MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 22,908: 2,368 2,245 591 15,376 13,400 18,335 16,236: 4,573 6,672
Old : 22,908: 2,368 2,245 591 15,376 13,400 18,335 16,236: 4,573 6,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 285: 81 354 -27 148 -15 202 312: 83 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 9.8 2.6 67.1 58.5 80.0 70.9: 20.0 29.1
Old : 100.0: 10.3 9.8 2.6 67.1 58.5 80.0 70.9: 20.0 29.1
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 : 40: 8 7 9 21 17 32 30:
Old : 40: 8 7 9 21 17 32 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 30.7 61.2 51.5 43.6 28.5 59.5 45.6
Old : 43.6 30.7 61.2 51.5 43.6 28.5 59.5 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 95,494: 13,735 23,031 20,659 49,322 24,720 83,716 68,410: 11,778 27,084
Old : 72,286: 12,956 30,922 9,387 42,811 14,377 65,154 54,686: 7,132 17,600
Other: 23,208: 10,486 1,816 1,565 6,511 10,343 18,562 13,724: 4,646 9,484
: : :
: : Changes in Commitments from: July 26, 2005 :
: 837: 236 -2,685 165 -96 1,843 305 -677: 532 1,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 24.1 21.6 51.6 25.9 87.7 71.6: 12.3 28.4
Old : 100.0: 17.9 42.8 13.0 59.2 19.9 90.1 75.7: 9.9 24.3
Other: 100.0: 45.2 7.8 6.7 28.1 44.6 80.0 59.1: 20.0 40.9
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 35 50 38 25 31 86 101:
Old : 136: 32 58 21 19 30 63 99:
Other: 70: 29 11 5 12 22 43 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 : 31.1 18.1 46.4 30.6 31.1 15.5 45.3 22.3
Old : 40.9 22.7 57.4 34.2 40.9 18.5 57.2 26.4
Other: 39.1 24.3 55.2 35.0 37.2 23.9 52.7 32.4
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 2,054: 805 807 5 482 462 1,292 1,274: 762 780
Old : 2,054: 805 807 5 482 462 1,292 1,274: 762 780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -165: 279 -70 -63 -158 81 58 -52: -223 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 39.3 0.2 23.5 22.5 62.9 62.0: 37.1 38.0
Old : 100.0: 39.2 39.3 0.2 23.5 22.5 62.9 62.0: 37.1 38.0
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 : 27: 6 11 2 6 4 13 16:
Old : 27: 6 11 2 6 4 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 39.7 57.5 53.7 43.6 39.6 57.5 53.6
Old : 43.6 39.7 57.5 53.7 43.6 39.6 57.5 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 139,375: 33,991 35,059 16,948 72,381 60,955 123,320 112,962: 16,055 26,413
Old : 139,375: 33,991 35,059 16,948 72,381 60,955 123,320 112,962: 16,055 26,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 2,677: 2,439 -1,979 3,989 -1,392 3,220 5,036 5,230: -2,359 -2,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 25.2 12.2 51.9 43.7 88.5 81.0: 11.5 19.0
Old : 100.0: 24.4 25.2 12.2 51.9 43.7 88.5 81.0: 11.5 19.0
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 : 229: 59 62 63 54 85 142 192:
Old : 229: 59 62 63 54 85 142 192:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 13.6 41.5 22.2 25.7 13.5 40.4 21.5
Old : 25.7 13.6 41.5 22.2 25.7 13.5 40.4 21.5
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, August 2, 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 : 4,102: 1,116 1,228 274 1,072 1,018 2,462 2,520: 1,640 1,582
Old : 4,102: 1,116 1,228 274 1,072 1,018 2,462 2,520: 1,640 1,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 561: 185 169 188 45 45 418 402: 143 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 29.9 6.7 26.1 24.8 60.0 61.4: 40.0 38.6
Old : 100.0: 27.2 29.9 6.7 26.1 24.8 60.0 61.4: 40.0 38.6
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 : 47: 11 16 5 16 9 30 28:
Old : 47: 11 16 5 16 9 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 33.3 35.4 43.4 22.5 28.8 31.8 38.1
Old : 22.7 33.3 35.4 43.4 22.5 28.8 31.8 38.1
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, August 2, 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 : 25,137: 7,477 3,978 4,012 8,748 5,808 20,237 13,798: 4,900 11,339
Old : 25,137: 7,477 3,978 4,012 8,748 5,808 20,237 13,798: 4,900 11,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,414: 204 -175 541 590 1,040 1,335 1,406: 79 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 15.8 16.0 34.8 23.1 80.5 54.9: 19.5 45.1
Old : 100.0: 29.7 15.8 16.0 34.8 23.1 80.5 54.9: 19.5 45.1
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 : 126: 31 28 22 40 43 88 80:
Old : 126: 31 28 22 40 43 88 80:
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 : 21.7 20.8 32.0 29.1 15.4 14.1 24.9 19.2
Old : 21.7 20.8 32.0 29.1 15.4 14.1 24.9 19.2
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, August 2, 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 : 87,906: 28,966 16,802 540 29,385 53,362 58,891 70,704: 29,015 17,202
Old : 87,906: 28,966 16,802 540 29,385 53,362 58,891 70,704: 29,015 17,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -2,847: -2,874 2,481 -3 2,142 -9,120 -735 -6,642: -2,112 3,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 19.1 0.6 33.4 60.7 67.0 80.4: 33.0 19.6
Old : 100.0: 33.0 19.1 0.6 33.4 60.7 67.0 80.4: 33.0 19.6
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 : 76: 24 13 1 22 24 46 38:
Old : 76: 24 13 1 22 24 46 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 30.4 35.3 49.7 18.5 30.4 33.1 49.3
Old : 19.2 30.4 35.3 49.7 18.5 30.4 33.1 49.3
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, August 2, 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 : 71,327: 4,633 35,959 24 58,879 13,085 63,536 49,068: 7,791 22,259
Old : 71,327: 4,633 35,959 24 58,879 13,085 63,536 49,068: 7,791 22,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -2,441: 29 -5,074 23 -3,660 4,286 -3,608 -765: 1,167 -1,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 50.4 0.0 82.5 18.3 89.1 68.8: 10.9 31.2
Old : 100.0: 6.5 50.4 0.0 82.5 18.3 89.1 68.8: 10.9 31.2
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 : 38: 3 18 1 8 12 12 30:
Old : 38: 3 18 1 8 12 12 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 34.0 87.3 44.5 71.1 34.0 85.2 44.5
Old : 71.1 34.0 87.3 44.5 71.1 34.0 85.2 44.5
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, August 2, 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 : 95,783: 74,738 1,568 200 12,074 87,479 87,012 89,247: 8,771 6,536
Old : 95,783: 74,738 1,568 200 12,074 87,479 87,012 89,247: 8,771 6,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,299: -733 -294 30 -1,081 -2,053 -1,784 -2,317: 485 1,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 1.6 0.2 12.6 91.3 90.8 93.2: 9.2 6.8
Old : 100.0: 78.0 1.6 0.2 12.6 91.3 90.8 93.2: 9.2 6.8
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 : 92: 57 8 1 17 14 74 23:
Old : 92: 57 8 1 17 14 74 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 : 31.4 66.8 47.4 86.0 31.4 66.5 47.4 85.5
Old : 31.4 66.8 47.4 86.0 31.4 66.5 47.4 85.5
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, August 2, 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 : 73,519: 12,377 29,356 89 43,456 22,949 55,922 52,394: 17,597 21,125
Old : 73,519: 12,377 29,356 89 43,456 22,949 55,922 52,394: 17,597 21,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -2,244: 101 -2,785 66 -2,882 -771 -2,715 -3,490: 471 1,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 39.9 0.1 59.1 31.2 76.1 71.3: 23.9 28.7
Old : 100.0: 16.8 39.9 0.1 59.1 31.2 76.1 71.3: 23.9 28.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 11 18 3 16 19 30 37:
Old : 56: 11 18 3 16 19 30 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 32.7 58.6 46.2 39.0 32.6 52.8 44.3
Old : 42.0 32.7 58.6 46.2 39.0 32.6 52.8 44.3
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, August 2, 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 : 165,281: 9,337 52,488 436 130,470 84,655 140,243 137,579: 25,038 27,702
Old : 165,281: 9,337 52,488 436 130,470 84,655 140,243 137,579: 25,038 27,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 4,267: 1,305 -3,312 13 1,781 9,030 3,099 5,731: 1,168 -1,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 31.8 0.3 78.9 51.2 84.9 83.2: 15.1 16.8
Old : 100.0: 5.6 31.8 0.3 78.9 51.2 84.9 83.2: 15.1 16.8
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 : 83: 15 31 2 24 23 40 55:
Old : 83: 15 31 2 24 23 40 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 : 45.6 40.9 67.4 53.2 40.0 30.6 53.7 41.2
Old : 45.6 40.9 67.4 53.2 40.0 30.6 53.7 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 143,594: 24,408 24,599 626 72,783 74,601 97,817 99,826: 45,777 43,768
Old : 143,594: 24,408 24,599 626 72,783 74,601 97,817 99,826: 45,777 43,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,191: -112 -8,217 -25 823 9,748 686 1,506: -1,877 -2,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 17.1 0.4 50.7 52.0 68.1 69.5: 31.9 30.5
Old : 100.0: 17.0 17.1 0.4 50.7 52.0 68.1 69.5: 31.9 30.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 30 28 7 26 27 59 59:
Old : 97: 30 28 7 26 27 59 59:
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 31.4 43.6 43.1 23.4 27.7 36.8 37.5
Old : 29.1 31.4 43.6 43.1 23.4 27.7 36.8 37.5
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, August 2, 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 : 72,436: 4,884 1,000 795 61,490 64,820 67,169 66,615: 5,267 5,821
Old : 72,436: 4,884 1,000 795 61,490 64,820 67,169 66,615: 5,267 5,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 4,827: -1,113 0 380 4,559 3,279 3,826 3,659: 1,001 1,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 1.4 1.1 84.9 89.5 92.7 92.0: 7.3 8.0
Old : 100.0: 6.7 1.4 1.1 84.9 89.5 92.7 92.0: 7.3 8.0
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 : 24: 2 1 1 11 16 13 18:
Old : 24: 2 1 1 11 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 : 65.5 64.9 84.8 83.0 63.2 62.0 82.5 79.8
Old : 65.5 64.9 84.8 83.0 63.2 62.0 82.5 79.8
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, August 2, 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 : 7,727,059: 769,756 1,046,973 833,324 5,229,987 4,326,021 6,833,067 6,206,318: 893,992 1,520,741
Old : 7,727,059: 769,756 1,046,973 833,324 5,229,987 4,326,021 6,833,067 6,206,318: 893,992 1,520,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 265,213: -12,969 30,172 9,298 242,411 200,870 238,740 240,340: 26,473 24,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 13.5 10.8 67.7 56.0 88.4 80.3: 11.6 19.7
Old : 100.0: 10.0 13.5 10.8 67.7 56.0 88.4 80.3: 11.6 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 43 71 87 121 132 214 245:
Old : 264: 43 71 87 121 132 214 245:
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 : 32.6 12.0 48.4 21.9 31.7 10.0 42.0 17.5
Old : 32.6 12.0 48.4 21.9 31.7 10.0 42.0 17.5
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, August 2, 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 : 648,000: 51,938 48,535 4,945 464,565 502,071 521,448 555,551: 126,552 92,449
Old : 648,000: 51,938 48,535 4,945 464,565 502,071 521,448 555,551: 126,552 92,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -7,214: -2,020 1,836 1,011 -5,499 -901 -6,508 1,946: -706 -9,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 7.5 0.8 71.7 77.5 80.5 85.7: 19.5 14.3
Old : 100.0: 8.0 7.5 0.8 71.7 77.5 80.5 85.7: 19.5 14.3
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 : 184: 33 34 17 86 64 131 103:
Old : 184: 33 34 17 86 64 131 103:
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 35.4 31.0 50.3 21.0 34.6 30.9 49.4
Old : 21.0 35.4 31.0 50.3 21.0 34.6 30.9 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,005,704: 186,822 294,936 11,209 504,744 595,655 702,775 901,800: 302,929 103,904
Old : 1,005,704: 186,822 294,936 11,209 504,744 595,655 702,775 901,800: 302,929 103,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 55,735: 33,110 45,505 5,306 48,213 -9,344 86,629 41,467: -30,894 14,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 29.3 1.1 50.2 59.2 69.9 89.7: 30.1 10.3
Old : 100.0: 18.6 29.3 1.1 50.2 59.2 69.9 89.7: 30.1 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 46 62 17 56 60 113 128:
Old : 199: 46 62 17 56 60 113 128:
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 : 24.6 25.1 34.7 37.2 20.1 21.0 29.9 32.2
Old : 24.6 25.1 34.7 37.2 20.1 21.0 29.9 32.2
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, August 2, 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 : 12,341: 1,279 452 0 7,027 10,927 8,306 11,379: 4,035 962
Old : 12,341: 1,279 452 0 7,027 10,927 8,306 11,379: 4,035 962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -84: -187 -42 0 224 -160 37 -202: -121 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 3.7 0.0 56.9 88.5 67.3 92.2: 32.7 7.8
Old : 100.0: 10.4 3.7 0.0 56.9 88.5 67.3 92.2: 32.7 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 : 32: 3 1 0 17 16 20 17:
Old : 32: 3 1 0 17 16 20 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 : 28.2 37.9 43.7 65.6 27.0 36.8 40.7 64.1
Old : 28.2 37.9 43.7 65.6 27.0 36.8 40.7 64.1
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, August 2, 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 : 33,443: 9,078 1,418 0 20,271 30,077 29,349 31,495: 4,094 1,948
Old : 33,443: 9,078 1,418 0 20,271 30,077 29,349 31,495: 4,094 1,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 3,427: 94 -210 0 2,213 3,322 2,307 3,112: 1,120 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 4.2 0.0 60.6 89.9 87.8 94.2: 12.2 5.8
Old : 100.0: 27.1 4.2 0.0 60.6 89.9 87.8 94.2: 12.2 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 5 3 0 17 19 22 22:
Old : 38: 5 3 0 17 19 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 59.5 69.1 75.0 51.6 58.1 68.5 70.6
Old : 51.6 59.5 69.1 75.0 51.6 58.1 68.5 70.6
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, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 49,222: 6,680 7,552 455 27,461 32,784 34,596 40,791: 14,626 8,431
Old : 49,222: 6,680 7,552 455 27,461 32,784 34,596 40,791: 14,626 8,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -112: -172 -1,065 455 513 178 796 -432: -908 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 15.3 0.9 55.8 66.6 70.3 82.9: 29.7 17.1
Old : 100.0: 13.6 15.3 0.9 55.8 66.6 70.3 82.9: 29.7 17.1
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 : 74: 12 15 1 30 22 42 38:
Old : 74: 12 15 1 30 22 42 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 40.3 34.1 55.4 20.4 34.7 31.0 48.8
Old : 22.6 40.3 34.1 55.4 20.4 34.7 31.0 48.8
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, August 2, 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 : 308,181: 144,814 63,824 1,863 139,901 209,786 286,578 275,473: 21,603 32,708
Old : 308,181: 144,814 63,824 1,863 139,901 209,786 286,578 275,473: 21,603 32,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 19,391: 20,772 2,635 -267 -847 20,643 19,658 23,011: -267 -3,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 20.7 0.6 45.4 68.1 93.0 89.4: 7.0 10.6
Old : 100.0: 47.0 20.7 0.6 45.4 68.1 93.0 89.4: 7.0 10.6
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 : 200: 79 49 8 37 45 121 98:
Old : 200: 79 49 8 37 45 121 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 : 36.4 36.1 49.5 47.5 31.0 27.3 40.2 36.7
Old : 36.4 36.1 49.5 47.5 31.0 27.3 40.2 36.7
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, August 2, 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 : 60,900: 20,549 3,232 0 21,469 48,155 42,018 51,387: 18,882 9,513
Old : 60,900: 20,549 3,232 0 21,469 48,155 42,018 51,387: 18,882 9,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -38: -94 -68 0 -1,376 1,731 -1,470 1,663: 1,432 -1,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 5.3 0.0 35.3 79.1 69.0 84.4: 31.0 15.6
Old : 100.0: 33.7 5.3 0.0 35.3 79.1 69.0 84.4: 31.0 15.6
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 : 39: 11 3 0 12 18 23 21:
Old : 39: 11 3 0 12 18 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 38.5 55.6 61.2 44.1 37.6 55.6 60.0
Old : 44.1 38.5 55.6 61.2 44.1 37.6 55.6 60.0
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, August 2, 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 : 30,750: 458 4,072 0 25,044 20,356 25,502 24,428: 5,248 6,322
Old : 30,750: 458 4,072 0 25,044 20,356 25,502 24,428: 5,248 6,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,638: -10 -62 0 1,699 1,222 1,689 1,160: -51 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 13.2 0.0 81.4 66.2 82.9 79.4: 17.1 20.6
Old : 100.0: 1.5 13.2 0.0 81.4 66.2 82.9 79.4: 17.1 20.6
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 : 52: 2 9 0 28 22 30 31:
Old : 52: 2 9 0 28 22 30 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 : 53.5 35.0 63.0 49.2 53.0 35.0 62.5 49.0
Old : 53.5 35.0 63.0 49.2 53.0 35.0 62.5 49.0
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, August 2, 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 : 226,147: 25,067 44,056 511 184,317 171,172 209,895 215,739: 16,252 10,408
Old : 226,147: 25,067 44,056 511 184,317 171,172 209,895 215,739: 16,252 10,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 4,268: 1,091 1,206 -71 -495 1,703 525 2,838: 3,743 1,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 19.5 0.2 81.5 75.7 92.8 95.4: 7.2 4.6
Old : 100.0: 11.1 19.5 0.2 81.5 75.7 92.8 95.4: 7.2 4.6
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 : 124: 25 36 3 32 49 58 87:
Old : 124: 25 36 3 32 49 58 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 36.4 67.0 52.9 52.6 33.9 61.0 48.6
Old : 56.5 36.4 67.0 52.9 52.6 33.9 61.0 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 44,679: 16,110 6,727 418 14,834 26,556 31,362 33,701: 13,317 10,978
Old : 44,679: 16,110 6,727 418 14,834 26,556 31,362 33,701: 13,317 10,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 3,977: 2,299 125 3 1,061 2,736 3,363 2,864: 614 1,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 15.1 0.9 33.2 59.4 70.2 75.4: 29.8 24.6
Old : 100.0: 36.1 15.1 0.9 33.2 59.4 70.2 75.4: 29.8 24.6
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 : 80: 29 12 3 19 24 49 38:
Old : 80: 29 12 3 19 24 49 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 39.1 31.6 49.2 19.5 38.8 31.4 48.8
Old : 19.5 39.1 31.6 49.2 19.5 38.8 31.4 48.8
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, August 2, 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 : 25,351: 6,505 0 0 14,499 8,041 21,004 8,041: 4,347 17,310
Old : 25,351: 6,505 0 0 14,499 8,041 21,004 8,041: 4,347 17,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 3,062: 913 0 -70 2,370 2,347 3,213 2,277: -151 785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 0.0 0.0 57.2 31.7 82.9 31.7: 17.1 68.3
Old : 100.0: 25.7 0.0 0.0 57.2 31.7 82.9 31.7: 17.1 68.3
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 : 23: 10 0 0 9 5 19 5:
Old : 23: 10 0 0 9 5 19 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 : 55.9 30.7 67.6 31.7 54.5 27.3 64.7 27.3
Old : 55.9 30.7 67.6 31.7 54.5 27.3 64.7 27.3
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, August 2, 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 : 30,806: 1,615 3,551 29 15,263 22,171 16,907 25,751: 13,899 5,055
Old : 30,806: 1,615 3,551 29 15,263 22,171 16,907 25,751: 13,899 5,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,785: 104 1,209 -4 476 -203 576 1,002: 1,209 783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 11.5 0.1 49.5 72.0 54.9 83.6: 45.1 16.4
Old : 100.0: 5.2 11.5 0.1 49.5 72.0 54.9 83.6: 45.1 16.4
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 : 38: 3 12 1 15 19 19 31:
Old : 38: 3 12 1 15 19 19 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 : 25.9 43.1 39.8 62.0 17.0 34.6 24.5 43.8
Old : 25.9 43.1 39.8 62.0 17.0 34.6 24.5 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 5, 2005