MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 22,623: 2,287 1,891 618 15,228 13,415 18,133 15,924: 4,490 6,699
Old : 22,623: 2,287 1,891 618 15,228 13,415 18,133 15,924: 4,490 6,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 547: 951 12 -313 -38 839 600 538: -53 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 8.4 2.7 67.3 59.3 80.2 70.4: 19.8 29.6
Old : 100.0: 10.1 8.4 2.7 67.3 59.3 80.2 70.4: 19.8 29.6
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 : 40: 7 6 9 23 18 33 30:
Old : 40: 7 6 9 23 18 33 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 : 43.5 30.6 60.8 51.9 43.5 28.0 59.2 45.6
Old : 43.5 30.6 60.8 51.9 43.5 28.0 59.2 45.6
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, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 94,657: 13,499 25,716 20,494 49,418 22,877 83,411 69,087: 11,246 25,570
Old : 74,725: 12,121 29,009 12,616 42,527 14,804 67,264 56,429: 7,461 18,296
Other: 19,932: 7,225 2,554 2,031 6,891 8,073 16,147 12,658: 3,785 7,274
: : :
: : Changes in Commitments from: July 19, 2005 :
: -4,685: 673 -531 -6,231 1,211 1,268 -4,347 -5,494: -338 809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 27.2 21.7 52.2 24.2 88.1 73.0: 11.9 27.0
Old : 100.0: 16.2 38.8 16.9 56.9 19.8 90.0 75.5: 10.0 24.5
Other: 100.0: 36.2 12.8 10.2 34.6 40.5 81.0 63.5: 19.0 36.5
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 31 53 40 23 29 83 103:
Old : 136: 30 58 26 19 29 66 101:
Other: 63: 22 12 6 11 21 37 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 17.5 47.2 29.0 31.4 15.3 46.1 22.7
Old : 39.6 18.2 56.7 30.3 39.6 15.8 55.2 23.9
Other: 41.2 27.8 58.8 42.6 39.6 23.0 55.1 33.4
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 2,219: 526 877 68 640 381 1,234 1,326: 985 893
Old : 1,901: 537 887 25 505 292 1,067 1,204: 834 697
Other: 318: 22 23 10 135 89 167 122: 151 196
: : :
: : Changes in Commitments from: July 19, 2005 :
: -187: 21 -69 -2 -72 -63 -53 -134: -134 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 39.5 3.1 28.8 17.2 55.6 59.8: 44.4 40.2
Old : 100.0: 28.2 46.7 1.3 26.6 15.4 56.1 63.3: 43.9 36.7
Other: 100.0: 6.9 7.2 3.1 42.5 28.0 52.5 38.4: 47.5 61.6
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 14 4 8 5 18 20:
Old : 31: 7 14 1 8 5 16 19:
Other: 12: 3 3 1 4 2 7 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 33.9 45.8 45.7 32.0 32.2 43.1 42.9
Old : 35.3 35.3 47.5 49.0 32.4 34.0 44.3 46.3
Other: 42.5 35.8 52.5 38.4 42.5 34.3 49.4 35.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 136,698: 31,552 37,038 12,959 73,773 57,735 118,284 107,732: 18,414 28,966
Old : 136,698: 31,552 37,038 12,959 73,773 57,735 118,284 107,732: 18,414 28,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -5,854: 208 -625 -3,639 -906 -797 -4,337 -5,061: -1,517 -793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 27.1 9.5 54.0 42.2 86.5 78.8: 13.5 21.2
Old : 100.0: 23.1 27.1 9.5 54.0 42.2 86.5 78.8: 13.5 21.2
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 : 227: 48 68 53 60 83 134 189:
Old : 227: 48 68 53 60 83 134 189:
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 : 26.7 11.7 43.1 20.6 26.2 11.7 41.9 20.2
Old : 26.7 11.7 43.1 20.6 26.2 11.7 41.9 20.2
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, July 26, 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 : 3,541: 931 1,059 86 1,027 973 2,044 2,118: 1,497 1,423
Old : 3,541: 931 1,059 86 1,027 973 2,044 2,118: 1,497 1,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 325: -38 239 65 194 -94 221 210: 104 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 29.9 2.4 29.0 27.5 57.7 59.8: 42.3 40.2
Old : 100.0: 26.3 29.9 2.4 29.0 27.5 57.7 59.8: 42.3 40.2
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 : 42: 10 14 6 15 8 27 27:
Old : 42: 10 14 6 15 8 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 33.4 38.2 44.5 24.1 32.8 36.3 42.9
Old : 24.4 33.4 38.2 44.5 24.1 32.8 36.3 42.9
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, July 26, 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 : 23,723: 7,273 4,153 3,471 8,158 4,768 18,902 12,392: 4,821 11,331
Old : 23,723: 7,273 4,153 3,471 8,158 4,768 18,902 12,392: 4,821 11,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1: -407 197 162 258 -438 13 -79: -12 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 17.5 14.6 34.4 20.1 79.7 52.2: 20.3 47.8
Old : 100.0: 30.7 17.5 14.6 34.4 20.1 79.7 52.2: 20.3 47.8
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 : 118: 31 31 23 35 35 82 75:
Old : 118: 31 31 23 35 35 82 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 18.6 30.2 26.8 15.5 14.9 24.8 19.7
Old : 20.0 18.6 30.2 26.8 15.5 14.9 24.8 19.7
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, July 26, 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 : 90,753: 31,840 14,321 543 27,243 62,482 59,626 77,346: 31,127 13,407
Old : 90,753: 31,840 14,321 543 27,243 62,482 59,626 77,346: 31,127 13,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -502: -3,844 4,462 0 3,353 -3,362 -491 1,100: -11 -1,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 15.8 0.6 30.0 68.8 65.7 85.2: 34.3 14.8
Old : 100.0: 35.1 15.8 0.6 30.0 68.8 65.7 85.2: 34.3 14.8
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 : 74: 25 9 2 23 25 48 36:
Old : 74: 25 9 2 23 25 48 36:
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 : 17.6 33.5 32.2 53.7 17.6 33.5 30.7 53.4
Old : 17.6 33.5 32.2 53.7 17.6 33.5 30.7 53.4
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, July 26, 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 : 73,768: 4,604 41,033 1 62,539 8,799 67,144 49,833: 6,624 23,935
Old : 73,768: 4,604 41,033 1 62,539 8,799 67,144 49,833: 6,624 23,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,352: -1,415 -1,478 0 3,472 1,115 2,057 -363: -705 1,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 55.6 0.0 84.8 11.9 91.0 67.6: 9.0 32.4
Old : 100.0: 6.2 55.6 0.0 84.8 11.9 91.0 67.6: 9.0 32.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 22 1 9 8 13 31:
Old : 41: 4 22 1 9 8 13 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 31.4 88.1 43.3 70.9 31.4 87.1 43.3
Old : 70.9 31.4 88.1 43.3 70.9 31.4 87.1 43.3
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, July 26, 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 : 97,082: 75,471 1,862 170 13,155 89,532 88,796 91,564: 8,286 5,518
Old : 97,082: 75,471 1,862 170 13,155 89,532 88,796 91,564: 8,286 5,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 2,441: 865 -2,520 -70 1,957 5,267 2,752 2,677: -311 -236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 1.9 0.2 13.6 92.2 91.5 94.3: 8.5 5.7
Old : 100.0: 77.7 1.9 0.2 13.6 92.2 91.5 94.3: 8.5 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 : 95: 60 8 1 17 14 78 22:
Old : 95: 60 8 1 17 14 78 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 69.8 46.6 87.3 31.6 69.5 46.6 86.9
Old : 31.6 69.8 46.6 87.3 31.6 69.5 46.6 86.9
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, July 26, 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 : 75,763: 12,276 32,141 23 46,338 23,720 58,637 55,884: 17,126 19,879
Old : 75,763: 12,276 32,141 23 46,338 23,720 58,637 55,884: 17,126 19,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -1,833: 1,008 -4,751 13 -2,380 1,936 -1,359 -2,802: -474 969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 42.4 0.0 61.2 31.3 77.4 73.8: 22.6 26.2
Old : 100.0: 16.2 42.4 0.0 61.2 31.3 77.4 73.8: 22.6 26.2
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 : 63: 12 22 2 17 20 31 42:
Old : 63: 12 22 2 17 20 31 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 28.6 58.8 42.5 37.4 28.6 54.0 42.1
Old : 40.4 28.6 58.8 42.5 37.4 28.6 54.0 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 161,014: 8,032 55,800 423 128,689 75,625 137,144 131,848: 23,870 29,166
Old : 161,014: 8,032 55,800 423 128,689 75,625 137,144 131,848: 23,870 29,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -7,683: -1,133 -12,421 -53 -4,366 8,345 -5,552 -4,129: -2,131 -3,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 34.7 0.3 79.9 47.0 85.2 81.9: 14.8 18.1
Old : 100.0: 5.0 34.7 0.3 79.9 47.0 85.2 81.9: 14.8 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 : 79: 13 30 2 23 22 37 53:
Old : 79: 13 30 2 23 22 37 53:
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 39.8 68.6 52.8 39.6 29.7 55.0 40.9
Old : 45.1 39.8 68.6 52.8 39.6 29.7 55.0 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 144,785: 24,520 32,816 651 71,960 64,853 97,131 98,320: 47,654 46,465
Old : 144,785: 24,520 32,816 651 71,960 64,853 97,131 98,320: 47,654 46,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,733: 1,465 -2,109 358 -3,004 4,575 -1,181 2,824: 2,914 -1,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 22.7 0.4 49.7 44.8 67.1 67.9: 32.9 32.1
Old : 100.0: 16.9 22.7 0.4 49.7 44.8 67.1 67.9: 32.9 32.1
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 : 98: 29 30 8 23 28 54 64:
Old : 98: 29 30 8 23 28 54 64:
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 : 30.6 27.3 44.1 38.3 28.8 26.2 42.2 37.2
Old : 30.6 27.3 44.1 38.3 28.8 26.2 42.2 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 67,609: 5,997 1,000 415 56,931 61,541 63,343 62,956: 4,266 4,653
Old : 67,609: 5,997 1,000 415 56,931 61,541 63,343 62,956: 4,266 4,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 6,696: -3,375 0 55 9,895 7,318 6,575 7,373: 121 -677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 1.5 0.6 84.2 91.0 93.7 93.1: 6.3 6.9
Old : 100.0: 8.9 1.5 0.6 84.2 91.0 93.7 93.1: 6.3 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 1 9 16 11 18:
Old : 22: 2 1 1 9 16 11 18:
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 : 72.3 67.2 89.9 84.5 70.6 64.8 87.3 81.8
Old : 72.3 67.2 89.9 84.5 70.6 64.8 87.3 81.8
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, July 26, 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 : 7,461,846: 782,725 1,016,801 824,026 4,987,576 4,125,151 6,594,327 5,965,978: 867,519 1,495,868
Old : 7,461,846: 782,725 1,016,801 824,026 4,987,576 4,125,151 6,594,327 5,965,978: 867,519 1,495,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 142,985: 10,713 105,616 17,697 83,655 -34,938 112,065 88,375: 30,920 54,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 13.6 11.0 66.8 55.3 88.4 80.0: 11.6 20.0
Old : 100.0: 10.5 13.6 11.0 66.8 55.3 88.4 80.0: 11.6 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 46 66 79 123 131 210 237:
Old : 256: 46 66 79 123 131 210 237:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 12.3 48.0 21.9 31.4 10.4 42.6 17.7
Old : 32.3 12.3 48.0 21.9 31.4 10.4 42.6 17.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 655,214: 53,958 46,699 3,934 470,064 502,972 527,956 553,605: 127,258 101,609
Old : 655,214: 53,958 46,699 3,934 470,064 502,972 527,956 553,605: 127,258 101,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -1,447: -2,517 3,708 -621 1,067 -1,576 -2,071 1,511: 624 -2,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 7.1 0.6 71.7 76.8 80.6 84.5: 19.4 15.5
Old : 100.0: 8.2 7.1 0.6 71.7 76.8 80.6 84.5: 19.4 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 36 28 13 85 62 130 94:
Old : 183: 36 28 13 85 62 130 94:
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 : 21.1 35.0 30.7 49.8 21.1 34.2 30.6 48.9
Old : 21.1 35.0 30.7 49.8 21.1 34.2 30.6 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 949,969: 153,712 249,431 5,903 456,531 604,999 616,146 860,333: 333,823 89,636
Old : 949,969: 153,712 249,431 5,903 456,531 604,999 616,146 860,333: 333,823 89,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,602: 17,357 11,268 -1,073 -16,343 -2,772 -59 7,423: 1,661 -5,821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 26.3 0.6 48.1 63.7 64.9 90.6: 35.1 9.4
Old : 100.0: 16.2 26.3 0.6 48.1 63.7 64.9 90.6: 35.1 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 42 56 15 54 60 105 122:
Old : 188: 42 56 15 54 60 105 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 27.0 32.2 40.4 18.7 23.9 27.0 35.8
Old : 23.0 27.0 32.2 40.4 18.7 23.9 27.0 35.8
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, July 26, 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 : 12,425: 1,466 494 0 6,803 11,087 8,269 11,581: 4,156 844
Old : 12,425: 1,466 494 0 6,803 11,087 8,269 11,581: 4,156 844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 159: 406 157 0 260 127 666 284: -507 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 4.0 0.0 54.8 89.2 66.6 93.2: 33.4 6.8
Old : 100.0: 11.8 4.0 0.0 54.8 89.2 66.6 93.2: 33.4 6.8
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 : 32: 4 1 0 15 18 19 19:
Old : 32: 4 1 0 15 18 19 19:
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 42.8 65.5 26.1 36.9 40.2 64.1
Old : 27.6 38.0 42.8 65.5 26.1 36.9 40.2 64.1
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, July 26, 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 : 30,016: 8,984 1,628 0 18,058 26,755 27,042 28,383: 2,974 1,633
Old : 30,016: 8,984 1,628 0 18,058 26,755 27,042 28,383: 2,974 1,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -825: 109 44 0 603 1,368 712 1,412: -1,537 -2,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 5.4 0.0 60.2 89.1 90.1 94.6: 9.9 5.4
Old : 100.0: 29.9 5.4 0.0 60.2 89.1 90.1 94.6: 9.9 5.4
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 : 39: 7 3 0 17 19 24 22:
Old : 39: 7 3 0 17 19 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 55.7 70.7 73.0 55.0 54.3 68.9 68.8
Old : 55.0 55.7 70.7 73.0 55.0 54.3 68.9 68.8
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, July 26, 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 : 49,334: 6,852 8,617 0 26,948 32,606 33,800 41,223: 15,534 8,111
Old : 49,334: 6,852 8,617 0 26,948 32,606 33,800 41,223: 15,534 8,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,622: -518 1,513 0 781 749 263 2,262: 1,359 -640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 17.5 0.0 54.6 66.1 68.5 83.6: 31.5 16.4
Old : 100.0: 13.9 17.5 0.0 54.6 66.1 68.5 83.6: 31.5 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 : 74: 11 16 0 30 22 41 38:
Old : 74: 11 16 0 30 22 41 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 39.6 33.7 54.6 20.3 34.3 30.7 48.4
Old : 22.1 39.6 33.7 54.6 20.3 34.3 30.7 48.4
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, July 26, 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 : 288,790: 124,042 61,189 2,130 140,748 189,143 266,920 252,462: 21,870 36,328
Old : 288,790: 124,042 61,189 2,130 140,748 189,143 266,920 252,462: 21,870 36,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 22,331: 24,238 -11,208 339 -3,705 30,454 20,872 19,585: 1,459 2,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 21.2 0.7 48.7 65.5 92.4 87.4: 7.6 12.6
Old : 100.0: 43.0 21.2 0.7 48.7 65.5 92.4 87.4: 7.6 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 75 55 7 34 44 114 101:
Old : 199: 75 55 7 34 44 114 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 35.4 49.3 46.3 30.1 27.8 39.3 36.7
Old : 37.5 35.4 49.3 46.3 30.1 27.8 39.3 36.7
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, July 26, 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 : 60,938: 20,643 3,300 0 22,845 46,424 43,488 49,724: 17,450 11,214
Old : 60,938: 20,643 3,300 0 22,845 46,424 43,488 49,724: 17,450 11,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -2,721: 4,434 -6,153 -7 -9,196 7,721 -4,769 1,561: 2,048 -4,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 5.4 0.0 37.5 76.2 71.4 81.6: 28.6 18.4
Old : 100.0: 33.9 5.4 0.0 37.5 76.2 71.4 81.6: 28.6 18.4
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 : 37: 10 3 0 13 17 23 20:
Old : 37: 10 3 0 13 17 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 38.6 58.7 61.5 43.2 37.8 58.6 60.0
Old : 43.2 38.6 58.7 61.5 43.2 37.8 58.6 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 29,112: 468 4,134 0 23,345 19,134 23,813 23,268: 5,299 5,844
Old : 29,112: 468 4,134 0 23,345 19,134 23,813 23,268: 5,299 5,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -162: -310 -110 0 -86 -156 -396 -266: 234 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 14.2 0.0 80.2 65.7 81.8 79.9: 18.2 20.1
Old : 100.0: 1.6 14.2 0.0 80.2 65.7 81.8 79.9: 18.2 20.1
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 : 52: 2 10 0 28 21 30 31:
Old : 52: 2 10 0 28 21 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 36.9 60.5 51.2 49.9 36.9 59.6 50.9
Old : 50.8 36.9 60.5 51.2 49.9 36.9 59.6 50.9
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, July 26, 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 : 221,879: 23,976 42,850 582 184,812 169,469 209,370 212,901: 12,509 8,978
Old : 221,879: 23,976 42,850 582 184,812 169,469 209,370 212,901: 12,509 8,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -2,830: -2,107 -717 -298 20 -534 -2,385 -1,549: -445 -1,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 19.3 0.3 83.3 76.4 94.4 96.0: 5.6 4.0
Old : 100.0: 10.8 19.3 0.3 83.3 76.4 94.4 96.0: 5.6 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 23 39 4 32 49 57 90:
Old : 125: 23 39 4 32 49 57 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 : 58.2 35.0 68.6 51.6 53.6 32.9 62.5 48.8
Old : 58.2 35.0 68.6 51.6 53.6 32.9 62.5 48.8
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, July 26, 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 : 40,702: 13,811 6,602 415 13,773 23,820 27,999 30,837: 12,703 9,865
Old : 40,702: 13,811 6,602 415 13,773 23,820 27,999 30,837: 12,703 9,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 3,092: 397 -481 4 1,453 1,850 1,854 1,373: 1,238 1,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 16.2 1.0 33.8 58.5 68.8 75.8: 31.2 24.2
Old : 100.0: 33.9 16.2 1.0 33.8 58.5 68.8 75.8: 31.2 24.2
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 : 75: 28 12 3 17 21 46 35:
Old : 75: 28 12 3 17 21 46 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 38.8 31.6 49.2 19.5 38.8 31.6 48.8
Old : 19.5 38.8 31.6 49.2 19.5 38.8 31.6 48.8
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, July 26, 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 : 29,021: 1,511 2,342 33 14,787 22,374 16,331 24,749: 12,690 4,272
Old : 29,021: 1,511 2,342 33 14,787 22,374 16,331 24,749: 12,690 4,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 62: 358 -24 -74 498 36 782 -62: -720 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 8.1 0.1 51.0 77.1 56.3 85.3: 43.7 14.7
Old : 100.0: 5.2 8.1 0.1 51.0 77.1 56.3 85.3: 43.7 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 10 1 15 21 19 31:
Old : 37: 3 10 1 15 21 19 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 49.1 42.6 64.9 13.9 32.4 19.8 39.9
Old : 28.1 49.1 42.6 64.9 13.9 32.4 19.8 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 29, 2005