MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 26,847: 1,666 1,956 4,192 15,707 13,442 21,564 19,590: 5,283 7,257
Old : 26,847: 1,666 1,956 4,192 15,707 13,442 21,564 19,590: 5,283 7,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 865: 459 89 275 750 68 1,484 432: -619 433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 7.3 15.6 58.5 50.1 80.3 73.0: 19.7 27.0
Old : 100.0: 6.2 7.3 15.6 58.5 50.1 80.3 73.0: 19.7 27.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 10 7 13 23 19 38 34:
Old : 44: 10 7 13 23 19 38 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 27.4 58.2 47.2 41.4 24.7 49.2 39.2
Old : 43.6 27.4 58.2 47.2 41.4 24.7 49.2 39.2
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 with Delta-adjusted Options and Futures Combined, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 100,876: 14,574 10,279 21,827 44,779 36,637 81,181 68,743: 19,695 32,133
Old : 92,686: 14,380 10,347 19,491 40,907 33,910 74,778 63,748: 17,908 28,938
Other: 8,190: 2,110 1,848 420 3,872 2,727 6,402 4,995: 1,787 3,194
: : :
: : Changes in Commitments from: May 3, 2005 :
: -2,270: -2,148 1,961 -2,258 434 -3,218 -3,972 -3,515: 1,702 1,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 10.2 21.6 44.4 36.3 80.5 68.1: 19.5 31.9
Old : 100.0: 15.5 11.2 21.0 44.1 36.6 80.7 68.8: 19.3 31.2
Other: 100.0: 25.8 22.6 5.1 47.3 33.3 78.2 61.0: 21.8 39.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 41 42 48 28 34 97 104:
Old : 135: 40 41 48 28 34 95 104:
Other: 36: 9 8 6 8 15 22 24:
:----------------------------------------------------------------------------------------------------
: 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 : 27.2 17.7 40.7 28.7 27.2 16.6 37.3 22.7
Old : 29.6 18.0 43.2 29.6 29.6 17.2 40.4 26.1
Other: 59.7 34.9 70.7 46.7 58.5 30.5 68.1 42.3
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 3,787: 396 1,496 403 1,537 806 2,336 2,705: 1,451 1,082
Old : 3,765: 396 1,501 397 1,521 801 2,314 2,699: 1,451 1,066
Other: 22: 5 0 1 16 5 22 6: 0 16
: : :
: : Changes in Commitments from: May 3, 2005 :
: 81: -197 39 67 76 12 -53 118: 134 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 39.5 10.6 40.6 21.3 61.7 71.4: 38.3 28.6
Old : 100.0: 10.5 39.9 10.5 40.4 21.3 61.5 71.7: 38.5 28.3
Other: 100.0: 22.7 0.0 4.5 72.7 22.7 100.0 27.3: 0.0 72.7
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 8 13 6 7 4 20 18:
Old : 30: 8 13 6 7 4 20 18:
Other: 3: 1 0 1 2 1 3 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 46.2 48.6 59.2 32.9 42.9 40.8 50.1
Old : 34.7 46.4 48.3 59.6 32.7 43.1 40.6 50.4
Other: 100.0 27.3 100.0 27.3 90.9 18.2 90.9 18.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 155,384: 45,937 11,527 22,775 66,291 79,147 135,003 113,450: 20,381 41,934
Old : 155,384: 45,937 11,527 22,775 66,291 79,147 135,003 113,450: 20,381 41,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 2,837: 1,504 -409 2,267 -2,126 316 1,645 2,174: 1,191 662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 7.4 14.7 42.7 50.9 86.9 73.0: 13.1 27.0
Old : 100.0: 29.6 7.4 14.7 42.7 50.9 86.9 73.0: 13.1 27.0
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 : 220: 68 30 48 65 101 158 162:
Old : 220: 68 30 48 65 101 158 162:
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 : 21.3 14.9 34.0 24.6 21.3 14.9 32.3 23.2
Old : 21.3 14.9 34.0 24.6 21.3 14.9 32.3 23.2
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 with Delta-adjusted Options and Futures Combined, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,635: 1,001 332 183 892 1,998 2,076 2,512: 1,559 1,123
Old : 3,635: 1,001 332 183 892 1,998 2,076 2,512: 1,559 1,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -476: -210 -45 50 -40 -403 -200 -398: -275 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 9.1 5.0 24.5 55.0 57.1 69.1: 42.9 30.9
Old : 100.0: 27.5 9.1 5.0 24.5 55.0 57.1 69.1: 42.9 30.9
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 : 42: 12 7 5 14 19 27 30:
Old : 42: 12 7 5 14 19 27 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 : 23.8 39.9 34.7 49.8 21.4 39.5 31.1 48.1
Old : 23.8 39.9 34.7 49.8 21.4 39.5 31.1 48.1
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 with Delta-adjusted Options and Futures Combined, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 29,007: 10,154 2,151 4,799 8,413 6,157 23,365 13,106: 5,642 15,901
Old : 29,007: 10,154 2,151 4,799 8,413 6,157 23,365 13,106: 5,642 15,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 487: 177 -269 344 -87 -253 435 -178: 52 665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 7.4 16.5 29.0 21.2 80.6 45.2: 19.4 54.8
Old : 100.0: 35.0 7.4 16.5 29.0 21.2 80.6 45.2: 19.4 54.8
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 : 148: 49 26 27 47 48 113 87:
Old : 148: 49 26 27 47 48 113 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 12.0 28.5 17.4 15.9 7.3 25.3 11.3
Old : 17.4 12.0 28.5 17.4 15.9 7.3 25.3 11.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 93,769: 12,361 39,354 1,752 52,059 27,526 66,172 68,632: 27,598 25,138
Old : 93,769: 12,361 39,354 1,752 52,059 27,526 66,172 68,632: 27,598 25,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -7,425: -643 -6,266 -815 -6,561 678 -8,019 -6,402: 595 -1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 42.0 1.9 55.5 29.4 70.6 73.2: 29.4 26.8
Old : 100.0: 13.2 42.0 1.9 55.5 29.4 70.6 73.2: 29.4 26.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 13 21 7 29 20 48 42:
Old : 71: 13 21 7 29 20 48 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 : 31.2 30.2 43.6 45.5 30.0 30.2 42.3 45.3
Old : 31.2 30.2 43.6 45.5 30.0 30.2 42.3 45.3
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 with Delta-adjusted Options and Futures Combined, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 44,695: 2,399 19,600 102 32,738 7,828 35,239 27,530: 9,456 17,165
Old : 44,695: 2,399 19,600 102 32,738 7,828 35,239 27,530: 9,456 17,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 5,249: -2,490 3,653 -215 7,986 -658 5,280 2,780: -31 2,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 43.9 0.2 73.2 17.5 78.8 61.6: 21.2 38.4
Old : 100.0: 5.4 43.9 0.2 73.2 17.5 78.8 61.6: 21.2 38.4
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: 5 13 3 13 9 20 23:
Old : 37: 5 13 3 13 9 20 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 : 50.9 29.1 66.7 41.7 45.2 27.1 61.0 38.5
Old : 50.9 29.1 66.7 41.7 45.2 27.1 61.0 38.5
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 with Delta-adjusted Options and Futures Combined, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 107,384: 79,598 4,310 331 19,266 98,377 99,194 103,018: 8,189 4,366
Old : 107,384: 79,598 4,310 331 19,266 98,377 99,194 103,018: 8,189 4,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -2,152: -1,177 -419 274 -488 -3,846 -1,391 -3,991: -761 1,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 4.0 0.3 17.9 91.6 92.4 95.9: 7.6 4.1
Old : 100.0: 74.1 4.0 0.3 17.9 91.6 92.4 95.9: 7.6 4.1
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 : 105: 58 15 4 18 20 78 37:
Old : 105: 58 15 4 18 20 78 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 : 34.1 55.2 49.4 79.2 34.1 55.0 49.4 78.9
Old : 34.1 55.2 49.4 79.2 34.1 55.0 49.4 78.9
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 with Delta-adjusted Options and Futures Combined, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 91,330: 25,926 5,801 531 40,867 71,074 67,325 77,406: 24,005 13,924
Old : 91,330: 25,926 5,801 531 40,867 71,074 67,325 77,406: 24,005 13,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 156: 79 -219 -233 1,760 -2,637 1,606 -3,089: -1,450 3,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 6.4 0.6 44.7 77.8 73.7 84.8: 26.3 15.2
Old : 100.0: 28.4 6.4 0.6 44.7 77.8 73.7 84.8: 26.3 15.2
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: 24 10 4 17 18 42 31:
Old : 63: 24 10 4 17 18 42 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 : 30.3 55.5 43.4 69.8 29.4 53.1 42.5 67.4
Old : 30.3 55.5 43.4 69.8 29.4 53.1 42.5 67.4
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 with Delta-adjusted Options and Futures Combined, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 187,451: 20,364 29,303 4,179 130,176 131,675 154,718 165,157: 32,732 22,293
Old : 187,451: 20,364 29,303 4,179 130,176 131,675 154,718 165,157: 32,732 22,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -1,161: -826 -5,668 -690 -1,315 6,978 -2,832 621: 1,671 -1,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 15.6 2.2 69.4 70.2 82.5 88.1: 17.5 11.9
Old : 100.0: 10.9 15.6 2.2 69.4 70.2 82.5 88.1: 17.5 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 21 16 11 28 32 52 56:
Old : 80: 21 16 11 28 32 52 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 41.6 63.3 57.2 47.7 36.1 55.0 49.0
Old : 51.9 41.6 63.3 57.2 47.7 36.1 55.0 49.0
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 with Delta-adjusted Options and Futures Combined, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 171,553: 24,244 25,813 14,544 78,973 77,125 117,761 117,482: 53,792 54,071
Old : 171,553: 24,244 25,813 14,544 78,973 77,125 117,761 117,482: 53,792 54,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -1,185: -4,945 4,421 -1,509 4,597 -8,154 -1,857 -5,242: 672 4,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 15.0 8.5 46.0 45.0 68.6 68.5: 31.4 31.5
Old : 100.0: 14.1 15.0 8.5 46.0 45.0 68.6 68.5: 31.4 31.5
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 : 99: 24 34 21 31 30 69 71:
Old : 99: 24 34 21 31 30 69 71:
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 : 25.0 26.8 37.7 37.1 24.4 25.2 34.8 34.1
Old : 25.0 26.8 37.7 37.1 24.4 25.2 34.8 34.1
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 with Delta-adjusted Options and Futures Combined, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 92,531: 29,644 6,000 758 58,431 79,012 88,833 85,770: 3,698 6,761
Old : 92,531: 29,644 6,000 758 58,431 79,012 88,833 85,770: 3,698 6,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 17,511: -740 0 140 17,900 17,638 17,300 17,778: 211 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 6.5 0.8 63.1 85.4 96.0 92.7: 4.0 7.3
Old : 100.0: 32.0 6.5 0.8 63.1 85.4 96.0 92.7: 4.0 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 2 3 16 21 20 26:
Old : 31: 4 2 3 16 21 20 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 51.3 81.4 73.1 54.8 48.1 68.2 64.7
Old : 61.7 51.3 81.4 73.1 54.8 48.1 68.2 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :13,357,071: 616,853 742,381 3,982,420 7,701,132 6,971,441 12,300,405 11,696,242: 1,056,666 1,660,829
Old :13,357,071: 616,853 742,381 3,982,420 7,701,132 6,971,441 12,300,405 11,696,242: 1,056,666 1,660,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 60,378: -56,990 48,478 165,161 112,752 25,388 220,922 239,026: -160,544 -178,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 5.6 29.8 57.7 52.2 92.1 87.6: 7.9 12.4
Old : 100.0: 4.6 5.6 29.8 57.7 52.2 92.1 87.6: 7.9 12.4
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 : 291: 50 80 115 145 148 271 275:
Old : 291: 50 80 115 145 148 271 275:
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 : 19.3 14.1 31.7 24.1 17.4 8.4 22.6 12.6
Old : 19.3 14.1 31.7 24.1 17.4 8.4 22.6 12.6
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 with Delta-adjusted Options and Futures Combined, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 770,985: 61,535 72,333 56,952 502,314 513,732 620,801 643,017: 150,185 127,969
Old : 770,985: 61,535 72,333 56,952 502,314 513,732 620,801 643,017: 150,185 127,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 6,228: 673 -486 3,640 -473 -1,643 3,840 1,510: 2,389 4,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 9.4 7.4 65.2 66.6 80.5 83.4: 19.5 16.6
Old : 100.0: 8.0 9.4 7.4 65.2 66.6 80.5 83.4: 19.5 16.6
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 : 219: 55 41 63 104 69 190 142:
Old : 219: 55 41 63 104 69 190 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 30.2 25.7 41.9 17.4 29.8 24.7 41.4
Old : 18.1 30.2 25.7 41.9 17.4 29.8 24.7 41.4
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 with Delta-adjusted Options and Futures Combined, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,048,573: 198,076 253,172 25,470 497,840 649,449 721,386 928,092: 327,187 120,482
Old : 1,048,573: 198,076 253,172 25,470 497,840 649,449 721,386 928,092: 327,187 120,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 47,870: 13,188 45,867 559 20,342 -1,292 34,089 45,134: 13,781 2,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 24.1 2.4 47.5 61.9 68.8 88.5: 31.2 11.5
Old : 100.0: 18.9 24.1 2.4 47.5 61.9 68.8 88.5: 31.2 11.5
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 : 198: 39 69 31 61 59 120 139:
Old : 198: 39 69 31 61 59 120 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 24.7 30.5 37.2 15.1 21.3 23.5 31.4
Old : 19.9 24.7 30.5 37.2 15.1 21.3 23.5 31.4
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 with Delta-adjusted Options and Futures Combined, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 11,837: 725 1,429 0 5,388 9,263 6,113 10,692: 5,724 1,145
Old : 11,837: 725 1,429 0 5,388 9,263 6,113 10,692: 5,724 1,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 96: 0 197 0 -439 0 -439 197: 535 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 12.1 0.0 45.5 78.3 51.6 90.3: 48.4 9.7
Old : 100.0: 6.1 12.1 0.0 45.5 78.3 51.6 90.3: 48.4 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 4 0 10 13 11 17:
Old : 27: 1 4 0 10 13 11 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 39.8 44.9 65.3 27.5 39.8 43.5 65.3
Old : 28.9 39.8 44.9 65.3 27.5 39.8 43.5 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 27,919: 9,413 3,609 27 15,312 16,345 24,752 19,981: 3,167 7,938
Old : 27,919: 9,413 3,609 27 15,312 16,345 24,752 19,981: 3,167 7,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 2,802: 748 1,555 27 2,179 -154 2,954 1,428: -152 1,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 12.9 0.1 54.8 58.5 88.7 71.6: 11.3 28.4
Old : 100.0: 33.7 12.9 0.1 54.8 58.5 88.7 71.6: 11.3 28.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 6 7 1 18 18 25 25:
Old : 41: 6 7 1 18 18 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 33.4 65.5 48.7 43.0 30.2 64.6 45.5
Old : 43.0 33.4 65.5 48.7 43.0 30.2 64.6 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 58,199: 4,525 18,232 70 35,530 28,778 40,125 47,080: 18,074 11,119
Old : 58,199: 4,525 18,232 70 35,530 28,778 40,125 47,080: 18,074 11,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -407: -265 -956 -11 -523 1,283 -800 316: 392 -723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 31.3 0.1 61.0 49.4 68.9 80.9: 31.1 19.1
Old : 100.0: 7.8 31.3 0.1 61.0 49.4 68.9 80.9: 31.1 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 : 93: 13 26 3 35 34 50 61:
Old : 93: 13 26 3 35 34 50 61:
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 : 32.7 27.5 43.6 42.6 31.4 24.5 40.6 39.4
Old : 32.7 27.5 43.6 42.6 31.4 24.5 40.6 39.4
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 with Delta-adjusted Options and Futures Combined, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 362,033: 76,972 163,403 1,757 249,231 131,441 327,960 296,601: 34,073 65,432
Old : 362,033: 76,972 163,403 1,757 249,231 131,441 327,960 296,601: 34,073 65,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 21,623: 10,906 19,380 -153 23,014 2,411 33,767 21,638: -12,143 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 45.1 0.5 68.8 36.3 90.6 81.9: 9.4 18.1
Old : 100.0: 21.3 45.1 0.5 68.8 36.3 90.6 81.9: 9.4 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 : 182: 32 80 9 48 37 83 123:
Old : 182: 32 80 9 48 37 83 123:
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 : 44.9 26.0 63.4 38.1 42.1 24.0 58.6 32.7
Old : 44.9 26.0 63.4 38.1 42.1 24.0 58.6 32.7
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 with Delta-adjusted Options and Futures Combined, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 94,075: 32,964 4,388 4,749 33,233 74,075 70,947 83,212: 23,129 10,863
Old : 94,075: 32,964 4,388 4,749 33,233 74,075 70,947 83,212: 23,129 10,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -516: 1,705 819 223 -3,460 -1,272 -1,532 -230: 1,016 -286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 4.7 5.0 35.3 78.7 75.4 88.5: 24.6 11.5
Old : 100.0: 35.0 4.7 5.0 35.3 78.7 75.4 88.5: 24.6 11.5
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: 18 3 3 20 16 38 22:
Old : 47: 18 3 3 20 16 38 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 : 37.3 60.6 49.4 74.3 36.2 60.4 46.2 72.9
Old : 37.3 60.6 49.4 74.3 36.2 60.4 46.2 72.9
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 with Delta-adjusted Options and Futures Combined, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 35,381: 1,121 13,161 5 28,695 16,727 29,821 29,893: 5,560 5,489
Old : 35,381: 1,121 13,161 5 28,695 16,727 29,821 29,893: 5,560 5,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 121: 0 -407 0 32 -203 32 -610: 89 731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 37.2 0.0 81.1 47.3 84.3 84.5: 15.7 15.5
Old : 100.0: 3.2 37.2 0.0 81.1 47.3 84.3 84.5: 15.7 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 2 13 1 26 26 29 39:
Old : 59: 2 13 1 26 26 29 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 37.5 66.0 49.2 54.7 37.5 64.4 48.6
Old : 56.1 37.5 66.0 49.2 54.7 37.5 64.4 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 236,283: 54,732 33,528 2,064 172,288 183,733 229,084 219,325: 7,199 16,959
Old : 236,283: 54,732 33,528 2,064 172,288 183,733 229,084 219,325: 7,199 16,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 938: -5,391 -1,411 -97 6,935 869 1,447 -639: -509 1,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 14.2 0.9 72.9 77.8 97.0 92.8: 3.0 7.2
Old : 100.0: 23.2 14.2 0.9 72.9 77.8 97.0 92.8: 3.0 7.2
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 : 115: 17 37 9 32 47 52 90:
Old : 115: 17 37 9 32 47 52 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 : 62.5 35.6 72.9 49.8 59.7 30.7 69.2 44.4
Old : 62.5 35.6 72.9 49.8 59.7 30.7 69.2 44.4
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 with Delta-adjusted Options and Futures Combined, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 40,341: 9,971 5,408 649 16,875 24,301 27,495 30,358: 12,846 9,983
Old : 40,341: 9,971 5,408 649 16,875 24,301 27,495 30,358: 12,846 9,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 1,851: -244 -420 98 1,641 1,049 1,495 727: 356 1,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 13.4 1.6 41.8 60.2 68.2 75.3: 31.8 24.7
Old : 100.0: 24.7 13.4 1.6 41.8 60.2 68.2 75.3: 31.8 24.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 23 16 3 17 26 43 43:
Old : 79: 23 16 3 17 26 43 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 26.6 34.1 38.3 20.5 25.2 29.1 35.9
Old : 23.0 26.6 34.1 38.3 20.5 25.2 29.1 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 30,104: 6,983 930 15 15,784 2,248 22,782 3,193: 7,322 26,911
Old : 30,104: 6,983 930 15 15,784 2,248 22,782 3,193: 7,322 26,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 4,765: -339 270 -5 1,209 223 865 488: 3,900 4,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 3.1 0.0 52.4 7.5 75.7 10.6: 24.3 89.4
Old : 100.0: 23.2 3.1 0.0 52.4 7.5 75.7 10.6: 24.3 89.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 9 3 1 9 4 18 8:
Old : 24: 9 3 1 9 4 18 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 7.9 65.7 10.6 52.6 7.8 64.5 9.4
Old : 53.5 7.9 65.7 10.6 52.6 7.8 64.5 9.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 72,419: 3,176 4,235 523 51,635 27,826 55,334 32,584: 17,085 39,835
Old : 72,419: 3,176 4,235 523 51,635 27,826 55,334 32,584: 17,085 39,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 1,292: -402 91 80 160 976 -162 1,147: 1,454 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 5.8 0.7 71.3 38.4 76.4 45.0: 23.6 55.0
Old : 100.0: 4.4 5.8 0.7 71.3 38.4 76.4 45.0: 23.6 55.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 3 13 3 19 30 24 45:
Old : 50: 3 13 3 19 30 24 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 19.4 68.2 28.5 49.8 12.3 53.8 16.4
Old : 59.5 19.4 68.2 28.5 49.8 12.3 53.8 16.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 13, 2005