MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 22,267: 2,728 1,974 889 14,516 12,217 18,133 15,080: 4,134 7,187
Old : 22,267: 2,728 1,974 889 14,516 12,217 18,133 15,080: 4,134 7,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 576: 79 111 -78 531 297 532 330: 44 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 8.9 4.0 65.2 54.9 81.4 67.7: 18.6 32.3
Old : 100.0: 12.3 8.9 4.0 65.2 54.9 81.4 67.7: 18.6 32.3
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 : 42: 9 7 10 23 16 36 29:
Old : 42: 9 7 10 23 16 36 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 : 47.6 31.3 62.4 50.1 47.6 27.8 60.6 44.8
Old : 47.6 31.3 62.4 50.1 47.6 27.8 60.6 44.8
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, June 21, 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 : 88,570: 10,460 25,943 14,991 49,451 20,970 74,902 61,904: 13,668 26,666
Old : 74,691: 9,015 25,799 10,766 43,447 16,880 63,228 53,445: 11,463 21,246
Other: 13,879: 4,441 3,140 1,229 6,004 4,090 11,674 8,459: 2,205 5,420
: : :
: : Changes in Commitments from: June 14, 2005 :
: -3,970: -147 1,716 -78 -1,456 -4,842 -1,681 -3,204: -2,289 -766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 29.3 16.9 55.8 23.7 84.6 69.9: 15.4 30.1
Old : 100.0: 12.1 34.5 14.4 58.2 22.6 84.7 71.6: 15.3 28.4
Other: 100.0: 32.0 22.6 8.9 43.3 29.5 84.1 60.9: 15.9 39.1
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 28 56 37 24 26 78 105:
Old : 131: 28 58 32 22 26 70 103:
Other: 47: 16 13 5 7 15 25 31:
:----------------------------------------------------------------------------------------------------
: 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 : 33.5 17.3 48.4 24.6 33.5 13.7 48.1 20.6
Old : 39.8 16.7 54.0 24.8 39.8 13.9 53.8 22.1
Other: 49.4 28.7 68.5 40.7 48.1 23.0 63.8 33.9
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 3,649: 595 1,342 314 1,134 759 2,043 2,415: 1,606 1,234
Old : 3,532: 605 1,423 217 1,118 751 1,940 2,391: 1,592 1,141
Other: 117: 86 15 1 16 8 103 24: 14 93
: : :
: : Changes in Commitments from: June 14, 2005 :
: -343: -99 -255 -171 -93 15 -363 -411: 20 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 36.8 8.6 31.1 20.8 56.0 66.2: 44.0 33.8
Old : 100.0: 17.1 40.3 6.1 31.7 21.3 54.9 67.7: 45.1 32.3
Other: 100.0: 73.5 12.8 0.9 13.7 6.8 88.0 20.5: 12.0 79.5
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 16 8 5 5 20 25:
Old : 35: 10 17 7 5 5 20 24:
Other: 8: 4 1 1 2 2 6 4:
:----------------------------------------------------------------------------------------------------
: 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 : 33.8 42.0 43.2 52.1 30.9 39.6 37.7 45.8
Old : 34.4 43.4 42.5 53.8 31.3 41.5 38.8 47.8
Other: 83.8 20.5 88.0 20.5 82.9 18.8 86.3 18.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 130,623: 31,066 28,992 13,344 71,140 59,306 115,550 101,642: 15,073 28,981
Old : 130,623: 31,066 28,992 13,344 71,140 59,306 115,550 101,642: 15,073 28,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -2,708: 234 7,431 -3,186 1,123 -4,443 -1,829 -198: -879 -2,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 22.2 10.2 54.5 45.4 88.5 77.8: 11.5 22.2
Old : 100.0: 23.8 22.2 10.2 54.5 45.4 88.5 77.8: 11.5 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 46 59 40 54 75 123 161:
Old : 209: 46 59 40 54 75 123 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 13.3 43.0 23.4 27.1 12.7 42.5 22.5
Old : 27.1 13.3 43.0 23.4 27.1 12.7 42.5 22.5
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, June 21, 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 : 3,587: 1,091 664 118 1,052 1,513 2,261 2,295: 1,326 1,292
Old : 3,587: 1,091 664 118 1,052 1,513 2,261 2,295: 1,326 1,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -53: -85 9 -11 -165 -176 -261 -178: 208 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 18.5 3.3 29.3 42.2 63.0 64.0: 37.0 36.0
Old : 100.0: 30.4 18.5 3.3 29.3 42.2 63.0 64.0: 37.0 36.0
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 : 42: 10 10 6 17 12 29 26:
Old : 42: 10 10 6 17 12 29 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 : 27.6 38.0 40.5 49.7 26.3 38.0 38.1 49.0
Old : 27.6 38.0 40.5 49.7 26.3 38.0 38.1 49.0
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, June 21, 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 : 21,181: 6,922 4,383 1,709 7,745 3,189 16,376 9,281: 4,805 11,900
Old : 21,181: 6,922 4,383 1,709 7,745 3,189 16,376 9,281: 4,805 11,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -672: -1,424 657 338 456 -540 -630 455: -42 -1,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 20.7 8.1 36.6 15.1 77.3 43.8: 22.7 56.2
Old : 100.0: 32.7 20.7 8.1 36.6 15.1 77.3 43.8: 22.7 56.2
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 : 116: 31 25 21 33 30 81 62:
Old : 116: 31 25 21 33 30 81 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 13.1 29.2 21.2 17.4 12.6 29.2 18.4
Old : 17.4 13.1 29.2 21.2 17.4 12.6 29.2 18.4
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, June 21, 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 : 67,143: 16,872 16,588 586 20,368 34,699 37,826 51,873: 29,317 15,270
Old : 67,143: 16,872 16,588 586 20,368 34,699 37,826 51,873: 29,317 15,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 3,956: 5,940 -11,933 -61 -6,053 19,402 -174 7,408: 4,130 -3,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 24.7 0.9 30.3 51.7 56.3 77.3: 43.7 22.7
Old : 100.0: 25.1 24.7 0.9 30.3 51.7 56.3 77.3: 43.7 22.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 16 14 2 20 23 37 38:
Old : 66: 16 14 2 20 23 37 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 28.4 30.4 44.1 19.1 28.3 28.2 43.7
Old : 20.7 28.4 30.4 44.1 19.1 28.3 28.2 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 71,529: 1,579 43,966 0 61,527 4,662 63,106 48,628: 8,423 22,901
Old : 71,529: 1,579 43,966 0 61,527 4,662 63,106 48,628: 8,423 22,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -2,005: -1,326 -2,520 0 -2,477 300 -3,803 -2,220: 1,798 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 61.5 0.0 86.0 6.5 88.2 68.0: 11.8 32.0
Old : 100.0: 2.2 61.5 0.0 86.0 6.5 88.2 68.0: 11.8 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 : 42: 1 26 0 13 4 14 30:
Old : 42: 1 26 0 13 4 14 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 26.0 83.3 40.4 68.0 26.0 82.7 40.4
Old : 68.0 26.0 83.3 40.4 68.0 26.0 82.7 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 104,351: 84,058 4,968 5 11,902 93,386 95,965 98,359: 8,386 5,992
Old : 104,351: 84,058 4,968 5 11,902 93,386 95,965 98,359: 8,386 5,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 1,927: 1,743 601 -116 1,345 1,346 2,972 1,831: -1,045 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 4.8 0.0 11.4 89.5 92.0 94.3: 8.0 5.7
Old : 100.0: 80.6 4.8 0.0 11.4 89.5 92.0 94.3: 8.0 5.7
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 : 98: 65 7 1 13 16 79 23:
Old : 98: 65 7 1 13 16 79 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 : 29.8 68.3 47.0 85.7 29.8 68.0 47.0 85.4
Old : 29.8 68.3 47.0 85.7 29.8 68.0 47.0 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 65,232: 13,979 26,898 175 33,746 20,696 47,900 47,769: 17,332 17,463
Old : 65,232: 13,979 26,898 175 33,746 20,696 47,900 47,769: 17,332 17,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -3,543: -218 -4,248 -368 -2,534 2,274 -3,120 -2,342: -423 -1,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 41.2 0.3 51.7 31.7 73.4 73.2: 26.6 26.8
Old : 100.0: 21.4 41.2 0.3 51.7 31.7 73.4 73.2: 26.6 26.8
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 : 55: 12 18 1 16 15 28 34:
Old : 55: 12 18 1 16 15 28 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 : 40.4 26.9 54.3 43.1 39.0 26.9 52.1 42.0
Old : 40.4 26.9 54.3 43.1 39.0 26.9 52.1 42.0
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, June 21, 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 : 139,726: 11,128 49,102 874 104,243 62,607 116,245 112,583: 23,481 27,143
Old : 139,726: 11,128 49,102 874 104,243 62,607 116,245 112,583: 23,481 27,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -4,322: 2,137 -11,920 -55 -7,967 8,905 -5,885 -3,070: 1,563 -1,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 35.1 0.6 74.6 44.8 83.2 80.6: 16.8 19.4
Old : 100.0: 8.0 35.1 0.6 74.6 44.8 83.2 80.6: 16.8 19.4
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 : 79: 17 28 3 25 18 44 47:
Old : 79: 17 28 3 25 18 44 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 35.8 62.0 52.6 37.5 26.0 49.4 40.5
Old : 45.1 35.8 62.0 52.6 37.5 26.0 49.4 40.5
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, June 21, 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 : 142,566: 26,061 47,343 1,652 69,289 44,387 97,002 93,382: 45,564 49,184
Old : 142,566: 26,061 47,343 1,652 69,289 44,387 97,002 93,382: 45,564 49,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 2,333: -274 1,343 39 4,027 1,934 3,792 3,316: -1,459 -983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 33.2 1.2 48.6 31.1 68.0 65.5: 32.0 34.5
Old : 100.0: 18.3 33.2 1.2 48.6 31.1 68.0 65.5: 32.0 34.5
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 : 101: 30 33 9 23 24 56 63:
Old : 101: 30 33 9 23 24 56 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 22.8 44.7 32.4 29.7 21.8 43.9 31.4
Old : 29.9 22.8 44.7 32.4 29.7 21.8 43.9 31.4
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, June 21, 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 : 7,507,371: 713,300 685,146 837,127 5,046,849 4,438,964 6,597,276 5,961,237: 910,095 1,546,134
Old : 7,507,371: 713,300 685,146 837,127 5,046,849 4,438,964 6,597,276 5,961,237: 910,095 1,546,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 97,676: 56,837 15,876 34,559 41,687 18,411 133,083 68,846: -35,407 28,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 9.1 11.2 67.2 59.1 87.9 79.4: 12.1 20.6
Old : 100.0: 9.5 9.1 11.2 67.2 59.1 87.9 79.4: 12.1 20.6
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 : 244: 44 60 85 115 125 211 226:
Old : 244: 44 60 85 115 125 211 226:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 16.9 45.9 26.2 29.1 11.9 39.6 18.3
Old : 30.0 16.9 45.9 26.2 29.1 11.9 39.6 18.3
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, June 21, 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 : 652,414: 52,865 45,161 3,958 467,129 504,740 523,952 553,859: 128,462 98,555
Old : 652,414: 52,865 45,161 3,958 467,129 504,740 523,952 553,859: 128,462 98,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -119,882: -2,085 -23,931 -9,302 -84,795 -60,438 -96,182 -93,671: -23,700 -26,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 6.9 0.6 71.6 77.4 80.3 84.9: 19.7 15.1
Old : 100.0: 8.1 6.9 0.6 71.6 77.4 80.3 84.9: 19.7 15.1
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 : 169: 29 27 12 85 59 122 90:
Old : 169: 29 27 12 85 59 122 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 35.8 30.2 51.0 20.8 35.4 30.2 50.6
Old : 20.8 35.8 30.2 51.0 20.8 35.4 30.2 50.6
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, June 21, 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 : 799,506: 90,858 188,181 8,542 440,308 498,912 539,708 695,635: 259,798 103,871
Old : 799,506: 90,858 188,181 8,542 440,308 498,912 539,708 695,635: 259,798 103,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -412,177: -111,959 -23,041 -45,850 -152,057 -326,058 -309,866 -394,949: -102,311 -17,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 23.5 1.1 55.1 62.4 67.5 87.0: 32.5 13.0
Old : 100.0: 11.4 23.5 1.1 55.1 62.4 67.5 87.0: 32.5 13.0
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 : 172: 33 52 11 58 55 98 111:
Old : 172: 33 52 11 58 55 98 111:
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 : 24.7 30.5 34.9 45.5 21.1 29.2 29.5 41.3
Old : 24.7 30.5 34.9 45.5 21.1 29.2 29.5 41.3
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, June 21, 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 : 11,771: 725 205 0 6,327 10,544 7,052 10,749: 4,719 1,022
Old : 11,771: 725 205 0 6,327 10,544 7,052 10,749: 4,719 1,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -5,209: -286 -3,554 -113 -3,002 -809 -3,401 -4,476: -1,808 -733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 1.7 0.0 53.8 89.6 59.9 91.3: 40.1 8.7
Old : 100.0: 6.2 1.7 0.0 53.8 89.6 59.9 91.3: 40.1 8.7
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 1 0 14 15 15 16:
Old : 27: 1 1 0 14 15 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 39.7 45.5 68.7 27.6 38.9 42.1 67.6
Old : 29.0 39.7 45.5 68.7 27.6 38.9 42.1 67.6
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, June 21, 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 : 24,589: 6,063 2,305 228 14,193 19,026 20,484 21,559: 4,105 3,030
Old : 24,589: 6,063 2,305 228 14,193 19,026 20,484 21,559: 4,105 3,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -18,524: -4,649 -3,341 -863 -11,564 -13,072 -17,076 -17,276: -1,448 -1,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 9.4 0.9 57.7 77.4 83.3 87.7: 16.7 12.3
Old : 100.0: 24.7 9.4 0.9 57.7 77.4 83.3 87.7: 16.7 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 4 1 13 18 16 23:
Old : 33: 3 4 1 13 18 16 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 : 57.5 49.7 72.4 64.7 57.3 49.7 70.1 64.5
Old : 57.5 49.7 72.4 64.7 57.3 49.7 70.1 64.5
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, June 21, 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 : 44,859: 8,356 7,413 80 21,740 29,267 30,176 36,760: 14,683 8,099
Old : 44,859: 8,356 7,413 80 21,740 29,267 30,176 36,760: 14,683 8,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -30,748: -613 -4,224 -1,748 -22,028 -7,304 -24,389 -13,276: -6,359 -17,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 16.5 0.2 48.5 65.2 67.3 81.9: 32.7 18.1
Old : 100.0: 18.6 16.5 0.2 48.5 65.2 67.3 81.9: 32.7 18.1
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 : 76: 14 15 1 29 23 43 39:
Old : 76: 14 15 1 29 23 43 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 39.3 31.1 52.0 20.3 35.3 30.0 47.2
Old : 20.4 39.3 31.1 52.0 20.3 35.3 30.0 47.2
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, June 21, 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 : 186,377: 63,313 78,905 1,024 99,729 64,926 164,066 144,855: 22,311 41,522
Old : 186,377: 63,313 78,905 1,024 99,729 64,926 164,066 144,855: 22,311 41,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -218,479: -22,921 -31,323 -14,755 -99,135 -155,538 -136,811 -201,616: -81,668 -16,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 42.3 0.5 53.5 34.8 88.0 77.7: 12.0 22.3
Old : 100.0: 34.0 42.3 0.5 53.5 34.8 88.0 77.7: 12.0 22.3
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 : 167: 54 53 6 39 32 96 88:
Old : 167: 54 53 6 39 32 96 88:
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 : 27.5 20.1 41.0 30.3 27.2 16.8 40.6 26.3
Old : 27.5 20.1 41.0 30.3 27.2 16.8 40.6 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 83,291: 36,466 3,071 0 22,351 72,745 58,817 75,816: 24,474 7,475
Old : 83,291: 36,466 3,071 0 22,351 72,745 58,817 75,816: 24,474 7,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 23,855: 16,620 -1,516 -564 1,601 27,995 17,657 25,915: 6,198 -2,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 3.7 0.0 26.8 87.3 70.6 91.0: 29.4 9.0
Old : 100.0: 43.8 3.7 0.0 26.8 87.3 70.6 91.0: 29.4 9.0
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 : 47: 17 4 0 10 20 27 24:
Old : 47: 17 4 0 10 20 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 40.6 52.6 64.6 38.6 40.6 52.6 64.3
Old : 38.6 40.6 52.6 64.6 38.6 40.6 52.6 64.3
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, June 21, 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 : 28,822: 488 3,298 0 23,178 18,752 23,666 22,050: 5,156 6,772
Old : 28,822: 488 3,298 0 23,178 18,752 23,666 22,050: 5,156 6,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -16,682: -67 -11,140 -886 -12,262 -6,771 -13,215 -18,797: -3,467 2,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 11.4 0.0 80.4 65.1 82.1 76.5: 17.9 23.5
Old : 100.0: 1.7 11.4 0.0 80.4 65.1 82.1 76.5: 17.9 23.5
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 : 52: 2 8 0 29 22 31 30:
Old : 52: 2 8 0 29 22 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 33.9 59.7 48.4 49.9 33.9 58.8 48.1
Old : 50.8 33.9 59.7 48.4 49.9 33.9 58.8 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 216,147: 16,935 52,377 622 184,575 152,804 202,132 205,803: 14,015 10,344
Old : 216,147: 16,935 52,377 622 184,575 152,804 202,132 205,803: 14,015 10,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -88,973: -31,418 15,781 -21,106 -22,777 -58,227 -75,301 -63,552: -13,672 -25,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 24.2 0.3 85.4 70.7 93.5 95.2: 6.5 4.8
Old : 100.0: 7.8 24.2 0.3 85.4 70.7 93.5 95.2: 6.5 4.8
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 : 115: 20 38 6 32 41 54 83:
Old : 115: 20 38 6 32 41 54 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 39.6 69.4 55.3 54.6 37.5 65.7 50.7
Old : 56.3 39.6 69.4 55.3 54.6 37.5 65.7 50.7
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, June 21, 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 : 30,821: 10,701 5,820 192 9,082 16,669 19,975 22,681: 10,846 8,140
Old : 30,821: 10,701 5,820 192 9,082 16,669 19,975 22,681: 10,846 8,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 80: 750 -1,395 104 -43 2,132 811 841: -731 -761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 18.9 0.6 29.5 54.1 64.8 73.6: 35.2 26.4
Old : 100.0: 34.7 18.9 0.6 29.5 54.1 64.8 73.6: 35.2 26.4
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: 22 11 3 13 16 37 28:
Old : 60: 22 11 3 13 16 37 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 40.0 31.6 50.8 19.9 40.0 31.6 50.8
Old : 19.9 40.0 31.6 50.8 19.9 40.0 31.6 50.8
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, June 21, 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 : 30,013: 1,265 2,942 793 12,885 22,692 14,943 26,427: 15,070 3,586
Old : 30,013: 1,265 2,942 793 12,885 22,692 14,943 26,427: 15,070 3,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 146: -567 -902 100 825 356 358 -446: -212 592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 9.8 2.6 42.9 75.6 49.8 88.1: 50.2 11.9
Old : 100.0: 4.2 9.8 2.6 42.9 75.6 49.8 88.1: 50.2 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 12 3 14 20 19 34:
Old : 39: 3 12 3 14 20 19 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 : 25.9 49.3 39.7 64.2 13.5 33.9 16.9 41.2
Old : 25.9 49.3 39.7 64.2 13.5 33.9 16.9 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2005