MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 10, 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 : 22,045: 2,566 1,855 1,329 13,568 12,536 17,463 15,720: 4,582 6,325
Old : 22,045: 2,566 1,855 1,329 13,568 12,536 17,463 15,720: 4,582 6,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 638: 451 24 202 575 68 1,228 294: -590 344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 8.4 6.0 61.5 56.9 79.2 71.3: 20.8 28.7
Old : 100.0: 11.6 8.4 6.0 61.5 56.9 79.2 71.3: 20.8 28.7
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 : 42: 12 5 11 20 17 34 31:
Old : 42: 12 5 11 20 17 34 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 : 48.2 31.7 62.8 51.5 47.5 29.4 59.9 47.4
Old : 48.2 31.7 62.8 51.5 47.5 29.4 59.9 47.4
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 10, 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 : 96,177: 14,529 11,868 18,661 44,323 35,402 77,513 65,931: 18,664 30,246
Old : 88,102: 14,334 11,921 16,379 40,477 32,705 71,190 61,005: 16,912 27,097
Other: 8,075: 2,107 1,859 370 3,846 2,697 6,323 4,926: 1,752 3,149
: : :
: : Changes in Commitments from: May 3, 2005 :
: -2,334: -2,286 1,657 -2,105 440 -3,207 -3,951 -3,655: 1,617 1,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 12.3 19.4 46.1 36.8 80.6 68.6: 19.4 31.4
Old : 100.0: 16.3 13.5 18.6 45.9 37.1 80.8 69.2: 19.2 30.8
Other: 100.0: 26.1 23.0 4.6 47.6 33.4 78.3 61.0: 21.7 39.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 36 45 43 21 30 85 99:
Old : 132: 35 44 42 21 30 82 99:
Other: 34: 10 6 2 6 15 18 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 : 28.5 18.6 42.6 29.9 28.5 17.2 39.1 23.6
Old : 31.2 18.8 45.4 30.9 31.2 17.8 42.6 27.3
Other: 60.6 35.4 71.7 47.4 59.3 31.0 69.1 42.9
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 10, 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 : 3,731: 397 1,484 376 1,537 806 2,310 2,666: 1,421 1,065
Old : 3,709: 397 1,489 370 1,521 801 2,288 2,660: 1,421 1,049
Other: 22: 5 0 1 16 5 22 6: 0 16
: : :
: : Changes in Commitments from: May 3, 2005 :
: 130: -213 13 123 76 12 -14 148: 144 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 39.8 10.1 41.2 21.6 61.9 71.5: 38.1 28.5
Old : 100.0: 10.7 40.1 10.0 41.0 21.6 61.7 71.7: 38.3 28.3
Other: 100.0: 22.7 0.0 4.5 72.7 22.7 100.0 27.3: 0.0 72.7
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 8 12 6 7 4 19 18:
Old : 29: 8 12 6 7 4 19 18:
Other: 3: 1 0 1 2 1 3 2:
:----------------------------------------------------------------------------------------------------
: 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 : 35.4 46.9 49.1 60.1 33.4 43.5 41.4 50.9
Old : 35.2 47.2 48.8 60.5 33.2 43.8 41.2 51.2
Other: 100.0 27.3 100.0 27.3 90.9 18.2 90.9 18.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 10, 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 : 141,299: 45,449 17,812 13,979 63,342 72,065 122,770 103,856: 18,529 37,443
Old : 141,299: 45,449 17,812 13,979 63,342 72,065 122,770 103,856: 18,529 37,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 1,935: 1,532 -472 1,858 -2,735 -27 655 1,359: 1,280 576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 12.6 9.9 44.8 51.0 86.9 73.5: 13.1 26.5
Old : 100.0: 32.2 12.6 9.9 44.8 51.0 86.9 73.5: 13.1 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 : 209: 57 37 40 51 94 135 152:
Old : 209: 57 37 40 51 94 135 152:
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 : 23.4 15.3 37.1 25.3 23.4 15.2 35.6 24.5
Old : 23.4 15.3 37.1 25.3 23.4 15.2 35.6 24.5
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 10, 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 : 3,399: 1,075 322 56 876 1,966 2,007 2,344: 1,392 1,055
Old : 3,399: 1,075 322 56 876 1,966 2,007 2,344: 1,392 1,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -533: -163 -49 1 -56 -407 -218 -455: -315 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 9.5 1.6 25.8 57.8 59.0 69.0: 41.0 31.0
Old : 100.0: 31.6 9.5 1.6 25.8 57.8 59.0 69.0: 41.0 31.0
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 : 40: 12 6 3 13 16 26 24:
Old : 40: 12 6 3 13 16 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 42.3 37.1 52.8 22.9 41.8 33.3 51.0
Old : 25.5 42.3 37.1 52.8 22.9 41.8 33.3 51.0
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 10, 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 : 24,847: 10,012 3,461 2,265 7,733 5,119 20,010 10,845: 4,837 14,002
Old : 24,847: 10,012 3,461 2,265 7,733 5,119 20,010 10,845: 4,837 14,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 245: 136 -274 199 -145 -516 190 -591: 55 836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 13.9 9.1 31.1 20.6 80.5 43.6: 19.5 56.4
Old : 100.0: 40.3 13.9 9.1 31.1 20.6 80.5 43.6: 19.5 56.4
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 : 137: 41 27 23 33 45 92 80:
Old : 137: 41 27 23 33 45 92 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 11.5 30.8 17.8 18.8 9.9 29.7 14.3
Old : 18.8 11.5 30.8 17.8 18.8 9.9 29.7 14.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 10, 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 : 86,866: 11,651 39,446 617 50,106 24,688 62,374 64,751: 24,492 22,115
Old : 86,866: 11,651 39,446 617 50,106 24,688 62,374 64,751: 24,492 22,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -6,412: -783 -6,309 29 -6,403 970 -7,157 -5,310: 745 -1,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 45.4 0.7 57.7 28.4 71.8 74.5: 28.2 25.5
Old : 100.0: 13.4 45.4 0.7 57.7 28.4 71.8 74.5: 28.2 25.5
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 : 70: 13 20 4 28 18 44 39:
Old : 70: 13 20 4 28 18 44 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 : 33.7 32.6 46.5 49.1 32.7 32.6 45.4 48.9
Old : 33.7 32.6 46.5 49.1 32.7 32.6 45.4 48.9
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 10, 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 : 43,977: 2,214 19,638 29 32,738 7,641 34,981 27,308: 8,996 16,669
Old : 43,977: 2,214 19,638 29 32,738 7,641 34,981 27,308: 8,996 16,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 5,393: -2,675 3,419 28 7,986 -643 5,339 2,804: 54 2,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 44.7 0.1 74.4 17.4 79.5 62.1: 20.5 37.9
Old : 100.0: 5.0 44.7 0.1 74.4 17.4 79.5 62.1: 20.5 37.9
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: 4 14 2 13 8 19 22:
Old : 36: 4 14 2 13 8 19 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 : 51.7 29.6 67.8 42.4 46.0 27.5 62.0 39.1
Old : 51.7 29.6 67.8 42.4 46.0 27.5 62.0 39.1
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 10, 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 : 107,076: 79,579 4,143 231 19,122 98,376 98,932 102,750: 8,144 4,326
Old : 107,076: 79,579 4,143 231 19,122 98,376 98,932 102,750: 8,144 4,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -2,023: -1,175 -289 231 -363 -3,846 -1,307 -3,904: -716 1,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 3.9 0.2 17.9 91.9 92.4 96.0: 7.6 4.0
Old : 100.0: 74.3 3.9 0.2 17.9 91.9 92.4 96.0: 7.6 4.0
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 : 104: 58 15 2 17 19 76 35:
Old : 104: 58 15 2 17 19 76 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 55.4 49.5 79.4 34.2 55.1 49.5 79.2
Old : 34.2 55.4 49.5 79.4 34.2 55.1 49.5 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 10, 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 : 89,238: 25,907 5,809 15 40,597 70,896 66,519 76,720: 22,719 12,518
Old : 89,238: 25,907 5,809 15 40,597 70,896 66,519 76,720: 22,719 12,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 297: 62 -158 14 1,780 -2,565 1,856 -2,709: -1,559 3,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 6.5 0.0 45.5 79.4 74.5 86.0: 25.5 14.0
Old : 100.0: 29.0 6.5 0.0 45.5 79.4 74.5 86.0: 25.5 14.0
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 : 62: 22 11 1 17 17 39 29:
Old : 62: 22 11 1 17 17 39 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 56.8 44.4 71.4 30.1 54.4 43.5 69.0
Old : 31.0 56.8 44.4 71.4 30.1 54.4 43.5 69.0
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 10, 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 : 160,836: 20,771 30,334 677 109,373 110,558 130,821 141,569: 30,015 19,267
Old : 160,836: 20,771 30,334 677 109,373 110,558 130,821 141,569: 30,015 19,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 651: -1,061 -5,629 -37 -659 7,262 -1,757 1,596: 2,408 -945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 18.9 0.4 68.0 68.7 81.3 88.0: 18.7 12.0
Old : 100.0: 12.9 18.9 0.4 68.0 68.7 81.3 88.0: 18.7 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 : 78: 21 15 4 27 27 49 45:
Old : 78: 21 15 4 27 27 49 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 44.0 63.4 59.0 54.7 42.0 63.2 57.1
Old : 54.7 44.0 63.4 59.0 54.7 42.0 63.2 57.1
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 10, 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 : 148,731: 27,335 28,879 750 73,185 70,847 101,270 100,476: 47,461 48,255
Old : 148,731: 27,335 28,879 750 73,185 70,847 101,270 100,476: 47,461 48,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 10,713: 1,265 7,684 187 7,216 -2,174 8,668 5,697: 2,045 5,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 19.4 0.5 49.2 47.6 68.1 67.6: 31.9 32.4
Old : 100.0: 18.4 19.4 0.5 49.2 47.6 68.1 67.6: 31.9 32.4
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 : 94: 25 28 7 25 28 54 59:
Old : 94: 25 28 7 25 28 54 59:
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 : 28.8 30.1 43.5 40.8 28.5 29.0 41.7 38.8
Old : 28.8 30.1 43.5 40.8 28.5 29.0 41.7 38.8
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 10, 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 : 92,531: 29,644 6,000 758 58,431 79,012 88,833 85,770: 3,698 6,761
Old : 92,531: 29,644 6,000 758 58,431 79,012 88,833 85,770: 3,698 6,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 17,511: -740 0 140 17,900 17,638 17,300 17,778: 211 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 6.5 0.8 63.1 85.4 96.0 92.7: 4.0 7.3
Old : 100.0: 32.0 6.5 0.8 63.1 85.4 96.0 92.7: 4.0 7.3
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 : 31: 4 2 3 16 21 20 26:
Old : 31: 4 2 3 16 21 20 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 51.3 81.4 73.1 54.8 48.1 68.2 64.7
Old : 61.7 51.3 81.4 73.1 54.8 48.1 68.2 64.7
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 10, 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 : 8,482,994: 722,596 935,050 1,030,145 5,793,355 5,000,466 7,546,096 6,965,661: 936,898 1,517,333
Old : 8,482,994: 722,596 935,050 1,030,145 5,793,355 5,000,466 7,546,096 6,965,661: 936,898 1,517,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -67,040: -24,357 39,197 82,345 33,973 -1,034 91,961 120,508: -159,001 -187,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 11.0 12.1 68.3 58.9 89.0 82.1: 11.0 17.9
Old : 100.0: 8.5 11.0 12.1 68.3 58.9 89.0 82.1: 11.0 17.9
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 : 273: 50 66 90 132 141 236 253:
Old : 273: 50 66 90 132 141 236 253:
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 : 28.7 15.4 42.4 24.5 27.4 13.1 36.6 19.7
Old : 28.7 15.4 42.4 24.5 27.4 13.1 36.6 19.7
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 10, 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 : 696,468: 60,027 72,761 14,536 484,779 494,782 559,342 582,079: 137,126 114,389
Old : 696,468: 60,027 72,761 14,536 484,779 494,782 559,342 582,079: 137,126 114,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 6,497: 631 160 2,662 -148 -2,084 3,145 738: 3,352 5,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 10.4 2.1 69.6 71.0 80.3 83.6: 19.7 16.4
Old : 100.0: 8.6 10.4 2.1 69.6 71.0 80.3 83.6: 19.7 16.4
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 : 196: 35 39 17 96 62 144 105:
Old : 196: 35 39 17 96 62 144 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 33.4 28.4 46.4 19.2 33.0 27.3 45.9
Old : 20.0 33.4 28.4 46.4 19.2 33.0 27.3 45.9
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 10, 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 : 1,019,983: 196,557 251,601 16,911 483,360 635,018 696,828 903,530: 323,155 116,453
Old : 1,019,983: 196,557 251,601 16,911 483,360 635,018 696,828 903,530: 323,155 116,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 47,432: 13,504 45,282 743 19,415 -1,644 33,662 44,381: 13,770 3,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 24.7 1.7 47.4 62.3 68.3 88.6: 31.7 11.4
Old : 100.0: 19.3 24.7 1.7 47.4 62.3 68.3 88.6: 31.7 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 37 67 20 58 58 109 131:
Old : 194: 37 67 20 58 58 109 131:
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 : 20.5 25.4 31.4 38.3 15.6 21.9 24.2 32.3
Old : 20.5 25.4 31.4 38.3 15.6 21.9 24.2 32.3
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 10, 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 : 11,837: 725 1,429 0 5,388 9,263 6,113 10,692: 5,724 1,145
Old : 11,837: 725 1,429 0 5,388 9,263 6,113 10,692: 5,724 1,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 96: 0 197 0 -439 0 -439 197: 535 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 12.1 0.0 45.5 78.3 51.6 90.3: 48.4 9.7
Old : 100.0: 6.1 12.1 0.0 45.5 78.3 51.6 90.3: 48.4 9.7
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 : 27: 1 4 0 10 13 11 17:
Old : 27: 1 4 0 10 13 11 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 39.8 44.9 65.3 27.5 39.8 43.5 65.3
Old : 28.9 39.8 44.9 65.3 27.5 39.8 43.5 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 27,919: 9,413 3,609 27 15,312 16,345 24,752 19,981: 3,167 7,938
Old : 27,919: 9,413 3,609 27 15,312 16,345 24,752 19,981: 3,167 7,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 2,802: 748 1,555 27 2,179 -154 2,954 1,428: -152 1,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 12.9 0.1 54.8 58.5 88.7 71.6: 11.3 28.4
Old : 100.0: 33.7 12.9 0.1 54.8 58.5 88.7 71.6: 11.3 28.4
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 : 41: 6 7 1 18 18 25 25:
Old : 41: 6 7 1 18 18 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 33.4 65.5 48.7 43.0 30.2 64.6 45.5
Old : 43.0 33.4 65.5 48.7 43.0 30.2 64.6 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 10, 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 : 57,829: 4,502 18,228 6 35,390 28,670 39,898 46,904: 17,931 10,925
Old : 57,829: 4,502 18,228 6 35,390 28,670 39,898 46,904: 17,931 10,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -374: -288 -936 1 -494 1,288 -781 353: 407 -727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 31.5 0.0 61.2 49.6 69.0 81.1: 31.0 18.9
Old : 100.0: 7.8 31.5 0.0 61.2 49.6 69.0 81.1: 31.0 18.9
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 : 89: 12 24 2 33 31 46 56:
Old : 89: 12 24 2 33 31 46 56:
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 : 32.8 27.6 43.7 42.9 31.6 24.6 40.9 39.7
Old : 32.8 27.6 43.7 42.9 31.6 24.6 40.9 39.7
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 10, 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 : 360,852: 76,963 163,376 1,654 248,598 130,795 327,215 295,825: 33,637 65,027
Old : 360,852: 76,963 163,376 1,654 248,598 130,795 327,215 295,825: 33,637 65,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 21,422: 10,907 19,269 -134 22,879 2,346 33,652 21,481: -12,230 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 45.3 0.5 68.9 36.2 90.7 82.0: 9.3 18.0
Old : 100.0: 21.3 45.3 0.5 68.9 36.2 90.7 82.0: 9.3 18.0
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 : 182: 32 80 7 46 36 80 121:
Old : 182: 32 80 7 46 36 80 121:
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 : 45.1 26.1 63.6 38.3 42.2 24.1 58.8 32.8
Old : 45.1 26.1 63.6 38.3 42.2 24.1 58.8 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 10, 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 : 89,282: 36,178 5,352 0 30,980 73,518 67,158 78,870: 22,124 10,412
Old : 89,282: 36,178 5,352 0 30,980 73,518 67,158 78,870: 22,124 10,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -266: 2,191 730 -20 -3,423 -623 -1,252 87: 986 -353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 6.0 0.0 34.7 82.3 75.2 88.3: 24.8 11.7
Old : 100.0: 40.5 6.0 0.0 34.7 82.3 75.2 88.3: 24.8 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 : 47: 17 4 0 17 16 34 20:
Old : 47: 17 4 0 17 16 34 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 : 39.3 63.6 51.8 77.6 39.3 63.5 51.7 76.6
Old : 39.3 63.6 51.8 77.6 39.3 63.5 51.7 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 10, 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 : 35,378: 1,121 13,161 5 28,693 16,725 29,819 29,891: 5,559 5,487
Old : 35,378: 1,121 13,161 5 28,693 16,725 29,819 29,891: 5,559 5,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 121: 0 -407 0 32 -203 32 -610: 89 731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 37.2 0.0 81.1 47.3 84.3 84.5: 15.7 15.5
Old : 100.0: 3.2 37.2 0.0 81.1 47.3 84.3 84.5: 15.7 15.5
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 : 59: 2 13 1 26 26 29 39:
Old : 59: 2 13 1 26 26 29 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 : 56.1 37.5 66.0 49.2 54.7 37.5 64.4 48.6
Old : 56.1 37.5 66.0 49.2 54.7 37.5 64.4 48.6
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 10, 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 : 234,934: 54,713 33,682 1,412 171,911 183,166 228,036 218,260: 6,898 16,674
Old : 234,934: 54,713 33,682 1,412 171,911 183,166 228,036 218,260: 6,898 16,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 1,000: -5,404 -1,531 -34 6,874 1,006 1,436 -559: -436 1,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 14.3 0.6 73.2 78.0 97.1 92.9: 2.9 7.1
Old : 100.0: 23.3 14.3 0.6 73.2 78.0 97.1 92.9: 2.9 7.1
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 : 113: 16 36 6 32 46 50 86:
Old : 113: 16 36 6 32 46 50 86:
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 : 62.8 35.8 73.3 50.1 60.1 30.8 69.6 44.7
Old : 62.8 35.8 73.3 50.1 60.1 30.8 69.6 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 10, 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 : 39,391: 10,171 5,408 449 15,925 23,801 26,545 29,658: 12,846 9,733
Old : 39,391: 10,171 5,408 449 15,925 23,801 26,545 29,658: 12,846 9,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 1,851: -244 -420 98 1,641 1,049 1,495 727: 356 1,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 13.7 1.1 40.4 60.4 67.4 75.3: 32.6 24.7
Old : 100.0: 25.8 13.7 1.1 40.4 60.4 67.4 75.3: 32.6 24.7
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 : 79: 24 16 2 17 26 43 42:
Old : 79: 24 16 2 17 26 43 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 27.2 33.7 39.3 21.6 25.8 29.8 36.7
Old : 23.6 27.2 33.7 39.3 21.6 25.8 29.8 36.7
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 10, 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 : 30,104: 6,983 930 15 15,784 2,248 22,782 3,193: 7,322 26,911
Old : 30,104: 6,983 930 15 15,784 2,248 22,782 3,193: 7,322 26,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 4,765: -339 270 -5 1,209 223 865 488: 3,900 4,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 3.1 0.0 52.4 7.5 75.7 10.6: 24.3 89.4
Old : 100.0: 23.2 3.1 0.0 52.4 7.5 75.7 10.6: 24.3 89.4
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 : 24: 9 3 1 9 4 18 8:
Old : 24: 9 3 1 9 4 18 8:
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 : 53.5 7.9 65.7 10.6 52.6 7.8 64.5 9.4
Old : 53.5 7.9 65.7 10.6 52.6 7.8 64.5 9.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 10, 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 : 72,419: 3,176 4,235 523 51,635 27,826 55,334 32,584: 17,085 39,835
Old : 72,419: 3,176 4,235 523 51,635 27,826 55,334 32,584: 17,085 39,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 1,292: -402 91 80 160 976 -162 1,147: 1,454 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 5.8 0.7 71.3 38.4 76.4 45.0: 23.6 55.0
Old : 100.0: 4.4 5.8 0.7 71.3 38.4 76.4 45.0: 23.6 55.0
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 : 50: 3 13 3 19 30 24 45:
Old : 50: 3 13 3 19 30 24 45:
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 : 59.5 19.4 68.2 28.5 49.8 12.3 53.8 16.4
Old : 59.5 19.4 68.2 28.5 49.8 12.3 53.8 16.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 13, 2005