MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 9, 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 : 19,916: 1,681 2,033 609 13,416 11,201 15,706 13,843: 4,210 6,073
Old : 19,916: 1,681 2,033 609 13,416 11,201 15,706 13,843: 4,210 6,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -2,992: -687 -212 18 -1,960 -2,199 -2,629 -2,393: -363 -599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 10.2 3.1 67.4 56.2 78.9 69.5: 21.1 30.5
Old : 100.0: 8.4 10.2 3.1 67.4 56.2 78.9 69.5: 21.1 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 : 40: 7 8 10 22 16 34 29:
Old : 40: 7 8 10 22 16 34 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 : 42.7 31.1 60.3 51.8 42.7 28.5 58.4 45.3
Old : 42.7 31.1 60.3 51.8 42.7 28.5 58.4 45.3
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, August 9, 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 : 95,169: 15,389 22,811 18,018 48,640 25,914 82,047 66,743: 13,122 28,426
Old : 67,549: 14,380 34,105 2,954 42,171 13,095 59,505 50,154: 8,044 17,395
Other: 27,620: 14,132 1,829 1,941 6,469 12,819 22,542 16,589: 5,078 11,031
: : :
: : Changes in Commitments from: August 2, 2005 :
: -325: 1,654 -220 -2,641 -682 1,194 -1,669 -1,667: 1,344 1,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 24.0 18.9 51.1 27.2 86.2 70.1: 13.8 29.9
Old : 100.0: 21.3 50.5 4.4 62.4 19.4 88.1 74.2: 11.9 25.8
Other: 100.0: 51.2 6.6 7.0 23.4 46.4 81.6 60.1: 18.4 39.9
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 33 54 37 23 34 86 100:
Old : 138: 29 62 18 18 32 62 98:
Other: 74: 30 13 9 12 24 45 43:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 18.7 45.7 29.4 30.9 16.1 45.3 23.3
Old : 43.4 21.5 61.1 32.8 43.4 20.0 61.1 30.9
Other: 35.2 25.0 53.0 36.0 33.1 24.1 50.8 33.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 9, 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 : 1,830: 1,040 692 7 341 405 1,388 1,104: 442 726
Old : 1,830: 1,040 692 7 341 405 1,388 1,104: 442 726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -224: 235 -115 2 -141 -57 96 -170: -320 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 37.8 0.4 18.6 22.1 75.8 60.3: 24.2 39.7
Old : 100.0: 56.8 37.8 0.4 18.6 22.1 75.8 60.3: 24.2 39.7
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 : 21: 6 8 2 4 3 11 12:
Old : 21: 6 8 2 4 3 11 12:
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 : 60.9 42.0 73.0 54.4 60.9 42.0 73.0 54.3
Old : 60.9 42.0 73.0 54.4 60.9 42.0 73.0 54.3
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 9, 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 : 130,694: 33,959 38,052 13,075 68,856 53,737 115,890 104,864: 14,804 25,830
Old : 130,694: 33,959 38,052 13,075 68,856 53,737 115,890 104,864: 14,804 25,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -8,681: -32 2,993 -3,873 -3,525 -7,218 -7,430 -8,098: -1,251 -583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 29.1 10.0 52.7 41.1 88.7 80.2: 11.3 19.8
Old : 100.0: 26.0 29.1 10.0 52.7 41.1 88.7 80.2: 11.3 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 45 69 42 44 71 116 165:
Old : 207: 45 69 42 44 71 116 165:
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 : 27.1 13.7 43.1 23.0 27.1 13.3 42.8 22.0
Old : 27.1 13.7 43.1 23.0 27.1 13.3 42.8 22.0
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 9, 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 : 4,200: 1,102 1,132 285 1,063 951 2,450 2,368: 1,750 1,832
Old : 4,200: 1,102 1,132 285 1,063 951 2,450 2,368: 1,750 1,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 98: -14 -96 11 -9 -67 -12 -152: 110 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 27.0 6.8 25.3 22.6 58.3 56.4: 41.7 43.6
Old : 100.0: 26.2 27.0 6.8 25.3 22.6 58.3 56.4: 41.7 43.6
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 : 49: 13 17 5 14 13 29 33:
Old : 49: 13 17 5 14 13 29 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 : 21.1 23.1 33.8 33.4 20.8 21.0 29.7 28.2
Old : 21.1 23.1 33.8 33.4 20.8 21.0 29.7 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 9, 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 : 27,793: 9,219 3,918 4,029 9,151 7,334 22,399 15,281: 5,394 12,512
Old : 27,793: 9,219 3,918 4,029 9,151 7,334 22,399 15,281: 5,394 12,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 2,656: 1,742 -60 17 403 1,526 2,162 1,483: 494 1,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 14.1 14.5 32.9 26.4 80.6 55.0: 19.4 45.0
Old : 100.0: 33.2 14.1 14.5 32.9 26.4 80.6 55.0: 19.4 45.0
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 : 134: 37 24 26 40 45 95 85:
Old : 134: 37 24 26 40 45 95 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 17.9 26.8 25.3 13.9 13.8 23.8 18.8
Old : 16.3 17.9 26.8 25.3 13.9 13.8 23.8 18.8
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 9, 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 : 92,585: 33,587 19,373 540 27,978 58,661 62,105 78,574: 30,480 14,011
Old : 92,585: 33,587 19,373 540 27,978 58,661 62,105 78,574: 30,480 14,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 4,679: 4,621 2,571 0 -1,407 5,299 3,214 7,870: 1,465 -3,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 20.9 0.6 30.2 63.4 67.1 84.9: 32.9 15.1
Old : 100.0: 36.3 20.9 0.6 30.2 63.4 67.1 84.9: 32.9 15.1
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: 24 14 1 20 23 44 38:
Old : 74: 24 14 1 20 23 44 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 : 19.3 30.4 35.1 49.7 19.1 30.4 33.9 49.5
Old : 19.3 30.4 35.1 49.7 19.1 30.4 33.9 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 9, 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 : 71,277: 6,045 38,256 34 56,219 12,407 62,298 50,697: 8,979 20,580
Old : 71,277: 6,045 38,256 34 56,219 12,407 62,298 50,697: 8,979 20,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -50: 1,412 2,297 10 -2,660 -678 -1,238 1,629: 1,188 -1,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 53.7 0.0 78.9 17.4 87.4 71.1: 12.6 28.9
Old : 100.0: 8.5 53.7 0.0 78.9 17.4 87.4 71.1: 12.6 28.9
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 : 39: 3 19 1 9 11 13 30:
Old : 39: 3 19 1 9 11 13 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 : 69.7 33.8 85.3 46.5 69.7 33.7 82.2 46.0
Old : 69.7 33.8 85.3 46.5 69.7 33.7 82.2 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 9, 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 : 97,200: 75,620 1,411 356 13,432 90,258 89,408 92,025: 7,792 5,175
Old : 97,200: 75,620 1,411 356 13,432 90,258 89,408 92,025: 7,792 5,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,417: 882 -157 156 1,358 2,779 2,396 2,778: -979 -1,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 1.5 0.4 13.8 92.9 92.0 94.7: 8.0 5.3
Old : 100.0: 77.8 1.5 0.4 13.8 92.9 92.0 94.7: 8.0 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 63 7 2 17 13 80 22:
Old : 96: 63 7 2 17 13 80 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 : 29.7 69.5 45.0 88.3 29.7 69.1 45.0 87.9
Old : 29.7 69.5 45.0 88.3 29.7 69.1 45.0 87.9
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 9, 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 : 72,461: 11,090 26,599 113 44,467 24,323 55,670 51,035: 16,791 21,426
Old : 72,461: 11,090 26,599 113 44,467 24,323 55,670 51,035: 16,791 21,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -1,058: -1,287 -2,757 24 1,011 1,374 -252 -1,359: -806 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 36.7 0.2 61.4 33.6 76.8 70.4: 23.2 29.6
Old : 100.0: 15.3 36.7 0.2 61.4 33.6 76.8 70.4: 23.2 29.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 10 19 3 16 20 29 39:
Old : 57: 10 19 3 16 20 29 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 32.8 58.7 46.1 39.0 32.8 52.8 43.3
Old : 41.3 32.8 58.7 46.1 39.0 32.8 52.8 43.3
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 9, 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 : 177,994: 12,768 61,428 769 139,535 83,986 153,072 146,183: 24,922 31,811
Old : 177,994: 12,768 61,428 769 139,535 83,986 153,072 146,183: 24,922 31,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 12,713: 3,431 8,940 333 9,065 -669 12,829 8,604: -116 4,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 34.5 0.4 78.4 47.2 86.0 82.1: 14.0 17.9
Old : 100.0: 7.2 34.5 0.4 78.4 47.2 86.0 82.1: 14.0 17.9
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 : 87: 14 33 2 26 23 41 57:
Old : 87: 14 33 2 26 23 41 57:
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 : 45.0 37.4 68.0 49.1 40.3 27.6 54.6 38.0
Old : 45.0 37.4 68.0 49.1 40.3 27.6 54.6 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 9, 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 : 145,759: 28,507 24,276 1,148 70,541 74,659 100,196 100,083: 45,563 45,676
Old : 145,759: 28,507 24,276 1,148 70,541 74,659 100,196 100,083: 45,563 45,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 2,165: 4,099 -323 522 -2,242 58 2,379 257: -214 1,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 16.7 0.8 48.4 51.2 68.7 68.7: 31.3 31.3
Old : 100.0: 19.6 16.7 0.8 48.4 51.2 68.7 68.7: 31.3 31.3
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 : 89: 31 22 11 23 25 58 54:
Old : 89: 31 22 11 23 25 58 54:
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 : 30.0 33.0 43.5 44.0 24.4 22.8 36.0 33.0
Old : 30.0 33.0 43.5 44.0 24.4 22.8 36.0 33.0
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, August 9, 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 : 74,357: 5,110 1,000 770 63,212 66,389 69,092 68,159: 5,265 6,198
Old : 74,357: 5,110 1,000 770 63,212 66,389 69,092 68,159: 5,265 6,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,921: 226 0 -25 1,722 1,569 1,923 1,544: -2 377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 1.3 1.0 85.0 89.3 92.9 91.7: 7.1 8.3
Old : 100.0: 6.9 1.3 1.0 85.0 89.3 92.9 91.7: 7.1 8.3
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 : 24: 2 1 1 12 16 14 18:
Old : 24: 2 1 1 12 16 14 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 : 62.2 60.4 83.5 81.7 53.8 53.1 71.6 70.4
Old : 62.2 60.4 83.5 81.7 53.8 53.1 71.6 70.4
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 9, 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 : 7,869,826: 799,396 1,137,983 800,949 5,349,492 4,327,034 6,949,837 6,265,966: 919,989 1,603,860
Old : 7,869,826: 799,396 1,137,983 800,949 5,349,492 4,327,034 6,949,837 6,265,966: 919,989 1,603,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 142,767: 29,640 91,010 -32,375 119,505 1,013 116,770 59,648: 25,997 83,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 14.5 10.2 68.0 55.0 88.3 79.6: 11.7 20.4
Old : 100.0: 10.2 14.5 10.2 68.0 55.0 88.3 79.6: 11.7 20.4
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 : 268: 50 66 85 126 138 220 249:
Old : 268: 50 66 85 126 138 220 249:
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 : 32.1 11.6 48.2 21.1 31.2 9.5 41.1 16.2
Old : 32.1 11.6 48.2 21.1 31.2 9.5 41.1 16.2
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 9, 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 : 650,761: 52,704 48,547 4,924 463,279 503,936 520,907 557,407: 129,854 93,354
Old : 650,761: 52,704 48,547 4,924 463,279 503,936 520,907 557,407: 129,854 93,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 2,761: 766 12 -21 -1,286 1,865 -541 1,856: 3,302 905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 7.5 0.8 71.2 77.4 80.0 85.7: 20.0 14.3
Old : 100.0: 8.1 7.5 0.8 71.2 77.4 80.0 85.7: 20.0 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 : 183: 32 33 18 85 64 129 104:
Old : 183: 32 33 18 85 64 129 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 35.3 30.9 49.7 20.9 34.4 30.8 48.8
Old : 20.9 35.3 30.9 49.7 20.9 34.4 30.8 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 9, 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 : 1,022,076: 192,289 284,588 13,254 521,621 606,099 727,164 903,941: 294,912 118,135
Old : 1,022,076: 192,289 284,588 13,254 521,621 606,099 727,164 903,941: 294,912 118,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 16,372: 5,467 -10,348 2,045 16,877 10,444 24,389 2,141: -8,017 14,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 27.8 1.3 51.0 59.3 71.1 88.4: 28.9 11.6
Old : 100.0: 18.8 27.8 1.3 51.0 59.3 71.1 88.4: 28.9 11.6
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 : 187: 38 55 21 55 63 107 125:
Old : 187: 38 55 21 55 63 107 125:
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 : 24.3 24.2 35.3 35.7 20.5 19.5 30.0 30.4
Old : 24.3 24.2 35.3 35.7 20.5 19.5 30.0 30.4
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 9, 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 : 12,198: 1,053 0 0 6,930 10,552 7,983 10,552: 4,215 1,646
Old : 12,198: 1,053 0 0 6,930 10,552 7,983 10,552: 4,215 1,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -143: -226 -452 0 -97 -375 -323 -827: 180 684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 0.0 0.0 56.8 86.5 65.4 86.5: 34.6 13.5
Old : 100.0: 8.6 0.0 0.0 56.8 86.5 65.4 86.5: 34.6 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 0 17 15 19 15:
Old : 29: 2 0 0 17 15 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 38.8 44.1 65.7 27.1 38.3 41.1 64.6
Old : 28.4 38.8 44.1 65.7 27.1 38.3 41.1 64.6
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 9, 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 : 33,037: 7,324 1,859 5 19,675 28,171 27,004 30,035: 6,033 3,002
Old : 33,037: 7,324 1,859 5 19,675 28,171 27,004 30,035: 6,033 3,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -406: -1,754 441 5 -596 -1,906 -2,345 -1,460: 1,939 1,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 5.6 0.0 59.6 85.3 81.7 90.9: 18.3 9.1
Old : 100.0: 22.2 5.6 0.0 59.6 85.3 81.7 90.9: 18.3 9.1
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 : 37: 5 5 1 16 18 21 24:
Old : 37: 5 5 1 16 18 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 56.4 67.9 72.9 54.2 55.1 67.3 68.7
Old : 54.2 56.4 67.9 72.9 54.2 55.1 67.3 68.7
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 9, 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 : 48,286: 7,168 8,624 0 27,063 31,729 34,231 40,353: 14,055 7,933
Old : 48,286: 7,168 8,624 0 27,063 31,729 34,231 40,353: 14,055 7,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -936: 488 1,072 -455 -398 -1,055 -365 -438: -571 -498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 17.9 0.0 56.0 65.7 70.9 83.6: 29.1 16.4
Old : 100.0: 14.8 17.9 0.0 56.0 65.7 70.9 83.6: 29.1 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 : 74: 13 15 0 30 22 43 37:
Old : 74: 13 15 0 30 22 43 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 : 24.3 39.6 36.3 55.7 22.4 34.0 33.3 48.4
Old : 24.3 39.6 36.3 55.7 22.4 34.0 33.3 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 9, 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 : 318,590: 133,283 64,292 1,920 159,845 219,107 295,048 285,319: 23,542 33,271
Old : 318,590: 133,283 64,292 1,920 159,845 219,107 295,048 285,319: 23,542 33,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 10,409: -11,531 468 57 19,944 9,321 8,470 9,846: 1,939 563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 20.2 0.6 50.2 68.8 92.6 89.6: 7.4 10.4
Old : 100.0: 41.8 20.2 0.6 50.2 68.8 92.6 89.6: 7.4 10.4
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 : 191: 69 54 11 36 41 114 97:
Old : 191: 69 54 11 36 41 114 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 36.6 50.6 49.7 30.4 25.9 39.7 35.4
Old : 37.9 36.6 50.6 49.7 30.4 25.9 39.7 35.4
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 9, 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 : 72,496: 30,047 2,029 0 22,896 61,145 52,943 63,174: 19,553 9,322
Old : 72,496: 30,047 2,029 0 22,896 61,145 52,943 63,174: 19,553 9,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 11,596: 9,498 -1,203 0 1,427 12,990 10,925 11,787: 671 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 2.8 0.0 31.6 84.3 73.0 87.1: 27.0 12.9
Old : 100.0: 41.4 2.8 0.0 31.6 84.3 73.0 87.1: 27.0 12.9
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 : 43: 15 2 0 12 18 27 20:
Old : 43: 15 2 0 12 18 27 20:
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 : 42.5 37.7 55.4 63.0 42.5 37.4 55.4 62.4
Old : 42.5 37.7 55.4 63.0 42.5 37.4 55.4 62.4
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 9, 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 : 30,811: 452 4,129 0 25,385 20,583 25,837 24,712: 4,974 6,099
Old : 30,811: 452 4,129 0 25,385 20,583 25,837 24,712: 4,974 6,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 61: -6 57 0 341 227 335 284: -274 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 13.4 0.0 82.4 66.8 83.9 80.2: 16.1 19.8
Old : 100.0: 1.5 13.4 0.0 82.4 66.8 83.9 80.2: 16.1 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 2 9 0 28 23 30 32:
Old : 53: 2 9 0 28 23 30 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 34.9 63.4 49.1 53.0 34.9 62.9 49.1
Old : 53.4 34.9 63.4 49.1 53.0 34.9 62.9 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 9, 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 : 220,704: 14,863 44,041 585 190,825 166,472 206,273 211,098: 14,431 9,606
Old : 220,704: 14,863 44,041 585 190,825 166,472 206,273 211,098: 14,431 9,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -5,443: -10,204 -15 74 6,508 -4,700 -3,622 -4,641: -1,821 -802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 20.0 0.3 86.5 75.4 93.5 95.6: 6.5 4.4
Old : 100.0: 6.7 20.0 0.3 86.5 75.4 93.5 95.6: 6.5 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 19 36 3 30 49 50 87:
Old : 117: 19 36 3 30 49 50 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 : 62.2 36.6 71.6 52.9 57.3 34.3 64.9 48.3
Old : 62.2 36.6 71.6 52.9 57.3 34.3 64.9 48.3
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 9, 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 : 44,683: 15,278 7,013 571 14,902 25,845 30,751 33,429: 13,932 11,254
Old : 44,683: 15,278 7,013 571 14,902 25,845 30,751 33,429: 13,932 11,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 4: -832 286 153 68 -711 -611 -272: 615 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 15.7 1.3 33.4 57.8 68.8 74.8: 31.2 25.2
Old : 100.0: 34.2 15.7 1.3 33.4 57.8 68.8 74.8: 31.2 25.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 29 12 2 19 20 48 34:
Old : 75: 29 12 2 19 20 48 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 : 19.5 39.3 30.4 49.1 19.5 39.3 30.3 48.1
Old : 19.5 39.3 30.4 49.1 19.5 39.3 30.3 48.1
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 9, 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 : 26,508: 6,323 285 0 15,529 8,715 21,852 9,000: 4,656 17,508
Old : 26,508: 6,323 285 0 15,529 8,715 21,852 9,000: 4,656 17,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,157: -182 285 0 1,030 674 848 959: 309 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 1.1 0.0 58.6 32.9 82.4 34.0: 17.6 66.0
Old : 100.0: 23.9 1.1 0.0 58.6 32.9 82.4 34.0: 17.6 66.0
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 : 25: 10 1 0 8 7 18 8:
Old : 25: 10 1 0 8 7 18 8:
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 : 59.7 29.5 70.1 34.0 56.2 26.5 65.8 29.6
Old : 59.7 29.5 70.1 34.0 56.2 26.5 65.8 29.6
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 9, 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 : 33,478: 1,503 2,996 29 15,963 24,596 17,495 27,621: 15,983 5,857
Old : 33,478: 1,503 2,996 29 15,963 24,596 17,495 27,621: 15,983 5,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 2,672: -112 -555 0 700 2,425 588 1,870: 2,084 802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 8.9 0.1 47.7 73.5 52.3 82.5: 47.7 17.5
Old : 100.0: 4.5 8.9 0.1 47.7 73.5 52.3 82.5: 47.7 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 : 39: 3 12 2 15 20 20 32:
Old : 39: 3 12 2 15 20 20 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 38.8 38.4 62.1 15.7 33.9 22.5 44.0
Old : 25.3 38.8 38.4 62.1 15.7 33.9 22.5 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2005