.6 22.5 0.4 68.7 64.5 82.8 87.4: 17.2 12.6
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 : 80: 20 18 6 27 27 50 48:
Old : 80: 20 18 6 27 27 50 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 : 53.3 44.3 63.7 58.9 53.3 43.0 62.3 55.9
Old : 53.3 44.3 63.7 58.9 53.3 43.0 62.3 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 138,018: 26,070 21,195 563 65,969 73,021 92,602 94,779: 45,416 43,239
Old : 138,018: 26,070 21,195 563 65,969 73,021 92,602 94,779: 45,416 43,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 4,988: 2,546 1,890 -631 2,395 3,270 4,310 4,529: 678 459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 15.4 0.4 47.8 52.9 67.1 68.7: 32.9 31.3
Old : 100.0: 18.9 15.4 0.4 47.8 52.9 67.1 68.7: 32.9 31.3
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 : 96: 32 25 6 25 27 60 55:
Old : 96: 32 25 6 25 27 60 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 34.0 39.1 44.3 26.3 32.9 37.8 41.8
Old : 27.1 34.0 39.1 44.3 26.3 32.9 37.8 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 75,020: 30,384 6,000 618 40,531 61,374 71,533 67,992: 3,487 7,028
Old : 75,020: 30,384 6,000 618 40,531 61,374 71,533 67,992: 3,487 7,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -416: -1,000 0 450 -723 -726 -1,273 -276: 857 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 8.0 0.8 54.0 81.8 95.4 90.6: 4.6 9.4
Old : 100.0: 40.5 8.0 0.8 54.0 81.8 95.4 90.6: 4.6 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 : 30: 4 2 3 14 19 18 24:
Old : 30: 4 2 3 14 19 18 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 : 65.3 55.3 83.6 73.1 62.0 54.6 79.5 70.2
Old : 65.3 55.3 83.6 73.1 62.0 54.6 79.5 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 8,550,034: 746,953 895,853 947,800 5,759,382 5,001,500 7,454,135 6,845,153: 1,095,899 1,704,881
Old : 8,550,034: 746,953 895,853 947,800 5,759,382 5,001,500 7,454,135 6,845,153: 1,095,899 1,704,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 248,021: 59,399 -24,431 85,740 70,216 125,958 215,355 187,267: 32,666 60,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 10.5 11.1 67.4 58.5 87.2 80.1: 12.8 19.9
Old : 100.0: 8.7 10.5 11.1 67.4 58.5 87.2 80.1: 12.8 19.9
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 : 261: 50 61 88 129 133 231 239:
Old : 261: 50 61 88 129 133 231 239:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 15.9 43.2 25.2 26.8 13.1 36.4 19.8
Old : 28.2 15.9 43.2 25.2 26.8 13.1 36.4 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 689,971: 59,396 72,601 11,874 484,927 496,866 556,197 581,341: 133,774 108,630
Old : 689,971: 59,396 72,601 11,874 484,927 496,866 556,197 581,341: 133,774 108,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -366: -1,688 203 2,309 1,236 -3,053 1,857 -541: -2,223 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 10.5 1.7 70.3 72.0 80.6 84.3: 19.4 15.7
Old : 100.0: 8.6 10.5 1.7 70.3 72.0 80.6 84.3: 19.4 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 34 39 17 95 61 143 103:
Old : 194: 34 39 17 95 61 143 103:
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 : 20.0 34.1 28.4 47.4 19.4 33.7 27.4 46.9
Old : 20.0 34.1 28.4 47.4 19.4 33.7 27.4 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 972,551: 183,053 206,319 16,168 463,945 636,662 663,166 859,149: 309,385 113,402
Old : 972,551: 183,053 206,319 16,168 463,945 636,662 663,166 859,149: 309,385 113,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 12,472: -26,265 -4,690 2,343 22,198 5,095 -1,724 2,748: 14,196 9,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 21.2 1.7 47.7 65.5 68.2 88.3: 31.8 11.7
Old : 100.0: 18.8 21.2 1.7 47.7 65.5 68.2 88.3: 31.8 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 38 52 17 54 61 103 119:
Old : 181: 38 52 17 54 61 103 119:
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 : 21.2 26.0 30.4 39.4 16.2 22.6 24.7 33.2
Old : 21.2 26.0 30.4 39.4 16.2 22.6 24.7 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 11,741: 725 1,232 0 5,827 9,263 6,552 10,495: 5,189 1,246
Old : 11,741: 725 1,232 0 5,827 9,263 6,552 10,495: 5,189 1,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -107: 0 -6 0 383 0 383 -6: -490 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 10.5 0.0 49.6 78.9 55.8 89.4: 44.2 10.6
Old : 100.0: 6.2 10.5 0.0 49.6 78.9 55.8 89.4: 44.2 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 3 0 11 13 12 16:
Old : 27: 1 3 0 11 13 12 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 40.1 45.9 65.8 28.4 40.1 44.5 65.8
Old : 29.9 40.1 45.9 65.8 28.4 40.1 44.5 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 25,117: 8,665 2,054 0 13,133 16,499 21,798 18,553: 3,319 6,564
Old : 25,117: 8,665 2,054 0 13,133 16,499 21,798 18,553: 3,319 6,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -2,152: 1,350 1,289 -82 -3,446 -1,429 -2,178 -222: 26 -1,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 8.2 0.0 52.3 65.7 86.8 73.9: 13.2 26.1
Old : 100.0: 34.5 8.2 0.0 52.3 65.7 86.8 73.9: 13.2 26.1
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 : 37: 5 5 0 17 18 22 23:
Old : 37: 5 5 0 17 18 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 37.1 69.2 52.2 46.7 34.2 68.3 49.2
Old : 46.7 37.1 69.2 52.2 46.7 34.2 68.3 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 58,203: 4,790 19,164 5 35,884 27,382 40,679 46,551: 17,524 11,652
Old : 58,203: 4,790 19,164 5 35,884 27,382 40,679 46,551: 17,524 11,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -2,760: -2,054 -1,243 4 -10 -402 -2,060 -1,641: -700 -1,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 32.9 0.0 61.7 47.0 69.9 80.0: 30.1 20.0
Old : 100.0: 8.2 32.9 0.0 61.7 47.0 69.9 80.0: 30.1 20.0
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 : 87: 12 23 1 33 31 45 55:
Old : 87: 12 23 1 33 31 45 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 27.0 43.7 40.7 31.5 24.1 40.7 37.8
Old : 32.7 27.0 43.7 40.7 31.5 24.1 40.7 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 339,430: 66,056 144,107 1,788 225,719 128,449 293,563 274,344: 45,867 65,086
Old : 339,430: 66,056 144,107 1,788 225,719 128,449 293,563 274,344: 45,867 65,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -2,078: -13,167 -2,832 426 4,793 1,642 -7,948 -764: 5,870 -1,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 42.5 0.5 66.5 37.8 86.5 80.8: 13.5 19.2
Old : 100.0: 19.5 42.5 0.5 66.5 37.8 86.5 80.8: 13.5 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 38 75 9 49 35 90 116:
Old : 185: 38 75 9 49 35 90 116:
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 : 40.9 24.7 57.4 37.2 38.2 20.0 50.0 30.3
Old : 40.9 24.7 57.4 37.2 38.2 20.0 50.0 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 89,548: 33,987 4,622 20 34,403 74,141 68,410 78,783: 21,138 10,765
Old : 89,548: 33,987 4,622 20 34,403 74,141 68,410 78,783: 21,138 10,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 275: 1 -2,070 20 1,676 1,047 1,697 -1,003: -1,422 1,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 5.2 0.0 38.4 82.8 76.4 88.0: 23.6 12.0
Old : 100.0: 38.0 5.2 0.0 38.4 82.8 76.4 88.0: 23.6 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 : 49: 18 5 1 17 15 35 21:
Old : 49: 18 5 1 17 15 35 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 : 38.9 63.8 51.3 76.9 38.9 62.5 51.2 74.8
Old : 38.9 63.8 51.3 76.9 38.9 62.5 51.2 74.8
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 - Futures Only, May 3, 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 : 35,257: 1,121 13,568 5 28,661 16,928 29,787 30,501: 5,470 4,756
Old : 35,257: 1,121 13,568 5 28,661 16,928 29,787 30,501: 5,470 4,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 761: 0 292 0 631 309 631 601: 130 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 38.5 0.0 81.3 48.0 84.5 86.5: 15.5 13.5
Old : 100.0: 3.2 38.5 0.0 81.3 48.0 84.5 86.5: 15.5 13.5
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 : 61: 2 14 1 26 27 29 41:
Old : 61: 2 14 1 26 27 29 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 : 56.2 37.5 66.3 49.6 55.1 37.5 64.9 49.6
Old : 56.2 37.5 66.3 49.6 55.1 37.5 64.9 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 233,934: 60,117 35,213 1,446 165,037 182,160 226,600 218,819: 7,334 15,115
Old : 233,934: 60,117 35,213 1,446 165,037 182,160 226,600 218,819: 7,334 15,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 16,257: 3,877 6,448 -18 17,402 13,024 21,261 19,454: -5,004 -3,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 15.1 0.6 70.5 77.9 96.9 93.5: 3.1 6.5
Old : 100.0: 25.7 15.1 0.6 70.5 77.9 96.9 93.5: 3.1 6.5
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 : 113: 21 35 7 33 42 57 81:
Old : 113: 21 35 7 33 42 57 81:
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 : 60.8 35.9 71.3 49.9 57.9 31.3 67.8 45.1
Old : 60.8 35.9 71.3 49.9 57.9 31.3 67.8 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 37,540: 10,415 5,828 351 14,284 22,752 25,050 28,931: 12,490 8,609
Old : 37,540: 10,415 5,828 351 14,284 22,752 25,050 28,931: 12,490 8,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 471: -55 -869 316 -48 1,735 213 1,182: 258 -711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 15.5 0.9 38.1 60.6 66.7 77.1: 33.3 22.9
Old : 100.0: 27.7 15.5 0.9 38.1 60.6 66.7 77.1: 33.3 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 : 76: 24 15 3 16 24 43 39:
Old : 76: 24 15 3 16 24 43 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 : 22.9 29.9 32.6 42.9 22.0 26.8 30.9 39.2
Old : 22.9 29.9 32.6 42.9 22.0 26.8 30.9 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 25,339: 7,322 660 20 14,575 2,025 21,917 2,705: 3,422 22,634
Old : 25,339: 7,322 660 20 14,575 2,025 21,917 2,705: 3,422 22,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -2,333: -1,130 -6 5 796 306 -329 305: -2,004 -2,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 2.6 0.1 57.5 8.0 86.5 10.7: 13.5 89.3
Old : 100.0: 28.9 2.6 0.1 57.5 8.0 86.5 10.7: 13.5 89.3
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 : 25: 9 2 1 11 4 20 7:
Old : 25: 9 2 1 11 4 20 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 9.7 72.3 10.7 61.0 9.7 72.2 10.5
Old : 61.0 9.7 72.3 10.7 61.0 9.7 72.2 10.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 71,127: 3,578 4,144 443 51,475 26,850 55,496 31,437: 15,631 39,690
Old : 71,127: 3,578 4,144 443 51,475 26,850 55,496 31,437: 15,631 39,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 1,888: 2 0 0 -549 2,788 -547 2,788: 2,435 -900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 5.8 0.6 72.4 37.7 78.0 44.2: 22.0 55.8
Old : 100.0: 5.0 5.8 0.6 72.4 37.7 78.0 44.2: 22.0 55.8
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 : 47: 3 12 1 18 28 22 41:
Old : 47: 3 12 1 18 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 : 61.9 18.8 70.4 28.6 52.7 12.6 57.1 17.7
Old : 61.9 18.8 70.4 28.6 52.7 12.6 57.1 17.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 6, 2005