MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 24,728: 1,420 1,837 3,135 15,278 12,296 19,833 17,268: 4,895 7,460
Old : 24,728: 1,420 1,837 3,135 15,278 12,296 19,833 17,268: 4,895 7,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -3,715: -1,058 -152 -686 -1,812 -2,152 -3,557 -2,990: -158 -725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 7.4 12.7 61.8 49.7 80.2 69.8: 19.8 30.2
Old : 100.0: 5.7 7.4 12.7 61.8 49.7 80.2 69.8: 19.8 30.2
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 : 41: 9 5 11 25 18 38 30:
Old : 41: 9 5 11 25 18 38 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 : 44.0 28.3 58.0 47.4 44.0 25.4 53.2 38.9
Old : 44.0 28.3 58.0 47.4 44.0 25.4 53.2 38.9
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, June 7, 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 : 100,745: 10,404 20,947 23,194 49,494 27,970 83,093 72,111: 17,652 28,634
Old : 87,982: 9,707 21,775 18,838 43,865 23,913 72,409 64,525: 15,572 23,456
Other: 12,763: 4,363 2,837 691 5,629 4,057 10,683 7,585: 2,080 5,178
: : :
: : Changes in Commitments from: May 31, 2005 :
: -3,322: -620 4,224 -6,433 2,175 -1,890 -4,878 -4,100: 1,556 778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 20.8 23.0 49.1 27.8 82.5 71.6: 17.5 28.4
Old : 100.0: 11.0 24.7 21.4 49.9 27.2 82.3 73.3: 17.7 26.7
Other: 100.0: 34.2 22.2 5.4 44.1 31.8 83.7 59.4: 16.3 40.6
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 31 66 62 32 34 110 129:
Old : 157: 35 66 61 30 34 108 127:
Other: 55: 22 12 8 10 17 35 34:
:----------------------------------------------------------------------------------------------------
: 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 14.3 42.4 23.9 28.8 13.2 41.6 18.7
Old : 33.1 14.3 45.5 24.3 33.0 13.6 44.8 19.9
Other: 50.1 29.0 67.8 39.9 48.8 25.8 64.7 36.4
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 4,059: 525 1,704 625 1,314 716 2,464 3,046: 1,595 1,013
Old : 3,988: 533 1,750 568 1,299 716 2,400 3,035: 1,588 953
Other: 71: 48 10 1 15 0 64 11: 7 60
: : :
: : Changes in Commitments from: May 31, 2005 :
: 4: 20 30 268 -142 -28 147 270: -143 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 42.0 15.4 32.4 17.6 60.7 75.0: 39.3 25.0
Old : 100.0: 13.4 43.9 14.3 32.6 18.0 60.2 76.1: 39.8 23.9
Other: 100.0: 67.6 14.1 1.4 21.1 0.0 90.1 15.5: 9.9 84.5
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 10 21 15 5 4 26 31:
Old : 41: 9 22 14 5 4 26 30:
Other: 5: 3 1 1 1 0 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 : 31.2 46.2 43.2 57.8 28.1 43.5 36.5 47.8
Old : 31.3 47.0 42.4 58.8 28.3 44.3 36.8 48.7
Other: 90.1 15.5 90.1 15.5 88.7 14.1 88.7 14.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 151,752: 35,262 13,025 23,905 72,518 75,793 131,686 112,723: 20,066 39,029
Old : 151,752: 35,262 13,025 23,905 72,518 75,793 131,686 112,723: 20,066 39,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -9,941: -5,304 1,772 -1,016 -2,196 -8,113 -8,516 -7,357: -1,425 -2,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 8.6 15.8 47.8 49.9 86.8 74.3: 13.2 25.7
Old : 100.0: 23.2 8.6 15.8 47.8 49.9 86.8 74.3: 13.2 25.7
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 : 224: 62 41 55 73 96 162 175:
Old : 224: 62 41 55 73 96 162 175:
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 : 22.9 14.4 35.7 24.4 22.9 13.8 33.8 22.3
Old : 22.9 14.4 35.7 24.4 22.9 13.8 33.8 22.3
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, June 7, 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 : 3,724: 1,235 462 271 1,112 1,918 2,619 2,651: 1,106 1,073
Old : 3,724: 1,235 462 271 1,112 1,918 2,619 2,651: 1,106 1,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -130: -10 104 -42 67 -130 14 -69: -144 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 12.4 7.3 29.9 51.5 70.3 71.2: 29.7 28.8
Old : 100.0: 33.2 12.4 7.3 29.9 51.5 70.3 71.2: 29.7 28.8
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 : 47: 11 11 9 18 19 34 34:
Old : 47: 11 11 9 18 19 34 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 : 27.4 37.9 40.1 47.9 26.1 36.1 37.2 45.7
Old : 27.4 37.9 40.1 47.9 26.1 36.1 37.2 45.7
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, June 7, 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 : 26,528: 9,935 2,873 3,682 7,380 4,223 20,997 10,778: 5,532 15,750
Old : 26,528: 9,935 2,873 3,682 7,380 4,223 20,997 10,778: 5,532 15,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,634: -444 352 630 951 -57 1,137 924: 497 709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 10.8 13.9 27.8 15.9 79.1 40.6: 20.9 59.4
Old : 100.0: 37.4 10.8 13.9 27.8 15.9 79.1 40.6: 20.9 59.4
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 : 140: 48 27 23 36 41 98 79:
Old : 140: 48 27 23 36 41 98 79:
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 : 17.8 11.5 30.2 16.9 17.3 6.9 28.3 10.7
Old : 17.8 11.5 30.2 16.9 17.3 6.9 28.3 10.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 98,739: 10,259 36,319 1,466 57,231 37,440 68,957 75,226: 29,782 23,513
Old : 98,739: 10,259 36,319 1,466 57,231 37,440 68,957 75,226: 29,782 23,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -4,550: -656 -5,073 -1,545 -5,943 2,569 -8,144 -4,049: 3,594 -501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 36.8 1.5 58.0 37.9 69.8 76.2: 30.2 23.8
Old : 100.0: 10.4 36.8 1.5 58.0 37.9 69.8 76.2: 30.2 23.8
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 : 63: 8 23 7 24 22 38 46:
Old : 63: 8 23 7 24 22 38 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 : 34.1 27.2 45.6 41.8 32.6 23.5 42.7 36.9
Old : 34.1 27.2 45.6 41.8 32.6 23.5 42.7 36.9
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, June 7, 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 : 90,365: 1,943 47,255 1 78,431 19,015 80,375 66,271: 9,990 24,094
Old : 90,365: 1,943 47,255 1 78,431 19,015 80,375 66,271: 9,990 24,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 19,633: 270 7,006 -125 19,672 11,299 19,817 18,180: -185 1,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 52.3 0.0 86.8 21.0 88.9 73.3: 11.1 26.7
Old : 100.0: 2.2 52.3 0.0 86.8 21.0 88.9 73.3: 11.1 26.7
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 : 52: 2 25 1 22 9 25 34:
Old : 52: 2 25 1 22 9 25 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 : 49.4 21.0 68.9 36.6 41.5 19.9 57.1 32.2
Old : 49.4 21.0 68.9 36.6 41.5 19.9 57.1 32.2
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, June 7, 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 : 121,076: 80,586 3,237 2,912 27,388 109,555 110,886 115,704: 10,190 5,372
Old : 121,076: 80,586 3,237 2,912 27,388 109,555 110,886 115,704: 10,190 5,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 10,898: -3,244 -331 2,186 10,746 7,943 9,688 9,798: 1,209 1,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 2.7 2.4 22.6 90.5 91.6 95.6: 8.4 4.4
Old : 100.0: 66.6 2.7 2.4 22.6 90.5 91.6 95.6: 8.4 4.4
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 : 106: 63 11 7 17 21 83 37:
Old : 106: 63 11 7 17 21 83 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 : 27.2 56.3 44.6 77.9 27.2 53.2 42.5 73.5
Old : 27.2 56.3 44.6 77.9 27.2 53.2 42.5 73.5
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, June 7, 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 : 103,532: 14,675 23,069 1,388 62,232 57,490 78,295 81,947: 25,237 21,585
Old : 103,532: 14,675 23,069 1,388 62,232 57,490 78,295 81,947: 25,237 21,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,146: 300 -2,375 -1,209 206 7,291 -704 3,707: 3,850 -560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 22.3 1.3 60.1 55.5 75.6 79.2: 24.4 20.8
Old : 100.0: 14.2 22.3 1.3 60.1 55.5 75.6 79.2: 24.4 20.8
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 : 63: 11 21 5 25 18 38 42:
Old : 63: 11 21 5 25 18 38 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 : 24.7 36.0 43.0 51.7 23.7 32.2 39.3 45.9
Old : 24.7 36.0 43.0 51.7 23.7 32.2 39.3 45.9
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, June 7, 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 : 191,156: 4,876 42,122 2,978 153,376 118,566 161,230 163,666: 29,925 27,490
Old : 191,156: 4,876 42,122 2,978 153,376 118,566 161,230 163,666: 29,925 27,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -19,990: -1,156 -12,701 -1,257 -19,016 -3,666 -21,429 -17,624: 1,438 -2,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 22.0 1.6 80.2 62.0 84.3 85.6: 15.7 14.4
Old : 100.0: 2.6 22.0 1.6 80.2 62.0 84.3 85.6: 15.7 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 : 77: 9 26 8 32 31 45 61:
Old : 77: 9 26 8 32 31 45 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 : 57.9 37.9 71.5 51.3 54.4 36.5 65.5 48.4
Old : 57.9 37.9 71.5 51.3 54.4 36.5 65.5 48.4
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, June 7, 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 : 220,455: 23,042 38,417 14,357 131,914 114,565 169,313 167,338: 51,143 53,117
Old : 220,455: 23,042 38,417 14,357 131,914 114,565 169,313 167,338: 51,143 53,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -22,117: -4,332 -3,587 -9,660 16,128 11,243 2,136 -2,005: -24,253 -20,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 17.4 6.5 59.8 52.0 76.8 75.9: 23.2 24.1
Old : 100.0: 10.5 17.4 6.5 59.8 52.0 76.8 75.9: 23.2 24.1
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 : 108: 27 36 23 34 32 75 77:
Old : 108: 27 36 23 34 32 75 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 : 32.7 31.1 44.8 41.5 29.9 23.2 38.6 30.7
Old : 32.7 31.1 44.8 41.5 29.9 23.2 38.6 30.7
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, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 67,930: 15,413 3,191 469 47,302 58,048 63,184 61,708: 4,746 6,222
Old : 67,930: 15,413 3,191 469 47,302 58,048 63,184 61,708: 4,746 6,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 12,298: 5,841 0 -120 7,229 13,078 12,950 12,958: -652 -660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 4.7 0.7 69.6 85.5 93.0 90.8: 7.0 9.2
Old : 100.0: 22.7 4.7 0.7 69.6 85.5 93.0 90.8: 7.0 9.2
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 : 24: 2 3 1 12 16 15 19:
Old : 24: 2 3 1 12 16 15 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 60.4 83.9 75.5 58.1 56.6 73.4 65.0
Old : 65.5 60.4 83.9 75.5 58.1 56.6 73.4 65.0
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, June 7, 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 :14,064,161: 803,887 533,550 4,192,824 7,886,373 7,643,097 12,883,083 12,369,471: 1,181,078 1,694,690
Old :14,064,161: 803,887 533,550 4,192,824 7,886,373 7,643,097 12,883,083 12,369,471: 1,181,078 1,694,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 406,600: 85,075 -71,593 168,825 74,446 290,344 328,347 387,577: 78,253 19,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 3.8 29.8 56.1 54.3 91.6 88.0: 8.4 12.0
Old : 100.0: 5.7 3.8 29.8 56.1 54.3 91.6 88.0: 8.4 12.0
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 : 288: 65 69 113 144 143 272 267:
Old : 288: 65 69 113 144 143 272 267:
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 15.8 31.0 26.0 16.1 9.1 21.1 13.5
Old : 18.0 15.8 31.0 26.0 16.1 9.1 21.1 13.5
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, June 7, 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 : 786,402: 60,811 64,775 53,574 511,868 528,619 626,253 646,967: 160,149 139,434
Old : 786,402: 60,811 64,775 53,574 511,868 528,619 626,253 646,967: 160,149 139,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 18,260: 2,177 -3,159 1,821 14,364 17,667 18,362 16,329: -101 1,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 8.2 6.8 65.1 67.2 79.6 82.3: 20.4 17.7
Old : 100.0: 7.7 8.2 6.8 65.1 67.2 79.6 82.3: 20.4 17.7
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 : 203: 44 42 54 96 69 174 131:
Old : 203: 44 42 54 96 69 174 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 30.6 25.2 42.4 16.9 28.5 24.1 40.1
Old : 17.3 30.6 25.2 42.4 16.9 28.5 24.1 40.1
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, June 7, 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 : 1,122,607: 199,246 215,528 38,414 541,035 764,253 778,695 1,018,196: 343,912 104,411
Old : 1,122,607: 199,246 215,528 38,414 541,035 764,253 778,695 1,018,196: 343,912 104,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 30,863: 10,270 -9,589 14,391 6,398 19,443 31,059 24,245: -197 6,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 19.2 3.4 48.2 68.1 69.4 90.7: 30.6 9.3
Old : 100.0: 17.7 19.2 3.4 48.2 68.1 69.4 90.7: 30.6 9.3
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 : 195: 47 56 34 61 62 130 130:
Old : 195: 47 56 34 61 62 130 130:
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 : 18.2 28.1 28.0 41.5 13.8 22.9 20.6 34.4
Old : 18.2 28.1 28.0 41.5 13.8 22.9 20.6 34.4
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, June 7, 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 : 15,651: 1,011 3,707 31 8,851 10,698 9,893 14,436: 5,758 1,215
Old : 15,651: 1,011 3,707 31 8,851 10,698 9,893 14,436: 5,758 1,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,507: 286 2,426 12 2,931 1,106 3,229 3,544: 278 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 23.7 0.2 56.6 68.4 63.2 92.2: 36.8 7.8
Old : 100.0: 6.5 23.7 0.2 56.6 68.4 63.2 92.2: 36.8 7.8
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 : 28: 2 3 1 12 14 15 17:
Old : 28: 2 3 1 12 14 15 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 : 36.2 43.0 50.5 69.0 36.1 43.0 47.8 66.6
Old : 36.2 43.0 50.5 69.0 36.1 43.0 47.8 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 32,988: 10,296 3,493 342 18,375 23,557 29,013 27,392: 3,975 5,596
Old : 32,988: 10,296 3,493 342 18,375 23,557 29,013 27,392: 3,975 5,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,450: 498 -1,821 198 2,340 4,180 3,036 2,557: 414 893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 10.6 1.0 55.7 71.4 88.0 83.0: 12.0 17.0
Old : 100.0: 31.2 10.6 1.0 55.7 71.4 88.0 83.0: 12.0 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 6 5 2 16 17 22 24:
Old : 35: 6 5 2 16 17 22 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 : 45.6 58.2 68.9 68.9 44.6 54.3 67.2 64.8
Old : 45.6 58.2 68.9 68.9 44.6 54.3 67.2 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 56,887: 9,257 11,541 60 36,353 26,508 45,670 38,108: 11,218 18,779
Old : 56,887: 9,257 11,541 60 36,353 26,508 45,670 38,108: 11,218 18,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 944: -146 -1,414 45 -256 717 -357 -653: 1,301 1,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 20.3 0.1 63.9 46.6 80.3 67.0: 19.7 33.0
Old : 100.0: 16.3 20.3 0.1 63.9 46.6 80.3 67.0: 19.7 33.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 17 19 3 31 27 49 48:
Old : 82: 17 19 3 31 27 49 48:
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 : 36.9 24.2 48.9 37.5 35.4 21.5 46.9 32.2
Old : 36.9 24.2 48.9 37.5 35.4 21.5 46.9 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 319,402: 80,047 111,365 7,444 161,752 179,116 249,242 297,926: 70,160 21,477
Old : 319,402: 80,047 111,365 7,444 161,752 179,116 249,242 297,926: 70,160 21,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 11,588: 8,354 -693 386 -5,482 16,737 3,258 16,430: 8,330 -4,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 34.9 2.3 50.6 56.1 78.0 93.3: 22.0 6.7
Old : 100.0: 25.1 34.9 2.3 50.6 56.1 78.0 93.3: 22.0 6.7
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 : 192: 59 65 14 47 37 111 111:
Old : 192: 59 65 14 47 37 111 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 34.3 43.2 48.9 27.2 26.6 34.4 36.8
Old : 33.5 34.3 43.2 48.9 27.2 26.6 34.4 36.8
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, June 7, 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 : 89,869: 15,566 2,591 1,192 52,994 71,690 69,752 75,472: 20,117 14,397
Old : 89,869: 15,566 2,591 1,192 52,994 71,690 69,752 75,472: 20,117 14,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -1,957: -326 -8,163 -2,278 460 10,847 -2,143 407: 186 -2,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 2.9 1.3 59.0 79.8 77.6 84.0: 22.4 16.0
Old : 100.0: 17.3 2.9 1.3 59.0 79.8 77.6 84.0: 22.4 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 : 40: 8 3 3 22 21 32 25:
Old : 40: 8 3 3 22 21 32 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 : 42.9 57.1 54.8 69.3 39.7 51.7 47.6 61.4
Old : 42.9 57.1 54.8 69.3 39.7 51.7 47.6 61.4
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, June 7, 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 : 38,969: 1,048 13,880 446 30,164 19,542 31,658 33,868: 7,311 5,101
Old : 38,969: 1,048 13,880 446 30,164 19,542 31,658 33,868: 7,311 5,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,140: 40 223 338 -1,545 937 -1,167 1,498: 2,307 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 35.6 1.1 77.4 50.1 81.2 86.9: 18.8 13.1
Old : 100.0: 2.7 35.6 1.1 77.4 50.1 81.2 86.9: 18.8 13.1
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 : 61: 4 13 3 28 28 33 43:
Old : 61: 4 13 3 28 28 33 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 : 52.9 35.5 61.3 47.9 51.2 35.1 59.1 46.1
Old : 52.9 35.5 61.3 47.9 51.2 35.1 59.1 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 250,380: 49,016 33,224 4,213 186,907 192,434 240,137 229,871: 10,244 20,509
Old : 250,380: 49,016 33,224 4,213 186,907 192,434 240,137 229,871: 10,244 20,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,370: -3,595 -2,284 936 4,697 -142 2,038 -1,490: -667 2,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 13.3 1.7 74.6 76.9 95.9 91.8: 4.1 8.2
Old : 100.0: 19.6 13.3 1.7 74.6 76.9 95.9 91.8: 4.1 8.2
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 : 120: 15 38 12 38 49 61 91:
Old : 120: 15 38 12 38 49 61 91:
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 : 62.3 37.2 72.7 52.4 59.0 34.3 68.5 48.9
Old : 62.3 37.2 72.7 52.4 59.0 34.3 68.5 48.9
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, June 7, 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 : 53,035: 14,027 6,622 2,784 17,304 26,063 34,115 35,469: 18,920 17,566
Old : 53,035: 14,027 6,622 2,784 17,304 26,063 34,115 35,469: 18,920 17,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 11,271: 460 1,066 2,641 2,975 2,149 6,076 5,856: 5,195 5,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 12.5 5.2 32.6 49.1 64.3 66.9: 35.7 33.1
Old : 100.0: 26.4 12.5 5.2 32.6 49.1 64.3 66.9: 35.7 33.1
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 : 87: 29 19 10 22 27 59 48:
Old : 87: 29 19 10 22 27 59 48:
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 : 14.9 23.3 23.2 33.2 12.5 22.5 20.4 30.8
Old : 14.9 23.3 23.2 33.2 12.5 22.5 20.4 30.8
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, June 7, 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 : 39,374: 6,993 426 1,978 18,055 2,439 27,026 4,843: 12,348 34,531
Old : 39,374: 6,993 426 1,978 18,055 2,439 27,026 4,843: 12,348 34,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 11,040: -124 -134 1,875 1,392 40 3,143 1,781: 7,897 9,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 1.1 5.0 45.9 6.2 68.6 12.3: 31.4 87.7
Old : 100.0: 17.8 1.1 5.0 45.9 6.2 68.6 12.3: 31.4 87.7
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 : 28: 9 2 8 12 4 24 13:
Old : 28: 9 2 8 12 4 24 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 7.5 52.7 11.0 44.9 6.5 52.1 6.7
Old : 45.5 7.5 52.7 11.0 44.9 6.5 52.1 6.7
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, June 7, 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 : 76,138: 4,652 5,728 769 52,834 29,468 58,255 35,965: 17,883 40,173
Old : 76,138: 4,652 5,728 769 52,834 29,468 58,255 35,965: 17,883 40,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,612: 203 -34 170 251 1,405 624 1,541: 988 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 7.5 1.0 69.4 38.7 76.5 47.2: 23.5 52.8
Old : 100.0: 6.1 7.5 1.0 69.4 38.7 76.5 47.2: 23.5 52.8
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 : 52: 5 14 4 19 29 26 46:
Old : 52: 5 14 4 19 29 26 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 : 58.6 19.3 66.5 29.2 46.8 12.0 52.1 17.6
Old : 58.6 19.3 66.5 29.2 46.8 12.0 52.1 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 10, 2005