MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, August 16, 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 : 20,212: 1,759 2,255 517 13,785 11,321 16,061 14,093: 4,151 6,119
Old : 20,212: 1,759 2,255 517 13,785 11,321 16,061 14,093: 4,151 6,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 296: 78 222 -92 369 120 355 250: -59 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 11.2 2.6 68.2 56.0 79.5 69.7: 20.5 30.3
Old : 100.0: 8.7 11.2 2.6 68.2 56.0 79.5 69.7: 20.5 30.3
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: 8 9 9 22 16 35 29:
Old : 42: 8 9 9 22 16 35 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 : 43.8 31.7 60.8 52.3 43.8 29.2 59.2 46.1
Old : 43.8 31.7 60.8 52.3 43.8 29.2 59.2 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, August 16, 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 : 90,144: 13,943 23,510 16,705 48,049 24,387 78,697 64,602: 11,447 25,542
Old : 59,651: 12,671 36,402 184 41,490 10,007 54,345 46,593: 5,306 13,058
Other: 30,493: 15,988 1,824 1,805 6,559 14,380 24,352 18,009: 6,141 12,484
: : :
: : Changes in Commitments from: August 9, 2005 :
: -5,025: -1,446 699 -1,313 -591 -1,527 -3,350 -2,141: -1,675 -2,884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 26.1 18.5 53.3 27.1 87.3 71.7: 12.7 28.3
Old : 100.0: 21.2 61.0 0.3 69.6 16.8 91.1 78.1: 8.9 21.9
Other: 100.0: 52.4 6.0 5.9 21.5 47.2 79.9 59.1: 20.1 40.9
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 36 44 38 21 31 84 94:
Old : 130: 29 57 4 16 28 47 87:
Other: 82: 33 13 9 14 26 52 44:
:----------------------------------------------------------------------------------------------------
: 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 : 32.6 19.5 47.9 31.4 32.6 16.8 47.4 25.4
Old : 49.0 25.2 68.9 38.1 49.0 25.1 68.8 38.1
Other: 33.5 25.5 50.8 34.9 30.3 24.8 47.5 32.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 16, 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 : 132,570: 35,216 42,699 11,864 69,114 52,707 116,194 107,270: 16,376 25,300
Old : 132,570: 35,216 42,699 11,864 69,114 52,707 116,194 107,270: 16,376 25,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,876: 1,257 4,647 -1,211 258 -1,030 304 2,406: 1,572 -530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 32.2 8.9 52.1 39.8 87.6 80.9: 12.4 19.1
Old : 100.0: 26.6 32.2 8.9 52.1 39.8 87.6 80.9: 12.4 19.1
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 : 210: 48 69 44 47 73 117 171:
Old : 210: 48 69 44 47 73 117 171:
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 : 26.6 14.3 42.1 24.1 26.6 14.0 41.9 23.6
Old : 26.6 14.3 42.1 24.1 26.6 14.0 41.9 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, August 16, 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 : 4,145: 978 1,350 234 1,136 633 2,348 2,217: 1,797 1,928
Old : 4,145: 978 1,350 234 1,136 633 2,348 2,217: 1,797 1,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -55: -124 218 -51 73 -318 -102 -151: 47 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 32.6 5.6 27.4 15.3 56.6 53.5: 43.4 46.5
Old : 100.0: 23.6 32.6 5.6 27.4 15.3 56.6 53.5: 43.4 46.5
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 : 47: 11 18 5 15 11 28 32:
Old : 47: 11 18 5 15 11 28 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 20.0 34.6 30.2 19.9 18.6 29.5 26.6
Old : 20.6 20.0 34.6 30.2 19.9 18.6 29.5 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, August 16, 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 : 29,459: 10,634 5,100 4,061 9,020 7,861 23,715 17,022: 5,744 12,437
Old : 29,459: 10,634 5,100 4,061 9,020 7,861 23,715 17,022: 5,744 12,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,666: 1,415 1,182 32 -131 527 1,316 1,741: 350 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 17.3 13.8 30.6 26.7 80.5 57.8: 19.5 42.2
Old : 100.0: 36.1 17.3 13.8 30.6 26.7 80.5 57.8: 19.5 42.2
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 : 133: 35 25 28 40 42 95 83:
Old : 133: 35 25 28 40 42 95 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 : 15.9 22.2 26.8 29.2 15.6 18.8 25.7 23.2
Old : 15.9 22.2 26.8 29.2 15.6 18.8 25.7 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, August 16, 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 : 109,505: 44,042 17,995 540 30,837 76,307 75,419 94,842: 34,086 14,663
Old : 109,505: 44,042 17,995 540 30,837 76,307 75,419 94,842: 34,086 14,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 16,920: 10,455 -1,378 0 2,859 17,646 13,314 16,268: 3,606 652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 16.4 0.5 28.2 69.7 68.9 86.6: 31.1 13.4
Old : 100.0: 40.2 16.4 0.5 28.2 69.7 68.9 86.6: 31.1 13.4
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 : 80: 26 13 1 23 25 49 39:
Old : 80: 26 13 1 23 25 49 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 : 19.7 31.5 33.6 53.0 19.7 31.5 33.6 52.7
Old : 19.7 31.5 33.6 53.0 19.7 31.5 33.6 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, August 16, 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 : 66,890: 6,485 34,107 407 48,828 15,343 55,720 49,857: 11,170 17,033
Old : 66,890: 6,485 34,107 407 48,828 15,343 55,720 49,857: 11,170 17,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -4,387: 440 -4,149 373 -7,391 2,936 -6,578 -840: 2,191 -3,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 51.0 0.6 73.0 22.9 83.3 74.5: 16.7 25.5
Old : 100.0: 9.7 51.0 0.6 73.0 22.9 83.3 74.5: 16.7 25.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 16 2 7 11 13 27:
Old : 35: 4 16 2 7 11 13 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 : 66.0 33.8 80.1 48.3 66.0 33.6 76.3 47.1
Old : 66.0 33.8 80.1 48.3 66.0 33.6 76.3 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, August 16, 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 : 98,820: 74,922 870 250 15,027 92,175 90,199 93,295: 8,621 5,525
Old : 98,820: 74,922 870 250 15,027 92,175 90,199 93,295: 8,621 5,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,620: -698 -541 -106 1,595 1,917 791 1,270: 829 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 0.9 0.3 15.2 93.3 91.3 94.4: 8.7 5.6
Old : 100.0: 75.8 0.9 0.3 15.2 93.3 91.3 94.4: 8.7 5.6
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 : 94: 62 6 2 17 14 80 21:
Old : 94: 62 6 2 17 14 80 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 74.3 43.0 90.1 26.6 73.9 43.0 89.6
Old : 26.6 74.3 43.0 90.1 26.6 73.9 43.0 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, August 16, 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 : 72,786: 20,459 18,101 47 34,085 35,992 54,591 54,140: 18,195 18,646
Old : 72,786: 20,459 18,101 47 34,085 35,992 54,591 54,140: 18,195 18,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 325: 9,369 -8,498 -66 -10,382 11,669 -1,079 3,105: 1,404 -2,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 24.9 0.1 46.8 49.4 75.0 74.4: 25.0 25.6
Old : 100.0: 28.1 24.9 0.1 46.8 49.4 75.0 74.4: 25.0 25.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 13 16 2 16 24 31 40:
Old : 63: 13 16 2 16 24 31 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 27.7 50.3 43.5 27.9 27.7 42.5 40.2
Old : 34.0 27.7 50.3 43.5 27.9 27.7 42.5 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, August 16, 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 : 166,923: 12,423 38,808 927 125,756 102,970 139,106 142,705: 27,817 24,218
Old : 166,923: 12,423 38,808 927 125,756 102,970 139,106 142,705: 27,817 24,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -11,071: -345 -22,620 158 -13,779 18,984 -13,966 -3,478: 2,895 -7,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 23.2 0.6 75.3 61.7 83.3 85.5: 16.7 14.5
Old : 100.0: 7.4 23.2 0.6 75.3 61.7 83.3 85.5: 16.7 14.5
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 : 80: 12 27 3 25 26 39 54:
Old : 80: 12 27 3 25 26 39 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 45.6 64.9 56.4 40.6 34.4 55.3 43.8
Old : 46.6 45.6 64.9 56.4 40.6 34.4 55.3 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 148,418: 27,289 26,705 911 73,571 77,537 101,771 105,153: 46,647 43,265
Old : 148,418: 27,289 26,705 911 73,571 77,537 101,771 105,153: 46,647 43,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 2,659: -1,218 2,429 -237 3,030 2,878 1,575 5,070: 1,084 -2,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 18.0 0.6 49.6 52.2 68.6 70.8: 31.4 29.2
Old : 100.0: 18.4 18.0 0.6 49.6 52.2 68.6 70.8: 31.4 29.2
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 : 95: 30 29 8 26 25 60 58:
Old : 95: 30 29 8 26 25 60 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 35.3 43.9 45.6 24.1 23.7 35.6 34.0
Old : 30.2 35.3 43.9 45.6 24.1 23.7 35.6 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 9,004: 4,581 0 0 3,125 8,020 7,706 8,020: 1,298 984
Old : 9,004: 4,581 0 0 3,125 8,020 7,706 8,020: 1,298 984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 0.0 0.0 34.7 89.1 85.6 89.1: 14.4 10.9
Old : 100.0: 50.9 0.0 0.0 34.7 89.1 85.6 89.1: 14.4 10.9
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 : 20: 7 0 0 5 10 12 10:
Old : 20: 7 0 0 5 10 12 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 69.7 81.1 85.4 64.8 69.6 76.6 83.3
Old : 69.2 69.7 81.1 85.4 64.8 69.6 76.6 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 8,020,359: 816,659 1,036,772 878,646 5,459,112 4,523,866 7,154,417 6,439,284: 865,942 1,581,075
Old : 8,020,359: 816,659 1,036,772 878,646 5,459,112 4,523,866 7,154,417 6,439,284: 865,942 1,581,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 150,533: 17,263 -101,211 77,697 109,620 196,832 204,580 173,318: -54,047 -22,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 12.9 11.0 68.1 56.4 89.2 80.3: 10.8 19.7
Old : 100.0: 10.2 12.9 11.0 68.1 56.4 89.2 80.3: 10.8 19.7
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 : 272: 50 66 92 126 140 229 253:
Old : 272: 50 66 92 126 140 229 253:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 11.6 49.0 21.7 31.7 9.8 41.7 16.4
Old : 32.5 11.6 49.0 21.7 31.7 9.8 41.7 16.4
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 Code-138741
Commitments of Traders - Futures Only, August 16, 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 : 655,230: 54,357 50,832 6,296 463,037 505,194 523,690 562,322: 131,540 92,908
Old : 655,230: 54,357 50,832 6,296 463,037 505,194 523,690 562,322: 131,540 92,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 4,469: 1,653 2,285 1,372 -242 1,258 2,783 4,915: 1,686 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 7.8 1.0 70.7 77.1 79.9 85.8: 20.1 14.2
Old : 100.0: 8.3 7.8 1.0 70.7 77.1 79.9 85.8: 20.1 14.2
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 : 190: 35 33 20 88 65 136 106:
Old : 190: 35 33 20 88 65 136 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 34.6 31.0 48.9 21.0 34.0 30.9 48.2
Old : 21.1 34.6 31.0 48.9 21.0 34.0 30.9 48.2
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 Code-13874A
Commitments of Traders - Futures Only, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,045,387: 199,629 337,612 15,581 571,982 615,157 787,192 968,350: 258,195 77,037
Old : 1,045,387: 199,629 337,612 15,581 571,982 615,157 787,192 968,350: 258,195 77,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 23,311: 7,340 53,024 2,327 50,361 9,058 60,028 64,409: -36,717 -41,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 32.3 1.5 54.7 58.8 75.3 92.6: 24.7 7.4
Old : 100.0: 19.1 32.3 1.5 54.7 58.8 75.3 92.6: 24.7 7.4
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 : 200: 44 61 19 60 61 114 131:
Old : 200: 44 61 19 60 61 114 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 22.7 35.8 35.0 19.7 18.2 29.3 28.8
Old : 22.8 22.7 35.8 35.0 19.7 18.2 29.3 28.8
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 Code-338741
Commitments of Traders - Futures Only, August 16, 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 : 12,323: 1,053 0 0 6,439 10,551 7,492 10,551: 4,831 1,772
Old : 12,323: 1,053 0 0 6,439 10,551 7,492 10,551: 4,831 1,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 125: 0 0 0 -491 -1 -491 -1: 616 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.0 0.0 52.3 85.6 60.8 85.6: 39.2 14.4
Old : 100.0: 8.5 0.0 0.0 52.3 85.6 60.8 85.6: 39.2 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 0 15 15 17 15:
Old : 27: 2 0 0 15 15 17 15:
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 38.4 44.2 65.0 27.3 37.9 41.2 64.0
Old : 28.1 38.4 44.2 65.0 27.3 37.9 41.2 64.0
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 Code-33874A
Commitments of Traders - Futures Only, August 16, 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 : 32,397: 7,266 1,604 0 18,671 27,737 25,937 29,341: 6,460 3,056
Old : 32,397: 7,266 1,604 0 18,671 27,737 25,937 29,341: 6,460 3,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -640: -58 -255 -5 -1,004 -434 -1,067 -694: 427 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 5.0 0.0 57.6 85.6 80.1 90.6: 19.9 9.4
Old : 100.0: 22.4 5.0 0.0 57.6 85.6 80.1 90.6: 19.9 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 : 36: 4 4 0 15 19 19 23:
Old : 36: 4 4 0 15 19 19 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 : 52.3 56.8 67.3 74.5 52.3 55.3 66.5 70.1
Old : 52.3 56.8 67.3 74.5 52.3 55.3 66.5 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, August 16, 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 : 53,953: 7,176 10,882 0 29,279 34,410 36,455 45,292: 17,498 8,661
Old : 53,953: 7,176 10,882 0 29,279 34,410 36,455 45,292: 17,498 8,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 5,667: 8 2,258 0 2,216 2,681 2,224 4,939: 3,443 728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 20.2 0.0 54.3 63.8 67.6 83.9: 32.4 16.1
Old : 100.0: 13.3 20.2 0.0 54.3 63.8 67.6 83.9: 32.4 16.1
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 : 78: 13 16 0 32 24 45 40:
Old : 78: 13 16 0 32 24 45 40:
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 : 23.3 38.1 34.4 52.6 21.6 33.0 31.6 46.0
Old : 23.3 38.1 34.4 52.6 21.6 33.0 31.6 46.0
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 Code-209742
Commitments of Traders - Futures Only, August 16, 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 : 323,884: 116,728 75,160 2,582 184,681 194,681 303,991 272,423: 19,893 51,461
Old : 323,884: 116,728 75,160 2,582 184,681 194,681 303,991 272,423: 19,893 51,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 5,294: -16,555 10,868 662 24,836 -24,426 8,943 -12,896: -3,649 18,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 23.2 0.8 57.0 60.1 93.9 84.1: 6.1 15.9
Old : 100.0: 36.0 23.2 0.8 57.0 60.1 93.9 84.1: 6.1 15.9
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 : 194: 60 63 15 43 38 112 108:
Old : 194: 60 63 15 43 38 112 108:
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 : 40.2 33.4 55.9 43.3 31.8 17.6 42.4 25.4
Old : 40.2 33.4 55.9 43.3 31.8 17.6 42.4 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, August 16, 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 : 73,801: 27,090 786 0 23,777 65,004 50,867 65,790: 22,934 8,011
Old : 73,801: 27,090 786 0 23,777 65,004 50,867 65,790: 22,934 8,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,305: -2,957 -1,243 0 881 3,859 -2,076 2,616: 3,381 -1,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 1.1 0.0 32.2 88.1 68.9 89.1: 31.1 10.9
Old : 100.0: 36.7 1.1 0.0 32.2 88.1 68.9 89.1: 31.1 10.9
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 : 45: 15 1 0 12 21 27 22:
Old : 45: 15 1 0 12 21 27 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 : 37.1 41.4 50.2 66.0 37.1 40.9 50.2 65.2
Old : 37.1 41.4 50.2 66.0 37.1 40.9 50.2 65.2
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 Code-239741
Commitments of Traders - Futures Only, August 16, 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 : 31,998: 220 4,338 0 27,735 22,213 27,955 26,551: 4,043 5,447
Old : 31,998: 220 4,338 0 27,735 22,213 27,955 26,551: 4,043 5,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,187: -232 209 0 2,350 1,630 2,118 1,839: -931 -652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 13.6 0.0 86.7 69.4 87.4 83.0: 12.6 17.0
Old : 100.0: 0.7 13.6 0.0 86.7 69.4 87.4 83.0: 12.6 17.0
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 : 56: 1 10 0 30 26 31 36:
Old : 56: 1 10 0 30 26 31 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 : 56.2 33.7 67.3 47.7 55.5 33.7 66.5 47.7
Old : 56.2 33.7 67.3 47.7 55.5 33.7 66.5 47.7
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 Code-239742
Commitments of Traders - Futures Only, August 16, 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 : 227,123: 13,555 47,062 624 201,044 169,049 215,223 216,735: 11,900 10,388
Old : 227,123: 13,555 47,062 624 201,044 169,049 215,223 216,735: 11,900 10,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 6,419: -1,308 3,021 39 10,219 2,577 8,950 5,637: -2,531 782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 20.7 0.3 88.5 74.4 94.8 95.4: 5.2 4.6
Old : 100.0: 6.0 20.7 0.3 88.5 74.4 94.8 95.4: 5.2 4.6
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 : 123: 17 41 6 34 50 54 94:
Old : 123: 17 41 6 34 50 54 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 : 63.3 37.0 72.5 54.3 59.1 34.1 66.5 49.0
Old : 63.3 37.0 72.5 54.3 59.1 34.1 66.5 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, August 16, 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 : 50,026: 19,142 9,824 498 16,241 29,186 35,881 39,508: 14,145 10,518
Old : 50,026: 19,142 9,824 498 16,241 29,186 35,881 39,508: 14,145 10,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 5,343: 3,864 2,811 -73 1,339 3,341 5,130 6,079: 213 -736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 19.6 1.0 32.5 58.3 71.7 79.0: 28.3 21.0
Old : 100.0: 38.3 19.6 1.0 32.5 58.3 71.7 79.0: 28.3 21.0
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 : 82: 30 16 2 20 20 51 37:
Old : 82: 30 16 2 20 20 51 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 38.2 28.5 49.2 16.5 38.2 28.5 48.1
Old : 16.5 38.2 28.5 49.2 16.5 38.2 28.5 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 28,589: 6,599 268 0 17,477 9,437 24,076 9,705: 4,513 18,884
Old : 28,589: 6,599 268 0 17,477 9,437 24,076 9,705: 4,513 18,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 2,081: 276 -17 0 1,948 722 2,224 705: -143 1,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 0.9 0.0 61.1 33.0 84.2 33.9: 15.8 66.1
Old : 100.0: 23.1 0.9 0.0 61.1 33.0 84.2 33.9: 15.8 66.1
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 : 26: 9 1 0 9 8 18 9:
Old : 26: 9 1 0 9 8 18 9:
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 : 57.6 27.9 70.1 33.0 56.5 25.3 67.6 29.9
Old : 57.6 27.9 70.1 33.0 56.5 25.3 67.6 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, August 16, 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 : 35,609: 2,218 2,502 0 16,425 24,240 18,643 26,742: 16,966 8,867
Old : 35,609: 2,218 2,502 0 16,425 24,240 18,643 26,742: 16,966 8,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 2,131: 715 -494 -29 462 -356 1,148 -879: 983 3,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 7.0 0.0 46.1 68.1 52.4 75.1: 47.6 24.9
Old : 100.0: 6.2 7.0 0.0 46.1 68.1 52.4 75.1: 47.6 24.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 9 0 15 20 18 29:
Old : 36: 3 9 0 15 20 18 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 : 25.6 33.5 37.8 56.7 16.0 29.3 24.0 40.1
Old : 25.6 33.5 37.8 56.7 16.0 29.3 24.0 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 19, 2005