MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 22,895: 1,005 1,573 2,383 14,970 11,400 18,358 15,355: 4,537 7,540
Old : 22,895: 1,005 1,573 2,383 14,970 11,400 18,358 15,355: 4,537 7,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -3,755: -92 -340 -950 -2,081 -1,782 -3,123 -3,072: -632 -683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 6.9 10.4 65.4 49.8 80.2 67.1: 19.8 32.9
Old : 100.0: 4.4 6.9 10.4 65.4 49.8 80.2 67.1: 19.8 32.9
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 : 38: 9 3 10 24 17 35 28:
Old : 38: 9 3 10 24 17 35 28:
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 : 43.4 26.3 55.8 44.7 43.4 22.8 53.1 37.3
Old : 43.4 26.3 55.8 44.7 43.4 22.8 53.1 37.3
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, July 5, 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 : 101,431: 11,620 25,646 24,403 49,590 22,371 85,614 72,420: 15,817 29,010
Old : 83,701: 10,895 26,844 17,487 42,822 17,120 71,205 61,452: 12,496 22,249
Other: 17,730: 5,268 3,345 2,373 6,768 5,250 14,409 10,968: 3,321 6,762
: : :
: : Changes in Commitments from: June 28, 2005 :
: 4,296: 1,683 -882 2,641 -574 861 3,751 2,619: 546 1,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 25.3 24.1 48.9 22.1 84.4 71.4: 15.6 28.6
Old : 100.0: 13.0 32.1 20.9 51.2 20.5 85.1 73.4: 14.9 26.6
Other: 100.0: 29.7 18.9 13.4 38.2 29.6 81.3 61.9: 18.7 38.1
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 32 66 49 26 28 96 114:
Old : 145: 31 68 44 23 28 89 112:
Other: 53: 18 13 13 12 18 36 38:
:----------------------------------------------------------------------------------------------------
: 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 : 28.7 15.3 43.6 23.8 28.7 13.2 42.6 19.6
Old : 34.8 14.1 49.9 23.2 34.8 12.5 48.1 20.6
Other: 44.2 29.6 64.7 39.1 42.9 21.7 58.8 30.1
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 3,062: 537 896 341 782 638 1,660 1,875: 1,402 1,187
Old : 2,864: 549 921 283 696 604 1,528 1,808: 1,336 1,056
Other: 199: 35 22 11 86 34 132 67: 66 131
: : :
: : Changes in Commitments from: June 28, 2005 :
: -472: 52 -244 29 -293 -148 -211 -362: -261 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 29.3 11.1 25.5 20.8 54.2 61.2: 45.8 38.8
Old : 100.0: 19.2 32.2 9.9 24.3 21.1 53.4 63.1: 46.6 36.9
Other: 100.0: 17.7 11.1 5.5 43.3 17.1 66.5 33.8: 33.5 66.2
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 11 18 13 7 3 28 24:
Old : 37: 11 18 10 7 2 27 21:
Other: 15: 5 5 1 3 2 8 8:
:----------------------------------------------------------------------------------------------------
: 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 : 27.0 34.8 36.0 44.9 23.4 33.6 30.6 40.1
Old : 25.7 36.2 35.4 46.9 21.9 34.9 30.1 41.9
Other: 53.9 30.2 66.5 33.8 51.9 25.7 61.0 28.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 136,667: 29,500 31,444 17,148 73,186 59,782 119,834 108,374: 16,834 28,293
Old : 136,667: 29,500 31,444 17,148 73,186 59,782 119,834 108,374: 16,834 28,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -922: 981 1,658 493 -3,074 -1,361 -1,600 790: 678 -1,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 23.0 12.5 53.6 43.7 87.7 79.3: 12.3 20.7
Old : 100.0: 21.6 23.0 12.5 53.6 43.7 87.7 79.3: 12.3 20.7
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 : 223: 49 60 49 64 91 135 186:
Old : 223: 49 60 49 64 91 135 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 11.9 43.4 21.2 26.7 11.7 42.9 20.0
Old : 26.8 11.9 43.4 21.2 26.7 11.7 42.9 20.0
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, July 5, 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 : 3,583: 840 800 182 1,225 1,455 2,248 2,438: 1,335 1,145
Old : 3,583: 840 800 182 1,225 1,455 2,248 2,438: 1,335 1,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -499: -227 50 -53 -157 -74 -437 -77: -63 -422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 22.3 5.1 34.2 40.6 62.7 68.0: 37.3 32.0
Old : 100.0: 23.4 22.3 5.1 34.2 40.6 62.7 68.0: 37.3 32.0
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 : 42: 9 12 6 15 14 26 30:
Old : 42: 9 12 6 15 14 26 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 : 26.5 32.9 40.0 46.9 23.3 32.7 35.6 45.1
Old : 26.5 32.9 40.0 46.9 23.3 32.7 35.6 45.1
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, July 5, 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 : 26,646: 8,944 2,222 4,242 8,357 6,007 21,543 12,472: 5,103 14,174
Old : 26,646: 8,944 2,222 4,242 8,357 6,007 21,543 12,472: 5,103 14,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 1,435: 976 60 187 138 692 1,301 939: 134 496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 8.3 15.9 31.4 22.5 80.9 46.8: 19.1 53.2
Old : 100.0: 33.6 8.3 15.9 31.4 22.5 80.9 46.8: 19.1 53.2
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 : 143: 50 19 29 49 51 111 90:
Old : 143: 50 19 29 49 51 111 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 : 15.9 12.3 26.3 18.3 13.2 8.6 22.8 12.8
Old : 15.9 12.3 26.3 18.3 13.2 8.6 22.8 12.8
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, July 5, 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 : 76,199: 20,346 15,492 1,252 23,593 40,042 45,192 56,786: 31,008 19,414
Old : 76,199: 20,346 15,492 1,252 23,593 40,042 45,192 56,786: 31,008 19,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,372: -1,595 -3,691 102 1,693 669 200 -2,920: -1,572 1,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 20.3 1.6 31.0 52.5 59.3 74.5: 40.7 25.5
Old : 100.0: 26.7 20.3 1.6 31.0 52.5 59.3 74.5: 40.7 25.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 18 12 4 26 25 46 39:
Old : 69: 18 12 4 26 25 46 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 : 18.9 25.3 30.9 39.4 18.0 25.2 28.3 39.1
Old : 18.9 25.3 30.9 39.4 18.0 25.2 28.3 39.1
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, July 5, 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 : 74,572: 1,694 47,234 0 63,939 4,733 65,633 51,967: 8,939 22,605
Old : 74,572: 1,694 47,234 0 63,939 4,733 65,633 51,967: 8,939 22,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 870: -70 1,049 0 398 -135 328 914: 542 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 63.3 0.0 85.7 6.3 88.0 69.7: 12.0 30.3
Old : 100.0: 2.3 63.3 0.0 85.7 6.3 88.0 69.7: 12.0 30.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 29 0 12 4 14 33:
Old : 45: 2 29 0 12 4 14 33:
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 : 68.9 25.0 83.5 40.7 68.9 25.0 82.9 40.7
Old : 68.9 25.0 83.5 40.7 68.9 25.0 82.9 40.7
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, July 5, 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 : 104,826: 82,608 4,353 222 13,690 94,527 96,519 99,102: 8,306 5,724
Old : 104,826: 82,608 4,353 222 13,690 94,527 96,519 99,102: 8,306 5,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 3,474: 4,878 388 -281 -840 3,830 3,757 3,937: -284 -463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 4.2 0.2 13.1 90.2 92.1 94.5: 7.9 5.5
Old : 100.0: 78.8 4.2 0.2 13.1 90.2 92.1 94.5: 7.9 5.5
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 : 95: 63 5 2 15 16 78 23:
Old : 95: 63 5 2 15 16 78 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 68.4 50.1 84.7 33.0 67.8 50.1 84.0
Old : 33.0 68.4 50.1 84.7 33.0 67.8 50.1 84.0
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, July 5, 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 : 77,211: 10,847 31,735 1,180 42,553 24,454 54,580 57,369: 22,631 19,842
Old : 77,211: 10,847 31,735 1,180 42,553 24,454 54,580 57,369: 22,631 19,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 7,553: 1,933 2,883 4 1,304 4,150 3,241 7,037: 4,311 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 41.1 1.5 55.1 31.7 70.7 74.3: 29.3 25.7
Old : 100.0: 14.0 41.1 1.5 55.1 31.7 70.7 74.3: 29.3 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 : 62: 12 23 3 18 17 31 42:
Old : 62: 12 23 3 18 17 31 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 22.7 53.5 38.4 35.6 22.7 49.3 38.3
Old : 39.9 22.7 53.5 38.4 35.6 22.7 49.3 38.3
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, July 5, 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 : 183,904: 8,902 63,782 6,538 141,732 79,425 157,172 149,746: 26,731 34,158
Old : 183,904: 8,902 63,782 6,538 141,732 79,425 157,172 149,746: 26,731 34,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 10,827: 783 1,075 855 8,283 8,331 9,921 10,260: 906 567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 34.7 3.6 77.1 43.2 85.5 81.4: 14.5 18.6
Old : 100.0: 4.8 34.7 3.6 77.1 43.2 85.5 81.4: 14.5 18.6
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 : 88: 14 36 8 29 25 48 64:
Old : 88: 14 36 8 29 25 48 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 30.4 65.0 45.1 32.3 19.8 47.2 31.3
Old : 45.7 30.4 65.0 45.1 32.3 19.8 47.2 31.3
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, July 5, 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 : 190,431: 22,899 46,196 21,953 83,647 59,320 128,499 127,469: 61,932 62,963
Old : 190,431: 22,899 46,196 21,953 83,647 59,320 128,499 127,469: 61,932 62,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 15,097: -9,015 2,882 2,242 11,970 838 5,196 5,961: 9,901 9,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 24.3 11.5 43.9 31.2 67.5 66.9: 32.5 33.1
Old : 100.0: 12.0 24.3 11.5 43.9 31.2 67.5 66.9: 32.5 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 : 120: 32 44 35 34 31 84 92:
Old : 120: 32 44 35 34 31 84 92:
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 : 21.6 19.1 33.4 30.2 21.4 17.5 31.4 27.3
Old : 21.6 19.1 33.4 30.2 21.4 17.5 31.4 27.3
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, July 5, 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 : 85,384: 25,048 921 295 53,089 75,560 78,432 76,776: 6,952 8,608
Old : 85,384: 25,048 921 295 53,089 75,560 78,432 76,776: 6,952 8,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 8,957: -274 0 50 8,568 8,818 8,344 8,868: 613 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 1.1 0.3 62.2 88.5 91.9 89.9: 8.1 10.1
Old : 100.0: 29.3 1.1 0.3 62.2 88.5 91.9 89.9: 8.1 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 : 23: 3 1 2 9 16 13 18:
Old : 23: 3 1 2 9 16 13 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 59.4 87.9 76.6 58.4 50.9 74.5 64.0
Old : 66.5 59.4 87.9 76.6 58.4 50.9 74.5 64.0
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, July 5, 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 :12,010,388: 698,755 640,768 3,545,932 6,718,220 6,118,827 10,962,907 10,305,528: 1,047,480 1,704,860
Old :12,010,388: 698,755 640,768 3,545,932 6,718,220 6,118,827 10,962,907 10,305,528: 1,047,480 1,704,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 457,961: -29,653 78,038 336,716 116,901 -60,449 423,964 354,304: 33,997 103,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 5.3 29.5 55.9 50.9 91.3 85.8: 8.7 14.2
Old : 100.0: 5.8 5.3 29.5 55.9 50.9 91.3 85.8: 8.7 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 64 61 108 139 140 256 261:
Old : 278: 64 61 108 139 140 256 261:
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 : 19.2 14.1 33.2 24.1 17.7 7.3 24.9 11.5
Old : 19.2 14.1 33.2 24.1 17.7 7.3 24.9 11.5
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, July 5, 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 : 709,930: 51,933 46,885 34,006 486,401 524,273 572,340 605,163: 137,590 104,766
Old : 709,930: 51,933 46,885 34,006 486,401 524,273 572,340 605,163: 137,590 104,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -2,348: 2,797 -196 2,497 -4,575 -782 719 1,519: -3,068 -3,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 6.6 4.8 68.5 73.8 80.6 85.2: 19.4 14.8
Old : 100.0: 7.3 6.6 4.8 68.5 73.8 80.6 85.2: 19.4 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 44 36 51 90 64 161 124:
Old : 197: 44 36 51 90 64 161 124:
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 32.2 28.2 46.0 19.4 31.5 28.2 45.2
Old : 19.4 32.2 28.2 46.0 19.4 31.5 28.2 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 883,912: 147,609 200,844 20,123 454,014 560,480 621,746 781,446: 262,166 102,466
Old : 883,912: 147,609 200,844 20,123 454,014 560,480 621,746 781,446: 262,166 102,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 23,766: 14,027 33,328 2,498 5,131 -19,046 21,656 16,780: 2,110 6,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 22.7 2.3 51.4 63.4 70.3 88.4: 29.7 11.6
Old : 100.0: 16.7 22.7 2.3 51.4 63.4 70.3 88.4: 29.7 11.6
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 : 187: 44 56 27 61 59 120 127:
Old : 187: 44 56 27 61 59 120 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 28.2 32.5 43.6 19.4 25.4 27.3 39.0
Old : 23.2 28.2 32.5 43.6 19.4 25.4 27.3 39.0
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, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 12,442: 1,272 358 0 6,466 10,962 7,738 11,320: 4,704 1,122
Old : 12,442: 1,272 358 0 6,466 10,962 7,738 11,320: 4,704 1,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 237: 312 134 0 -44 13 268 147: -31 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 2.9 0.0 52.0 88.1 62.2 91.0: 37.8 9.0
Old : 100.0: 10.2 2.9 0.0 52.0 88.1 62.2 91.0: 37.8 9.0
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 : 30: 3 1 0 14 16 17 17:
Old : 30: 3 1 0 14 16 17 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 : 27.0 37.8 42.7 65.3 25.3 36.8 39.8 63.9
Old : 27.0 37.8 42.7 65.3 25.3 36.8 39.8 63.9
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, July 5, 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 : 31,128: 9,414 1,017 123 17,547 26,504 27,084 27,644: 4,044 3,484
Old : 31,128: 9,414 1,017 123 17,547 26,504 27,084 27,644: 4,044 3,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 3,010: 2,408 -375 -169 397 4,136 2,636 3,592: 374 -582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 3.3 0.4 56.4 85.1 87.0 88.8: 13.0 11.2
Old : 100.0: 30.2 3.3 0.4 56.4 85.1 87.0 88.8: 13.0 11.2
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 : 43: 10 2 1 18 19 28 22:
Old : 43: 10 2 1 18 19 28 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 51.5 64.8 69.3 48.9 51.3 62.9 67.6
Old : 48.9 51.5 64.8 69.3 48.9 51.3 62.9 67.6
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, July 5, 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 : 50,424: 6,897 8,170 105 25,702 32,882 32,704 41,158: 17,720 9,266
Old : 50,424: 6,897 8,170 105 25,702 32,882 32,704 41,158: 17,720 9,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 821: 113 -39 105 -72 100 146 166: 676 655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 16.2 0.2 51.0 65.2 64.9 81.6: 35.1 18.4
Old : 100.0: 13.7 16.2 0.2 51.0 65.2 64.9 81.6: 35.1 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 12 15 1 32 26 44 42:
Old : 76: 12 15 1 32 26 44 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 : 20.3 38.0 31.0 53.7 20.2 35.1 30.6 50.1
Old : 20.3 38.0 31.0 53.7 20.2 35.1 30.6 50.1
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, July 5, 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 : 240,602: 81,637 108,814 2,076 134,137 76,784 217,850 187,673: 22,752 52,929
Old : 240,602: 81,637 108,814 2,076 134,137 76,784 217,850 187,673: 22,752 52,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 18,575: 9,314 21,289 737 16,128 1,204 26,179 23,230: -7,604 -4,655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 45.2 0.9 55.8 31.9 90.5 78.0: 9.5 22.0
Old : 100.0: 33.9 45.2 0.9 55.8 31.9 90.5 78.0: 9.5 22.0
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 : 185: 61 61 13 43 32 111 99:
Old : 185: 61 61 13 43 32 111 99:
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 : 33.6 18.9 44.0 29.6 31.9 18.6 42.1 27.2
Old : 33.6 18.9 44.0 29.6 31.9 18.6 42.1 27.2
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, July 5, 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 : 61,738: 16,534 7,962 236 25,868 40,451 42,638 48,649: 19,100 13,090
Old : 61,738: 16,534 7,962 236 25,868 40,451 42,638 48,649: 19,100 13,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -9,618: -7,913 6,523 7 980 -21,781 -6,925 -15,252: -2,692 5,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 12.9 0.4 41.9 65.5 69.1 78.8: 30.9 21.2
Old : 100.0: 26.8 12.9 0.4 41.9 65.5 69.1 78.8: 30.9 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 10 8 1 19 20 30 28:
Old : 48: 10 8 1 19 20 30 28:
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 32.4 52.5 50.9 43.0 31.9 52.5 50.4
Old : 43.0 32.4 52.5 50.9 43.0 31.9 52.5 50.4
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, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 29,260: 879 4,319 0 23,467 18,478 24,346 22,797: 4,914 6,463
Old : 29,260: 879 4,319 0 23,467 18,478 24,346 22,797: 4,914 6,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 273: 114 800 0 321 135 435 935: -162 -662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 14.8 0.0 80.2 63.2 83.2 77.9: 16.8 22.1
Old : 100.0: 3.0 14.8 0.0 80.2 63.2 83.2 77.9: 16.8 22.1
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 : 53: 3 10 0 28 23 31 33:
Old : 53: 3 10 0 28 23 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 33.8 60.1 48.1 49.8 33.8 59.3 47.8
Old : 50.7 33.8 60.1 48.1 49.8 33.8 59.3 47.8
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, July 5, 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 : 241,825: 24,192 45,732 1,543 201,903 183,238 227,638 230,513: 14,187 11,312
Old : 241,825: 24,192 45,732 1,543 201,903 183,238 227,638 230,513: 14,187 11,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 6,965: 7,447 534 669 -322 6,418 7,793 7,621: -828 -656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 18.9 0.6 83.5 75.8 94.1 95.3: 5.9 4.7
Old : 100.0: 10.0 18.9 0.6 83.5 75.8 94.1 95.3: 5.9 4.7
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 : 132: 25 43 9 36 47 65 95:
Old : 132: 25 43 9 36 47 65 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 37.9 66.7 52.9 53.0 36.0 62.3 49.2
Old : 55.3 37.9 66.7 52.9 53.0 36.0 62.3 49.2
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, July 5, 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 : 32,698: 11,333 5,454 640 10,364 19,385 22,337 25,479: 10,361 7,219
Old : 32,698: 11,333 5,454 640 10,364 19,385 22,337 25,479: 10,361 7,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 361: 708 -371 131 78 355 917 115: -556 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 16.7 2.0 31.7 59.3 68.3 77.9: 31.7 22.1
Old : 100.0: 34.7 16.7 2.0 31.7 59.3 68.3 77.9: 31.7 22.1
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 : 65: 23 12 4 14 19 40 33:
Old : 65: 23 12 4 14 19 40 33:
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 : 19.8 39.0 33.6 48.8 19.8 38.1 33.6 47.8
Old : 19.8 39.0 33.6 48.8 19.8 38.1 33.6 47.8
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, July 5, 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 : 17,351: 4,964 200 0 9,396 2,200 14,360 2,400: 2,991 14,951
Old : 17,351: 4,964 200 0 9,396 2,200 14,360 2,400: 2,991 14,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 1.2 0.0 54.2 12.7 82.8 13.8: 17.2 86.2
Old : 100.0: 28.6 1.2 0.0 54.2 12.7 82.8 13.8: 17.2 86.2
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 : 20: 9 1 0 8 4 17 5:
Old : 20: 9 1 0 8 4 17 5:
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 : 54.3 12.7 68.3 13.8 54.3 9.7 67.7 9.8
Old : 54.3 12.7 68.3 13.8 54.3 9.7 67.7 9.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 28,918: 1,295 2,807 694 13,609 21,807 15,598 25,308: 13,320 3,610
Old : 28,918: 1,295 2,807 694 13,609 21,807 15,598 25,308: 13,320 3,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -606: 30 -85 1 -143 -435 -112 -519: -494 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 9.7 2.4 47.1 75.4 53.9 87.5: 46.1 12.5
Old : 100.0: 4.5 9.7 2.4 47.1 75.4 53.9 87.5: 46.1 12.5
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 : 38: 3 12 3 13 19 18 33:
Old : 38: 3 12 3 13 19 18 33:
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 : 27.9 50.1 42.6 65.1 14.1 30.4 17.6 37.9
Old : 27.9 50.1 42.6 65.1 14.1 30.4 17.6 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2005