MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 22,933: 2,018 2,069 1,037 15,451 12,365 18,506 15,471: 4,427 7,462
Old : 22,933: 2,018 2,069 1,037 15,451 12,365 18,506 15,471: 4,427 7,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 666: -710 95 148 935 148 373 391: 293 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 9.0 4.5 67.4 53.9 80.7 67.5: 19.3 32.5
Old : 100.0: 8.8 9.0 4.5 67.4 53.9 80.7 67.5: 19.3 32.5
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 : 42: 8 7 11 24 15 36 29:
Old : 42: 8 7 11 24 15 36 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 : 46.5 30.2 60.4 49.2 46.5 26.7 58.7 44.2
Old : 46.5 30.2 60.4 49.2 46.5 26.7 58.7 44.2
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 28, 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 : 91,504: 9,829 27,054 18,154 49,910 21,084 77,893 66,292: 13,611 25,212
Old : 75,077: 8,591 26,417 12,373 43,333 16,574 64,297 55,364: 10,780 19,713
Other: 16,427: 5,612 5,011 1,407 6,577 4,510 13,596 10,928: 2,831 5,499
: : :
: : Changes in Commitments from: June 21, 2005 :
: 2,934: -631 1,111 3,163 459 114 2,991 4,388: -57 -1,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 29.6 19.8 54.5 23.0 85.1 72.4: 14.9 27.6
Old : 100.0: 11.4 35.2 16.5 57.7 22.1 85.6 73.7: 14.4 26.3
Other: 100.0: 34.2 30.5 8.6 40.0 27.5 82.8 66.5: 17.2 33.5
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 28 63 44 26 27 86 112:
Old : 138: 29 62 39 24 27 79 109:
Other: 53: 15 19 7 7 16 26 38:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 15.8 47.2 24.3 32.1 13.6 46.9 20.5
Old : 39.1 13.6 53.9 23.1 39.1 12.1 53.2 20.5
Other: 48.2 33.5 67.4 43.9 46.9 27.7 63.9 38.1
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 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 : 3,302: 549 1,130 151 1,075 786 1,775 2,067: 1,527 1,235
Old : 3,139: 560 1,150 116 991 768 1,667 2,034: 1,472 1,105
Other: 163: 24 15 0 84 18 108 33: 55 130
: : :
: : Changes in Commitments from: June 21, 2005 :
: -347: -46 -212 -163 -59 27 -268 -348: -79 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 34.2 4.6 32.6 23.8 53.8 62.6: 46.2 37.4
Old : 100.0: 17.8 36.6 3.7 31.6 24.5 53.1 64.8: 46.9 35.2
Other: 100.0: 14.7 9.2 0.0 51.5 11.0 66.3 20.2: 33.7 79.8
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 9 17 6 8 7 22 25:
Old : 37: 9 17 4 7 6 20 23:
Other: 12: 5 1 0 4 3 9 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 : 32.5 36.3 40.9 46.5 29.2 35.3 37.1 42.4
Old : 31.4 38.2 40.2 49.0 28.0 37.5 36.7 44.8
Other: 57.7 20.2 65.6 20.2 57.7 19.6 65.6 19.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 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 : 125,673: 28,788 32,259 10,458 72,209 56,302 111,455 99,019: 14,218 26,654
Old : 125,673: 28,788 32,259 10,458 72,209 56,302 111,455 99,019: 14,218 26,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -4,950: -2,278 3,267 -2,886 1,069 -3,004 -4,095 -2,623: -855 -2,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 25.7 8.3 57.5 44.8 88.7 78.8: 11.3 21.2
Old : 100.0: 22.9 25.7 8.3 57.5 44.8 88.7 78.8: 11.3 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 42 70 42 55 71 119 167:
Old : 212: 42 70 42 55 71 119 167:
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 : 29.2 12.7 46.7 22.6 29.2 12.5 46.1 22.2
Old : 29.2 12.7 46.7 22.6 29.2 12.5 46.1 22.2
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 28, 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 : 3,720: 1,061 798 73 1,344 1,401 2,478 2,272: 1,242 1,448
Old : 3,720: 1,061 798 73 1,344 1,401 2,478 2,272: 1,242 1,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 133: -30 134 -45 292 -112 217 -23: -84 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 21.5 2.0 36.1 37.7 66.6 61.1: 33.4 38.9
Old : 100.0: 28.5 21.5 2.0 36.1 37.7 66.6 61.1: 33.4 38.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 14 9 6 16 10 30 25:
Old : 44: 14 9 6 16 10 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 : 27.7 33.7 40.3 46.5 24.9 33.7 37.6 46.4
Old : 27.7 33.7 40.3 46.5 24.9 33.7 37.6 46.4
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 28, 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 : 21,238: 7,993 3,634 1,658 7,317 4,035 16,968 9,327: 4,270 11,911
Old : 21,238: 7,993 3,634 1,658 7,317 4,035 16,968 9,327: 4,270 11,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 57: 1,071 -749 -51 -428 846 592 46: -535 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 17.1 7.8 34.5 19.0 79.9 43.9: 20.1 56.1
Old : 100.0: 37.6 17.1 7.8 34.5 19.0 79.9 43.9: 20.1 56.1
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 : 119: 38 21 19 31 36 82 66:
Old : 119: 38 21 19 31 36 82 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 : 17.8 13.0 30.9 20.1 16.9 11.9 29.2 17.3
Old : 17.8 13.0 30.9 20.1 16.9 11.9 29.2 17.3
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 28, 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 : 71,522: 20,959 18,675 591 20,187 37,461 41,737 56,727: 29,785 14,795
Old : 71,522: 20,959 18,675 591 20,187 37,461 41,737 56,727: 29,785 14,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 4,379: 4,087 2,087 5 -181 2,762 3,911 4,854: 468 -475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 26.1 0.8 28.2 52.4 58.4 79.3: 41.6 20.7
Old : 100.0: 29.3 26.1 0.8 28.2 52.4 58.4 79.3: 41.6 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 18 15 2 21 24 40 40:
Old : 70: 18 15 2 21 24 40 40:
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 : 19.3 27.6 31.6 43.8 18.2 27.6 28.1 43.4
Old : 19.3 27.6 31.6 43.8 18.2 27.6 28.1 43.4
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, June 28, 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 : 73,119: 1,764 46,185 0 63,541 4,868 65,305 51,053: 7,814 22,066
Old : 73,119: 1,764 46,185 0 63,541 4,868 65,305 51,053: 7,814 22,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,590: 185 2,219 0 2,014 206 2,199 2,425: -609 -835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 63.2 0.0 86.9 6.7 89.3 69.8: 10.7 30.2
Old : 100.0: 2.4 63.2 0.0 86.9 6.7 89.3 69.8: 10.7 30.2
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 : 40: 2 26 0 10 4 12 30:
Old : 40: 2 26 0 10 4 12 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 : 70.9 26.0 85.1 41.0 70.9 26.0 84.3 41.0
Old : 70.9 26.0 85.1 41.0 70.9 26.0 84.3 41.0
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 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 101,145: 77,644 3,968 500 14,530 90,697 92,674 95,165: 8,471 5,980
Old : 101,145: 77,644 3,968 500 14,530 90,697 92,674 95,165: 8,471 5,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -3,206: -6,414 -1,000 495 2,628 -2,689 -3,291 -3,194: 85 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 3.9 0.5 14.4 89.7 91.6 94.1: 8.4 5.9
Old : 100.0: 76.8 3.9 0.5 14.4 89.7 91.6 94.1: 8.4 5.9
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 : 98: 63 6 1 15 17 79 24:
Old : 98: 63 6 1 15 17 79 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 : 29.2 68.0 45.3 84.5 29.2 67.1 45.3 83.7
Old : 29.2 68.0 45.3 84.5 29.2 67.1 45.3 83.7
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 28, 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 : 66,998: 8,962 28,767 175 40,945 19,759 50,082 48,701: 16,916 18,297
Old : 66,998: 8,962 28,767 175 40,945 19,759 50,082 48,701: 16,916 18,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,766: -5,017 1,869 0 7,199 -937 2,182 932: -416 834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 42.9 0.3 61.1 29.5 74.8 72.7: 25.2 27.3
Old : 100.0: 13.4 42.9 0.3 61.1 29.5 74.8 72.7: 25.2 27.3
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 : 53: 10 18 1 17 14 27 33:
Old : 53: 10 18 1 17 14 27 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 27.7 55.3 43.6 36.7 27.7 50.2 42.9
Old : 41.8 27.7 55.3 43.6 36.7 27.7 50.2 42.9
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 28, 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 : 147,872: 10,844 62,689 856 112,688 53,483 124,388 117,028: 23,484 30,844
Old : 147,872: 10,844 62,689 856 112,688 53,483 124,388 117,028: 23,484 30,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 8,146: -284 13,587 -18 8,445 -9,124 8,143 4,445: 3 3,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 42.4 0.6 76.2 36.2 84.1 79.1: 15.9 20.9
Old : 100.0: 7.3 42.4 0.6 76.2 36.2 84.1 79.1: 15.9 20.9
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 : 82: 16 28 3 26 21 44 50:
Old : 82: 16 28 3 26 21 44 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 28.9 64.0 44.5 36.3 19.7 51.3 34.0
Old : 42.4 28.9 64.0 44.5 36.3 19.7 51.3 34.0
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 28, 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 : 139,172: 31,816 46,057 1,572 62,859 46,580 96,247 94,209: 42,925 44,963
Old : 139,172: 31,816 46,057 1,572 62,859 46,580 96,247 94,209: 42,925 44,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -3,394: 5,755 -1,286 -80 -6,430 2,193 -755 827: -2,639 -4,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 33.1 1.1 45.2 33.5 69.2 67.7: 30.8 32.3
Old : 100.0: 22.9 33.1 1.1 45.2 33.5 69.2 67.7: 30.8 32.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 33 35 7 26 25 61 65:
Old : 108: 33 35 7 26 25 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 : 22.8 24.1 38.0 35.8 22.1 23.1 37.0 34.8
Old : 22.8 24.1 38.0 35.8 22.1 23.1 37.0 34.8
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, June 28, 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 : 76,427: 25,322 921 245 44,521 66,742 70,088 67,908: 6,339 8,519
Old : 76,427: 25,322 921 245 44,521 66,742 70,088 67,908: 6,339 8,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 1.2 0.3 58.3 87.3 91.7 88.9: 8.3 11.1
Old : 100.0: 33.1 1.2 0.3 58.3 87.3 91.7 88.9: 8.3 11.1
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 : 21: 3 1 1 8 15 12 16:
Old : 21: 3 1 1 8 15 12 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 : 71.2 62.7 90.0 77.8 66.0 59.2 81.9 71.2
Old : 71.2 62.7 90.0 77.8 66.0 59.2 81.9 71.2
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 28, 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 : 7,560,507: 804,739 624,416 782,033 5,070,628 4,655,560 6,657,400 6,062,009: 903,107 1,498,498
Old : 7,560,507: 804,739 624,416 782,033 5,070,628 4,655,560 6,657,400 6,062,009: 903,107 1,498,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 53,136: 91,439 -60,730 -55,094 23,779 216,596 60,124 100,772: -6,988 -47,636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 8.3 10.3 67.1 61.6 88.1 80.2: 11.9 19.8
Old : 100.0: 10.6 8.3 10.3 67.1 61.6 88.1 80.2: 11.9 19.8
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 : 243: 46 56 78 120 129 212 221:
Old : 243: 46 56 78 120 129 212 221:
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 : 29.2 17.3 46.0 27.1 28.3 11.8 39.4 18.7
Old : 29.2 17.3 46.0 27.1 28.3 11.8 39.4 18.7
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 28, 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 : 659,821: 47,150 46,783 4,285 478,919 513,120 530,354 564,188: 129,467 95,633
Old : 659,821: 47,150 46,783 4,285 478,919 513,120 530,354 564,188: 129,467 95,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 7,407: -5,715 1,622 327 11,790 8,380 6,402 10,329: 1,005 -2,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 7.1 0.6 72.6 77.8 80.4 85.5: 19.6 14.5
Old : 100.0: 7.1 7.1 0.6 72.6 77.8 80.4 85.5: 19.6 14.5
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 : 171: 26 27 12 86 62 120 94:
Old : 171: 26 27 12 86 62 120 94:
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 35.2 30.3 50.3 21.0 34.3 30.2 49.4
Old : 21.1 35.2 30.3 50.3 21.0 34.3 30.2 49.4
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 28, 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 : 836,123: 133,534 167,394 8,906 437,570 567,916 580,010 744,216: 256,113 91,907
Old : 836,123: 133,534 167,394 8,906 437,570 567,916 580,010 744,216: 256,113 91,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 36,617: 42,676 -20,787 364 -2,738 69,004 40,302 48,581: -3,685 -11,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 20.0 1.1 52.3 67.9 69.4 89.0: 30.6 11.0
Old : 100.0: 16.0 20.0 1.1 52.3 67.9 69.4 89.0: 30.6 11.0
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 : 173: 41 45 12 57 55 106 104:
Old : 173: 41 45 12 57 55 106 104:
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 31.0 34.1 49.0 20.4 29.6 28.8 44.1
Old : 23.5 31.0 34.1 49.0 20.4 29.6 28.8 44.1
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 28, 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 : 12,205: 960 224 0 6,510 10,949 7,470 11,173: 4,735 1,032
Old : 12,205: 960 224 0 6,510 10,949 7,470 11,173: 4,735 1,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 434: 235 19 0 183 405 418 424: 16 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 1.8 0.0 53.3 89.7 61.2 91.5: 38.8 8.5
Old : 100.0: 7.9 1.8 0.0 53.3 89.7 61.2 91.5: 38.8 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 : 29: 2 1 0 14 16 16 17:
Old : 29: 2 1 0 14 16 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 38.7 43.8 66.7 26.2 37.6 40.8 65.3
Old : 27.7 38.7 43.8 66.7 26.2 37.6 40.8 65.3
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 28, 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 : 28,118: 7,006 1,392 292 17,150 22,368 24,448 24,052: 3,670 4,066
Old : 28,118: 7,006 1,392 292 17,150 22,368 24,448 24,052: 3,670 4,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 3,529: 943 -913 64 2,957 3,342 3,964 2,493: -435 1,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 5.0 1.0 61.0 79.6 86.9 85.5: 13.1 14.5
Old : 100.0: 24.9 5.0 1.0 61.0 79.6 86.9 85.5: 13.1 14.5
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 : 37: 4 4 1 17 18 22 22:
Old : 37: 4 4 1 17 18 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 51.0 69.2 65.2 50.6 51.0 67.0 65.2
Old : 50.6 51.0 69.2 65.2 50.6 51.0 67.0 65.2
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, June 28, 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 : 49,441: 6,784 8,101 0 25,688 32,764 32,472 40,865: 16,969 8,576
Old : 49,441: 6,784 8,101 0 25,688 32,764 32,472 40,865: 16,969 8,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 4,582: -1,572 688 -80 3,948 3,497 2,296 4,105: 2,286 477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 16.4 0.0 52.0 66.3 65.7 82.7: 34.3 17.3
Old : 100.0: 13.7 16.4 0.0 52.0 66.3 65.7 82.7: 34.3 17.3
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 : 75: 11 15 0 31 24 42 39:
Old : 75: 11 15 0 31 24 42 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 : 20.1 38.1 30.8 53.4 20.1 35.0 30.5 49.6
Old : 20.1 38.1 30.8 53.4 20.1 35.0 30.5 49.6
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 28, 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 : 221,573: 72,323 87,658 1,145 117,911 75,286 191,379 164,089: 30,194 57,484
Old : 221,573: 72,323 87,658 1,145 117,911 75,286 191,379 164,089: 30,194 57,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 35,196: 9,010 8,753 121 18,182 10,360 27,313 19,234: 7,883 15,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 39.6 0.5 53.2 34.0 86.4 74.1: 13.6 25.9
Old : 100.0: 32.6 39.6 0.5 53.2 34.0 86.4 74.1: 13.6 25.9
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 : 178: 59 56 8 42 31 104 92:
Old : 178: 59 56 8 42 31 104 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 18.3 39.1 28.1 23.5 16.2 37.3 25.8
Old : 25.3 18.3 39.1 28.1 23.5 16.2 37.3 25.8
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 28, 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 : 69,392: 24,447 1,473 0 23,923 61,343 48,370 62,816: 21,022 6,576
Old : 69,392: 24,447 1,473 0 23,923 61,343 48,370 62,816: 21,022 6,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -13,899: -12,019 -1,598 0 1,572 -11,402 -10,447 -13,000: -3,452 -899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 2.1 0.0 34.5 88.4 69.7 90.5: 30.3 9.5
Old : 100.0: 35.2 2.1 0.0 34.5 88.4 69.7 90.5: 30.3 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 16 3 0 13 18 29 21:
Old : 46: 16 3 0 13 18 29 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 41.5 52.0 66.2 41.0 41.5 52.0 65.5
Old : 41.0 41.5 52.0 66.2 41.0 41.5 52.0 65.5
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 28, 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 : 28,965: 765 3,519 0 23,144 18,343 23,909 21,862: 5,056 7,103
Old : 28,965: 765 3,519 0 23,144 18,343 23,909 21,862: 5,056 7,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 143: 277 221 0 -34 -409 243 -188: -100 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 12.1 0.0 79.9 63.3 82.5 75.5: 17.5 24.5
Old : 100.0: 2.6 12.1 0.0 79.9 63.3 82.5 75.5: 17.5 24.5
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 : 53: 3 9 0 29 21 32 30:
Old : 53: 3 9 0 29 21 32 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 : 51.2 34.1 59.4 48.4 50.3 34.1 58.5 48.2
Old : 51.2 34.1 59.4 48.4 50.3 34.1 58.5 48.2
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 28, 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 : 233,459: 16,665 45,161 521 201,570 176,565 218,756 222,247: 14,703 11,212
Old : 233,459: 16,665 45,161 521 201,570 176,565 218,756 222,247: 14,703 11,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 17,312: -270 -7,216 -101 16,995 23,761 16,624 16,444: 688 868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 19.3 0.2 86.3 75.6 93.7 95.2: 6.3 4.8
Old : 100.0: 7.1 19.3 0.2 86.3 75.6 93.7 95.2: 6.3 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 21 38 3 36 45 58 85:
Old : 123: 21 38 3 36 45 58 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 39.1 68.9 53.6 55.9 37.1 65.2 50.6
Old : 57.8 39.1 68.9 53.6 55.9 37.1 65.2 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 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 : 31,617: 10,875 5,825 259 9,566 18,830 20,700 24,914: 10,917 6,703
Old : 31,617: 10,875 5,825 259 9,566 18,830 20,700 24,914: 10,917 6,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 796: 174 5 67 484 2,161 725 2,233: 71 -1,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 18.4 0.8 30.3 59.6 65.5 78.8: 34.5 21.2
Old : 100.0: 34.4 18.4 0.8 30.3 59.6 65.5 78.8: 34.5 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 23 14 3 14 17 39 32:
Old : 66: 23 14 3 14 17 39 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 : 19.5 39.5 32.1 51.6 19.5 38.4 32.1 50.4
Old : 19.5 39.5 32.1 51.6 19.5 38.4 32.1 50.4
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 28, 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 : 29,524: 1,265 2,892 693 13,752 22,242 15,710 25,827: 13,814 3,697
Old : 29,524: 1,265 2,892 693 13,752 22,242 15,710 25,827: 13,814 3,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -489: 0 -50 -100 867 -450 767 -600: -1,256 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 9.8 2.3 46.6 75.3 53.2 87.5: 46.8 12.5
Old : 100.0: 4.3 9.8 2.3 46.6 75.3 53.2 87.5: 46.8 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 12 3 13 19 18 33:
Old : 38: 3 12 3 13 19 18 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 49.9 42.4 65.1 13.7 29.6 17.2 37.9
Old : 28.2 49.9 42.4 65.1 13.7 29.6 17.2 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 1, 2005