MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 27,674: 2,672 1,915 4,005 16,207 14,054 22,884 19,974: 4,790 7,700
Old : 27,674: 2,672 1,915 4,005 16,207 14,054 22,884 19,974: 4,790 7,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 827: 1,007 -41 -186 499 612 1,320 385: -492 443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 6.9 14.5 58.6 50.8 82.7 72.2: 17.3 27.8
Old : 100.0: 9.7 6.9 14.5 58.6 50.8 82.7 72.2: 17.3 27.8
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 : 46: 14 5 14 23 19 40 35:
Old : 46: 14 5 14 23 19 40 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 27.3 58.0 47.6 42.3 25.0 51.0 40.0
Old : 44.6 27.3 58.0 47.6 42.3 25.0 51.0 40.0
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 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 100,547: 12,173 9,946 22,829 44,596 34,284 79,598 67,059: 20,948 33,488
Old : 92,008: 11,832 10,284 20,440 40,737 31,305 73,009 62,029: 18,998 29,979
Other: 8,539: 2,243 1,565 487 3,859 2,978 6,589 5,030: 1,950 3,509
: : :
: : Changes in Commitments from: May 10, 2005 :
: -329: -2,402 -333 1,002 -183 -2,354 -1,582 -1,685: 1,253 1,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 9.9 22.7 44.4 34.1 79.2 66.7: 20.8 33.3
Old : 100.0: 12.9 11.2 22.2 44.3 34.0 79.4 67.4: 20.6 32.6
Other: 100.0: 26.3 18.3 5.7 45.2 34.9 77.2 58.9: 22.8 41.1
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 40 42 49 28 36 100 106:
Old : 137: 36 45 49 27 36 97 106:
Other: 41: 13 10 7 8 14 25 27:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 16.3 40.5 27.4 27.3 15.7 37.3 21.4
Old : 29.8 16.4 43.2 28.1 29.8 15.8 40.3 23.7
Other: 55.1 34.9 68.0 46.7 54.0 30.2 65.2 41.9
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 3,671: 416 1,438 410 1,515 771 2,342 2,619: 1,330 1,052
Old : 3,642: 416 1,452 395 1,499 768 2,311 2,615: 1,332 1,027
Other: 29: 14 0 1 16 3 31 4: -2 25
: : :
: : Changes in Commitments from: May 10, 2005 :
: -116: 20 -58 7 -22 -35 5 -86: -122 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 39.2 11.2 41.3 21.0 63.8 71.3: 36.2 28.7
Old : 100.0: 11.4 39.9 10.9 41.2 21.1 63.4 71.8: 36.6 28.2
Other: 100.0: 48.3 0.0 3.4 55.2 10.3 106.9 13.8: -6.9 86.2
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 9 11 5 8 4 21 16:
Old : 29: 9 11 5 8 4 21 16:
Other: 4: 2 0 1 2 1 4 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 47.1 51.0 61.2 34.0 44.8 41.6 51.7
Old : 36.4 47.5 50.7 61.7 33.9 45.1 41.5 52.1
Other: 106.9 13.8 106.9 13.8 100.0 6.9 100.0 6.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 170,356: 50,341 11,846 26,682 71,519 86,957 148,541 125,485: 21,815 44,872
Old : 170,356: 50,341 11,846 26,682 71,519 86,957 148,541 125,485: 21,815 44,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 14,973: 4,403 318 3,907 5,228 7,810 13,538 12,035: 1,434 2,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 7.0 15.7 42.0 51.0 87.2 73.7: 12.8 26.3
Old : 100.0: 29.6 7.0 15.7 42.0 51.0 87.2 73.7: 12.8 26.3
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 : 239: 74 34 56 74 109 182 175:
Old : 239: 74 34 56 74 109 182 175:
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 : 19.4 14.2 31.7 23.3 19.4 13.6 30.5 21.3
Old : 19.4 14.2 31.7 23.3 19.4 13.6 30.5 21.3
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 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,535: 1,113 378 208 781 1,805 2,102 2,391: 1,432 1,144
Old : 3,535: 1,113 378 208 781 1,805 2,102 2,391: 1,432 1,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -100: 112 46 25 -111 -193 26 -121: -127 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 10.7 5.9 22.1 51.1 59.5 67.6: 40.5 32.4
Old : 100.0: 31.5 10.7 5.9 22.1 51.1 59.5 67.6: 40.5 32.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 14 8 10 16 16 33 31:
Old : 44: 14 8 10 16 16 33 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 : 25.2 37.9 35.8 48.0 24.0 37.7 32.9 46.1
Old : 25.2 37.9 35.8 48.0 24.0 37.7 32.9 46.1
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 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 29,239: 11,607 2,633 4,173 8,027 6,300 23,807 13,106: 5,432 16,133
Old : 29,239: 11,607 2,633 4,173 8,027 6,300 23,807 13,106: 5,432 16,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 232: 1,454 482 -626 -386 143 441 -0: -210 232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 9.0 14.3 27.5 21.5 81.4 44.8: 18.6 55.2
Old : 100.0: 39.7 9.0 14.3 27.5 21.5 81.4 44.8: 18.6 55.2
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 : 150: 48 28 23 48 49 109 87:
Old : 150: 48 28 23 48 49 109 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 : 15.8 11.3 28.2 16.8 14.3 7.5 25.5 12.0
Old : 15.8 11.3 28.2 16.8 14.3 7.5 25.5 12.0
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 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 107,229: 12,049 44,845 3,768 64,997 31,598 80,815 80,211: 26,414 27,017
Old : 107,229: 12,049 44,845 3,768 64,997 31,598 80,815 80,211: 26,414 27,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 13,459: -312 5,492 2,017 12,938 4,071 14,643 11,580: -1,184 1,879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 41.8 3.5 60.6 29.5 75.4 74.8: 24.6 25.2
Old : 100.0: 11.2 41.8 3.5 60.6 29.5 75.4 74.8: 24.6 25.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 16 21 10 32 20 52 47:
Old : 75: 16 21 10 32 20 52 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 23.6 44.7 39.1 32.2 23.6 42.6 38.7
Old : 33.8 23.6 44.7 39.1 32.2 23.6 42.6 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 62,119: 2,367 30,320 129 48,796 8,131 51,292 38,580: 10,827 23,540
Old : 62,119: 2,367 30,320 129 48,796 8,131 51,292 38,580: 10,827 23,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 17,424: -32 10,720 27 16,058 303 16,053 11,050: 1,371 6,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 48.8 0.2 78.6 13.1 82.6 62.1: 17.4 37.9
Old : 100.0: 3.8 48.8 0.2 78.6 13.1 82.6 62.1: 17.4 37.9
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: 4 19 2 17 10 22 30:
Old : 45: 4 19 2 17 10 22 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 : 48.7 20.8 66.3 34.5 44.7 20.8 62.3 33.3
Old : 48.7 20.8 66.3 34.5 44.7 20.8 62.3 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 105,352: 78,443 3,037 324 18,583 97,848 97,350 101,208: 8,002 4,144
Old : 105,352: 78,443 3,037 324 18,583 97,848 97,350 101,208: 8,002 4,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -2,031: -1,154 -1,273 -7 -683 -529 -1,844 -1,810: -187 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 2.9 0.3 17.6 92.9 92.4 96.1: 7.6 3.9
Old : 100.0: 74.5 2.9 0.3 17.6 92.9 92.4 96.1: 7.6 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 63 11 4 16 21 81 34:
Old : 107: 63 11 4 16 21 81 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 : 32.9 59.1 48.6 81.7 32.9 58.9 48.6 81.5
Old : 32.9 59.1 48.6 81.7 32.9 58.9 48.6 81.5
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 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 85,273: 17,572 17,276 1,474 43,557 48,352 62,604 67,102: 22,669 18,171
Old : 85,273: 17,572 17,276 1,474 43,557 48,352 62,604 67,102: 22,669 18,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -6,057: -8,354 11,475 943 2,690 -22,722 -4,721 -10,304: -1,336 4,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 20.3 1.7 51.1 56.7 73.4 78.7: 26.6 21.3
Old : 100.0: 20.6 20.3 1.7 51.1 56.7 73.4 78.7: 26.6 21.3
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 : 64: 18 16 5 20 17 39 37:
Old : 64: 18 16 5 20 17 39 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 : 28.1 40.5 41.0 52.5 26.7 36.6 39.2 48.6
Old : 28.1 40.5 41.0 52.5 26.7 36.6 39.2 48.6
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 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 216,205: 10,654 58,606 4,430 174,818 131,079 189,902 194,115: 26,303 22,090
Old : 216,205: 10,654 58,606 4,430 174,818 131,079 189,902 194,115: 26,303 22,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 28,755: -9,710 29,303 251 44,642 -596 35,184 28,958: -6,429 -203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 27.1 2.0 80.9 60.6 87.8 89.8: 12.2 10.2
Old : 100.0: 4.9 27.1 2.0 80.9 60.6 87.8 89.8: 12.2 10.2
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 : 86: 16 25 9 32 31 52 61:
Old : 86: 16 25 9 32 31 52 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 : 54.6 40.3 71.9 55.2 52.1 35.9 60.8 46.8
Old : 54.6 40.3 71.9 55.2 52.1 35.9 60.8 46.8
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 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 191,119: 25,739 35,299 16,214 95,100 82,973 137,053 134,486: 54,066 56,633
Old : 191,119: 25,739 35,299 16,214 95,100 82,973 137,053 134,486: 54,066 56,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 19,566: 1,495 9,485 1,671 16,127 5,849 19,292 17,005: 273 2,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 18.5 8.5 49.8 43.4 71.7 70.4: 28.3 29.6
Old : 100.0: 13.5 18.5 8.5 49.8 43.4 71.7 70.4: 28.3 29.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 31 34 24 34 32 78 77:
Old : 108: 31 34 24 34 32 78 77:
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 : 21.7 25.7 33.4 37.0 21.7 24.7 33.0 32.7
Old : 21.7 25.7 33.4 37.0 21.7 24.7 33.0 32.7
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 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :13,421,082: 667,264 584,472 3,938,729 7,681,031 7,210,823 12,287,023 11,734,024: 1,134,058 1,687,058
Old :13,421,082: 667,264 584,472 3,938,729 7,681,031 7,210,823 12,287,023 11,734,024: 1,134,058 1,687,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 64,010: 50,411 -157,909 -43,691 -20,101 239,382 -13,382 37,782: 77,392 26,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 4.4 29.3 57.2 53.7 91.6 87.4: 8.4 12.6
Old : 100.0: 5.0 4.4 29.3 57.2 53.7 91.6 87.4: 8.4 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 60 73 116 143 142 272 269:
Old : 289: 60 73 116 143 142 272 269:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 14.5 31.2 24.9 17.2 9.1 22.5 13.4
Old : 19.1 14.5 31.2 24.9 17.2 9.1 22.5 13.4
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 776,524: 59,125 77,025 57,624 505,315 511,467 622,064 646,116: 154,460 130,408
Old : 776,524: 59,125 77,025 57,624 505,315 511,467 622,064 646,116: 154,460 130,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 5,539: -2,410 4,691 672 3,001 -2,264 1,264 3,099: 4,275 2,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 9.9 7.4 65.1 65.9 80.1 83.2: 19.9 16.8
Old : 100.0: 7.6 9.9 7.4 65.1 65.9 80.1 83.2: 19.9 16.8
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 : 220: 46 51 66 105 69 192 145:
Old : 220: 46 51 66 105 69 192 145:
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 : 18.0 29.8 26.1 41.4 17.5 29.4 25.1 40.9
Old : 18.0 29.8 26.1 41.4 17.5 29.4 25.1 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,031,808: 176,309 211,191 27,394 487,731 689,348 691,434 927,932: 340,374 103,876
Old : 1,031,808: 176,309 211,191 27,394 487,731 689,348 691,434 927,932: 340,374 103,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -16,765: -21,768 -41,982 1,924 -10,108 39,898 -29,952 -159: 13,187 -16,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 20.5 2.7 47.3 66.8 67.0 89.9: 33.0 10.1
Old : 100.0: 17.1 20.5 2.7 47.3 66.8 67.0 89.9: 33.0 10.1
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 : 195: 44 63 31 57 58 120 133:
Old : 195: 44 63 31 57 58 120 133:
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 : 18.6 26.8 27.9 40.0 14.1 23.6 21.1 34.1
Old : 18.6 26.8 27.9 40.0 14.1 23.6 21.1 34.1
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 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 11,683: 725 1,509 0 5,345 9,276 6,070 10,785: 5,613 898
Old : 11,683: 725 1,509 0 5,345 9,276 6,070 10,785: 5,613 898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -154: 0 80 0 -43 13 -43 93: -111 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 12.9 0.0 45.7 79.4 52.0 92.3: 48.0 7.7
Old : 100.0: 6.2 12.9 0.0 45.7 79.4 52.0 92.3: 48.0 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 4 0 10 13 11 17:
Old : 27: 1 4 0 10 13 11 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 40.3 44.9 66.2 27.7 40.3 43.5 66.2
Old : 29.1 40.3 44.9 66.2 27.7 40.3 43.5 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 28,692: 11,065 4,534 0 14,035 16,331 25,100 20,865: 3,592 7,827
Old : 28,692: 11,065 4,534 0 14,035 16,331 25,100 20,865: 3,592 7,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 773: 1,652 925 -27 -1,277 -14 348 884: 425 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 15.8 0.0 48.9 56.9 87.5 72.7: 12.5 27.3
Old : 100.0: 38.6 15.8 0.0 48.9 56.9 87.5 72.7: 12.5 27.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 6 0 17 18 23 24:
Old : 40: 6 6 0 17 18 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 39.0 62.9 53.6 43.0 36.2 61.8 50.7
Old : 43.0 39.0 62.9 53.6 43.0 36.2 61.8 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 58,614: 4,725 20,328 54 38,921 27,374 43,700 47,756: 14,914 10,858
Old : 58,614: 4,725 20,328 54 38,921 27,374 43,700 47,756: 14,914 10,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 415: 200 2,096 -16 3,391 -1,404 3,575 676: -3,160 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 34.7 0.1 66.4 46.7 74.6 81.5: 25.4 18.5
Old : 100.0: 8.1 34.7 0.1 66.4 46.7 74.6 81.5: 25.4 18.5
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 : 91: 13 24 4 36 34 51 60:
Old : 91: 13 24 4 36 34 51 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 26.3 48.5 40.7 36.7 24.1 46.2 38.1
Old : 38.1 26.3 48.5 40.7 36.7 24.1 46.2 38.1
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 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 333,123: 77,323 145,208 2,481 226,369 141,060 306,173 288,749: 26,950 44,374
Old : 333,123: 77,323 145,208 2,481 226,369 141,060 306,173 288,749: 26,950 44,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -28,910: 350 -18,195 724 -22,862 9,619 -21,787 -7,852: -7,123 -21,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 43.6 0.7 68.0 42.3 91.9 86.7: 8.1 13.3
Old : 100.0: 23.2 43.6 0.7 68.0 42.3 91.9 86.7: 8.1 13.3
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 : 192: 42 81 12 44 40 91 128:
Old : 192: 42 81 12 44 40 91 128:
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 26.4 60.8 41.3 39.4 24.1 54.5 33.8
Old : 43.8 26.4 60.8 41.3 39.4 24.1 54.5 33.8
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 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 91,358: 23,593 9,634 4,108 44,817 63,042 72,518 76,784: 18,840 14,574
Old : 91,358: 23,593 9,634 4,108 44,817 63,042 72,518 76,784: 18,840 14,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -2,718: -9,371 5,246 -642 11,583 -11,033 1,571 -6,428: -4,289 3,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 10.5 4.5 49.1 69.0 79.4 84.0: 20.6 16.0
Old : 100.0: 25.8 10.5 4.5 49.1 69.0 79.4 84.0: 20.6 16.0
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 : 46: 12 9 5 20 15 35 26:
Old : 46: 12 9 5 20 15 35 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 : 40.5 55.3 53.1 66.9 39.5 53.1 50.5 64.5
Old : 40.5 55.3 53.1 66.9 39.5 53.1 50.5 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 36,963: 1,121 13,002 5 30,223 18,641 31,349 31,648: 5,614 5,315
Old : 36,963: 1,121 13,002 5 30,223 18,641 31,349 31,648: 5,614 5,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 1,582: 0 -159 0 1,528 1,914 1,528 1,755: 54 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 35.2 0.0 81.8 50.4 84.8 85.6: 15.2 14.4
Old : 100.0: 3.0 35.2 0.0 81.8 50.4 84.8 85.6: 15.2 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 2 12 1 27 27 30 39:
Old : 60: 2 12 1 27 27 30 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 37.0 67.2 48.9 56.5 37.0 65.6 48.9
Old : 57.8 37.0 67.2 48.9 56.5 37.0 65.6 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 248,906: 52,701 39,953 2,376 184,089 190,423 239,166 232,752: 9,740 16,154
Old : 248,906: 52,701 39,953 2,376 184,089 190,423 239,166 232,752: 9,740 16,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 12,623: -2,030 6,425 312 11,800 6,690 10,082 13,427: 2,541 -804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 16.1 1.0 74.0 76.5 96.1 93.5: 3.9 6.5
Old : 100.0: 21.2 16.1 1.0 74.0 76.5 96.1 93.5: 3.9 6.5
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 : 118: 16 40 11 32 47 56 90:
Old : 118: 16 40 11 32 47 56 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 : 63.4 36.4 73.4 50.2 60.7 31.7 69.6 45.0
Old : 63.4 36.4 73.4 50.2 60.7 31.7 69.6 45.0
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 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 41,657: 9,990 5,889 266 18,466 25,198 28,722 31,353: 12,935 10,304
Old : 41,657: 9,990 5,889 266 18,466 25,198 28,722 31,353: 12,935 10,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 1,315: 19 481 -383 1,591 897 1,227 995: 88 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 14.1 0.6 44.3 60.5 68.9 75.3: 31.1 24.7
Old : 100.0: 24.0 14.1 0.6 44.3 60.5 68.9 75.3: 31.1 24.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 24 15 3 20 30 47 46:
Old : 85: 24 15 3 20 30 47 46:
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 : 22.2 26.4 32.9 37.8 20.3 25.2 29.4 35.1
Old : 22.2 26.4 32.9 37.8 20.3 25.2 29.4 35.1
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 27,358: 6,751 923 17 15,850 2,653 22,618 3,593: 4,740 23,765
Old : 27,358: 6,751 923 17 15,850 2,653 22,618 3,593: 4,740 23,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -2,746: -232 -7 2 66 405 -164 400: -2,582 -3,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 3.4 0.1 57.9 9.7 82.7 13.1: 17.3 86.9
Old : 100.0: 24.7 3.4 0.1 57.9 9.7 82.7 13.1: 17.3 86.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 9 3 2 10 5 19 10:
Old : 26: 9 3 2 10 5 19 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 9.4 70.3 13.1 57.8 8.9 68.7 11.4
Old : 59.5 9.4 70.3 13.1 57.8 8.9 68.7 11.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 74,360: 3,146 4,383 591 51,538 28,430 55,275 33,404: 19,085 40,956
Old : 74,360: 3,146 4,383 591 51,538 28,430 55,275 33,404: 19,085 40,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 1,941: -30 148 68 -97 604 -59 820: 2,000 1,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 5.9 0.8 69.3 38.2 74.3 44.9: 25.7 55.1
Old : 100.0: 4.2 5.9 0.8 69.3 38.2 74.3 44.9: 25.7 55.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 2 14 3 19 28 24 43:
Old : 48: 2 14 3 19 28 24 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 20.1 67.4 29.1 47.3 12.3 52.6 17.1
Old : 59.2 20.1 67.4 29.1 47.3 12.3 52.6 17.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2005