MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, August 23, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 20,694: 1,658 2,427 643 14,054 11,412 16,355 14,482: 4,339 6,212
Old : 20,694: 1,658 2,427 643 14,054 11,412 16,355 14,482: 4,339 6,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 482: -101 172 126 269 91 294 389: 188 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 11.7 3.1 67.9 55.1 79.0 70.0: 21.0 30.0
Old : 100.0: 8.0 11.7 3.1 67.9 55.1 79.0 70.0: 21.0 30.0
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 : 44: 10 9 12 22 16 38 31:
Old : 44: 10 9 12 22 16 38 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 : 42.5 32.1 60.2 52.1 42.5 29.6 58.9 46.1
Old : 42.5 32.1 60.2 52.1 42.5 29.6 58.9 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, August 23, 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 : 96,485: 15,059 22,419 19,248 47,043 26,103 81,350 67,770: 15,135 28,715
Old : 59,213: 13,364 35,583 241 39,010 10,105 52,615 45,929: 6,598 13,284
Other: 37,272: 17,417 2,558 3,285 8,033 15,998 28,735 21,841: 8,537 15,431
: : :
: : Changes in Commitments from: August 16, 2005 :
: 6,341: 1,116 -1,091 2,543 -1,006 1,716 2,653 3,168: 3,688 3,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 23.2 19.9 48.8 27.1 84.3 70.2: 15.7 29.8
Old : 100.0: 22.6 60.1 0.4 65.9 17.1 88.9 77.6: 11.1 22.4
Other: 100.0: 46.7 6.9 8.8 21.6 42.9 77.1 58.6: 22.9 41.4
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 32 45 42 23 32 91 96:
Old : 128: 29 53 4 17 29 48 84:
Other: 91: 32 16 15 15 26 59 51:
:----------------------------------------------------------------------------------------------------
: 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 19.5 42.8 31.4 29.1 15.6 42.2 25.2
Old : 46.5 28.8 65.4 40.8 46.5 28.8 65.4 40.7
Other: 28.2 22.6 43.8 31.2 26.2 22.0 40.7 29.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 23, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 134,147: 34,885 38,355 12,572 67,081 55,772 114,538 106,699: 19,609 27,448
Old : 134,147: 34,885 38,355 12,572 67,081 55,772 114,538 106,699: 19,609 27,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 1,577: -331 -4,344 708 -2,033 3,065 -1,656 -571: 3,233 2,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 28.6 9.4 50.0 41.6 85.4 79.5: 14.6 20.5
Old : 100.0: 26.0 28.6 9.4 50.0 41.6 85.4 79.5: 14.6 20.5
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 : 207: 41 64 43 54 82 117 175:
Old : 207: 41 64 43 54 82 117 175:
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 : 25.2 13.9 40.4 23.5 25.2 13.6 39.7 22.7
Old : 25.2 13.9 40.4 23.5 25.2 13.6 39.7 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, August 23, 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 : 4,198: 995 1,831 87 1,165 499 2,247 2,417: 1,951 1,781
Old : 4,198: 995 1,831 87 1,165 499 2,247 2,417: 1,951 1,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 53: 17 481 -147 29 -134 -101 200: 154 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 43.6 2.1 27.8 11.9 53.5 57.6: 46.5 42.4
Old : 100.0: 23.7 43.6 2.1 27.8 11.9 53.5 57.6: 46.5 42.4
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 : 46: 11 17 5 15 11 27 32:
Old : 46: 11 17 5 15 11 27 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 : 20.8 27.5 32.7 35.9 19.2 27.5 30.0 35.5
Old : 20.8 27.5 32.7 35.9 19.2 27.5 30.0 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, August 23, 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 : 29,559: 11,781 4,993 4,246 8,066 8,442 24,093 17,681: 5,466 11,878
Old : 29,559: 11,781 4,993 4,246 8,066 8,442 24,093 17,681: 5,466 11,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 100: 1,147 -107 185 -954 581 378 659: -278 -559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 16.9 14.4 27.3 28.6 81.5 59.8: 18.5 40.2
Old : 100.0: 39.9 16.9 14.4 27.3 28.6 81.5 59.8: 18.5 40.2
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 : 132: 43 25 34 34 41 99 84:
Old : 132: 43 25 34 34 41 99 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 25.0 27.8 32.1 16.9 23.1 26.4 26.9
Old : 17.0 25.0 27.8 32.1 16.9 23.1 26.4 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, August 23, 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 : 107,851: 41,543 17,000 719 33,159 75,499 75,421 93,218: 32,430 14,633
Old : 107,851: 41,543 17,000 719 33,159 75,499 75,421 93,218: 32,430 14,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -1,654: -2,499 -995 179 2,322 -808 2 -1,624: -1,656 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 15.8 0.7 30.7 70.0 69.9 86.4: 30.1 13.6
Old : 100.0: 38.5 15.8 0.7 30.7 70.0 69.9 86.4: 30.1 13.6
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 : 78: 26 11 2 21 27 48 39:
Old : 78: 26 11 2 21 27 48 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 : 22.0 32.8 36.4 52.6 22.0 32.8 36.1 52.3
Old : 22.0 32.8 36.4 52.6 22.0 32.8 36.1 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, August 23, 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 : 67,995: 3,165 40,709 34 55,438 10,104 58,637 50,847: 9,358 17,148
Old : 67,995: 3,165 40,709 34 55,438 10,104 58,637 50,847: 9,358 17,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 1,105: -3,320 6,602 -373 6,610 -5,239 2,917 990: -1,812 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 59.9 0.1 81.5 14.9 86.2 74.8: 13.8 25.2
Old : 100.0: 4.7 59.9 0.1 81.5 14.9 86.2 74.8: 13.8 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 : 36: 2 19 1 8 10 11 29:
Old : 36: 2 19 1 8 10 11 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 : 74.0 37.2 85.0 49.7 74.0 37.1 83.3 49.6
Old : 74.0 37.2 85.0 49.7 74.0 37.1 83.3 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, August 23, 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 : 81,261: 54,579 9,279 406 19,537 64,466 74,522 74,151: 6,739 7,110
Old : 81,261: 54,579 9,279 406 19,537 64,466 74,522 74,151: 6,739 7,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -17,559: -20,343 8,409 156 4,510 -27,709 -15,677 -19,144: -1,882 1,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 11.4 0.5 24.0 79.3 91.7 91.3: 8.3 8.7
Old : 100.0: 67.2 11.4 0.5 24.0 79.3 91.7 91.3: 8.3 8.7
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 : 81: 42 11 2 17 15 61 26:
Old : 81: 42 11 2 17 15 61 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 67.3 47.6 82.6 27.6 66.9 47.6 82.2
Old : 27.6 67.3 47.6 82.6 27.6 66.9 47.6 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, August 23, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 74,604: 21,708 16,210 48 34,611 41,919 56,367 58,177: 18,237 16,427
Old : 74,604: 21,708 16,210 48 34,611 41,919 56,367 58,177: 18,237 16,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 1,818: 1,249 -1,891 1 526 5,927 1,776 4,037: 42 -2,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 21.7 0.1 46.4 56.2 75.6 78.0: 24.4 22.0
Old : 100.0: 29.1 21.7 0.1 46.4 56.2 75.6 78.0: 24.4 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 14 14 3 17 26 34 40:
Old : 63: 14 14 3 17 26 34 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 29.8 47.2 48.1 25.7 29.8 40.7 45.4
Old : 30.0 29.8 47.2 48.1 25.7 29.8 40.7 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, August 23, 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 : 166,538: 9,358 40,724 926 128,914 101,140 139,198 142,790: 27,340 23,748
Old : 166,538: 9,358 40,724 926 128,914 101,140 139,198 142,790: 27,340 23,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -385: -3,065 1,916 -1 3,158 -1,830 92 85: -477 -470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 24.5 0.6 77.4 60.7 83.6 85.7: 16.4 14.3
Old : 100.0: 5.6 24.5 0.6 77.4 60.7 83.6 85.7: 16.4 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 : 83: 14 28 4 25 27 41 57:
Old : 83: 14 28 4 25 27 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 : 46.2 45.2 66.6 55.9 40.2 34.2 56.2 43.5
Old : 46.2 45.2 66.6 55.9 40.2 34.2 56.2 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, August 23, 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 : 145,089: 24,238 30,004 1,018 77,787 73,001 103,043 104,023: 42,046 41,066
Old : 145,089: 24,238 30,004 1,018 77,787 73,001 103,043 104,023: 42,046 41,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -3,329: -3,051 3,299 107 4,216 -4,536 1,272 -1,130: -4,601 -2,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 20.7 0.7 53.6 50.3 71.0 71.7: 29.0 28.3
Old : 100.0: 16.7 20.7 0.7 53.6 50.3 71.0 71.7: 29.0 28.3
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 : 92: 27 29 10 26 25 56 61:
Old : 92: 27 29 10 26 25 56 61:
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 35.5 46.9 44.8 25.8 23.3 37.9 32.6
Old : 32.6 35.5 46.9 44.8 25.8 23.3 37.9 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, August 23, 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 : 8,143,069: 922,284 987,072 852,246 5,466,841 4,733,023 7,241,371 6,572,341: 901,698 1,570,728
Old : 8,143,069: 922,284 987,072 852,246 5,466,841 4,733,023 7,241,371 6,572,341: 901,698 1,570,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 122,710: 105,625 -49,700 -26,400 7,729 209,157 86,954 133,057: 35,756 -10,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 12.1 10.5 67.1 58.1 88.9 80.7: 11.1 19.3
Old : 100.0: 11.3 12.1 10.5 67.1 58.1 88.9 80.7: 11.1 19.3
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 : 273: 53 68 92 125 143 228 257:
Old : 273: 53 68 92 125 143 228 257:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 12.7 48.4 22.8 31.3 9.8 40.9 16.2
Old : 32.2 12.7 48.4 22.8 31.3 9.8 40.9 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 Code-138741
Commitments of Traders - Futures Only, August 23, 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 : 655,907: 51,108 54,340 6,340 468,664 505,067 526,112 565,747: 129,795 90,160
Old : 655,907: 51,108 54,340 6,340 468,664 505,067 526,112 565,747: 129,795 90,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 677: -3,249 3,508 44 5,627 -127 2,422 3,425: -1,745 -2,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 8.3 1.0 71.5 77.0 80.2 86.3: 19.8 13.7
Old : 100.0: 7.8 8.3 1.0 71.5 77.0 80.2 86.3: 19.8 13.7
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 : 185: 32 33 18 87 62 132 102:
Old : 185: 32 33 18 87 62 132 102:
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 34.3 31.0 48.7 21.1 33.4 30.9 47.6
Old : 21.1 34.3 31.0 48.7 21.1 33.4 30.9 47.6
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 Code-13874A
Commitments of Traders - Futures Only, August 23, 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 : 1,091,327: 193,366 324,516 24,957 612,446 637,245 830,769 986,718: 260,558 104,609
Old : 1,091,327: 193,366 324,516 24,957 612,446 637,245 830,769 986,718: 260,558 104,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 45,940: -6,263 -13,096 9,376 40,464 22,088 43,577 18,368: 2,363 27,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 29.7 2.3 56.1 58.4 76.1 90.4: 23.9 9.6
Old : 100.0: 17.7 29.7 2.3 56.1 58.4 76.1 90.4: 23.9 9.6
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 : 195: 42 57 21 58 65 114 129:
Old : 195: 42 57 21 58 65 114 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 21.6 35.5 33.9 18.9 16.6 27.9 26.4
Old : 22.8 21.6 35.5 33.9 18.9 16.6 27.9 26.4
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 Code-338741
Commitments of Traders - Futures Only, August 23, 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 : 12,331: 1,259 0 0 6,428 10,555 7,687 10,555: 4,644 1,776
Old : 12,331: 1,259 0 0 6,428 10,555 7,687 10,555: 4,644 1,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 8: 206 0 0 -11 4 195 4: -187 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 0.0 0.0 52.1 85.6 62.3 85.6: 37.7 14.4
Old : 100.0: 10.2 0.0 0.0 52.1 85.6 62.3 85.6: 37.7 14.4
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 : 28: 3 0 0 15 15 18 15:
Old : 28: 3 0 0 15 15 18 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 : 28.0 38.4 44.2 65.0 27.3 37.9 41.2 63.9
Old : 28.0 38.4 44.2 65.0 27.3 37.9 41.2 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, August 23, 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 : 33,095: 6,629 1,622 0 19,623 28,928 26,252 30,550: 6,843 2,545
Old : 33,095: 6,629 1,622 0 19,623 28,928 26,252 30,550: 6,843 2,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 698: -637 18 0 952 1,191 315 1,209: 383 -511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 4.9 0.0 59.3 87.4 79.3 92.3: 20.7 7.7
Old : 100.0: 20.0 4.9 0.0 59.3 87.4 79.3 92.3: 20.7 7.7
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 : 38: 4 4 0 16 20 20 24:
Old : 38: 4 4 0 16 20 20 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 : 49.3 55.7 65.4 75.6 49.0 55.7 64.8 71.2
Old : 49.3 55.7 65.4 75.6 49.0 55.7 64.8 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, August 23, 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 : 56,853: 6,240 13,600 0 30,653 34,455 36,893 48,055: 19,960 8,798
Old : 56,853: 6,240 13,600 0 30,653 34,455 36,893 48,055: 19,960 8,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 2,900: -936 2,718 0 1,374 45 438 2,763: 2,462 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 23.9 0.0 53.9 60.6 64.9 84.5: 35.1 15.5
Old : 100.0: 11.0 23.9 0.0 53.9 60.6 64.9 84.5: 35.1 15.5
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 : 79: 11 18 0 33 27 44 45:
Old : 79: 11 18 0 33 27 44 45:
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 : 22.4 34.7 32.7 49.7 20.5 29.9 29.9 43.2
Old : 22.4 34.7 32.7 49.7 20.5 29.9 29.9 43.2
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 Code-209742
Commitments of Traders - Futures Only, August 23, 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 : 337,815: 120,104 74,181 2,528 195,275 201,247 317,907 277,956: 19,908 59,859
Old : 337,815: 120,104 74,181 2,528 195,275 201,247 317,907 277,956: 19,908 59,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 13,931: 3,376 -979 -54 10,594 6,566 13,916 5,533: 15 8,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 22.0 0.7 57.8 59.6 94.1 82.3: 5.9 17.7
Old : 100.0: 35.6 22.0 0.7 57.8 59.6 94.1 82.3: 5.9 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 69 61 13 42 36 118 103:
Old : 199: 69 61 13 42 36 118 103:
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 : 39.7 31.6 55.1 42.9 28.9 18.4 39.9 27.3
Old : 39.7 31.6 55.1 42.9 28.9 18.4 39.9 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, August 23, 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 : 60,188: 14,661 2,791 0 26,984 46,249 41,645 49,040: 18,543 11,148
Old : 60,188: 14,661 2,791 0 26,984 46,249 41,645 49,040: 18,543 11,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -13,613: -12,429 2,005 0 3,207 -18,755 -9,222 -16,750: -4,391 3,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 4.6 0.0 44.8 76.8 69.2 81.5: 30.8 18.5
Old : 100.0: 24.4 4.6 0.0 44.8 76.8 69.2 81.5: 30.8 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 11 4 0 15 17 26 21:
Old : 42: 11 4 0 15 17 26 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 : 38.1 39.9 51.0 61.4 38.1 39.1 51.0 60.1
Old : 38.1 39.9 51.0 61.4 38.1 39.1 51.0 60.1
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 Code-239741
Commitments of Traders - Futures Only, August 23, 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 : 36,107: 220 5,163 0 30,820 25,208 31,040 30,371: 5,067 5,736
Old : 36,107: 220 5,163 0 30,820 25,208 31,040 30,371: 5,067 5,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 4,109: 0 825 0 3,085 2,995 3,085 3,820: 1,024 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 14.3 0.0 85.4 69.8 86.0 84.1: 14.0 15.9
Old : 100.0: 0.6 14.3 0.0 85.4 69.8 86.0 84.1: 14.0 15.9
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 : 57: 1 12 0 30 25 31 37:
Old : 57: 1 12 0 30 25 31 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 : 58.7 35.3 68.3 48.9 56.7 35.3 66.4 48.9
Old : 58.7 35.3 68.3 48.9 56.7 35.3 66.4 48.9
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 Code-239742
Commitments of Traders - Futures Only, August 23, 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 : 244,708: 12,781 48,390 654 220,775 184,151 234,210 233,195: 10,498 11,513
Old : 244,708: 12,781 48,390 654 220,775 184,151 234,210 233,195: 10,498 11,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 17,585: -774 1,328 30 19,731 15,102 18,987 16,460: -1,402 1,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 19.8 0.3 90.2 75.3 95.7 95.3: 4.3 4.7
Old : 100.0: 5.2 19.8 0.3 90.2 75.3 95.7 95.3: 4.3 4.7
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 : 121: 14 41 4 35 50 52 92:
Old : 121: 14 41 4 35 50 52 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 38.2 71.8 54.9 57.6 33.5 65.9 48.0
Old : 61.4 38.2 71.8 54.9 57.6 33.5 65.9 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, August 23, 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 : 56,623: 20,648 11,770 461 19,130 31,967 40,239 44,198: 16,384 12,425
Old : 56,623: 20,648 11,770 461 19,130 31,967 40,239 44,198: 16,384 12,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 6,597: 1,506 1,946 -37 2,889 2,781 4,358 4,690: 2,239 1,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 20.8 0.8 33.8 56.5 71.1 78.1: 28.9 21.9
Old : 100.0: 36.5 20.8 0.8 33.8 56.5 71.1 78.1: 28.9 21.9
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 : 85: 27 18 3 22 23 51 42:
Old : 85: 27 18 3 22 23 51 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 36.8 29.4 48.3 15.0 36.8 26.1 46.2
Old : 17.5 36.8 29.4 48.3 15.0 36.8 26.1 46.2
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 Code-240743
Commitments of Traders - Futures Only, August 23, 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 : 30,684: 7,288 891 239 18,584 10,978 26,111 12,108: 4,573 18,576
Old : 30,684: 7,288 891 239 18,584 10,978 26,111 12,108: 4,573 18,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 2,095: 689 623 239 1,107 1,541 2,035 2,403: 60 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 2.9 0.8 60.6 35.8 85.1 39.5: 14.9 60.5
Old : 100.0: 23.8 2.9 0.8 60.6 35.8 85.1 39.5: 14.9 60.5
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 : 31: 11 2 3 10 9 21 14:
Old : 31: 11 2 3 10 9 21 14:
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 26.7 69.4 35.5 55.2 24.9 66.9 32.8
Old : 55.9 26.7 69.4 35.5 55.2 24.9 66.9 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, August 23, 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 : 38,577: 1,253 2,502 0 18,843 25,371 20,096 27,873: 18,481 10,704
Old : 38,577: 1,253 2,502 0 18,843 25,371 20,096 27,873: 18,481 10,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 2,968: -965 0 0 2,418 1,131 1,453 1,131: 1,515 1,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 6.5 0.0 48.8 65.8 52.1 72.3: 47.9 27.7
Old : 100.0: 3.2 6.5 0.0 48.8 65.8 52.1 72.3: 47.9 27.7
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 : 38: 3 9 0 16 22 19 31:
Old : 38: 3 9 0 16 22 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 : 27.3 35.0 38.7 55.2 15.0 25.6 20.8 33.2
Old : 27.3 35.0 38.7 55.2 15.0 25.6 20.8 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2005