MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 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 : 21,691: 2,649 1,863 967 13,985 11,920 17,601 14,750: 4,090 6,941
Old : 21,691: 2,649 1,863 967 13,985 11,920 17,601 14,750: 4,090 6,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 533: 186 -67 61 323 414 570 408: -37 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 8.6 4.5 64.5 55.0 81.1 68.0: 18.9 32.0
Old : 100.0: 12.2 8.6 4.5 64.5 55.0 81.1 68.0: 18.9 32.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 8 6 8 22 16 34 27:
Old : 40: 8 6 8 22 16 34 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 : 46.8 32.3 61.4 51.0 46.8 28.7 59.0 45.6
Old : 46.8 32.3 61.4 51.0 46.8 28.7 59.0 45.6
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, June 14, 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 : 92,540: 10,607 24,227 15,069 50,907 25,812 76,583 65,108: 15,957 27,432
Old : 79,532: 8,960 24,089 11,745 45,123 21,546 65,828 57,380: 13,704 22,152
Other: 13,008: 4,046 2,537 925 5,784 4,266 10,755 7,728: 2,253 5,280
: : :
: : Changes in Commitments from: June 7, 2005 :
: -1,911: 274 2,776 -4,454 2,003 -1,006 -2,177 -2,684: 266 773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 26.2 16.3 55.0 27.9 82.8 70.4: 17.2 29.6
Old : 100.0: 11.3 30.3 14.8 56.7 27.1 82.8 72.1: 17.2 27.9
Other: 100.0: 31.1 19.5 7.1 44.5 32.8 82.7 59.4: 17.3 40.6
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 30 58 37 29 32 82 108:
Old : 138: 33 54 35 27 32 78 107:
Other: 49: 16 12 3 7 17 25 30:
:----------------------------------------------------------------------------------------------------
: 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 15.8 46.2 25.2 31.5 13.3 45.8 20.3
Old : 36.6 15.5 50.0 25.7 36.6 13.4 49.5 21.4
Other: 51.5 29.0 68.0 42.6 50.1 25.0 64.9 36.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 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 : 3,992: 694 1,597 485 1,227 744 2,406 2,826: 1,586 1,166
Old : 3,913: 699 1,629 428 1,210 744 2,337 2,801: 1,576 1,112
Other: 79: 51 24 1 17 0 69 25: 10 54
: : :
: : Changes in Commitments from: June 7, 2005 :
: 86: 129 -106 -26 -87 28 16 -104: 70 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 40.0 12.1 30.7 18.6 60.3 70.8: 39.7 29.2
Old : 100.0: 17.9 41.6 10.9 30.9 19.0 59.7 71.6: 40.3 28.4
Other: 100.0: 64.6 30.4 1.3 21.5 0.0 87.3 31.6: 12.7 68.4
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 13 14 10 6 5 23 26:
Old : 37: 12 15 7 5 5 22 23:
Other: 9: 4 3 1 2 0 6 4:
:----------------------------------------------------------------------------------------------------
: 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 : 31.7 49.2 44.6 59.2 28.8 44.6 36.6 49.4
Old : 31.9 50.2 43.8 60.4 28.9 45.5 37.1 50.5
Other: 82.3 31.6 87.3 31.6 81.0 30.4 86.1 30.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 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 : 133,331: 30,832 21,561 16,530 70,017 63,749 117,379 101,840: 15,952 31,491
Old : 133,331: 30,832 21,561 16,530 70,017 63,749 117,379 101,840: 15,952 31,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -8,012: -4,408 5,277 -1,413 684 -7,474 -5,137 -3,610: -2,875 -4,402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 16.2 12.4 52.5 47.8 88.0 76.4: 12.0 23.6
Old : 100.0: 23.1 16.2 12.4 52.5 47.8 88.0 76.4: 12.0 23.6
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 : 212: 46 55 41 57 82 128 162:
Old : 212: 46 55 41 57 82 128 162:
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 : 26.3 14.1 40.8 24.3 26.3 13.5 39.6 23.1
Old : 26.3 14.1 40.8 24.3 26.3 13.5 39.6 23.1
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, June 14, 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 : 3,640: 1,176 655 129 1,217 1,689 2,522 2,473: 1,118 1,167
Old : 3,640: 1,176 655 129 1,217 1,689 2,522 2,473: 1,118 1,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 221: -57 154 15 121 -147 79 22: 142 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 18.0 3.5 33.4 46.4 69.3 67.9: 30.7 32.1
Old : 100.0: 32.3 18.0 3.5 33.4 46.4 69.3 67.9: 30.7 32.1
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 : 48: 12 9 5 18 16 33 29:
Old : 48: 12 9 5 18 16 33 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 37.7 40.7 49.3 26.3 36.0 38.0 46.2
Old : 27.0 37.7 40.7 49.3 26.3 36.0 38.0 46.2
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, June 14, 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 : 21,853: 8,346 3,726 1,371 7,289 3,729 17,006 8,826: 4,847 13,027
Old : 21,853: 8,346 3,726 1,371 7,289 3,729 17,006 8,826: 4,847 13,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -1,445: -1,570 -786 -5 263 424 -1,312 -367: -133 -1,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 17.1 6.3 33.4 17.1 77.8 40.4: 22.2 59.6
Old : 100.0: 38.2 17.1 6.3 33.4 17.1 77.8 40.4: 22.2 59.6
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 : 115: 33 23 17 27 37 74 66:
Old : 115: 33 23 17 27 37 74 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 : 18.7 11.1 30.6 18.2 18.7 10.2 30.6 15.6
Old : 18.7 11.1 30.6 18.2 18.7 10.2 30.6 15.6
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, June 14, 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 : 63,187: 10,932 28,521 647 26,421 15,297 38,000 44,465: 25,187 18,722
Old : 63,187: 10,932 28,521 647 26,421 15,297 38,000 44,465: 25,187 18,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -30,999: 1,257 -7,715 52 -30,511 -20,903 -29,202 -28,566: -1,797 -2,433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 45.1 1.0 41.8 24.2 60.1 70.4: 39.9 29.6
Old : 100.0: 17.3 45.1 1.0 41.8 24.2 60.1 70.4: 39.9 29.6
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: 13 19 4 25 20 40 41:
Old : 67: 13 19 4 25 20 40 41:
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 : 25.8 22.4 38.3 38.2 23.4 22.3 34.8 37.8
Old : 25.8 22.4 38.3 38.2 23.4 22.3 34.8 37.8
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, June 14, 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 : 73,534: 2,905 46,486 0 64,004 4,362 66,909 50,848: 6,625 22,686
Old : 73,534: 2,905 46,486 0 64,004 4,362 66,909 50,848: 6,625 22,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -16,486: 962 -769 -1 -14,427 -14,649 -13,466 -15,419: -3,020 -1,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 63.2 0.0 87.0 5.9 91.0 69.1: 9.0 30.9
Old : 100.0: 4.0 63.2 0.0 87.0 5.9 91.0 69.1: 9.0 30.9
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 : 42: 2 26 0 12 3 14 29:
Old : 42: 2 26 0 12 3 14 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 25.5 85.1 40.2 68.6 25.5 84.7 40.2
Old : 68.6 25.5 85.1 40.2 68.6 25.5 84.7 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 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 : 102,424: 82,315 4,367 121 10,557 92,040 92,993 96,528: 9,431 5,896
Old : 102,424: 82,315 4,367 121 10,557 92,040 92,993 96,528: 9,431 5,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -18,456: 1,817 1,127 -2,743 -16,831 -17,515 -17,757 -19,131: -699 675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 4.3 0.1 10.3 89.9 90.8 94.2: 9.2 5.8
Old : 100.0: 80.4 4.3 0.1 10.3 89.9 90.8 94.2: 9.2 5.8
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 : 95: 62 7 1 11 18 74 25:
Old : 95: 62 7 1 11 18 74 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 : 30.9 65.9 50.5 83.0 30.9 65.6 50.5 82.7
Old : 30.9 65.9 50.5 83.0 30.9 65.6 50.5 82.7
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, June 14, 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 : 68,775: 14,197 31,146 543 36,280 18,422 51,020 50,111: 17,755 18,664
Old : 68,775: 14,197 31,146 543 36,280 18,422 51,020 50,111: 17,755 18,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -32,745: -471 7,903 -180 -25,775 -38,822 -26,426 -31,099: -6,319 -1,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 45.3 0.8 52.8 26.8 74.2 72.9: 25.8 27.1
Old : 100.0: 20.6 45.3 0.8 52.8 26.8 74.2 72.9: 25.8 27.1
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 : 56: 12 21 2 16 13 29 35:
Old : 56: 12 21 2 16 13 29 35:
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 : 35.4 25.2 52.1 40.5 34.1 25.2 49.6 39.9
Old : 35.4 25.2 52.1 40.5 34.1 25.2 49.6 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 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 : 144,048: 8,991 61,022 929 112,210 53,702 122,130 115,653: 21,918 28,395
Old : 144,048: 8,991 61,022 929 112,210 53,702 122,130 115,653: 21,918 28,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -41,940: 3,696 18,616 93 -39,766 -63,335 -35,977 -44,626: -5,963 2,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 42.4 0.6 77.9 37.3 84.8 80.3: 15.2 19.7
Old : 100.0: 6.2 42.4 0.6 77.9 37.3 84.8 80.3: 15.2 19.7
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 : 84: 14 30 4 32 17 48 49:
Old : 84: 14 30 4 32 17 48 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 : 45.3 32.8 63.9 49.2 37.7 23.5 49.2 37.5
Old : 45.3 32.8 63.9 49.2 37.7 23.5 49.2 37.5
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, June 14, 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 : 140,233: 26,335 46,000 1,613 65,262 42,453 93,210 90,066: 47,023 50,167
Old : 140,233: 26,335 46,000 1,613 65,262 42,453 93,210 90,066: 47,023 50,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -53,474: 3,396 5,290 984 -59,982 -62,855 -55,602 -56,581: 2,128 3,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 32.8 1.2 46.5 30.3 66.5 64.2: 33.5 35.8
Old : 100.0: 18.8 32.8 1.2 46.5 30.3 66.5 64.2: 33.5 35.8
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 : 106: 30 37 9 26 24 61 65:
Old : 106: 30 37 9 26 24 61 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 : 28.4 22.1 43.7 32.1 27.2 21.1 41.9 31.1
Old : 28.4 22.1 43.7 32.1 27.2 21.1 41.9 31.1
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, June 14, 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 : 7,409,695: 656,463 669,270 802,568 5,005,162 4,420,553 6,464,193 5,892,391: 945,502 1,517,304
Old : 7,409,695: 656,463 669,270 802,568 5,005,162 4,420,553 6,464,193 5,892,391: 945,502 1,517,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
:-1,543,793: -329,447 -73,851 -238,500 -857,599 -1,179,229 -1,425,546 -1,491,580: -118,247 -52,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 9.0 10.8 67.5 59.7 87.2 79.5: 12.8 20.5
Old : 100.0: 8.9 9.0 10.8 67.5 59.7 87.2 79.5: 12.8 20.5
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 : 240: 43 58 77 115 128 203 223:
Old : 240: 43 58 77 115 128 203 223:
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 : 29.9 16.3 45.1 25.9 29.0 12.5 39.3 19.3
Old : 29.9 16.3 45.1 25.9 29.0 12.5 39.3 19.3
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, June 14, 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 : 772,296: 54,950 69,092 13,260 551,924 565,178 620,134 647,530: 152,162 124,766
Old : 772,296: 54,950 69,092 13,260 551,924 565,178 620,134 647,530: 152,162 124,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 57,501: -3,917 3,614 -1,971 57,995 53,445 52,107 55,088: 5,394 2,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 8.9 1.7 71.5 73.2 80.3 83.8: 19.7 16.2
Old : 100.0: 7.1 8.9 1.7 71.5 73.2 80.3 83.8: 19.7 16.2
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 : 185: 38 30 28 101 68 154 111:
Old : 185: 38 30 28 101 68 154 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 34.0 28.5 46.7 17.3 29.0 24.7 40.8
Old : 19.6 34.0 28.5 46.7 17.3 29.0 24.7 40.8
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, June 14, 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 : 1,211,683: 202,817 211,222 54,392 592,365 824,970 849,574 1,090,584: 362,109 121,099
Old : 1,211,683: 202,817 211,222 54,392 592,365 824,970 849,574 1,090,584: 362,109 121,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 122,268: 3,700 -2,620 26,541 69,288 75,763 99,529 99,684: 22,739 22,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 17.4 4.5 48.9 68.1 70.1 90.0: 29.9 10.0
Old : 100.0: 16.7 17.4 4.5 48.9 68.1 70.1 90.0: 29.9 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 53 48 38 70 62 139 132:
Old : 189: 53 48 38 70 62 139 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 28.7 30.2 41.9 13.4 21.7 19.5 31.9
Old : 21.1 28.7 30.2 41.9 13.4 21.7 19.5 31.9
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, June 14, 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 : 16,980: 1,011 3,759 113 9,329 11,353 10,453 15,225: 6,527 1,755
Old : 16,980: 1,011 3,759 113 9,329 11,353 10,453 15,225: 6,527 1,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 1,329: 0 52 82 478 655 560 789: 769 540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 22.1 0.7 54.9 66.9 61.6 89.7: 38.4 10.3
Old : 100.0: 6.0 22.1 0.7 54.9 66.9 61.6 89.7: 38.4 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 : 27: 2 3 2 15 15 18 19:
Old : 27: 2 3 2 15 15 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 42.8 46.9 67.2 33.0 39.6 43.3 60.5
Old : 33.6 42.8 46.9 67.2 33.0 39.6 43.3 60.5
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, June 14, 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 : 43,113: 10,712 5,646 1,091 25,757 32,098 37,560 38,835: 5,553 4,278
Old : 43,113: 10,712 5,646 1,091 25,757 32,098 37,560 38,835: 5,553 4,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 10,125: 416 2,153 749 7,382 8,541 8,547 11,443: 1,578 -1,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 13.1 2.5 59.7 74.5 87.1 90.1: 12.9 9.9
Old : 100.0: 24.8 13.1 2.5 59.7 74.5 87.1 90.1: 12.9 9.9
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 : 41: 6 7 6 18 21 27 32:
Old : 41: 6 7 6 18 21 27 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 : 45.4 51.7 66.0 67.1 37.0 43.2 56.4 53.9
Old : 45.4 51.7 66.0 67.1 37.0 43.2 56.4 53.9
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, June 14, 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 : 75,607: 8,969 11,637 1,828 43,768 36,571 54,565 50,036: 21,042 25,571
Old : 75,607: 8,969 11,637 1,828 43,768 36,571 54,565 50,036: 21,042 25,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 19,012: -288 164 1,784 7,534 10,121 9,030 12,069: 9,982 6,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 15.4 2.4 57.9 48.4 72.2 66.2: 27.8 33.8
Old : 100.0: 11.9 15.4 2.4 57.9 48.4 72.2 66.2: 27.8 33.8
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 : 91: 16 18 5 43 38 61 61:
Old : 91: 16 18 5 43 38 61 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 22.9 38.9 33.0 24.2 16.3 31.9 23.1
Old : 26.9 22.9 38.9 33.0 24.2 16.3 31.9 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 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 : 404,856: 86,234 110,228 15,779 198,864 220,464 300,877 346,471: 103,979 58,385
Old : 404,856: 86,234 110,228 15,779 198,864 220,464 300,877 346,471: 103,979 58,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 86,243: 6,364 -1,099 8,448 37,390 41,829 52,202 49,178: 34,041 37,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 27.2 3.9 49.1 54.5 74.3 85.6: 25.7 14.4
Old : 100.0: 21.3 27.2 3.9 49.1 54.5 74.3 85.6: 25.7 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 57 54 22 52 41 118 109:
Old : 179: 57 54 22 52 41 118 109:
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 : 28.3 32.2 36.1 45.8 20.3 25.6 26.5 34.8
Old : 28.3 32.2 36.1 45.8 20.3 25.6 26.5 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 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 : 59,436: 19,846 4,587 564 20,750 44,750 41,160 49,901: 18,276 9,535
Old : 59,436: 19,846 4,587 564 20,750 44,750 41,160 49,901: 18,276 9,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -28,142: 4,318 1,908 -386 -30,999 -25,619 -27,067 -24,097: -1,075 -4,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 7.7 0.9 34.9 75.3 69.3 84.0: 30.7 16.0
Old : 100.0: 33.4 7.7 0.9 34.9 75.3 69.3 84.0: 30.7 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 8 7 2 11 17 21 24:
Old : 39: 8 7 2 11 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 : 52.9 38.7 59.7 60.4 52.9 38.4 59.7 59.5
Old : 52.9 38.7 59.7 60.4 52.9 38.4 59.7 59.5
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, June 14, 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 : 45,504: 555 14,438 886 35,440 25,523 36,881 40,847: 8,623 4,657
Old : 45,504: 555 14,438 886 35,440 25,523 36,881 40,847: 8,623 4,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 6,558: -494 558 441 5,278 5,981 5,225 6,980: 1,333 -422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 31.7 1.9 77.9 56.1 81.1 89.8: 18.9 10.2
Old : 100.0: 1.2 31.7 1.9 77.9 56.1 81.1 89.8: 18.9 10.2
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 : 63: 3 14 4 31 27 37 42:
Old : 63: 3 14 4 31 27 37 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 : 50.3 37.1 61.5 50.1 45.3 31.4 52.0 43.1
Old : 50.3 37.1 61.5 50.1 45.3 31.4 52.0 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 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 : 305,120: 48,353 36,596 21,728 207,352 211,031 277,433 269,355: 27,687 35,765
Old : 305,120: 48,353 36,596 21,728 207,352 211,031 277,433 269,355: 27,687 35,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 56,383: -605 3,471 18,006 21,206 19,037 38,607 40,514: 17,776 15,869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 12.0 7.1 68.0 69.2 90.9 88.3: 9.1 11.7
Old : 100.0: 15.8 12.0 7.1 68.0 69.2 90.9 88.3: 9.1 11.7
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 : 124: 20 38 19 43 50 75 96:
Old : 124: 20 38 19 43 50 75 96:
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 : 53.7 33.2 63.3 48.6 47.9 29.5 56.2 41.5
Old : 53.7 33.2 63.3 48.6 47.9 29.5 56.2 41.5
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, June 14, 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 : 30,741: 9,951 7,215 88 9,125 14,537 19,164 21,840: 11,577 8,901
Old : 30,741: 9,951 7,215 88 9,125 14,537 19,164 21,840: 11,577 8,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -21,574: -4,252 667 -2,520 -7,459 -11,526 -14,231 -13,379: -7,343 -8,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 23.5 0.3 29.7 47.3 62.3 71.0: 37.7 29.0
Old : 100.0: 32.4 23.5 0.3 29.7 47.3 62.3 71.0: 37.7 29.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 22 12 1 13 15 35 28:
Old : 60: 22 12 1 13 15 35 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 41.2 30.7 49.9 18.9 41.2 30.6 49.9
Old : 18.9 41.2 30.7 49.9 18.9 41.2 30.6 49.9
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, June 14, 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 : 29,867: 1,832 3,844 693 12,060 22,336 14,585 26,873: 15,282 2,994
Old : 29,867: 1,832 3,844 693 12,060 22,336 14,585 26,873: 15,282 2,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -46,271: -2,820 -1,884 -76 -40,774 -7,132 -43,670 -9,092: -2,601 -37,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 12.9 2.3 40.4 74.8 48.8 90.0: 51.2 10.0
Old : 100.0: 6.1 12.9 2.3 40.4 74.8 48.8 90.0: 51.2 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 12 3 15 21 20 36:
Old : 42: 4 12 3 15 21 20 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 : 21.0 47.4 35.3 62.3 15.8 35.2 21.4 46.9
Old : 21.0 47.4 35.3 62.3 15.8 35.2 21.4 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 17, 2005