MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 23,146: 1,463 2,390 2,133 14,753 11,713 18,350 16,236: 4,796 6,910
Old : 23,146: 1,463 2,390 2,133 14,753 11,713 18,350 16,236: 4,796 6,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 345: 66 264 -74 214 99 206 289: 140 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 10.3 9.2 63.7 50.6 79.3 70.1: 20.7 29.9
Old : 100.0: 6.3 10.3 9.2 63.7 50.6 79.3 70.1: 20.7 29.9
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 : 44: 11 8 15 22 17 39 34:
Old : 44: 11 8 15 22 17 39 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 : 39.3 29.0 56.0 47.7 39.3 26.6 54.0 42.1
Old : 39.3 29.0 56.0 47.7 39.3 26.6 54.0 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 102,576: 15,502 19,914 23,514 47,403 27,990 86,419 71,418: 16,157 31,158
Old : 62,648: 13,755 34,376 2,685 39,136 11,087 55,577 48,148: 7,070 14,500
Other: 39,928: 17,807 1,599 4,769 8,266 16,902 30,842 23,270: 9,087 16,659
: : :
: : Changes in Commitments from: August 16, 2005 :
: 7,617: 1,223 -1,574 3,390 -990 2,128 3,622 3,944: 3,995 3,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 19.4 22.9 46.2 27.3 84.2 69.6: 15.8 30.4
Old : 100.0: 22.0 54.9 4.3 62.5 17.7 88.7 76.9: 11.3 23.1
Other: 100.0: 44.6 4.0 11.9 20.7 42.3 77.2 58.3: 22.8 41.7
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 35 45 51 29 32 105 99:
Old : 131: 33 52 18 22 30 66 89:
Other: 91: 37 12 22 19 26 69 52:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 18.3 40.3 29.6 27.3 14.7 39.7 23.7
Old : 44.0 27.2 61.9 38.6 44.0 27.2 61.9 38.5
Other: 26.4 21.1 40.9 29.4 24.5 20.5 38.0 27.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 149,135: 34,196 37,206 19,914 73,411 61,307 127,521 118,427: 21,614 30,707
Old : 149,135: 34,196 37,206 19,914 73,411 61,307 127,521 118,427: 21,614 30,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 2,368: -382 -4,818 1,574 -2,167 3,444 -974 200: 3,342 2,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 24.9 13.4 49.2 41.1 85.5 79.4: 14.5 20.6
Old : 100.0: 22.9 24.9 13.4 49.2 41.1 85.5 79.4: 14.5 20.6
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 : 218: 42 66 52 68 90 140 186:
Old : 218: 42 66 52 68 90 140 186:
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 : 22.7 12.9 37.7 21.5 22.7 10.4 36.8 18.6
Old : 22.7 12.9 37.7 21.5 22.7 10.4 36.8 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,663: 912 1,831 303 1,250 603 2,465 2,736: 2,198 1,927
Old : 4,663: 912 1,831 303 1,250 603 2,465 2,736: 2,198 1,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 58: 14 479 -129 32 -121 -82 229: 140 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 39.3 6.5 26.8 12.9 52.9 58.7: 47.1 41.3
Old : 100.0: 19.6 39.3 6.5 26.8 12.9 52.9 58.7: 47.1 41.3
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 : 47: 12 17 6 16 11 29 33:
Old : 47: 12 17 6 16 11 29 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 : 19.1 24.8 31.2 33.1 17.6 24.8 28.0 32.0
Old : 19.1 24.8 31.2 33.1 17.6 24.8 28.0 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 33,463: 11,654 3,856 7,130 8,611 9,415 27,394 20,400: 6,069 13,063
Old : 33,463: 11,654 3,856 7,130 8,611 9,415 27,394 20,400: 6,069 13,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 35: 1,054 -94 320 -1,070 598 304 824: -270 -789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 11.5 21.3 25.7 28.1 81.9 61.0: 18.1 39.0
Old : 100.0: 34.8 11.5 21.3 25.7 28.1 81.9 61.0: 18.1 39.0
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 : 152: 44 29 38 53 52 123 99:
Old : 152: 44 29 38 53 52 123 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 : 16.3 22.8 26.6 30.5 14.9 18.7 23.4 22.4
Old : 16.3 22.8 26.6 30.5 14.9 18.7 23.4 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 115,619: 42,899 17,678 1,379 35,053 77,247 79,331 96,304: 36,288 19,315
Old : 115,619: 42,899 17,678 1,379 35,053 77,247 79,331 96,304: 36,288 19,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -1,419: -2,429 -870 84 2,153 -1,061 -191 -1,847: -1,228 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 15.3 1.2 30.3 66.8 68.6 83.3: 31.4 16.7
Old : 100.0: 37.1 15.3 1.2 30.3 66.8 68.6 83.3: 31.4 16.7
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 : 80: 26 13 4 24 28 52 43:
Old : 80: 26 13 4 24 28 52 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 : 20.5 30.7 33.9 49.1 20.5 30.6 33.7 48.8
Old : 20.5 30.7 33.9 49.1 20.5 30.6 33.7 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 68,516: 3,165 40,709 34 55,438 10,104 58,637 50,847: 9,879 17,669
Old : 68,516: 3,165 40,709 34 55,438 10,104 58,637 50,847: 9,879 17,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 1,106: -3,320 6,602 -373 6,610 -5,239 2,917 990: -1,811 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 59.4 0.0 80.9 14.7 85.6 74.2: 14.4 25.8
Old : 100.0: 4.6 59.4 0.0 80.9 14.7 85.6 74.2: 14.4 25.8
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 : 36: 2 19 1 8 10 11 29:
Old : 36: 2 19 1 8 10 11 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 36.9 84.4 49.3 73.4 36.8 82.6 49.2
Old : 73.4 36.9 84.4 49.3 73.4 36.8 82.6 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 81,504: 54,681 9,265 420 19,537 64,466 74,638 74,151: 6,867 7,353
Old : 81,504: 54,681 9,265 420 19,537 64,466 74,638 74,151: 6,867 7,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -17,591: -20,363 8,407 158 4,510 -27,709 -15,695 -19,144: -1,895 1,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 11.4 0.5 24.0 79.1 91.6 91.0: 8.4 9.0
Old : 100.0: 67.1 11.4 0.5 24.0 79.1 91.6 91.0: 8.4 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 : 81: 43 10 3 17 15 62 26:
Old : 81: 43 10 3 17 15 62 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 67.1 47.4 82.3 27.5 66.7 47.4 82.0
Old : 27.5 67.1 47.4 82.3 27.5 66.7 47.4 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 77,829: 21,692 16,484 834 35,185 42,345 57,711 59,662: 20,118 18,167
Old : 77,829: 21,692 16,484 834 35,185 42,345 57,711 59,662: 20,118 18,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 1,701: 1,224 -1,724 58 647 6,130 1,929 4,464: -228 -2,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 21.2 1.1 45.2 54.4 74.2 76.7: 25.8 23.3
Old : 100.0: 27.9 21.2 1.1 45.2 54.4 74.2 76.7: 25.8 23.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 15 14 4 18 26 35 42:
Old : 64: 15 14 4 18 26 35 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 : 28.8 28.6 45.2 46.1 24.7 28.6 39.0 43.6
Old : 28.8 28.6 45.2 46.1 24.7 28.6 39.0 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 194,434: 7,256 41,111 5,432 150,986 120,178 163,674 166,722: 30,760 27,712
Old : 194,434: 7,256 41,111 5,432 150,986 120,178 163,674 166,722: 30,760 27,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -628: -3,214 1,909 310 3,103 -2,008 198 211: -826 -839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 21.1 2.8 77.7 61.8 84.2 85.7: 15.8 14.3
Old : 100.0: 3.7 21.1 2.8 77.7 61.8 84.2 85.7: 15.8 14.3
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 : 85: 12 31 8 28 33 45 67:
Old : 85: 12 31 8 28 33 45 67:
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 42.7 67.0 53.4 36.5 29.3 50.3 37.3
Old : 49.4 42.7 67.0 53.4 36.5 29.3 50.3 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 171,898: 23,320 30,392 13,672 84,223 79,356 121,216 123,421: 50,683 48,477
Old : 171,898: 23,320 30,392 13,672 84,223 79,356 121,216 123,421: 50,683 48,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -3,894: -3,015 3,809 -48 3,508 -4,610 445 -849: -4,340 -3,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 17.7 8.0 49.0 46.2 70.5 71.8: 29.5 28.2
Old : 100.0: 13.6 17.7 8.0 49.0 46.2 70.5 71.8: 29.5 28.2
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 : 100: 28 36 26 28 26 69 75:
Old : 100: 28 36 26 28 26 69 75:
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 : 27.6 30.5 39.9 40.3 21.8 19.8 32.0 28.0
Old : 27.6 30.5 39.9 40.3 21.8 19.8 32.0 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :13,485,601: 805,066 975,379 4,129,441 7,529,772 6,689,264 12,464,279 11,794,085: 1,021,322 1,691,517
Old :13,485,601: 805,066 975,379 4,129,441 7,529,772 6,689,264 12,464,279 11,794,085: 1,021,322 1,691,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 278,738: 60,166 -33,708 92,298 102,748 232,543 255,212 291,133: 23,526 -12,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 7.2 30.6 55.8 49.6 92.4 87.5: 7.6 12.5
Old : 100.0: 6.0 7.2 30.6 55.8 49.6 92.4 87.5: 7.6 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 : 294: 64 68 106 145 151 260 278:
Old : 294: 64 68 106 145 151 260 278:
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 15.7 35.4 24.5 19.0 6.2 24.9 10.1
Old : 20.3 15.7 35.4 24.5 19.0 6.2 24.9 10.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 720,199: 52,476 56,277 40,960 481,785 517,942 575,220 615,179: 144,979 105,020
Old : 720,199: 52,476 56,277 40,960 481,785 517,942 575,220 615,179: 144,979 105,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -11,001: -3,386 2,618 -6,094 1,318 -2,991 -8,162 -6,467: -2,839 -4,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 7.8 5.7 66.9 71.9 79.9 85.4: 20.1 14.6
Old : 100.0: 7.3 7.8 5.7 66.9 71.9 79.9 85.4: 20.1 14.6
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 : 207: 50 38 56 93 66 171 132:
Old : 207: 50 38 56 93 66 171 132:
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 31.2 28.2 44.4 19.2 30.4 28.2 43.3
Old : 19.2 31.2 28.2 44.4 19.2 30.4 28.2 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 1,116,596: 194,444 324,124 35,467 622,384 648,881 852,295 1,008,473: 264,300 108,123
Old : 1,116,596: 194,444 324,124 35,467 622,384 648,881 852,295 1,008,473: 264,300 108,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 40,091: -5,563 -13,658 7,344 36,880 19,272 38,661 12,957: 1,429 27,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 29.0 3.2 55.7 58.1 76.3 90.3: 23.7 9.7
Old : 100.0: 17.4 29.0 3.2 55.7 58.1 76.3 90.3: 23.7 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 43 58 32 60 66 126 133:
Old : 197: 43 58 32 60 66 126 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 21.1 34.7 33.1 18.5 16.2 27.3 25.8
Old : 22.3 21.1 34.7 33.1 18.5 16.2 27.3 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 12,331: 1,259 0 0 6,428 10,555 7,687 10,555: 4,644 1,776
Old : 12,331: 1,259 0 0 6,428 10,555 7,687 10,555: 4,644 1,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 8: 206 0 0 -11 4 195 4: -187 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 0.0 0.0 52.1 85.6 62.3 85.6: 37.7 14.4
Old : 100.0: 10.2 0.0 0.0 52.1 85.6 62.3 85.6: 37.7 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 : 28: 3 0 0 15 15 18 15:
Old : 28: 3 0 0 15 15 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 38.3 44.2 65.0 27.3 37.9 41.2 63.9
Old : 28.0 38.3 44.2 65.0 27.3 37.9 41.2 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 Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 33,095: 6,629 1,622 0 19,623 28,928 26,252 30,550: 6,843 2,545
Old : 33,095: 6,629 1,622 0 19,623 28,928 26,252 30,550: 6,843 2,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 698: -637 18 0 952 1,191 315 1,209: 383 -511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 4.9 0.0 59.3 87.4 79.3 92.3: 20.7 7.7
Old : 100.0: 20.0 4.9 0.0 59.3 87.4 79.3 92.3: 20.7 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 4 0 16 20 20 24:
Old : 38: 4 4 0 16 20 20 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 : 49.3 55.7 65.4 75.6 49.0 55.7 64.8 71.2
Old : 49.3 55.7 65.4 75.6 49.0 55.7 64.8 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 57,451: 6,240 13,515 410 30,823 34,686 37,472 48,611: 19,979 8,840
Old : 57,451: 6,240 13,515 410 30,823 34,686 37,472 48,611: 19,979 8,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 2,879: -936 2,732 -10 1,364 40 419 2,762: 2,461 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 23.5 0.7 53.7 60.4 65.2 84.6: 34.8 15.4
Old : 100.0: 10.9 23.5 0.7 53.7 60.4 65.2 84.6: 34.8 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 11 18 2 34 30 47 48:
Old : 80: 11 18 2 34 30 47 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 : 22.1 34.4 32.5 49.2 20.2 29.6 29.5 42.8
Old : 22.1 34.4 32.5 49.2 20.2 29.6 29.5 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 338,190: 120,072 74,103 2,705 195,390 201,433 318,167 278,241: 20,023 59,949
Old : 338,190: 120,072 74,103 2,705 195,390 201,433 318,167 278,241: 20,023 59,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 13,670: 3,344 -1,111 -77 10,407 6,560 13,674 5,372: -5 8,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 21.9 0.8 57.8 59.6 94.1 82.3: 5.9 17.7
Old : 100.0: 35.5 21.9 0.8 57.8 59.6 94.1 82.3: 5.9 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 : 199: 69 61 15 43 37 120 105:
Old : 199: 69 61 15 43 37 120 105:
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 : 39.6 31.6 55.0 42.8 28.9 18.4 39.8 27.2
Old : 39.6 31.6 55.0 42.8 28.9 18.4 39.8 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 61,505: 14,661 2,791 0 27,045 46,385 41,706 49,176: 19,799 12,329
Old : 61,505: 14,661 2,791 0 27,045 46,385 41,706 49,176: 19,799 12,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -13,522: -12,429 2,005 0 3,230 -18,782 -9,199 -16,777: -4,323 3,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 4.5 0.0 44.0 75.4 67.8 80.0: 32.2 20.0
Old : 100.0: 23.8 4.5 0.0 44.0 75.4 67.8 80.0: 32.2 20.0
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: 11 4 0 15 17 26 21:
Old : 42: 11 4 0 15 17 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 39.0 49.9 60.1 37.3 38.2 49.9 58.8
Old : 37.3 39.0 49.9 60.1 37.3 38.2 49.9 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 36,116: 220 5,163 0 30,821 25,208 31,041 30,372: 5,075 5,744
Old : 36,116: 220 5,163 0 30,821 25,208 31,041 30,372: 5,075 5,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 4,102: 0 825 0 3,085 2,995 3,085 3,820: 1,017 282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 14.3 0.0 85.3 69.8 85.9 84.1: 14.1 15.9
Old : 100.0: 0.6 14.3 0.0 85.3 69.8 85.9 84.1: 14.1 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 1 12 0 30 26 31 38:
Old : 57: 1 12 0 30 26 31 38:
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 : 58.7 35.3 68.3 48.9 56.7 35.3 66.4 48.9
Old : 58.7 35.3 68.3 48.9 56.7 35.3 66.4 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 246,536: 12,250 47,823 2,208 221,317 184,554 235,776 234,585: 10,761 11,951
Old : 246,536: 12,250 47,823 2,208 221,317 184,554 235,776 234,585: 10,761 11,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 16,322: -685 941 -604 19,072 14,757 17,782 15,094: -1,460 1,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 19.4 0.9 89.8 74.9 95.6 95.2: 4.4 4.8
Old : 100.0: 5.0 19.4 0.9 89.8 74.9 95.6 95.2: 4.4 4.8
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 : 124: 16 42 10 35 51 57 97:
Old : 124: 16 42 10 35 51 57 97:
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 : 60.9 38.0 71.3 54.5 57.2 33.2 65.4 47.6
Old : 60.9 38.0 71.3 54.5 57.2 33.2 65.4 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 57,643: 20,198 11,770 911 20,150 32,167 41,259 44,848: 16,384 12,795
Old : 57,643: 20,198 11,770 911 20,150 32,167 41,259 44,848: 16,384 12,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 6,897: 1,306 1,946 163 3,189 2,781 4,658 4,890: 2,239 2,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 20.4 1.6 35.0 55.8 71.6 77.8: 28.4 22.2
Old : 100.0: 35.0 20.4 1.6 35.0 55.8 71.6 77.8: 28.4 22.2
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 : 85: 26 18 4 22 24 51 44:
Old : 85: 26 18 4 22 24 51 44:
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 : 17.9 36.2 30.4 47.4 15.6 36.2 27.3 45.4
Old : 17.9 36.2 30.4 47.4 15.6 36.2 27.3 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 30,684: 7,288 891 239 18,584 10,978 26,111 12,108: 4,573 18,576
Old : 30,684: 7,288 891 239 18,584 10,978 26,111 12,108: 4,573 18,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 2,095: 689 623 239 1,107 1,541 2,035 2,403: 60 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 2.9 0.8 60.6 35.8 85.1 39.5: 14.9 60.5
Old : 100.0: 23.8 2.9 0.8 60.6 35.8 85.1 39.5: 14.9 60.5
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 : 31: 11 2 3 10 9 21 14:
Old : 31: 11 2 3 10 9 21 14:
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 : 55.9 26.7 69.4 35.5 55.2 24.9 66.9 32.8
Old : 55.9 26.7 69.4 35.5 55.2 24.9 66.9 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 38,581: 1,253 2,502 0 18,843 25,371 20,096 27,873: 18,485 10,708
Old : 38,581: 1,253 2,502 0 18,843 25,371 20,096 27,873: 18,485 10,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 2,967: -965 0 0 2,418 1,131 1,453 1,131: 1,514 1,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 6.5 0.0 48.8 65.8 52.1 72.2: 47.9 27.8
Old : 100.0: 3.2 6.5 0.0 48.8 65.8 52.1 72.2: 47.9 27.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 9 0 16 22 19 31:
Old : 38: 3 9 0 16 22 19 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 35.0 38.7 55.2 15.0 25.6 20.8 33.2
Old : 27.3 35.0 38.7 55.2 15.0 25.6 20.8 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2005