MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 22,814: 3,663 1,949 1,034 14,027 12,998 18,724 15,981: 4,090 6,833
Old : 22,814: 3,663 1,949 1,034 14,027 12,998 18,724 15,981: 4,090 6,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 769: 1,097 94 -295 459 462 1,261 261: -492 508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 8.5 4.5 61.5 57.0 82.1 70.0: 17.9 30.0
Old : 100.0: 16.1 8.5 4.5 61.5 57.0 82.1 70.0: 17.9 30.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 13 6 13 20 18 36 34:
Old : 44: 13 6 13 20 18 36 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 31.8 63.2 52.4 47.8 29.6 61.2 48.3
Old : 48.8 31.8 63.2 52.4 47.8 29.6 61.2 48.3
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 17, 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 : 96,513: 12,132 11,292 20,221 44,178 33,141 76,531 64,654: 19,982 31,859
Old : 88,110: 11,789 11,589 17,910 40,343 30,207 70,042 59,706: 18,068 28,404
Other: 8,403: 2,238 1,598 416 3,835 2,934 6,489 4,948: 1,914 3,455
: : :
: : Changes in Commitments from: May 10, 2005 :
: 336: -2,397 -576 1,560 -145 -2,261 -982 -1,277: 1,318 1,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 11.7 21.0 45.8 34.3 79.3 67.0: 20.7 33.0
Old : 100.0: 13.4 13.2 20.3 45.8 34.3 79.5 67.8: 20.5 32.2
Other: 100.0: 26.6 19.0 5.0 45.6 34.9 77.2 58.9: 22.8 41.1
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 39 42 43 22 33 88 102:
Old : 134: 35 45 43 21 33 85 102:
Other: 40: 12 11 2 6 14 19 26:
:----------------------------------------------------------------------------------------------------
: 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 : 28.4 17.0 42.2 28.3 28.4 16.2 38.8 22.1
Old : 31.2 17.2 45.1 29.1 31.2 16.3 42.1 24.6
Other: 56.0 35.4 69.1 47.1 54.8 30.7 66.2 42.4
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 3,605: 416 1,436 386 1,515 771 2,317 2,593: 1,288 1,012
Old : 3,576: 416 1,450 371 1,499 768 2,286 2,589: 1,290 987
Other: 29: 14 0 1 16 3 31 4: -2 25
: : :
: : Changes in Commitments from: May 10, 2005 :
: -126: 19 -48 10 -22 -35 7 -73: -133 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 39.8 10.7 42.0 21.4 64.3 71.9: 35.7 28.1
Old : 100.0: 11.6 40.5 10.4 41.9 21.5 63.9 72.4: 36.1 27.6
Other: 100.0: 48.3 0.0 3.4 55.2 10.3 106.9 13.8: -6.9 86.2
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 9 10 5 8 4 20 16:
Old : 28: 9 10 5 8 4 20 16:
Other: 4: 2 0 1 2 1 4 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 : 37.1 48.0 51.9 62.4 34.7 45.6 42.4 52.7
Old : 37.0 48.4 51.6 62.8 34.5 46.0 42.3 53.1
Other: 106.9 13.8 106.9 13.8 100.0 6.9 100.0 6.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 153,965: 50,207 17,980 16,860 66,947 78,997 134,014 113,837: 19,951 40,128
Old : 153,965: 50,207 17,980 16,860 66,947 78,997 134,014 113,837: 19,951 40,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 12,666: 4,758 168 2,881 3,605 6,932 11,244 9,981: 1,422 2,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 11.7 11.0 43.5 51.3 87.0 73.9: 13.0 26.1
Old : 100.0: 32.6 11.7 11.0 43.5 51.3 87.0 73.9: 13.0 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 : 228: 70 34 46 63 101 160 165:
Old : 228: 70 34 46 63 101 160 165:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 14.1 34.7 23.9 21.5 13.8 33.8 23.0
Old : 21.5 14.1 34.7 23.9 21.5 13.8 33.8 23.0
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 17, 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 : 3,265: 1,160 385 65 759 1,748 1,984 2,198: 1,281 1,067
Old : 3,265: 1,160 385 65 759 1,748 1,984 2,198: 1,281 1,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -134: 85 63 9 -117 -218 -23 -146: -111 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 11.8 2.0 23.2 53.5 60.8 67.3: 39.2 32.7
Old : 100.0: 35.5 11.8 2.0 23.2 53.5 60.8 67.3: 39.2 32.7
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 : 43: 15 7 7 15 12 32 24:
Old : 43: 15 7 7 15 12 32 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 : 27.3 40.4 38.7 51.2 26.1 40.4 35.7 49.5
Old : 27.3 40.4 38.7 51.2 26.1 40.4 35.7 49.5
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 17, 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 : 24,739: 11,466 4,148 1,301 7,344 5,116 20,111 10,565: 4,628 14,174
Old : 24,739: 11,466 4,148 1,301 7,344 5,116 20,111 10,565: 4,628 14,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -108: 1,454 687 -964 -389 -3 101 -280: -209 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 16.8 5.3 29.7 20.7 81.3 42.7: 18.7 57.3
Old : 100.0: 46.3 16.8 5.3 29.7 20.7 81.3 42.7: 18.7 57.3
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 : 137: 41 29 17 32 44 85 78:
Old : 137: 41 29 17 32 44 85 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 11.7 30.8 17.4 16.9 11.0 30.3 15.6
Old : 16.9 11.7 30.8 17.4 16.9 11.0 30.3 15.6
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 17, 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 : 99,089: 11,662 45,154 1,271 62,833 28,120 75,766 74,545: 23,323 24,544
Old : 99,089: 11,662 45,154 1,271 62,833 28,120 75,766 74,545: 23,323 24,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 12,223: 11 5,708 654 12,727 3,432 13,392 9,794: -1,169 2,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 45.6 1.3 63.4 28.4 76.5 75.2: 23.5 24.8
Old : 100.0: 11.8 45.6 1.3 63.4 28.4 76.5 75.2: 23.5 24.8
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 : 75: 15 22 5 31 18 48 43:
Old : 75: 15 22 5 31 18 48 43:
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 25.6 48.3 42.4 35.4 25.6 46.5 41.9
Old : 36.5 25.6 48.3 42.4 35.4 25.6 46.5 41.9
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 17, 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 : 60,958: 1,942 30,320 12 48,791 7,702 50,745 38,034: 10,213 22,924
Old : 60,958: 1,942 30,320 12 48,791 7,702 50,745 38,034: 10,213 22,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 16,981: -272 10,682 -17 16,053 61 15,764 10,726: 1,217 6,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 49.7 0.0 80.0 12.6 83.2 62.4: 16.8 37.6
Old : 100.0: 3.2 49.7 0.0 80.0 12.6 83.2 62.4: 16.8 37.6
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 : 44: 4 19 2 16 9 21 29:
Old : 44: 4 19 2 16 9 21 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 : 49.6 21.2 67.6 35.1 45.5 21.2 63.5 33.9
Old : 49.6 21.2 67.6 35.1 45.5 21.2 63.5 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 105,029: 78,417 2,856 226 18,433 97,847 97,076 100,929: 7,953 4,100
Old : 105,029: 78,417 2,856 226 18,433 97,847 97,076 100,929: 7,953 4,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -2,047: -1,162 -1,287 -5 -689 -529 -1,856 -1,821: -191 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 2.7 0.2 17.6 93.2 92.4 96.1: 7.6 3.9
Old : 100.0: 74.7 2.7 0.2 17.6 93.2 92.4 96.1: 7.6 3.9
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 : 106: 63 11 2 15 20 79 32:
Old : 106: 63 11 2 15 20 79 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 59.3 48.8 81.9 33.0 59.1 48.8 81.7
Old : 33.0 59.3 48.8 81.9 33.0 59.1 48.8 81.7
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 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 81,490: 17,615 17,181 680 43,338 47,680 61,633 65,541: 19,857 15,949
Old : 81,490: 17,615 17,181 680 43,338 47,680 61,633 65,541: 19,857 15,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -7,748: -8,292 11,372 665 2,741 -23,216 -4,886 -11,179: -2,862 3,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 21.1 0.8 53.2 58.5 75.6 80.4: 24.4 19.6
Old : 100.0: 21.6 21.1 0.8 53.2 58.5 75.6 80.4: 24.4 19.6
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 : 63: 17 16 2 20 15 37 33:
Old : 63: 17 16 2 20 15 37 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 42.4 42.9 54.9 28.0 38.3 41.0 50.8
Old : 29.4 42.4 42.9 54.9 28.0 38.3 41.0 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 189,032: 11,663 59,546 1 153,623 109,993 165,287 169,540: 23,745 19,492
Old : 189,032: 11,663 59,546 1 153,623 109,993 165,287 169,540: 23,745 19,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 28,196: -9,108 29,212 -676 44,250 -565 34,466 27,971: -6,270 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 31.5 0.0 81.3 58.2 87.4 89.7: 12.6 10.3
Old : 100.0: 6.2 31.5 0.0 81.3 58.2 87.4 89.7: 12.6 10.3
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 : 83: 16 23 1 30 26 47 49:
Old : 83: 16 23 1 30 26 47 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 42.4 73.2 56.7 58.6 41.0 68.7 53.5
Old : 58.6 42.4 73.2 56.7 58.6 41.0 68.7 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 156,860: 22,232 35,720 1,058 88,051 69,952 111,341 106,730: 45,519 50,130
Old : 156,860: 22,232 35,720 1,058 88,051 69,952 111,341 106,730: 45,519 50,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 8,129: -5,103 6,841 308 14,866 -895 10,071 6,254: -1,942 1,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 22.8 0.7 56.1 44.6 71.0 68.0: 29.0 32.0
Old : 100.0: 14.2 22.8 0.7 56.1 44.6 71.0 68.0: 29.0 32.0
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 : 101: 29 29 5 30 28 62 59:
Old : 101: 29 29 5 30 28 62 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 : 26.5 31.2 40.5 40.9 26.4 30.1 40.3 39.5
Old : 26.5 31.2 40.5 40.9 26.4 30.1 40.3 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 8,634,315: 785,619 746,417 1,056,083 5,781,758 5,277,800 7,623,460 7,080,300: 1,010,855 1,554,015
Old : 8,634,315: 785,619 746,417 1,056,083 5,781,758 5,277,800 7,623,460 7,080,300: 1,010,855 1,554,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 151,321: 63,023 -188,633 25,938 -11,597 277,334 77,364 114,639: 73,957 36,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 8.6 12.2 67.0 61.1 88.3 82.0: 11.7 18.0
Old : 100.0: 9.1 8.6 12.2 67.0 61.1 88.3 82.0: 11.7 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 : 267: 53 64 100 128 136 241 249:
Old : 267: 53 64 100 128 136 241 249:
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 16.8 41.6 25.8 26.9 13.9 36.0 20.5
Old : 28.2 16.8 41.6 25.8 26.9 13.9 36.0 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 702,666: 57,509 78,360 15,744 487,599 493,464 560,852 587,568: 141,814 115,098
Old : 702,666: 57,509 78,360 15,744 487,599 493,464 560,852 587,568: 141,814 115,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 6,198: -2,518 5,599 1,208 2,820 -1,318 1,510 5,489: 4,688 709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 11.2 2.2 69.4 70.2 79.8 83.6: 20.2 16.4
Old : 100.0: 8.2 11.2 2.2 69.4 70.2 79.8 83.6: 20.2 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 : 195: 34 39 17 97 63 144 106:
Old : 195: 34 39 17 97 63 144 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 32.9 28.8 45.7 19.4 32.5 27.8 45.3
Old : 19.8 32.9 28.8 45.7 19.4 32.5 27.8 45.3
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 17, 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 : 1,000,568: 174,830 209,352 18,962 469,485 672,854 663,277 901,168: 337,291 99,400
Old : 1,000,568: 174,830 209,352 18,962 469,485 672,854 663,277 901,168: 337,291 99,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -19,415: -21,727 -42,249 2,051 -13,875 37,836 -33,551 -2,362: 14,136 -17,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 20.9 1.9 46.9 67.2 66.3 90.1: 33.7 9.9
Old : 100.0: 17.5 20.9 1.9 46.9 67.2 66.3 90.1: 33.7 9.9
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 : 192: 43 61 19 54 57 109 125:
Old : 192: 43 61 19 54 57 109 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 27.7 28.8 41.2 14.6 24.3 21.8 35.2
Old : 19.1 27.7 28.8 41.2 14.6 24.3 21.8 35.2
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 17, 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 : 11,683: 725 1,509 0 5,345 9,276 6,070 10,785: 5,613 898
Old : 11,683: 725 1,509 0 5,345 9,276 6,070 10,785: 5,613 898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -154: 0 80 0 -43 13 -43 93: -111 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 12.9 0.0 45.8 79.4 52.0 92.3: 48.0 7.7
Old : 100.0: 6.2 12.9 0.0 45.8 79.4 52.0 92.3: 48.0 7.7
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 : 29.1 40.3 44.9 66.2 27.7 40.3 43.5 66.2
Old : 29.1 40.3 44.9 66.2 27.7 40.3 43.5 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 28,692: 11,065 4,534 0 14,035 16,331 25,100 20,865: 3,592 7,827
Old : 28,692: 11,065 4,534 0 14,035 16,331 25,100 20,865: 3,592 7,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 773: 1,652 925 -27 -1,277 -14 348 884: 425 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 15.8 0.0 48.9 56.9 87.5 72.7: 12.5 27.3
Old : 100.0: 38.6 15.8 0.0 48.9 56.9 87.5 72.7: 12.5 27.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 6 0 17 18 23 24:
Old : 40: 6 6 0 17 18 23 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 : 43.0 39.0 62.9 53.6 43.0 36.2 61.8 50.7
Old : 43.0 39.0 62.9 53.6 43.0 36.2 61.8 50.7
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 17, 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 : 58,332: 4,689 20,372 6 38,831 27,286 43,526 47,664: 14,806 10,668
Old : 58,332: 4,689 20,372 6 38,831 27,286 43,526 47,664: 14,806 10,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 503: 187 2,144 0 3,441 -1,384 3,628 760: -3,125 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 34.9 0.0 66.6 46.8 74.6 81.7: 25.4 18.3
Old : 100.0: 8.0 34.9 0.0 66.6 46.8 74.6 81.7: 25.4 18.3
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 : 88: 12 23 2 34 31 47 55:
Old : 88: 12 23 2 34 31 47 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 : 38.2 26.5 48.6 40.9 36.8 24.2 46.4 38.3
Old : 38.2 26.5 48.6 40.9 36.8 24.2 46.4 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 331,781: 77,317 145,032 2,362 225,531 140,549 305,210 287,943: 26,571 43,838
Old : 331,781: 77,317 145,032 2,362 225,531 140,549 305,210 287,943: 26,571 43,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -29,071: 354 -18,344 708 -23,067 9,754 -22,005 -7,882: -7,066 -21,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 43.7 0.7 68.0 42.4 92.0 86.8: 8.0 13.2
Old : 100.0: 23.3 43.7 0.7 68.0 42.4 92.0 86.8: 8.0 13.2
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 : 192: 42 81 10 42 39 88 126:
Old : 192: 42 81 10 42 39 88 126:
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 : 43.9 26.5 61.0 41.5 39.5 24.2 54.7 34.0
Old : 43.9 26.5 61.0 41.5 39.5 24.2 54.7 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 84,442: 24,221 8,986 463 42,004 61,736 66,688 71,185: 17,754 13,257
Old : 84,442: 24,221 8,986 463 42,004 61,736 66,688 71,185: 17,754 13,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -4,840: -11,957 3,634 463 11,024 -11,782 -470 -7,685: -4,370 2,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 10.6 0.5 49.7 73.1 79.0 84.3: 21.0 15.7
Old : 100.0: 28.7 10.6 0.5 49.7 73.1 79.0 84.3: 21.0 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 : 46: 12 9 2 18 14 32 23:
Old : 46: 12 9 2 18 14 32 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 : 42.9 59.0 55.8 71.6 42.8 57.2 55.2 69.5
Old : 42.9 59.0 55.8 71.6 42.8 57.2 55.2 69.5
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 17, 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 : 36,960: 1,121 13,002 5 30,221 18,640 31,347 31,647: 5,613 5,313
Old : 36,960: 1,121 13,002 5 30,221 18,640 31,347 31,647: 5,613 5,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 1,582: 0 -159 0 1,528 1,915 1,528 1,756: 54 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 35.2 0.0 81.8 50.4 84.8 85.6: 15.2 14.4
Old : 100.0: 3.0 35.2 0.0 81.8 50.4 84.8 85.6: 15.2 14.4
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 : 60: 2 12 1 27 27 30 39:
Old : 60: 2 12 1 27 27 30 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 : 57.8 37.0 67.2 48.9 56.5 37.0 65.6 48.9
Old : 57.8 37.0 67.2 48.9 56.5 37.0 65.6 48.9
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 17, 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 : 247,569: 52,684 39,986 1,768 183,645 189,968 238,097 231,722: 9,472 15,847
Old : 247,569: 52,684 39,986 1,768 183,645 189,968 238,097 231,722: 9,472 15,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 12,635: -2,029 6,304 356 11,734 6,802 10,061 13,462: 2,574 -827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 16.2 0.7 74.2 76.7 96.2 93.6: 3.8 6.4
Old : 100.0: 21.3 16.2 0.7 74.2 76.7 96.2 93.6: 3.8 6.4
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 : 117: 17 38 7 32 46 53 87:
Old : 117: 17 38 7 32 46 53 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 36.6 73.8 50.4 61.0 31.9 70.0 45.2
Old : 63.7 36.6 73.8 50.4 61.0 31.9 70.0 45.2
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 17, 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 : 40,706: 10,190 5,889 66 17,516 24,698 27,772 30,653: 12,934 10,053
Old : 40,706: 10,190 5,889 66 17,516 24,698 27,772 30,653: 12,934 10,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 1,315: 19 481 -383 1,591 897 1,227 995: 88 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 14.5 0.2 43.0 60.7 68.2 75.3: 31.8 24.7
Old : 100.0: 25.0 14.5 0.2 43.0 60.7 68.2 75.3: 31.8 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 : 85: 25 15 2 20 30 47 45:
Old : 85: 25 15 2 20 30 47 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 : 22.7 27.0 32.2 38.7 21.4 25.7 29.9 35.9
Old : 22.7 27.0 32.2 38.7 21.4 25.7 29.9 35.9
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 17, 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 : 27,358: 6,751 923 17 15,850 2,653 22,618 3,593: 4,740 23,765
Old : 27,358: 6,751 923 17 15,850 2,653 22,618 3,593: 4,740 23,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -2,746: -232 -7 2 66 405 -164 400: -2,582 -3,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 3.4 0.1 57.9 9.7 82.7 13.1: 17.3 86.9
Old : 100.0: 24.7 3.4 0.1 57.9 9.7 82.7 13.1: 17.3 86.9
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 : 26: 9 3 2 10 5 19 10:
Old : 26: 9 3 2 10 5 19 10:
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 9.4 70.3 13.1 57.8 8.9 68.7 11.4
Old : 59.5 9.4 70.3 13.1 57.8 8.9 68.7 11.4
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 17, 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 : 74,360: 3,146 4,383 591 51,538 28,430 55,275 33,404: 19,085 40,956
Old : 74,360: 3,146 4,383 591 51,538 28,430 55,275 33,404: 19,085 40,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 1,941: -30 148 68 -97 604 -59 820: 2,000 1,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 5.9 0.8 69.3 38.2 74.3 44.9: 25.7 55.1
Old : 100.0: 4.2 5.9 0.8 69.3 38.2 74.3 44.9: 25.7 55.1
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 : 48: 2 14 3 19 28 24 43:
Old : 48: 2 14 3 19 28 24 43:
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 : 59.2 20.1 67.4 29.1 47.3 12.3 52.6 17.1
Old : 59.2 20.1 67.4 29.1 47.3 12.3 52.6 17.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2005