MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 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 : 20,055: 1,435 1,708 778 13,866 10,647 16,079 13,133: 3,976 6,922
Old : 20,055: 1,435 1,708 778 13,866 10,647 16,079 13,133: 3,976 6,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -2,878: -583 -361 -259 -1,585 -1,718 -2,427 -2,338: -451 -540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 8.5 3.9 69.1 53.1 80.2 65.5: 19.8 34.5
Old : 100.0: 7.2 8.5 3.9 69.1 53.1 80.2 65.5: 19.8 34.5
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: 6 6 8 23 14 32 25:
Old : 37: 6 6 8 23 14 32 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 : 46.4 29.6 60.0 48.9 46.4 25.8 58.4 43.3
Old : 46.4 29.6 60.0 48.9 46.4 25.8 58.4 43.3
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, July 5, 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 : 95,922: 11,416 26,389 20,884 49,337 21,817 81,637 69,090: 14,285 26,832
Old : 79,173: 10,822 27,379 14,434 42,723 16,741 67,979 58,554: 11,194 20,619
Other: 16,749: 5,228 3,644 1,816 6,614 5,076 13,658 10,536: 3,091 6,213
: : :
: : Changes in Commitments from: June 28, 2005 :
: 4,418: 1,587 -665 2,730 -573 733 3,744 2,798: 674 1,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 27.5 21.8 51.4 22.7 85.1 72.0: 14.9 28.0
Old : 100.0: 13.7 34.6 18.2 54.0 21.1 85.9 74.0: 14.1 26.0
Other: 100.0: 31.2 21.8 10.8 39.5 30.3 81.5 62.9: 18.5 37.1
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 35 58 42 22 28 86 111:
Old : 143: 35 60 36 19 28 79 108:
Other: 52: 14 16 6 9 18 27 36:
:----------------------------------------------------------------------------------------------------
: 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 : 30.4 16.1 46.1 25.2 30.4 13.9 45.1 20.7
Old : 36.8 15.0 52.7 24.5 36.8 13.3 50.9 21.7
Other: 46.8 31.3 68.4 40.6 45.4 23.0 62.3 31.8
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 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 : 2,841: 598 889 171 782 638 1,551 1,698: 1,290 1,143
Old : 2,647: 610 914 117 696 604 1,423 1,635: 1,224 1,012
Other: 194: 31 18 11 86 34 128 63: 66 131
: : :
: : Changes in Commitments from: June 28, 2005 :
: -461: 49 -241 20 -293 -148 -224 -369: -237 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 31.3 6.0 27.5 22.5 54.6 59.8: 45.4 40.2
Old : 100.0: 23.0 34.5 4.4 26.3 22.8 53.8 61.8: 46.2 38.2
Other: 100.0: 16.0 9.3 5.7 44.3 17.5 66.0 32.5: 34.0 67.5
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 12 16 8 7 3 25 21:
Old : 36: 12 16 5 7 2 24 18:
Other: 12: 4 3 1 3 2 7 6:
:----------------------------------------------------------------------------------------------------
: 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 : 29.1 37.5 38.0 47.6 25.3 36.2 33.6 43.2
Old : 27.8 39.2 37.4 50.0 23.7 37.8 33.2 45.3
Other: 55.2 30.9 66.0 32.5 53.1 26.3 60.3 26.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 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 : 124,653: 29,660 34,150 10,874 69,224 54,616 109,758 99,640: 14,895 25,013
Old : 124,653: 29,660 34,150 10,874 69,224 54,616 109,758 99,640: 14,895 25,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,020: 872 1,891 416 -2,985 -1,686 -1,697 621: 677 -1,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 27.4 8.7 55.5 43.8 88.1 79.9: 11.9 20.1
Old : 100.0: 23.8 27.4 8.7 55.5 43.8 88.1 79.9: 11.9 20.1
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 : 209: 44 64 46 48 74 115 169:
Old : 209: 44 64 46 48 74 115 169:
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 : 28.7 12.8 47.0 22.6 28.7 12.7 46.4 22.3
Old : 28.7 12.8 47.0 22.6 28.7 12.7 46.4 22.3
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, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,408: 887 801 102 1,204 1,432 2,193 2,335: 1,215 1,073
Old : 3,408: 887 801 102 1,204 1,432 2,193 2,335: 1,215 1,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -312: -174 3 29 -140 31 -285 63: -27 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 23.5 3.0 35.3 42.0 64.3 68.5: 35.7 31.5
Old : 100.0: 26.0 23.5 3.0 35.3 42.0 64.3 68.5: 35.7 31.5
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: 10 11 5 15 13 25 29:
Old : 42: 10 11 5 15 13 25 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 : 27.6 34.6 41.8 49.3 24.5 34.3 37.2 47.4
Old : 27.6 34.6 41.8 49.3 24.5 34.3 37.2 47.4
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, July 5, 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 : 22,645: 9,018 3,742 1,780 7,452 4,697 18,250 10,219: 4,395 12,426
Old : 22,645: 9,018 3,742 1,780 7,452 4,697 18,250 10,219: 4,395 12,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 1,407: 1,025 108 122 135 662 1,282 892: 125 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 16.5 7.9 32.9 20.7 80.6 45.1: 19.4 54.9
Old : 100.0: 39.8 16.5 7.9 32.9 20.7 80.6 45.1: 19.4 54.9
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 : 128: 42 24 23 30 40 87 75:
Old : 128: 42 24 23 30 40 87 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 13.7 28.4 20.2 15.5 12.7 26.8 17.7
Old : 16.7 13.7 28.4 20.2 15.5 12.7 26.8 17.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 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 : 70,074: 19,364 15,276 540 22,184 38,018 42,088 53,834: 27,986 16,240
Old : 70,074: 19,364 15,276 540 22,184 38,018 42,088 53,834: 27,986 16,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,448: -1,595 -3,399 -51 1,997 557 351 -2,893: -1,799 1,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 21.8 0.8 31.7 54.3 60.1 76.8: 39.9 23.2
Old : 100.0: 27.6 21.8 0.8 31.7 54.3 60.1 76.8: 39.9 23.2
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 : 65: 17 10 1 23 22 40 33:
Old : 65: 17 10 1 23 22 40 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 : 20.5 27.5 32.9 42.9 19.5 27.4 30.1 42.5
Old : 20.5 27.5 32.9 42.9 19.5 27.4 30.1 42.5
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, July 5, 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 : 73,790: 1,694 47,234 0 63,939 4,733 65,633 51,967: 8,157 21,823
Old : 73,790: 1,694 47,234 0 63,939 4,733 65,633 51,967: 8,157 21,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 671: -70 1,049 0 398 -135 328 914: 343 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 64.0 0.0 86.6 6.4 88.9 70.4: 11.1 29.6
Old : 100.0: 2.3 64.0 0.0 86.6 6.4 88.9 70.4: 11.1 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 : 45: 2 29 0 12 4 14 33:
Old : 45: 2 29 0 12 4 14 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 : 69.6 25.3 84.4 41.1 69.6 25.3 83.8 41.1
Old : 69.6 25.3 84.4 41.1 69.6 25.3 83.8 41.1
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, July 5, 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 : 104,611: 82,516 4,364 160 13,690 94,527 96,366 99,051: 8,245 5,560
Old : 104,611: 82,516 4,364 160 13,690 94,527 96,366 99,051: 8,245 5,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 3,466: 4,872 396 -340 -840 3,830 3,692 3,886: -226 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 4.2 0.2 13.1 90.4 92.1 94.7: 7.9 5.3
Old : 100.0: 78.9 4.2 0.2 13.1 90.4 92.1 94.7: 7.9 5.3
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 : 95: 61 7 1 15 16 77 23:
Old : 95: 61 7 1 15 16 77 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 68.5 50.2 84.9 33.0 67.9 50.2 84.2
Old : 33.0 68.5 50.2 84.9 33.0 67.9 50.2 84.2
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, July 5, 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 : 73,218: 10,990 31,404 0 42,063 23,347 53,053 54,751: 20,165 18,467
Old : 73,218: 10,990 31,404 0 42,063 23,347 53,053 54,751: 20,165 18,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 6,220: 2,028 2,637 -175 1,118 3,588 2,971 6,050: 3,249 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 42.9 0.0 57.4 31.9 72.5 74.8: 27.5 25.2
Old : 100.0: 15.0 42.9 0.0 57.4 31.9 72.5 74.8: 27.5 25.2
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 : 59: 10 22 0 17 15 27 37:
Old : 59: 10 22 0 17 15 27 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 24.0 56.5 40.5 37.6 24.0 52.0 40.4
Old : 42.0 24.0 56.5 40.5 37.6 24.0 52.0 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 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 : 156,517: 11,579 63,765 1,023 120,359 61,368 132,961 126,156: 23,556 30,361
Old : 156,517: 11,579 63,765 1,023 120,359 61,368 132,961 126,156: 23,556 30,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 8,645: 735 1,076 167 7,671 7,885 8,573 9,128: 72 -483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 40.7 0.7 76.9 39.2 84.9 80.6: 15.1 19.4
Old : 100.0: 7.4 40.7 0.7 76.9 39.2 84.9 80.6: 15.1 19.4
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 : 87: 17 33 4 26 20 45 55:
Old : 87: 17 33 4 26 20 45 55:
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 : 41.2 31.6 63.9 46.7 35.1 23.4 52.7 36.9
Old : 41.2 31.6 63.9 46.7 35.1 23.4 52.7 36.9
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, July 5, 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 : 148,960: 23,019 47,891 1,693 73,540 46,146 98,252 95,730: 50,708 53,230
Old : 148,960: 23,019 47,891 1,693 73,540 46,146 98,252 95,730: 50,708 53,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 9,788: -8,797 1,834 121 10,681 -434 2,005 1,521: 7,783 8,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 32.2 1.1 49.4 31.0 66.0 64.3: 34.0 35.7
Old : 100.0: 15.5 32.2 1.1 49.4 31.0 66.0 64.3: 34.0 35.7
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 : 110: 26 41 8 30 26 59 72:
Old : 110: 26 41 8 30 26 59 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 22.9 40.9 33.6 27.3 21.9 40.1 32.6
Old : 27.6 22.9 40.9 33.6 27.3 21.9 40.1 32.6
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, July 5, 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 : 85,384: 25,048 921 295 53,089 75,560 78,432 76,776: 6,952 8,608
Old : 85,384: 25,048 921 295 53,089 75,560 78,432 76,776: 6,952 8,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 8,957: -274 0 50 8,568 8,818 8,344 8,868: 613 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 1.1 0.3 62.2 88.5 91.9 89.9: 8.1 10.1
Old : 100.0: 29.3 1.1 0.3 62.2 88.5 91.9 89.9: 8.1 10.1
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 : 23: 3 1 2 9 16 13 18:
Old : 23: 3 1 2 9 16 13 18:
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 : 66.5 59.4 87.9 76.6 58.4 50.9 74.5 64.0
Old : 66.5 59.4 87.9 76.6 58.4 50.9 74.5 64.0
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, July 5, 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 : 7,560,214: 778,450 697,993 822,999 5,018,095 4,442,160 6,619,544 5,963,152: 940,670 1,597,062
Old : 7,560,214: 778,450 697,993 822,999 5,018,095 4,442,160 6,619,544 5,963,152: 940,670 1,597,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -293: -26,289 73,577 40,966 -52,533 -213,400 -37,856 -98,857: 37,563 98,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 9.2 10.9 66.4 58.8 87.6 78.9: 12.4 21.1
Old : 100.0: 10.3 9.2 10.9 66.4 58.8 87.6 78.9: 12.4 21.1
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 : 249: 41 64 84 119 130 213 231:
Old : 249: 41 64 84 119 130 213 231:
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 : 29.1 15.7 45.9 25.4 28.2 11.2 39.8 17.8
Old : 29.1 15.7 45.9 25.4 28.2 11.2 39.8 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 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 : 657,477: 50,644 47,546 4,438 474,463 512,612 529,545 564,596: 127,932 92,881
Old : 657,477: 50,644 47,546 4,438 474,463 512,612 529,545 564,596: 127,932 92,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -2,344: 3,494 763 153 -4,456 -508 -809 408: -1,535 -2,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 7.2 0.7 72.2 78.0 80.5 85.9: 19.5 14.1
Old : 100.0: 7.7 7.2 0.7 72.2 78.0 80.5 85.9: 19.5 14.1
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 : 175: 29 29 15 84 61 122 97:
Old : 175: 29 29 15 84 61 122 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 34.8 30.5 49.6 20.9 34.0 30.4 48.8
Old : 21.0 34.8 30.5 49.6 20.9 34.0 30.4 48.8
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, July 5, 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 : 858,167: 147,498 200,271 10,816 441,744 548,947 600,058 760,034: 258,109 98,133
Old : 858,167: 147,498 200,271 10,816 441,744 548,947 600,058 760,034: 258,109 98,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 22,044: 13,964 32,877 1,910 4,174 -18,969 20,048 15,818: 1,996 6,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 23.3 1.3 51.5 64.0 69.9 88.6: 30.1 11.4
Old : 100.0: 17.2 23.3 1.3 51.5 64.0 69.9 88.6: 30.1 11.4
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 : 183: 42 54 12 58 57 106 117:
Old : 183: 42 54 12 58 57 106 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 29.1 33.5 44.9 20.0 26.1 28.1 40.1
Old : 23.9 29.1 33.5 44.9 20.0 26.1 28.1 40.1
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, July 5, 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 : 12,442: 1,272 358 0 6,466 10,962 7,738 11,320: 4,704 1,122
Old : 12,442: 1,272 358 0 6,466 10,962 7,738 11,320: 4,704 1,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 237: 312 134 0 -44 13 268 147: -31 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 2.9 0.0 52.0 88.1 62.2 91.0: 37.8 9.0
Old : 100.0: 10.2 2.9 0.0 52.0 88.1 62.2 91.0: 37.8 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 1 0 14 16 17 17:
Old : 30: 3 1 0 14 16 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 37.8 42.7 65.3 25.3 36.8 39.8 63.9
Old : 27.0 37.8 42.7 65.3 25.3 36.8 39.8 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 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 : 31,128: 9,414 1,017 123 17,547 26,504 27,084 27,644: 4,044 3,484
Old : 31,128: 9,414 1,017 123 17,547 26,504 27,084 27,644: 4,044 3,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 3,010: 2,408 -375 -169 397 4,136 2,636 3,592: 374 -582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 3.3 0.4 56.4 85.1 87.0 88.8: 13.0 11.2
Old : 100.0: 30.2 3.3 0.4 56.4 85.1 87.0 88.8: 13.0 11.2
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 : 43: 10 2 1 18 19 28 22:
Old : 43: 10 2 1 18 19 28 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 : 48.9 51.5 64.8 69.3 48.9 51.3 62.9 67.6
Old : 48.9 51.5 64.8 69.3 48.9 51.3 62.9 67.6
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, July 5, 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 : 50,039: 6,882 8,066 0 25,556 32,793 32,438 40,859: 17,601 9,180
Old : 50,039: 6,882 8,066 0 25,556 32,793 32,438 40,859: 17,601 9,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 598: 98 -35 0 -132 29 -34 -6: 632 604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 16.1 0.0 51.1 65.5 64.8 81.7: 35.2 18.3
Old : 100.0: 13.8 16.1 0.0 51.1 65.5 64.8 81.7: 35.2 18.3
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 : 72: 11 13 0 30 24 41 37:
Old : 72: 11 13 0 30 24 41 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 38.3 31.1 54.1 20.3 35.4 30.8 50.4
Old : 20.3 38.3 31.1 54.1 20.3 35.4 30.8 50.4
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, July 5, 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 : 240,002: 81,637 108,929 1,823 133,988 76,436 217,448 187,188: 22,554 52,814
Old : 240,002: 81,637 108,929 1,823 133,988 76,436 217,448 187,188: 22,554 52,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 18,429: 9,314 21,271 678 16,077 1,150 26,069 23,099: -7,640 -4,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 45.4 0.8 55.8 31.8 90.6 78.0: 9.4 22.0
Old : 100.0: 34.0 45.4 0.8 55.8 31.8 90.6 78.0: 9.4 22.0
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 : 185: 61 61 11 41 32 107 99:
Old : 185: 61 61 11 41 32 107 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 18.9 44.1 29.6 32.0 18.6 42.2 27.3
Old : 33.7 18.9 44.1 29.6 32.0 18.6 42.2 27.3
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, July 5, 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 : 60,369: 16,534 7,964 0 25,456 40,238 41,990 48,202: 18,379 12,167
Old : 60,369: 16,534 7,964 0 25,456 40,238 41,990 48,202: 18,379 12,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -9,023: -7,913 6,491 0 1,533 -21,105 -6,380 -14,614: -2,643 5,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 13.2 0.0 42.2 66.7 69.6 79.8: 30.4 20.2
Old : 100.0: 27.4 13.2 0.0 42.2 66.7 69.6 79.8: 30.4 20.2
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 : 47: 10 8 0 17 18 27 26:
Old : 47: 10 8 0 17 18 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 33.1 53.7 52.0 44.0 32.6 53.7 51.5
Old : 44.0 33.1 53.7 52.0 44.0 32.6 53.7 51.5
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, July 5, 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 : 29,238: 879 4,319 0 23,465 18,478 24,344 22,797: 4,894 6,441
Old : 29,238: 879 4,319 0 23,465 18,478 24,344 22,797: 4,894 6,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 273: 114 800 0 321 135 435 935: -162 -662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 14.8 0.0 80.3 63.2 83.3 78.0: 16.7 22.0
Old : 100.0: 3.0 14.8 0.0 80.3 63.2 83.3 78.0: 16.7 22.0
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 : 53: 3 10 0 28 22 31 32:
Old : 53: 3 10 0 28 22 31 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 : 50.7 33.9 60.1 48.1 49.9 33.9 59.3 47.8
Old : 50.7 33.9 60.1 48.1 49.9 33.9 59.3 47.8
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, July 5, 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 : 240,200: 24,186 45,620 1,025 200,992 183,069 226,203 229,714: 13,997 10,486
Old : 240,200: 24,186 45,620 1,025 200,992 183,069 226,203 229,714: 13,997 10,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 6,741: 7,521 459 504 -578 6,504 7,447 7,467: -706 -726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 19.0 0.4 83.7 76.2 94.2 95.6: 5.8 4.4
Old : 100.0: 10.1 19.0 0.4 83.7 76.2 94.2 95.6: 5.8 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 25 42 4 36 46 62 91:
Old : 131: 25 42 4 36 46 62 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 38.2 67.1 53.3 53.4 36.2 62.8 49.5
Old : 55.6 38.2 67.1 53.3 53.4 36.2 62.8 49.5
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, July 5, 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 : 31,978: 11,583 5,454 390 9,644 19,185 21,617 25,029: 10,361 6,949
Old : 31,978: 11,583 5,454 390 9,644 19,185 21,617 25,029: 10,361 6,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 361: 708 -371 131 78 355 917 115: -556 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 17.1 1.2 30.2 60.0 67.6 78.3: 32.4 21.7
Old : 100.0: 36.2 17.1 1.2 30.2 60.0 67.6 78.3: 32.4 21.7
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 : 65: 24 12 3 14 18 40 31:
Old : 65: 24 12 3 14 18 40 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 39.8 32.8 49.9 20.2 38.9 32.8 48.9
Old : 20.2 39.8 32.8 49.9 20.2 38.9 32.8 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 17,351: 4,964 200 0 9,396 2,200 14,360 2,400: 2,991 14,951
Old : 17,351: 4,964 200 0 9,396 2,200 14,360 2,400: 2,991 14,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 1.2 0.0 54.2 12.7 82.8 13.8: 17.2 86.2
Old : 100.0: 28.6 1.2 0.0 54.2 12.7 82.8 13.8: 17.2 86.2
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 : 20: 9 1 0 8 4 17 5:
Old : 20: 9 1 0 8 4 17 5:
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 : 54.3 12.7 68.3 13.8 54.3 9.7 67.7 9.8
Old : 54.3 12.7 68.3 13.8 54.3 9.7 67.7 9.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 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 : 28,918: 1,295 2,807 694 13,609 21,807 15,598 25,308: 13,320 3,610
Old : 28,918: 1,295 2,807 694 13,609 21,807 15,598 25,308: 13,320 3,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -606: 30 -85 1 -143 -435 -112 -519: -494 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 9.7 2.4 47.1 75.4 53.9 87.5: 46.1 12.5
Old : 100.0: 4.5 9.7 2.4 47.1 75.4 53.9 87.5: 46.1 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 : 27.9 50.1 42.6 65.1 14.1 30.4 17.6 37.9
Old : 27.9 50.1 42.6 65.1 14.1 30.4 17.6 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2005