MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 24, 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 : 23,101: 3,030 2,051 1,085 14,795 13,077 18,910 16,213: 4,191 6,888
Old : 23,101: 3,030 2,051 1,085 14,795 13,077 18,910 16,213: 4,191 6,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 287: -633 102 51 768 79 186 232: 101 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 8.9 4.7 64.0 56.6 81.9 70.2: 18.1 29.8
Old : 100.0: 13.1 8.9 4.7 64.0 56.6 81.9 70.2: 18.1 29.8
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 : 42: 10 6 10 21 18 34 31:
Old : 42: 10 6 10 21 18 34 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 : 48.6 31.7 63.5 51.4 48.3 29.6 61.6 47.5
Old : 48.6 31.7 63.5 51.4 48.3 29.6 61.6 47.5
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 - Futures Only, May 24, 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 : 96,007: 11,919 16,247 24,658 44,721 28,516 81,298 69,421: 14,709 26,586
Old : 85,978: 11,074 17,125 21,587 40,148 24,985 72,809 63,697: 13,169 22,281
Other: 10,029: 3,318 1,595 598 4,573 3,531 8,489 5,724: 1,540 4,305
: : :
: : Changes in Commitments from: May 17, 2005 :
: -506: -213 4,955 4,437 543 -4,625 4,767 4,767: -5,273 -5,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 16.9 25.7 46.6 29.7 84.7 72.3: 15.3 27.7
Old : 100.0: 12.9 19.9 25.1 46.7 29.1 84.7 74.1: 15.3 25.9
Other: 100.0: 33.1 15.9 6.0 45.6 35.2 84.6 57.1: 15.4 42.9
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 39 53 54 20 33 92 122:
Old : 149: 39 55 53 19 33 91 121:
Other: 44: 19 8 5 5 14 26 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 16.4 42.7 24.8 29.0 16.3 41.2 21.9
Old : 32.4 16.2 45.1 25.0 32.4 16.1 43.8 22.4
Other: 59.9 33.8 73.7 44.1 58.8 29.8 70.5 40.1
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 24, 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 : 3,913: 605 1,708 271 1,508 782 2,384 2,761: 1,529 1,152
Old : 3,865: 605 1,736 242 1,490 782 2,337 2,760: 1,528 1,105
Other: 48: 28 0 1 18 0 47 1: 1 47
: : :
: : Changes in Commitments from: May 17, 2005 :
: 308: 189 272 -115 -7 11 67 168: 241 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 43.6 6.9 38.5 20.0 60.9 70.6: 39.1 29.4
Old : 100.0: 15.7 44.9 6.3 38.6 20.2 60.5 71.4: 39.5 28.6
Other: 100.0: 58.3 0.0 2.1 37.5 0.0 97.9 2.1: 2.1 97.9
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 10 16 4 8 4 22 20:
Old : 35: 10 16 4 8 4 22 20:
Other: 4: 2 0 1 2 0 4 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 44.1 45.7 57.2 31.7 41.7 39.8 49.7
Old : 34.8 44.7 45.4 57.9 31.7 42.2 39.9 50.3
Other: 97.9 2.1 97.9 2.1 95.8 0.0 95.8 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 24, 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 : 144,146: 40,842 16,105 14,717 69,629 75,020 125,188 105,842: 18,958 38,304
Old : 144,146: 40,842 16,105 14,717 69,629 75,020 125,188 105,842: 18,958 38,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -9,819: -9,365 -1,875 -2,143 2,682 -3,977 -8,826 -7,995: -993 -1,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 11.2 10.2 48.3 52.0 86.8 73.4: 13.2 26.6
Old : 100.0: 28.3 11.2 10.2 48.3 52.0 86.8 73.4: 13.2 26.6
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 : 211: 56 30 43 66 103 147 162:
Old : 211: 56 30 43 66 103 147 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 14.7 36.5 24.5 23.2 14.4 34.6 23.9
Old : 23.2 14.7 36.5 24.5 23.2 14.4 34.6 23.9
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 - Futures Only, May 24, 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 : 3,408: 1,178 464 130 942 1,807 2,250 2,401: 1,158 1,007
Old : 3,408: 1,178 464 130 942 1,807 2,250 2,401: 1,158 1,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 143: 18 79 65 183 59 266 203: -123 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 13.6 3.8 27.6 53.0 66.0 70.5: 34.0 29.5
Old : 100.0: 34.6 13.6 3.8 27.6 53.0 66.0 70.5: 34.0 29.5
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 : 43: 9 11 4 16 15 28 27:
Old : 43: 9 11 4 16 15 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 40.0 42.4 50.4 29.1 38.3 39.5 46.9
Old : 30.5 40.0 42.4 50.4 29.1 38.3 39.5 46.9
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 - Futures Only, May 24, 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 : 24,508: 10,855 4,184 1,565 7,357 4,392 19,777 10,141: 4,731 14,367
Old : 24,508: 10,855 4,184 1,565 7,357 4,392 19,777 10,141: 4,731 14,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -231: -611 36 264 13 -724 -334 -424: 103 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 17.1 6.4 30.0 17.9 80.7 41.4: 19.3 58.6
Old : 100.0: 44.3 17.1 6.4 30.0 17.9 80.7 41.4: 19.3 58.6
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 : 135: 36 30 18 30 45 80 81:
Old : 135: 36 30 18 30 45 80 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 11.1 31.0 15.9 17.3 9.1 31.0 13.2
Old : 17.3 11.1 31.0 15.9 17.3 9.1 31.0 13.2
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 - Futures Only, May 24, 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 : 96,833: 9,806 42,690 587 63,398 30,943 73,791 74,220: 23,042 22,613
Old : 96,833: 9,806 42,690 587 63,398 30,943 73,791 74,220: 23,042 22,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -2,256: -1,856 -2,464 -684 565 2,823 -1,975 -325: -281 -1,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 44.1 0.6 65.5 32.0 76.2 76.6: 23.8 23.4
Old : 100.0: 10.1 44.1 0.6 65.5 32.0 76.2 76.6: 23.8 23.4
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 : 73: 10 23 3 30 22 42 46:
Old : 73: 10 23 3 30 22 42 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 25.1 50.2 42.1 36.9 25.1 48.3 42.1
Old : 38.2 25.1 50.2 42.1 36.9 25.1 48.3 42.1
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 - Futures Only, May 24, 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 : 69,873: 1,762 39,433 57 59,616 7,279 61,435 46,769: 8,438 23,104
Old : 69,873: 1,762 39,433 57 59,616 7,279 61,435 46,769: 8,438 23,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 8,915: -180 9,113 45 10,825 -423 10,690 8,735: -1,775 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 56.4 0.1 85.3 10.4 87.9 66.9: 12.1 33.1
Old : 100.0: 2.5 56.4 0.1 85.3 10.4 87.9 66.9: 12.1 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 : 49: 3 24 2 18 7 22 32:
Old : 49: 3 24 2 18 7 22 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 22.6 70.7 35.9 49.3 22.6 67.3 35.6
Old : 52.8 22.6 70.7 35.9 49.3 22.6 67.3 35.6
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 - Futures Only, May 24, 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 : 101,704: 77,044 3,599 340 16,026 93,248 93,410 97,187: 8,294 4,517
Old : 101,704: 77,044 3,599 340 16,026 93,248 93,410 97,187: 8,294 4,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -3,325: -1,373 743 114 -2,407 -4,599 -3,666 -3,742: 341 417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 3.5 0.3 15.8 91.7 91.8 95.6: 8.2 4.4
Old : 100.0: 75.8 3.5 0.3 15.8 91.7 91.8 95.6: 8.2 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 59 14 3 15 18 76 33:
Old : 103: 59 14 3 15 18 76 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 : 33.5 62.7 50.3 85.7 33.5 62.5 50.3 85.5
Old : 33.5 62.7 50.3 85.7 33.5 62.5 50.3 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 24, 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 : 86,387: 14,760 22,170 805 52,624 45,652 68,189 68,627: 18,198 17,760
Old : 86,387: 14,760 22,170 805 52,624 45,652 68,189 68,627: 18,198 17,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 4,897: -2,855 4,989 125 9,286 -2,028 6,556 3,086: -1,659 1,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 25.7 0.9 60.9 52.8 78.9 79.4: 21.1 20.6
Old : 100.0: 17.1 25.7 0.9 60.9 52.8 78.9 79.4: 21.1 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 : 67: 15 20 2 23 15 39 36:
Old : 67: 15 20 2 23 15 39 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 37.4 45.6 52.0 27.6 34.0 41.2 46.6
Old : 29.4 37.4 45.6 52.0 27.6 34.0 41.2 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 24, 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 : 184,022: 10,629 49,460 824 150,228 110,349 161,681 160,633: 22,341 23,389
Old : 184,022: 10,629 49,460 824 150,228 110,349 161,681 160,633: 22,341 23,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -5,010: -1,034 -10,086 823 -3,395 356 -3,606 -8,907: -1,404 3,897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 26.9 0.4 81.6 60.0 87.9 87.3: 12.1 12.7
Old : 100.0: 5.8 26.9 0.4 81.6 60.0 87.9 87.3: 12.1 12.7
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 : 89: 18 23 3 32 28 52 52:
Old : 89: 18 23 3 32 28 52 52:
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 : 55.8 34.9 72.6 49.7 54.5 33.3 66.6 46.1
Old : 55.8 34.9 72.6 49.7 54.5 33.3 66.6 46.1
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 - Futures Only, May 24, 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 : 162,145: 24,631 39,952 1,274 92,321 68,523 118,226 109,749: 43,919 52,396
Old : 162,145: 24,631 39,952 1,274 92,321 68,523 118,226 109,749: 43,919 52,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 5,285: 2,399 4,232 216 4,270 -1,429 6,885 3,019: -1,600 2,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 24.6 0.8 56.9 42.3 72.9 67.7: 27.1 32.3
Old : 100.0: 15.2 24.6 0.8 56.9 42.3 72.9 67.7: 27.1 32.3
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 : 104: 31 31 8 28 29 62 65:
Old : 104: 31 31 8 28 29 62 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 28.7 45.6 39.1 32.1 27.7 44.3 37.5
Old : 32.5 28.7 45.6 39.1 32.1 27.7 44.3 37.5
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 - Futures Only, May 24, 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 : 8,696,401: 793,964 765,172 1,063,152 5,840,381 5,298,247 7,697,497 7,126,571: 998,904 1,569,830
Old : 8,696,401: 793,964 765,172 1,063,152 5,840,381 5,298,247 7,697,497 7,126,571: 998,904 1,569,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 62,086: 8,345 18,755 7,069 58,623 20,447 74,037 46,271: -11,951 15,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 8.8 12.2 67.2 60.9 88.5 81.9: 11.5 18.1
Old : 100.0: 9.1 8.8 12.2 67.2 60.9 88.5 81.9: 11.5 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 57 61 94 127 137 237 248:
Old : 268: 57 61 94 127 137 237 248:
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 : 28.2 16.6 41.4 26.0 27.0 14.0 35.5 20.8
Old : 28.2 16.6 41.4 26.0 27.0 14.0 35.5 20.8
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 - Futures Only, May 24, 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 : 703,597: 59,773 69,269 15,869 490,425 494,838 566,067 579,976: 137,530 123,621
Old : 703,597: 59,773 69,269 15,869 490,425 494,838 566,067 579,976: 137,530 123,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 931: 2,264 -9,091 125 2,826 1,374 5,215 -7,592: -4,284 8,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 9.8 2.3 69.7 70.3 80.5 82.4: 19.5 17.6
Old : 100.0: 8.5 9.8 2.3 69.7 70.3 80.5 82.4: 19.5 17.6
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 : 186: 34 31 18 95 63 143 98:
Old : 186: 34 31 18 95 63 143 98:
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 32.9 29.0 45.5 19.6 32.4 28.0 45.0
Old : 19.8 32.9 29.0 45.5 19.6 32.4 28.0 45.0
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 - Futures Only, May 24, 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 : 1,049,050: 180,992 241,162 12,739 497,017 695,964 690,748 949,865: 358,302 99,185
Old : 1,049,050: 180,992 241,162 12,739 497,017 695,964 690,748 949,865: 358,302 99,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 48,482: 6,162 31,810 -6,223 27,532 23,110 27,471 48,697: 21,011 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 23.0 1.2 47.4 66.3 65.8 90.5: 34.2 9.5
Old : 100.0: 17.3 23.0 1.2 47.4 66.3 65.8 90.5: 34.2 9.5
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 : 187: 44 55 19 53 59 110 120:
Old : 187: 44 55 19 53 59 110 120:
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 27.8 28.8 41.5 14.3 24.3 20.7 34.3
Old : 19.4 27.8 28.8 41.5 14.3 24.3 20.7 34.3
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 - Futures Only, May 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 11,515: 725 1,306 0 5,426 9,871 6,151 11,177: 5,364 338
Old : 11,515: 725 1,306 0 5,426 9,871 6,151 11,177: 5,364 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -168: 0 -203 0 81 595 81 392: -249 -560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 11.3 0.0 47.1 85.7 53.4 97.1: 46.6 2.9
Old : 100.0: 6.3 11.3 0.0 47.1 85.7 53.4 97.1: 46.6 2.9
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 : 27: 1 3 0 11 14 12 17:
Old : 27: 1 3 0 11 14 12 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 41.5 45.5 67.7 28.0 40.9 44.0 67.1
Old : 29.5 41.5 45.5 67.7 28.0 40.9 44.0 67.1
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 - Futures Only, May 24, 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 : 29,492: 10,998 6,172 0 14,395 17,843 25,393 24,015: 4,099 5,477
Old : 29,492: 10,998 6,172 0 14,395 17,843 25,393 24,015: 4,099 5,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 800: -67 1,638 0 360 1,512 293 3,150: 507 -2,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 20.9 0.0 48.8 60.5 86.1 81.4: 13.9 18.6
Old : 100.0: 37.3 20.9 0.0 48.8 60.5 86.1 81.4: 13.9 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 : 39: 8 5 0 16 17 24 22:
Old : 39: 8 5 0 16 17 24 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 : 43.4 46.3 63.2 62.5 43.4 43.7 61.9 60.0
Old : 43.4 46.3 63.2 62.5 43.4 43.7 61.9 60.0
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 - Futures Only, May 24, 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 : 54,457: 7,570 17,683 7 37,032 25,515 44,609 43,205: 9,848 11,252
Old : 54,457: 7,570 17,683 7 37,032 25,515 44,609 43,205: 9,848 11,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -3,875: 2,881 -2,689 1 -1,799 -1,771 1,083 -4,459: -4,958 584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 32.5 0.0 68.0 46.9 81.9 79.3: 18.1 20.7
Old : 100.0: 13.9 32.5 0.0 68.0 46.9 81.9 79.3: 18.1 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 : 85: 16 18 1 33 28 49 47:
Old : 85: 16 18 1 33 28 49 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 28.9 51.3 43.7 38.9 26.8 49.6 41.5
Old : 40.4 28.9 51.3 43.7 38.9 26.8 49.6 41.5
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 - Futures Only, May 24, 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 : 315,054: 89,725 115,503 6,169 190,434 159,804 286,328 281,476: 28,726 33,578
Old : 315,054: 89,725 115,503 6,169 190,434 159,804 286,328 281,476: 28,726 33,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -16,727: 12,408 -29,529 3,807 -35,097 19,255 -18,882 -6,467: 2,155 -10,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 36.7 2.0 60.4 50.7 90.9 89.3: 9.1 10.7
Old : 100.0: 28.5 36.7 2.0 60.4 50.7 90.9 89.3: 9.1 10.7
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 : 202: 54 81 10 40 37 100 122:
Old : 202: 54 81 10 40 37 100 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 31.2 57.3 42.4 35.8 23.7 48.3 31.5
Old : 42.0 31.2 57.3 42.4 35.8 23.7 48.3 31.5
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 - Futures Only, May 24, 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 : 85,299: 21,939 8,632 6 44,079 61,188 66,024 69,826: 19,275 15,473
Old : 85,299: 21,939 8,632 6 44,079 61,188 66,024 69,826: 19,275 15,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 857: -2,282 -354 -457 2,075 -548 -664 -1,359: 1,521 2,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 10.1 0.0 51.7 71.7 77.4 81.9: 22.6 18.1
Old : 100.0: 25.7 10.1 0.0 51.7 71.7 77.4 81.9: 22.6 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 9 9 1 20 15 30 24:
Old : 45: 9 9 1 20 15 30 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 : 41.9 59.8 56.4 70.9 41.8 56.0 54.3 66.9
Old : 41.9 59.8 56.4 70.9 41.8 56.0 54.3 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 24, 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 : 36,652: 777 13,017 111 29,970 18,519 30,858 31,647: 5,794 5,005
Old : 36,652: 777 13,017 111 29,970 18,519 30,858 31,647: 5,794 5,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -308: -344 15 106 -251 -121 -489 0: 181 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 35.5 0.3 81.8 50.5 84.2 86.3: 15.8 13.7
Old : 100.0: 2.1 35.5 0.3 81.8 50.5 84.2 86.3: 15.8 13.7
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 : 60: 3 12 3 27 26 32 39:
Old : 60: 3 12 3 27 26 32 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 37.3 66.6 49.0 56.3 37.3 64.6 49.0
Old : 57.4 37.3 66.6 49.0 56.3 37.3 64.6 49.0
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 - Futures Only, May 24, 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 : 242,112: 51,671 36,029 1,754 178,440 189,046 231,865 226,829: 10,247 15,283
Old : 242,112: 51,671 36,029 1,754 178,440 189,046 231,865 226,829: 10,247 15,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -5,457: -1,013 -3,957 -14 -5,205 -922 -6,232 -4,893: 775 -564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 14.9 0.7 73.7 78.1 95.8 93.7: 4.2 6.3
Old : 100.0: 21.3 14.9 0.7 73.7 78.1 95.8 93.7: 4.2 6.3
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 : 117: 15 37 6 34 47 53 86:
Old : 117: 15 37 6 34 47 53 86:
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 : 64.1 37.3 73.3 51.7 61.2 34.7 70.1 48.6
Old : 64.1 37.3 73.3 51.7 61.2 34.7 70.1 48.6
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 - Futures Only, May 24, 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 : 42,339: 13,540 6,554 76 14,303 22,824 27,919 29,454: 14,420 12,885
Old : 42,339: 13,540 6,554 76 14,303 22,824 27,919 29,454: 14,420 12,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,633: 3,350 665 10 -3,213 -1,874 147 -1,199: 1,486 2,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 15.5 0.2 33.8 53.9 65.9 69.6: 34.1 30.4
Old : 100.0: 32.0 15.5 0.2 33.8 53.9 65.9 69.6: 34.1 30.4
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 : 83: 30 14 2 18 27 49 42:
Old : 83: 30 14 2 18 27 49 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 : 17.3 25.9 27.5 37.6 16.1 25.6 25.3 35.6
Old : 17.3 25.9 27.5 37.6 16.1 25.6 25.3 35.6
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 - Futures Only, May 24, 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 : 29,330: 7,160 350 42 15,964 2,397 23,166 2,789: 6,164 26,541
Old : 29,330: 7,160 350 42 15,964 2,397 23,166 2,789: 6,164 26,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,972: 409 -573 25 114 -256 548 -804: 1,424 2,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 1.2 0.1 54.4 8.2 79.0 9.5: 21.0 90.5
Old : 100.0: 24.4 1.2 0.1 54.4 8.2 79.0 9.5: 21.0 90.5
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 : 26: 11 1 2 11 4 22 7:
Old : 26: 11 1 2 11 4 22 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 8.7 64.7 9.5 55.3 7.8 63.1 7.8
Old : 56.8 8.7 64.7 9.5 55.3 7.8 63.1 7.8
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 - Futures Only, May 24, 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 : 75,849: 4,466 5,718 445 51,633 28,469 56,544 34,632: 19,305 41,217
Old : 75,849: 4,466 5,718 445 51,633 28,469 56,544 34,632: 19,305 41,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,489: 1,320 1,335 -146 95 39 1,269 1,228: 220 261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 7.5 0.6 68.1 37.5 74.5 45.7: 25.5 54.3
Old : 100.0: 5.9 7.5 0.6 68.1 37.5 74.5 45.7: 25.5 54.3
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 : 51: 4 14 2 19 29 24 45:
Old : 51: 4 14 2 19 29 24 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 18.6 66.0 27.8 47.3 12.1 53.2 17.6
Old : 58.1 18.6 66.0 27.8 47.3 12.1 53.2 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2005