MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 23,690: 3,287 2,067 1,129 15,032 13,358 19,448 16,554: 4,242 7,136
Old : 23,690: 3,287 2,067 1,129 15,032 13,358 19,448 16,554: 4,242 7,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 589: 257 16 44 237 281 538 341: 51 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 8.7 4.8 63.5 56.4 82.1 69.9: 17.9 30.1
Old : 100.0: 13.9 8.7 4.8 63.5 56.4 82.1 69.9: 17.9 30.1
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 : 42: 9 7 10 21 17 34 30:
Old : 42: 9 7 10 21 17 34 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 31.4 63.0 50.9 47.1 28.5 60.8 46.4
Old : 48.9 31.4 63.0 50.9 47.1 28.5 60.8 46.4
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 31, 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 : 98,704: 10,992 17,790 26,237 46,842 28,855 84,071 72,882: 14,633 25,822
Old : 88,238: 10,504 18,535 22,925 41,886 25,238 75,315 66,698: 12,923 21,540
Other: 10,466: 3,279 2,046 521 4,956 3,617 8,756 6,184: 1,710 4,282
: : :
: : Changes in Commitments from: May 24, 2005 :
: 2,697: -927 1,543 1,579 2,121 339 2,773 3,461: -76 -764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 18.0 26.6 47.5 29.2 85.2 73.8: 14.8 26.2
Old : 100.0: 11.9 21.0 26.0 47.5 28.6 85.4 75.6: 14.6 24.4
Other: 100.0: 31.3 19.5 5.0 47.4 34.6 83.7 59.1: 16.3 40.9
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 35 56 58 20 33 93 129:
Old : 154: 38 57 57 19 33 92 127:
Other: 47: 17 12 4 5 15 24 29:
:----------------------------------------------------------------------------------------------------
: 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 : 29.3 15.0 42.9 24.3 29.3 14.5 41.7 20.4
Old : 32.8 14.7 45.5 24.5 32.8 14.5 44.3 21.0
Other: 58.5 29.3 72.6 40.5 57.2 25.8 68.7 36.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 3,904: 534 1,688 265 1,456 744 2,255 2,697: 1,649 1,207
Old : 3,854: 518 1,688 264 1,438 744 2,220 2,696: 1,634 1,158
Other: 50: 16 0 1 18 0 35 1: 15 49
: : :
: : Changes in Commitments from: May 24, 2005 :
: -9: -71 -20 -6 -52 -38 -129 -64: 120 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 43.2 6.8 37.3 19.1 57.8 69.1: 42.2 30.9
Old : 100.0: 13.4 43.8 6.9 37.3 19.3 57.6 70.0: 42.4 30.0
Other: 100.0: 32.0 0.0 2.0 36.0 0.0 70.0 2.0: 30.0 98.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 14 5 7 4 21 21:
Old : 35: 11 14 5 6 4 20 21:
Other: 3: 1 0 1 2 0 3 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 : 34.1 45.9 44.0 56.1 31.0 44.7 38.6 50.6
Old : 34.1 46.5 44.2 56.9 31.0 45.3 38.7 51.2
Other: 70.0 2.0 70.0 2.0 68.0 0.0 68.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 147,167: 40,486 16,161 16,313 70,439 77,014 127,238 109,488: 19,929 37,679
Old : 147,167: 40,486 16,161 16,313 70,439 77,014 127,238 109,488: 19,929 37,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 3,021: -356 56 1,596 810 1,994 2,050 3,646: 971 -625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 11.0 11.1 47.9 52.3 86.5 74.4: 13.5 25.6
Old : 100.0: 27.5 11.0 11.1 47.9 52.3 86.5 74.4: 13.5 25.6
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 : 224: 59 39 51 68 98 159 170:
Old : 224: 59 39 51 68 98 159 170:
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 : 23.5 14.8 36.6 24.7 23.5 14.5 34.2 23.7
Old : 23.5 14.8 36.6 24.7 23.5 14.5 34.2 23.7
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 31, 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 : 3,509: 1,259 391 133 1,004 1,961 2,396 2,485: 1,113 1,024
Old : 3,509: 1,259 391 133 1,004 1,961 2,396 2,485: 1,113 1,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 101: 81 -73 3 62 154 146 84: -45 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 11.1 3.8 28.6 55.9 68.3 70.8: 31.7 29.2
Old : 100.0: 35.9 11.1 3.8 28.6 55.9 68.3 70.8: 31.7 29.2
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 : 44: 11 9 5 15 15 30 25:
Old : 44: 11 9 5 15 15 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 41.5 42.8 52.0 28.3 40.1 39.6 48.9
Old : 29.3 41.5 42.8 52.0 28.3 40.1 39.6 48.9
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 31, 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 : 21,827: 10,334 4,140 823 6,116 3,418 17,273 8,381: 4,554 13,446
Old : 21,827: 10,334 4,140 823 6,116 3,418 17,273 8,381: 4,554 13,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -2,681: -521 -44 -742 -1,241 -974 -2,504 -1,760: -177 -921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 19.0 3.8 28.0 15.7 79.1 38.4: 20.9 61.6
Old : 100.0: 47.3 19.0 3.8 28.0 15.7 79.1 38.4: 20.9 61.6
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 : 121: 38 27 15 24 36 73 68:
Old : 121: 38 27 15 24 36 73 68:
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 12.3 33.4 17.3 19.4 11.4 33.4 15.7
Old : 19.4 12.3 33.4 17.3 19.4 11.4 33.4 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 94,700: 10,524 41,764 647 60,610 30,914 71,781 73,325: 22,919 21,375
Old : 94,700: 10,524 41,764 647 60,610 30,914 71,781 73,325: 22,919 21,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -2,133: 718 -926 60 -2,788 -29 -2,010 -895: -123 -1,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 44.1 0.7 64.0 32.6 75.8 77.4: 24.2 22.6
Old : 100.0: 11.1 44.1 0.7 64.0 32.6 75.8 77.4: 24.2 22.6
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 : 75: 11 24 5 29 23 43 49:
Old : 75: 11 24 5 29 23 43 49:
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 : 39.1 25.7 50.1 41.4 37.6 25.7 48.7 41.4
Old : 39.1 25.7 50.1 41.4 37.6 25.7 48.7 41.4
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 31, 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 : 69,037: 850 40,249 53 58,759 6,938 59,662 47,240: 9,375 21,797
Old : 69,037: 850 40,249 53 58,759 6,938 59,662 47,240: 9,375 21,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -836: -912 816 -4 -857 -341 -1,773 471: 937 -1,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 58.3 0.1 85.1 10.0 86.4 68.4: 13.6 31.6
Old : 100.0: 1.2 58.3 0.1 85.1 10.0 86.4 68.4: 13.6 31.6
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 : 49: 2 24 2 20 7 23 32:
Old : 49: 2 24 2 20 7 23 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 : 49.0 20.2 69.3 34.4 45.8 20.2 66.2 34.4
Old : 49.0 20.2 69.3 34.4 45.8 20.2 66.2 34.4
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 31, 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 : 109,821: 83,830 3,400 639 16,483 101,612 100,952 105,651: 8,869 4,170
Old : 109,821: 83,830 3,400 639 16,483 101,612 100,952 105,651: 8,869 4,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 8,117: 6,786 -199 299 457 8,364 7,542 8,464: 575 -347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 3.1 0.6 15.0 92.5 91.9 96.2: 8.1 3.8
Old : 100.0: 76.3 3.1 0.6 15.0 92.5 91.9 96.2: 8.1 3.8
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 : 105: 62 12 4 15 18 80 32:
Old : 105: 62 12 4 15 18 80 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 : 31.5 61.9 48.9 84.3 31.5 61.7 48.9 84.1
Old : 31.5 61.9 48.9 84.3 31.5 61.7 48.9 84.1
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 31, 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 : 95,073: 14,346 25,417 793 61,489 48,354 76,628 74,564: 18,445 20,509
Old : 95,073: 14,346 25,417 793 61,489 48,354 76,628 74,564: 18,445 20,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 8,686: -414 3,247 -12 8,865 2,702 8,439 5,937: 247 2,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 26.7 0.8 64.7 50.9 80.6 78.4: 19.4 21.6
Old : 100.0: 15.1 26.7 0.8 64.7 50.9 80.6 78.4: 19.4 21.6
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 : 66: 16 19 2 23 14 40 34:
Old : 66: 16 19 2 23 14 40 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 : 26.8 34.4 45.2 50.1 25.5 31.2 42.0 45.4
Old : 26.8 34.4 45.2 50.1 25.5 31.2 42.0 45.4
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 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 183,593: 6,467 54,902 824 150,941 100,736 158,232 156,462: 25,361 27,131
Old : 183,593: 6,467 54,902 824 150,941 100,736 158,232 156,462: 25,361 27,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -429: -4,162 5,442 0 713 -9,613 -3,449 -4,171: 3,020 3,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 29.9 0.4 82.2 54.9 86.2 85.2: 13.8 14.8
Old : 100.0: 3.5 29.9 0.4 82.2 54.9 86.2 85.2: 13.8 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 12 28 3 30 25 44 54:
Old : 84: 12 28 3 30 25 44 54:
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 : 60.6 34.0 74.5 46.9 57.6 31.1 68.1 43.2
Old : 60.6 34.0 74.5 46.9 57.6 31.1 68.1 43.2
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 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 190,494: 24,211 42,521 1,043 103,595 83,901 128,849 127,465: 61,645 63,029
Old : 190,494: 24,211 42,521 1,043 103,595 83,901 128,849 127,465: 61,645 63,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 28,349: -420 2,569 -231 11,274 15,378 10,623 17,716: 17,726 10,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 22.3 0.5 54.4 44.0 67.6 66.9: 32.4 33.1
Old : 100.0: 12.7 22.3 0.5 54.4 44.0 67.6 66.9: 32.4 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 : 106: 30 32 7 31 30 64 66:
Old : 106: 30 32 7 31 30 64 66:
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 : 29.0 29.7 40.1 39.2 28.6 27.9 39.0 36.1
Old : 29.0 29.7 40.1 39.2 28.6 27.9 39.0 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 55,632: 9,572 3,191 589 40,073 44,970 50,234 48,750: 5,398 6,882
Old : 55,632: 9,572 3,191 589 40,073 44,970 50,234 48,750: 5,398 6,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 5.7 1.1 72.0 80.8 90.3 87.6: 9.7 12.4
Old : 100.0: 17.2 5.7 1.1 72.0 80.8 90.3 87.6: 9.7 12.4
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 : 22: 2 3 2 14 13 17 17:
Old : 22: 2 3 2 14 13 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 52.7 79.7 73.6 55.1 46.7 67.9 60.4
Old : 64.5 52.7 79.7 73.6 55.1 46.7 67.9 60.4
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 31, 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 : 8,795,768: 878,819 765,661 1,069,873 5,855,986 5,406,257 7,804,678 7,241,791: 991,090 1,553,977
Old : 8,795,768: 878,819 765,661 1,069,873 5,855,986 5,406,257 7,804,678 7,241,791: 991,090 1,553,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 99,367: 84,855 489 6,721 15,605 108,010 107,181 115,220: -7,814 -15,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 8.7 12.2 66.6 61.5 88.7 82.3: 11.3 17.7
Old : 100.0: 10.0 8.7 12.2 66.6 61.5 88.7 82.3: 11.3 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 : 267: 56 61 91 130 136 239 243:
Old : 267: 56 61 91 130 136 239 243:
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 : 27.8 17.2 40.8 26.6 26.4 14.5 34.9 21.2
Old : 27.8 17.2 40.8 26.6 26.4 14.5 34.9 21.2
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 31, 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 : 699,838: 57,075 68,455 14,294 481,001 495,001 552,370 577,750: 147,468 122,088
Old : 699,838: 57,075 68,455 14,294 481,001 495,001 552,370 577,750: 147,468 122,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -3,759: -2,698 -814 -1,575 -9,424 163 -13,697 -2,226: 9,938 -1,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 9.8 2.0 68.7 70.7 78.9 82.6: 21.1 17.4
Old : 100.0: 8.2 9.8 2.0 68.7 70.7 78.9 82.6: 21.1 17.4
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 : 181: 36 29 17 91 61 139 95:
Old : 181: 36 29 17 91 61 139 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 32.9 28.7 45.6 19.2 32.6 27.6 45.3
Old : 19.6 32.9 28.7 45.6 19.2 32.6 27.6 45.3
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
Commitments of Traders - Futures Only, May 31, 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 : 1,064,782: 188,598 223,213 16,533 520,372 733,095 725,503 972,841: 339,279 91,941
Old : 1,064,782: 188,598 223,213 16,533 520,372 733,095 725,503 972,841: 339,279 91,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 15,732: 7,606 -17,949 3,794 23,355 37,131 34,755 22,976: -19,023 -7,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 21.0 1.6 48.9 68.8 68.1 91.4: 31.9 8.6
Old : 100.0: 17.7 21.0 1.6 48.9 68.8 68.1 91.4: 31.9 8.6
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 : 188: 44 53 14 57 61 112 117:
Old : 188: 44 53 14 57 61 112 117:
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 : 20.0 30.0 29.7 44.1 14.6 24.7 20.9 35.3
Old : 20.0 30.0 29.7 44.1 14.6 24.7 20.9 35.3
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 31, 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 : 12,144: 725 1,281 19 5,920 9,592 6,664 10,892: 5,480 1,252
Old : 12,144: 725 1,281 19 5,920 9,592 6,664 10,892: 5,480 1,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 629: 0 -25 19 494 -279 513 -285: 116 914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 10.5 0.2 48.7 79.0 54.9 89.7: 45.1 10.3
Old : 100.0: 6.0 10.5 0.2 48.7 79.0 54.9 89.7: 45.1 10.3
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 : 26: 1 3 1 12 13 14 16:
Old : 26: 1 3 1 12 13 14 16:
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 37.5 44.8 63.0 26.6 36.6 41.9 59.0
Old : 28.0 37.5 44.8 63.0 26.6 36.6 41.9 59.0
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 31, 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 : 29,538: 9,798 5,314 144 16,035 19,377 25,977 24,835: 3,561 4,703
Old : 29,538: 9,798 5,314 144 16,035 19,377 25,977 24,835: 3,561 4,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 46: -1,200 -858 144 1,640 1,534 584 820: -538 -774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 18.0 0.5 54.3 65.6 87.9 84.1: 12.1 15.9
Old : 100.0: 33.2 18.0 0.5 54.3 65.6 87.9 84.1: 12.1 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 : 36: 6 5 2 15 17 21 24:
Old : 36: 6 5 2 15 17 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 54.7 65.9 68.1 43.0 50.7 63.4 64.2
Old : 43.1 54.7 65.9 68.1 43.0 50.7 63.4 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 55,678: 9,403 12,967 2 36,521 25,724 45,926 38,693: 9,752 16,985
Old : 55,678: 9,403 12,967 2 36,521 25,724 45,926 38,693: 9,752 16,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 1,221: 1,833 -4,716 -5 -511 209 1,317 -4,512: -96 5,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 23.3 0.0 65.6 46.2 82.5 69.5: 17.5 30.5
Old : 100.0: 16.9 23.3 0.0 65.6 46.2 82.5 69.5: 17.5 30.5
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 : 83: 19 17 1 31 28 50 46:
Old : 83: 19 17 1 31 28 50 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 : 39.2 24.6 51.4 36.7 37.8 23.0 49.5 34.5
Old : 39.2 24.6 51.4 36.7 37.8 23.0 49.5 34.5
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 31, 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 : 307,287: 71,691 112,049 6,930 166,978 162,135 245,599 281,114: 61,688 26,173
Old : 307,287: 71,691 112,049 6,930 166,978 162,135 245,599 281,114: 61,688 26,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -7,767: -18,034 -3,454 761 -23,456 2,331 -40,729 -362: 32,962 -7,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 36.5 2.3 54.3 52.8 79.9 91.5: 20.1 8.5
Old : 100.0: 23.3 36.5 2.3 54.3 52.8 79.9 91.5: 20.1 8.5
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 : 189: 54 69 10 44 32 104 105:
Old : 189: 54 69 10 44 32 104 105:
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 : 38.6 32.2 49.3 44.2 32.5 24.8 39.7 33.5
Old : 38.6 32.2 49.3 44.2 32.5 24.8 39.7 33.5
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 31, 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 : 83,172: 15,019 9,095 64 49,234 58,473 64,317 67,632: 18,855 15,540
Old : 83,172: 15,019 9,095 64 49,234 58,473 64,317 67,632: 18,855 15,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -2,127: -6,920 463 58 5,155 -2,715 -1,707 -2,194: -420 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 10.9 0.1 59.2 70.3 77.3 81.3: 22.7 18.7
Old : 100.0: 18.1 10.9 0.1 59.2 70.3 77.3 81.3: 22.7 18.7
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 : 42: 6 10 2 20 13 28 23:
Old : 42: 6 10 2 20 13 28 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 60.6 58.7 71.9 43.9 55.4 54.9 66.3
Old : 45.3 60.6 58.7 71.9 43.9 55.4 54.9 66.3
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 31, 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 : 37,826: 1,009 13,657 107 31,707 18,605 32,823 32,369: 5,003 5,457
Old : 37,826: 1,009 13,657 107 31,707 18,605 32,823 32,369: 5,003 5,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 1,174: 232 640 -4 1,737 86 1,965 722: -791 452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 36.1 0.3 83.8 49.2 86.8 85.6: 13.2 14.4
Old : 100.0: 2.7 36.1 0.3 83.8 49.2 86.8 85.6: 13.2 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 4 12 2 28 26 33 39:
Old : 62: 4 12 2 28 26 33 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 : 56.0 36.2 66.4 47.7 55.0 36.2 65.0 47.4
Old : 56.0 36.2 66.4 47.7 55.0 36.2 65.0 47.4
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 31, 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 : 247,747: 52,587 35,520 2,821 181,657 192,208 237,065 230,549: 10,682 17,198
Old : 247,747: 52,587 35,520 2,821 181,657 192,208 237,065 230,549: 10,682 17,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 5,635: 916 -509 1,067 3,217 3,162 5,200 3,720: 435 1,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 14.3 1.1 73.3 77.6 95.7 93.1: 4.3 6.9
Old : 100.0: 21.2 14.3 1.1 73.3 77.6 95.7 93.1: 4.3 6.9
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 : 119: 15 39 7 34 47 54 88:
Old : 119: 15 39 7 34 47 54 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 36.3 72.9 51.1 60.4 33.7 69.5 48.2
Old : 63.5 36.3 72.9 51.1 60.4 33.7 69.5 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 31, 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 : 40,914: 13,567 5,556 143 13,479 23,463 27,189 29,162: 13,725 11,752
Old : 40,914: 13,567 5,556 143 13,479 23,463 27,189 29,162: 13,725 11,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -1,425: 27 -998 67 -824 639 -730 -292: -695 -1,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 13.6 0.3 32.9 57.3 66.5 71.3: 33.5 28.7
Old : 100.0: 33.2 13.6 0.3 32.9 57.3 66.5 71.3: 33.5 28.7
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 : 82: 29 13 3 18 28 49 42:
Old : 82: 29 13 3 18 28 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 : 16.5 27.7 26.6 38.9 15.4 27.1 25.0 36.7
Old : 16.5 27.7 26.6 38.9 15.4 27.1 25.0 36.7
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 31, 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 : 28,334: 7,117 560 103 16,663 2,399 23,883 3,062: 4,451 25,272
Old : 28,334: 7,117 560 103 16,663 2,399 23,883 3,062: 4,451 25,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -996: -43 210 61 699 2 717 273: -1,713 -1,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 2.0 0.4 58.8 8.5 84.3 10.8: 15.7 89.2
Old : 100.0: 25.1 2.0 0.4 58.8 8.5 84.3 10.8: 15.7 89.2
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 : 26: 10 2 3 11 4 21 9:
Old : 26: 10 2 3 11 4 21 9:
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 : 60.2 9.0 69.3 10.8 59.4 8.9 68.5 9.6
Old : 60.2 9.0 69.3 10.8 59.4 8.9 68.5 9.6
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 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 74,526: 4,449 5,762 599 52,583 28,063 57,631 34,424: 16,895 40,102
Old : 74,526: 4,449 5,762 599 52,583 28,063 57,631 34,424: 16,895 40,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -1,323: -17 44 154 950 -406 1,087 -208: -2,410 -1,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 7.7 0.8 70.6 37.7 77.3 46.2: 22.7 53.8
Old : 100.0: 6.0 7.7 0.8 70.6 37.7 77.3 46.2: 22.7 53.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 5 14 3 19 29 26 45:
Old : 52: 5 14 3 19 29 26 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 : 59.5 19.3 67.6 28.7 48.1 12.3 54.1 17.9
Old : 59.5 19.3 67.6 28.7 48.1 12.3 54.1 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 3, 2005