MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 20,608: 1,654 1,765 764 14,042 11,671 16,460 14,200: 4,148 6,408
Old : 20,608: 1,654 1,765 764 14,042 11,671 16,460 14,200: 4,148 6,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 553: 219 57 -14 176 1,024 381 1,067: 172 -514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 8.6 3.7 68.1 56.6 79.9 68.9: 20.1 31.1
Old : 100.0: 8.0 8.6 3.7 68.1 56.6 79.9 68.9: 20.1 31.1
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 : 39: 5 7 7 24 15 32 26:
Old : 39: 5 7 7 24 15 32 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 : 45.2 30.2 59.3 49.9 45.2 26.9 57.6 44.3
Old : 45.2 30.2 59.3 49.9 45.2 26.9 57.6 44.3
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 12, 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 : 94,971: 12,512 26,526 21,781 48,943 22,310 83,236 70,617: 11,735 24,354
Old : 77,333: 11,082 27,203 15,513 42,204 16,842 68,799 59,558: 8,534 17,775
Other: 17,638: 5,610 3,503 2,088 6,739 5,468 14,437 11,059: 3,201 6,579
: : :
: : Changes in Commitments from: July 5, 2005 :
: -951: 1,096 137 897 -394 493 1,599 1,527: -2,550 -2,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 27.9 22.9 51.5 23.5 87.6 74.4: 12.4 25.6
Old : 100.0: 14.3 35.2 20.1 54.6 21.8 89.0 77.0: 11.0 23.0
Other: 100.0: 31.8 19.9 11.8 38.2 31.0 81.9 62.7: 18.1 37.3
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 40 50 39 18 26 80 104:
Old : 137: 39 53 33 17 26 74 101:
Other: 54: 14 18 5 7 18 26 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 : 31.0 19.2 48.3 29.7 31.0 14.3 45.7 21.9
Old : 38.0 18.8 55.1 30.3 38.0 13.7 52.6 23.6
Other: 46.2 31.0 67.0 41.5 44.8 22.2 61.4 30.7
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 2,711: 571 1,024 99 722 603 1,392 1,726: 1,319 985
Old : 2,492: 580 1,042 54 636 550 1,270 1,646: 1,222 846
Other: 219: 26 17 10 86 53 122 80: 97 139
: : :
: : Changes in Commitments from: July 5, 2005 :
: -130: -27 135 -72 -60 -35 -159 28: 29 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 37.8 3.7 26.6 22.2 51.3 63.7: 48.7 36.3
Old : 100.0: 23.3 41.8 2.2 25.5 22.1 51.0 66.1: 49.0 33.9
Other: 100.0: 11.9 7.8 4.6 39.3 24.2 55.7 36.5: 44.3 63.5
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 11 18 6 8 5 24 24:
Old : 38: 11 18 4 8 4 23 22:
Other: 14: 4 3 1 3 4 7 8:
:----------------------------------------------------------------------------------------------------
: 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 : 28.5 36.4 37.4 47.5 25.7 34.5 34.2 43.7
Old : 27.4 38.0 37.1 49.9 24.4 36.6 34.1 46.5
Other: 46.6 31.5 55.7 36.5 46.6 28.8 51.1 32.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 134,933: 29,112 37,608 13,685 72,487 54,819 115,284 106,112: 19,649 28,821
Old : 134,933: 29,112 37,608 13,685 72,487 54,819 115,284 106,112: 19,649 28,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 10,280: -548 3,458 2,811 3,263 203 5,526 6,472: 4,754 3,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 27.9 10.1 53.7 40.6 85.4 78.6: 14.6 21.4
Old : 100.0: 21.6 27.9 10.1 53.7 40.6 85.4 78.6: 14.6 21.4
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 : 227: 49 67 56 57 76 134 185:
Old : 227: 49 67 56 57 76 134 185:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 11.3 42.5 20.3 26.0 11.3 42.0 19.8
Old : 26.0 11.3 42.5 20.3 26.0 11.3 42.0 19.8
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 12, 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 : 3,596: 877 942 114 982 1,048 1,973 2,104: 1,623 1,492
Old : 3,596: 877 942 114 982 1,048 1,973 2,104: 1,623 1,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 188: -10 141 12 -222 -384 -220 -231: 408 419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 26.2 3.2 27.3 29.1 54.9 58.5: 45.1 41.5
Old : 100.0: 24.4 26.2 3.2 27.3 29.1 54.9 58.5: 45.1 41.5
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 : 39: 7 14 2 14 9 22 24:
Old : 39: 7 14 2 14 9 22 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 : 23.3 31.8 37.1 43.6 23.0 31.2 35.3 41.7
Old : 23.3 31.8 37.1 43.6 23.0 31.2 35.3 41.7
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 12, 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 : 23,846: 9,950 3,738 2,551 6,923 4,710 19,424 10,999: 4,422 12,847
Old : 23,846: 9,950 3,738 2,551 6,923 4,710 19,424 10,999: 4,422 12,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 1,201: 932 -4 771 -529 13 1,174 780: 27 421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 15.7 10.7 29.0 19.8 81.5 46.1: 18.5 53.9
Old : 100.0: 41.7 15.7 10.7 29.0 19.8 81.5 46.1: 18.5 53.9
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 : 127: 43 21 26 30 39 89 73:
Old : 127: 43 21 26 30 39 89 73:
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 : 16.6 13.9 27.3 21.2 15.0 13.5 25.7 18.7
Old : 16.6 13.9 27.3 21.2 15.0 13.5 25.7 18.7
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 12, 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 : 91,423: 35,282 12,079 540 25,043 62,647 60,865 75,266: 30,558 16,157
Old : 91,423: 35,282 12,079 540 25,043 62,647 60,865 75,266: 30,558 16,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 21,349: 15,918 -3,197 0 2,859 24,629 18,777 21,432: 2,572 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 13.2 0.6 27.4 68.5 66.6 82.3: 33.4 17.7
Old : 100.0: 38.6 13.2 0.6 27.4 68.5 66.6 82.3: 33.4 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 24 11 1 22 24 46 36:
Old : 73: 24 11 1 22 24 46 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 32.7 33.1 51.3 17.7 32.7 32.6 51.0
Old : 17.7 32.7 33.1 51.3 17.7 32.7 32.6 51.0
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 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 69,525: 2,991 40,939 0 57,922 6,205 60,913 47,144: 8,612 22,381
Old : 69,525: 2,991 40,939 0 57,922 6,205 60,913 47,144: 8,612 22,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -4,265: 1,297 -6,295 0 -6,017 1,472 -4,720 -4,823: 455 558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 58.9 0.0 83.3 8.9 87.6 67.8: 12.4 32.2
Old : 100.0: 4.3 58.9 0.0 83.3 8.9 87.6 67.8: 12.4 32.2
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 : 35: 1 23 0 7 6 8 29:
Old : 35: 1 23 0 7 6 8 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 : 70.2 33.2 87.6 44.6 69.8 33.2 87.2 44.6
Old : 70.2 33.2 87.6 44.6 69.8 33.2 87.2 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 100,344: 79,187 4,891 165 12,371 89,508 91,723 94,564: 8,621 5,780
Old : 100,344: 79,187 4,891 165 12,371 89,508 91,723 94,564: 8,621 5,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -4,267: -3,329 527 5 -1,319 -5,019 -4,643 -4,487: 376 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 4.9 0.2 12.3 89.2 91.4 94.2: 8.6 5.8
Old : 100.0: 78.9 4.9 0.2 12.3 89.2 91.4 94.2: 8.6 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 61 8 1 16 17 78 26:
Old : 99: 61 8 1 16 17 78 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 : 31.3 66.3 48.2 84.0 31.3 65.7 48.2 83.3
Old : 31.3 66.3 48.2 84.0 31.3 65.7 48.2 83.3
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 12, 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 : 74,117: 9,067 31,648 10 48,017 22,292 57,094 53,950: 17,023 20,167
Old : 74,117: 9,067 31,648 10 48,017 22,292 57,094 53,950: 17,023 20,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 899: -1,923 244 10 5,954 -1,055 4,041 -801: -3,142 1,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 42.7 0.0 64.8 30.1 77.0 72.8: 23.0 27.2
Old : 100.0: 12.2 42.7 0.0 64.8 30.1 77.0 72.8: 23.0 27.2
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: 6 23 1 18 18 25 41:
Old : 59: 6 23 1 18 18 25 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 26.9 61.3 39.0 40.5 26.9 57.4 39.0
Old : 44.4 26.9 61.3 39.0 40.5 26.9 57.4 39.0
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 12, 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 : 162,959: 10,830 73,906 1,544 126,369 56,864 138,743 132,314: 24,216 30,645
Old : 162,959: 10,830 73,906 1,544 126,369 56,864 138,743 132,314: 24,216 30,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 6,442: -749 10,141 521 6,010 -4,504 5,782 6,158: 660 284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 45.4 0.9 77.5 34.9 85.1 81.2: 14.9 18.8
Old : 100.0: 6.6 45.4 0.9 77.5 34.9 85.1 81.2: 14.9 18.8
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 : 89: 16 36 5 25 22 44 60:
Old : 89: 16 36 5 25 22 44 60:
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 : 42.3 31.9 64.5 47.6 37.0 24.1 53.0 38.7
Old : 42.3 31.9 64.5 47.6 37.0 24.1 53.0 38.7
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 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 140,286: 24,267 32,115 485 72,930 59,128 97,682 91,728: 42,604 48,558
Old : 140,286: 24,267 32,115 485 72,930 59,128 97,682 91,728: 42,604 48,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -8,674: 1,248 -15,776 -1,208 -610 12,982 -570 -4,002: -8,104 -4,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 22.9 0.3 52.0 42.1 69.6 65.4: 30.4 34.6
Old : 100.0: 17.3 22.9 0.3 52.0 42.1 69.6 65.4: 30.4 34.6
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 : 95: 25 29 5 26 28 53 60:
Old : 95: 25 29 5 26 28 53 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 27.2 46.6 38.1 31.9 26.1 46.2 37.0
Old : 32.2 27.2 46.6 38.1 31.9 26.1 46.2 37.0
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 12, 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 : 85,085: 23,461 1,166 50 53,380 71,746 76,891 72,962: 8,194 12,123
Old : 85,085: 23,461 1,166 50 53,380 71,746 76,891 72,962: 8,194 12,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -299: -1,587 245 -245 291 -3,814 -1,541 -3,814: 1,242 3,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 1.4 0.1 62.7 84.3 90.4 85.8: 9.6 14.2
Old : 100.0: 27.6 1.4 0.1 62.7 84.3 90.4 85.8: 9.6 14.2
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 : 22: 3 1 1 9 15 12 17:
Old : 22: 3 1 1 9 15 12 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 54.1 85.9 71.9 54.0 42.0 69.8 57.2
Old : 61.0 54.1 85.9 71.9 54.0 42.0 69.8 57.2
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, July 12, 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 : 7,330,642: 740,748 732,120 801,677 4,869,843 4,231,411 6,412,268 5,765,208: 918,374 1,565,434
Old : 7,330,642: 740,748 732,120 801,677 4,869,843 4,231,411 6,412,268 5,765,208: 918,374 1,565,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -229,572: -37,702 34,127 -21,322 -148,252 -210,749 -207,276 -197,944: -22,296 -31,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 10.0 10.9 66.4 57.7 87.5 78.6: 12.5 21.4
Old : 100.0: 10.1 10.0 10.9 66.4 57.7 87.5 78.6: 12.5 21.4
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 : 250: 43 61 82 122 133 213 234:
Old : 250: 43 61 82 122 133 213 234:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 14.1 46.6 23.3 29.2 10.8 41.0 17.7
Old : 30.2 14.1 46.6 23.3 29.2 10.8 41.0 17.7
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, July 12, 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 : 659,119: 53,750 43,354 5,906 474,732 508,549 534,388 557,809: 124,731 101,310
Old : 659,119: 53,750 43,354 5,906 474,732 508,549 534,388 557,809: 124,731 101,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 1,642: 3,106 -4,192 1,468 269 -4,063 4,843 -6,787: -3,201 8,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 6.6 0.9 72.0 77.2 81.1 84.6: 18.9 15.4
Old : 100.0: 8.2 6.6 0.9 72.0 77.2 81.1 84.6: 18.9 15.4
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 : 178: 32 28 18 84 63 128 98:
Old : 178: 32 28 18 84 63 128 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 35.0 30.4 49.5 20.8 34.2 30.4 48.7
Old : 20.9 35.0 30.4 49.5 20.8 34.2 30.4 48.7
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 12, 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 : 950,006: 117,034 250,359 11,762 506,899 587,697 635,695 849,818: 314,311 100,188
Old : 950,006: 117,034 250,359 11,762 506,899 587,697 635,695 849,818: 314,311 100,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 91,839: -30,464 50,088 946 65,155 38,750 35,637 89,784: 56,202 2,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 26.4 1.2 53.4 61.9 66.9 89.5: 33.1 10.5
Old : 100.0: 12.3 26.4 1.2 53.4 61.9 66.9 89.5: 33.1 10.5
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 : 186: 34 60 19 59 59 107 124:
Old : 186: 34 60 19 59 59 107 124:
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 27.7 33.0 41.9 18.5 23.8 25.7 34.6
Old : 23.5 27.7 33.0 41.9 18.5 23.8 25.7 34.6
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 12, 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 : 12,270: 1,060 353 0 6,525 10,957 7,585 11,310: 4,685 960
Old : 12,270: 1,060 353 0 6,525 10,957 7,585 11,310: 4,685 960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -172: -212 -5 0 59 -5 -153 -10: -19 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 2.9 0.0 53.2 89.3 61.8 92.2: 38.2 7.8
Old : 100.0: 8.6 2.9 0.0 53.2 89.3 61.8 92.2: 38.2 7.8
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 : 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 : 27.6 38.4 43.3 66.2 26.0 37.4 40.7 64.8
Old : 27.6 38.4 43.3 66.2 26.0 37.4 40.7 64.8
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 12, 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 : 31,570: 8,522 1,292 123 18,415 26,435 27,060 27,850: 4,510 3,720
Old : 31,570: 8,522 1,292 123 18,415 26,435 27,060 27,850: 4,510 3,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 442: -892 275 0 868 -69 -24 206: 466 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 4.1 0.4 58.3 83.7 85.7 88.2: 14.3 11.8
Old : 100.0: 27.0 4.1 0.4 58.3 83.7 85.7 88.2: 14.3 11.8
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 : 39: 7 2 1 16 20 23 23:
Old : 39: 7 2 1 16 20 23 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 : 47.9 50.5 66.6 66.5 47.9 49.2 65.7 64.4
Old : 47.9 50.5 66.6 66.5 47.9 49.2 65.7 64.4
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 12, 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 : 50,381: 6,449 8,785 0 26,347 32,795 32,796 41,580: 17,585 8,801
Old : 50,381: 6,449 8,785 0 26,347 32,795 32,796 41,580: 17,585 8,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 342: -433 719 0 791 2 358 721: -16 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 17.4 0.0 52.3 65.1 65.1 82.5: 34.9 17.5
Old : 100.0: 12.8 17.4 0.0 52.3 65.1 65.1 82.5: 34.9 17.5
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 : 68: 11 11 0 30 22 41 33:
Old : 68: 11 11 0 30 22 41 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 40.4 32.4 56.9 19.8 36.4 30.6 51.9
Old : 20.5 40.4 32.4 56.9 19.8 36.4 30.6 51.9
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 12, 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 : 258,715: 71,634 75,774 3,031 160,829 121,311 235,494 200,116: 23,221 58,599
Old : 258,715: 71,634 75,774 3,031 160,829 121,311 235,494 200,116: 23,221 58,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 18,713: -10,003 -33,155 1,208 26,841 44,875 18,046 12,928: 667 5,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 29.3 1.2 62.2 46.9 91.0 77.3: 9.0 22.7
Old : 100.0: 27.7 29.3 1.2 62.2 46.9 91.0 77.3: 9.0 22.7
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 : 187: 65 56 10 38 40 109 100:
Old : 187: 65 56 10 38 40 109 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 22.6 53.1 33.2 40.9 20.7 49.2 29.2
Old : 43.6 22.6 53.1 33.2 40.9 20.7 49.2 29.2
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 12, 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 : 64,490: 17,868 9,312 7 29,218 39,583 47,093 48,902: 17,397 15,588
Old : 64,490: 17,868 9,312 7 29,218 39,583 47,093 48,902: 17,397 15,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 4,121: 1,334 1,348 7 3,762 -655 5,103 700: -982 3,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 14.4 0.0 45.3 61.4 73.0 75.8: 27.0 24.2
Old : 100.0: 27.7 14.4 0.0 45.3 61.4 73.0 75.8: 27.0 24.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 8 9 1 16 17 25 26:
Old : 44: 8 9 1 16 17 25 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 : 42.1 34.3 58.6 53.0 42.0 33.7 58.5 52.0
Old : 42.1 34.3 58.6 53.0 42.0 33.7 58.5 52.0
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 12, 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 : 29,085: 800 4,050 0 23,337 20,897 24,137 24,947: 4,948 4,138
Old : 29,085: 800 4,050 0 23,337 20,897 24,137 24,947: 4,948 4,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -153: -79 -269 0 -128 2,419 -207 2,150: 54 -2,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 13.9 0.0 80.2 71.8 83.0 85.8: 17.0 14.2
Old : 100.0: 2.8 13.9 0.0 80.2 71.8 83.0 85.8: 17.0 14.2
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 : 53: 3 9 0 28 22 31 31:
Old : 53: 3 9 0 28 22 31 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 : 50.9 37.6 60.6 53.6 50.0 37.6 59.7 53.3
Old : 50.9 37.6 60.6 53.6 50.0 37.6 59.7 53.3
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 12, 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 : 227,435: 27,030 43,793 1,067 186,112 169,728 214,209 214,588: 13,226 12,847
Old : 227,435: 27,030 43,793 1,067 186,112 169,728 214,209 214,588: 13,226 12,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -12,765: 2,844 -1,827 42 -14,880 -13,341 -11,994 -15,126: -771 2,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 19.3 0.5 81.8 74.6 94.2 94.4: 5.8 5.6
Old : 100.0: 11.9 19.3 0.5 81.8 74.6 94.2 94.4: 5.8 5.6
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 : 129: 23 41 6 35 49 61 93:
Old : 129: 23 41 6 35 49 61 93:
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 : 55.5 35.7 65.8 50.5 50.8 33.0 59.7 46.1
Old : 55.5 35.7 65.8 50.5 50.8 33.0 59.7 46.1
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 12, 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 : 35,164: 12,062 5,937 430 11,348 21,240 23,840 27,607: 11,324 7,557
Old : 35,164: 12,062 5,937 430 11,348 21,240 23,840 27,607: 11,324 7,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 3,186: 479 483 40 1,704 2,055 2,223 2,578: 963 608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 16.9 1.2 32.3 60.4 67.8 78.5: 32.2 21.5
Old : 100.0: 34.3 16.9 1.2 32.3 60.4 67.8 78.5: 32.2 21.5
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 : 70: 24 13 3 16 19 41 34:
Old : 70: 24 13 3 16 19 41 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 39.8 33.3 49.4 20.5 39.3 33.3 48.7
Old : 20.5 39.8 33.3 49.4 20.5 39.3 33.3 48.7
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 12, 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 : 28,335: 1,295 2,311 441 13,308 21,999 15,044 24,751: 13,291 3,584
Old : 28,335: 1,295 2,311 441 13,308 21,999 15,044 24,751: 13,291 3,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -583: 0 -496 -253 -301 192 -554 -557: -29 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 8.2 1.6 47.0 77.6 53.1 87.4: 46.9 12.6
Old : 100.0: 4.6 8.2 1.6 47.0 77.6 53.1 87.4: 46.9 12.6
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 : 35: 3 10 2 13 19 17 30:
Old : 35: 3 10 2 13 19 17 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 : 28.1 51.8 42.4 67.1 14.4 32.8 18.0 40.4
Old : 28.1 51.8 42.4 67.1 14.4 32.8 18.0 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 15, 2005