MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, September 6, 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 : 18,858: 1,133 2,225 570 12,522 10,254 14,225 13,049: 4,633 5,809
Old : 18,858: 1,133 2,225 570 12,522 10,254 14,225 13,049: 4,633 5,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -2,594: -314 -179 -29 -2,004 -1,768 -2,347 -1,976: -247 -618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 11.8 3.0 66.4 54.4 75.4 69.2: 24.6 30.8
Old : 100.0: 6.0 11.8 3.0 66.4 54.4 75.4 69.2: 24.6 30.8
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 : 37: 5 8 8 20 16 29 28:
Old : 37: 5 8 8 20 16 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 33.6 59.9 52.9 41.8 31.0 59.0 46.8
Old : 41.8 33.6 59.9 52.9 41.8 31.0 59.0 46.8
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, September 6, 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 : 105,279: 19,726 21,228 22,288 48,092 29,869 90,106 73,385: 15,173 31,894
Old : 56,703: 16,706 34,935 98 34,242 9,102 51,046 44,135: 5,657 12,568
Other: 48,576: 21,951 5,224 3,259 13,850 20,767 39,060 29,250: 9,516 19,326
: : :
: : Changes in Commitments from: August 30, 2005 :
: 3,107: 2,397 -1,379 946 -987 2,144 2,356 1,711: 751 1,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 20.2 21.2 45.7 28.4 85.6 69.7: 14.4 30.3
Old : 100.0: 29.5 61.6 0.2 60.4 16.1 90.0 77.8: 10.0 22.2
Other: 100.0: 45.2 10.8 6.7 28.5 42.8 80.4 60.2: 19.6 39.8
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 42 44 53 22 34 108 100:
Old : 137: 43 50 1 17 27 60 78:
Other: 113: 46 23 22 18 30 76 64:
:----------------------------------------------------------------------------------------------------
: 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 19.2 40.8 32.0 28.4 15.7 39.6 23.7
Old : 41.7 33.0 60.4 46.9 41.7 33.0 60.4 46.9
Other: 22.7 21.0 40.3 28.4 22.4 20.4 38.4 27.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 6, 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 : 136,364: 37,555 34,772 12,321 68,175 56,762 118,051 103,855: 18,313 32,509
Old : 136,364: 37,555 34,772 12,321 68,175 56,762 118,051 103,855: 18,313 32,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 207: 1,513 -1,667 101 -2,128 -251 -514 -1,817: 721 2,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 25.5 9.0 50.0 41.6 86.6 76.2: 13.4 23.8
Old : 100.0: 27.5 25.5 9.0 50.0 41.6 86.6 76.2: 13.4 23.8
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: 47 59 45 55 78 123 168:
Old : 207: 47 59 45 55 78 123 168:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 14.2 42.4 23.3 26.2 14.0 40.7 22.7
Old : 26.2 14.2 42.4 23.3 26.2 14.0 40.7 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, September 6, 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 : 4,038: 1,048 1,605 164 857 519 2,069 2,288: 1,969 1,750
Old : 4,038: 1,048 1,605 164 857 519 2,069 2,288: 1,969 1,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -306: -11 -300 103 -296 -54 -204 -251: -102 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 39.7 4.1 21.2 12.9 51.2 56.7: 48.8 43.3
Old : 100.0: 26.0 39.7 4.1 21.2 12.9 51.2 56.7: 48.8 43.3
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 : 43: 14 12 4 13 9 28 25:
Old : 43: 14 12 4 13 9 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 29.3 36.1 39.4 21.9 29.3 31.6 38.5
Old : 23.9 29.3 36.1 39.4 21.9 29.3 31.6 38.5
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, September 6, 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 : 26,916: 12,415 4,389 3,291 6,749 8,212 22,455 15,892: 4,461 11,024
Old : 26,916: 12,415 4,389 3,291 6,749 8,212 22,455 15,892: 4,461 11,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -19: 486 -518 -276 -192 465 18 -329: -37 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 16.3 12.2 25.1 30.5 83.4 59.0: 16.6 41.0
Old : 100.0: 46.1 16.3 12.2 25.1 30.5 83.4 59.0: 16.6 41.0
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 : 119: 42 24 29 27 29 93 64:
Old : 119: 42 24 29 27 29 93 64:
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 : 19.0 27.5 30.6 34.0 17.8 25.5 28.6 30.1
Old : 19.0 27.5 30.6 34.0 17.8 25.5 28.6 30.1
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, September 6, 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 : 117,451: 46,423 16,430 1,049 42,369 88,034 89,841 105,513: 27,610 11,938
Old : 117,451: 46,423 16,430 1,049 42,369 88,034 89,841 105,513: 27,610 11,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 6,298: 1,519 440 441 3,489 6,494 5,449 7,375: 849 -1,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 14.0 0.9 36.1 75.0 76.5 89.8: 23.5 10.2
Old : 100.0: 39.5 14.0 0.9 36.1 75.0 76.5 89.8: 23.5 10.2
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 : 82: 29 13 7 23 26 57 41:
Old : 82: 29 13 7 23 26 57 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 31.1 40.0 55.2 24.0 30.9 34.3 53.2
Old : 25.0 31.1 40.0 55.2 24.0 30.9 34.3 53.2
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, September 6, 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 : 61,472: 14,944 15,729 522 36,899 37,451 52,365 53,702: 9,107 7,770
Old : 61,472: 14,944 15,729 522 36,899 37,451 52,365 53,702: 9,107 7,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -6,249: 10,936 -20,155 521 -26,682 14,716 -15,225 -4,918: 8,976 -1,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 25.6 0.8 60.0 60.9 85.2 87.4: 14.8 12.6
Old : 100.0: 24.3 25.6 0.8 60.0 60.9 85.2 87.4: 14.8 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 9 12 2 7 16 17 29:
Old : 39: 9 12 2 7 16 17 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 : 56.9 42.3 74.3 57.1 43.7 27.9 57.0 40.0
Old : 56.9 42.3 74.3 57.1 43.7 27.9 57.0 40.0
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, September 6, 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 : 75,752: 45,022 1,944 655 26,283 66,784 71,960 69,383: 3,792 6,369
Old : 75,752: 45,022 1,944 655 26,283 66,784 71,960 69,383: 3,792 6,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 5,155: 5,351 -2,963 174 -1,327 8,373 4,198 5,584: 957 -429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 2.6 0.9 34.7 88.2 95.0 91.6: 5.0 8.4
Old : 100.0: 59.4 2.6 0.9 34.7 88.2 95.0 91.6: 5.0 8.4
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 : 81: 43 9 5 19 16 64 28:
Old : 81: 43 9 5 19 16 64 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 68.4 47.9 81.5 30.1 65.5 47.3 78.1
Old : 30.1 68.4 47.9 81.5 30.1 65.5 47.3 78.1
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, September 6, 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 : 80,522: 25,940 14,944 61 37,604 61,913 63,605 76,918: 16,917 3,604
Old : 80,522: 25,940 14,944 61 37,604 61,913 63,605 76,918: 16,917 3,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 2,926: 7,552 -5,655 41 -7,430 14,529 163 8,915: 2,763 -5,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 18.6 0.1 46.7 76.9 79.0 95.5: 21.0 4.5
Old : 100.0: 32.2 18.6 0.1 46.7 76.9 79.0 95.5: 21.0 4.5
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 : 65: 16 18 4 19 24 39 42:
Old : 65: 16 18 4 19 24 39 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 : 37.3 39.7 53.7 59.4 22.2 29.0 36.0 44.3
Old : 37.3 39.7 53.7 59.4 22.2 29.0 36.0 44.3
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, September 6, 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 : 175,986: 8,017 42,389 1,454 151,972 121,758 161,443 165,601: 14,543 10,385
Old : 175,986: 8,017 42,389 1,454 151,972 121,758 161,443 165,601: 14,543 10,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -2,259: 76 -13,217 312 -5,107 13,750 -4,719 845: 2,460 -3,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 24.1 0.8 86.4 69.2 91.7 94.1: 8.3 5.9
Old : 100.0: 4.6 24.1 0.8 86.4 69.2 91.7 94.1: 8.3 5.9
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 : 83: 13 28 6 25 30 42 60:
Old : 83: 13 28 6 25 30 42 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 51.3 68.8 63.4 38.9 33.5 54.4 42.3
Old : 43.4 51.3 68.8 63.4 38.9 33.5 54.4 42.3
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, September 6, 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 : 161,018: 38,768 15,250 1,007 80,291 109,602 120,066 125,859: 40,952 35,159
Old : 161,018: 38,768 15,250 1,007 80,291 109,602 120,066 125,859: 40,952 35,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 7,287: 12,303 -14,834 -162 -10,468 21,504 1,673 6,508: 5,614 779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 9.5 0.6 49.9 68.1 74.6 78.2: 25.4 21.8
Old : 100.0: 24.1 9.5 0.6 49.9 68.1 74.6 78.2: 25.4 21.8
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 : 97: 43 15 11 27 31 73 54:
Old : 97: 43 15 11 27 31 73 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 : 26.8 36.6 39.8 52.2 21.9 32.3 32.5 44.4
Old : 26.8 36.6 39.8 52.2 21.9 32.3 32.5 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 9,596: 5,251 0 0 3,051 8,610 8,302 8,610: 1,294 986
Old : 9,596: 5,251 0 0 3,051 8,610 8,302 8,610: 1,294 986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 186: 374 0 0 -201 415 173 415: 13 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 0.0 0.0 31.8 89.7 86.5 89.7: 13.5 10.3
Old : 100.0: 54.7 0.0 0.0 31.8 89.7 86.5 89.7: 13.5 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 0 0 5 10 12 10:
Old : 20: 7 0 0 5 10 12 10:
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 : 68.0 71.1 81.0 87.0 63.5 71.1 76.5 83.2
Old : 68.0 71.1 81.0 87.0 63.5 71.1 76.5 83.2
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, September 6, 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 : 8,296,784: 1,268,235 895,301 842,632 5,165,488 4,946,687 7,276,355 6,684,620: 1,020,429 1,612,164
Old : 8,296,784: 1,268,235 895,301 842,632 5,165,488 4,946,687 7,276,355 6,684,620: 1,020,429 1,612,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -221,256: 293,599 -87,740 -128,526 -405,768 56,484 -240,695 -159,782: 19,439 -61,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 10.8 10.2 62.3 59.6 87.7 80.6: 12.3 19.4
Old : 100.0: 15.3 10.8 10.2 62.3 59.6 87.7 80.6: 12.3 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 44 68 85 128 146 225 249:
Old : 270: 44 68 85 128 146 225 249:
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 : 31.3 13.9 45.4 23.9 30.4 11.2 40.8 18.4
Old : 31.3 13.9 45.4 23.9 30.4 11.2 40.8 18.4
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, September 6, 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 : 687,444: 43,699 58,589 13,571 486,204 514,965 543,474 587,125: 143,970 100,319
Old : 687,444: 43,699 58,589 13,571 486,204 514,965 543,474 587,125: 143,970 100,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 25,436: -6,048 -1,719 3,765 18,348 15,197 16,065 17,243: 9,371 8,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 8.5 2.0 70.7 74.9 79.1 85.4: 20.9 14.6
Old : 100.0: 6.4 8.5 2.0 70.7 74.9 79.1 85.4: 20.9 14.6
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 : 182: 33 33 24 85 66 132 110:
Old : 182: 33 33 24 85 66 132 110:
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 : 19.8 32.9 29.3 46.8 19.7 30.8 28.8 44.4
Old : 19.8 32.9 29.3 46.8 19.7 30.8 28.8 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, September 6, 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 : 1,201,748: 208,544 362,085 53,320 674,516 682,878 936,380 1,098,283: 265,368 103,465
Old : 1,201,748: 208,544 362,085 53,320 674,516 682,878 936,380 1,098,283: 265,368 103,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 98,104: 25,968 38,649 24,201 19,322 42,948 69,491 105,798: 28,613 -7,694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 30.1 4.4 56.1 56.8 77.9 91.4: 22.1 8.6
Old : 100.0: 17.4 30.1 4.4 56.1 56.8 77.9 91.4: 22.1 8.6
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 : 213: 45 66 26 63 70 126 144:
Old : 213: 45 66 26 63 70 126 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 19.5 36.4 32.7 18.2 15.0 27.8 23.7
Old : 22.7 19.5 36.4 32.7 18.2 15.0 27.8 23.7
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, September 6, 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 : 13,498: 1,439 530 0 7,579 10,344 9,018 10,874: 4,480 2,624
Old : 13,498: 1,439 530 0 7,579 10,344 9,018 10,874: 4,480 2,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 664: 410 0 0 728 119 1,138 119: -474 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 3.9 0.0 56.1 76.6 66.8 80.6: 33.2 19.4
Old : 100.0: 10.7 3.9 0.0 56.1 76.6 66.8 80.6: 33.2 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 1 0 18 14 22 15:
Old : 32: 4 1 0 18 14 22 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 : 25.8 35.0 41.1 60.1 25.4 34.2 38.0 57.9
Old : 25.8 35.0 41.1 60.1 25.4 34.2 38.0 57.9
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, September 6, 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 : 35,682: 7,610 1,751 116 18,016 31,618 25,742 33,485: 9,940 2,197
Old : 35,682: 7,610 1,751 116 18,016 31,618 25,742 33,485: 9,940 2,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 1,186: 171 -416 115 -1,128 1,525 -842 1,224: 2,028 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 4.9 0.3 50.5 88.6 72.1 93.8: 27.9 6.2
Old : 100.0: 21.3 4.9 0.3 50.5 88.6 72.1 93.8: 27.9 6.2
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 : 39: 5 4 2 20 17 26 22:
Old : 39: 5 4 2 20 17 26 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 : 40.8 59.6 55.7 80.4 40.6 58.4 53.0 75.0
Old : 40.8 59.6 55.7 80.4 40.6 58.4 53.0 75.0
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, September 6, 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 : 58,349: 6,426 16,274 16 34,296 33,506 40,738 49,796: 17,611 8,553
Old : 58,349: 6,426 16,274 16 34,296 33,506 40,738 49,796: 17,611 8,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 381: 362 157 16 3,660 506 4,038 679: -3,657 -298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 27.9 0.0 58.8 57.4 69.8 85.3: 30.2 14.7
Old : 100.0: 11.0 27.9 0.0 58.8 57.4 69.8 85.3: 30.2 14.7
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 : 82: 11 22 1 34 29 46 51:
Old : 82: 11 22 1 34 29 46 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 30.4 37.4 48.6 24.2 24.7 33.3 40.9
Old : 27.0 30.4 37.4 48.6 24.2 24.7 33.3 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, September 6, 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 : 334,813: 114,114 79,355 3,254 197,175 196,176 314,543 278,785: 20,270 56,028
Old : 334,813: 114,114 79,355 3,254 197,175 196,176 314,543 278,785: 20,270 56,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -133: 7,820 -12,210 1,735 -14,090 22,355 -4,535 11,880: 4,402 -12,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 23.7 1.0 58.9 58.6 93.9 83.3: 6.1 16.7
Old : 100.0: 34.1 23.7 1.0 58.9 58.6 93.9 83.3: 6.1 16.7
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: 70 57 12 43 41 120 104:
Old : 199: 70 57 12 43 41 120 104:
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 : 40.0 29.0 55.3 40.2 30.0 17.8 40.8 26.0
Old : 40.0 29.0 55.3 40.2 30.0 17.8 40.8 26.0
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, September 6, 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 : 65,292: 20,798 1,465 0 31,242 56,505 52,040 57,970: 13,252 7,322
Old : 65,292: 20,798 1,465 0 31,242 56,505 52,040 57,970: 13,252 7,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 4,193: 6,656 -1,812 0 -4,000 6,521 2,656 4,709: 1,537 -516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 2.2 0.0 47.8 86.5 79.7 88.8: 20.3 11.2
Old : 100.0: 31.9 2.2 0.0 47.8 86.5 79.7 88.8: 20.3 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 14 2 0 15 19 29 21:
Old : 42: 14 2 0 15 19 29 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 : 39.6 43.2 55.8 70.9 32.4 37.7 45.7 61.3
Old : 39.6 43.2 55.8 70.9 32.4 37.7 45.7 61.3
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, September 6, 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 : 38,141: 221 6,145 55 32,154 25,855 32,430 32,055: 5,711 6,086
Old : 38,141: 221 6,145 55 32,154 25,855 32,430 32,055: 5,711 6,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 926: -559 -77 55 986 1,160 482 1,138: 444 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 16.1 0.1 84.3 67.8 85.0 84.0: 15.0 16.0
Old : 100.0: 0.6 16.1 0.1 84.3 67.8 85.0 84.0: 15.0 16.0
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 : 58: 1 15 1 29 27 31 42:
Old : 58: 1 15 1 29 27 31 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 : 62.5 33.4 69.9 46.8 59.3 32.8 66.7 46.1
Old : 62.5 33.4 69.9 46.8 59.3 32.8 66.7 46.1
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 Code-239742
Commitments of Traders - Futures Only, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 240,805: 20,770 50,050 1,266 205,110 178,709 227,146 230,025: 13,659 10,780
Old : 240,805: 20,770 50,050 1,266 205,110 178,709 227,146 230,025: 13,659 10,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -9,002: 4,294 -4,013 370 -15,411 -4,749 -10,747 -8,392: 1,745 -610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 20.8 0.5 85.2 74.2 94.3 95.5: 5.7 4.5
Old : 100.0: 8.6 20.8 0.5 85.2 74.2 94.3 95.5: 5.7 4.5
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 : 126: 23 38 9 37 50 65 93:
Old : 126: 23 38 9 37 50 65 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 37.2 69.5 54.4 55.2 34.2 62.8 47.7
Old : 59.3 37.2 69.5 54.4 55.2 34.2 62.8 47.7
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, September 6, 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 : 65,798: 20,338 13,132 6,222 21,328 34,291 47,888 53,645: 17,910 12,153
Old : 65,798: 20,338 13,132 6,222 21,328 34,291 47,888 53,645: 17,910 12,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 11,597: 797 202 5,865 3,089 3,051 9,751 9,118: 1,846 2,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 20.0 9.5 32.4 52.1 72.8 81.5: 27.2 18.5
Old : 100.0: 30.9 20.0 9.5 32.4 52.1 72.8 81.5: 27.2 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 : 86: 24 20 15 23 27 58 53:
Old : 86: 24 20 15 23 27 58 53:
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 36.5 28.3 49.4 13.0 36.5 24.1 45.0
Old : 16.3 36.5 28.3 49.4 13.0 36.5 24.1 45.0
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, September 6, 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 : 39,046: 6,944 2,485 3,489 20,827 10,982 31,260 16,956: 7,786 22,090
Old : 39,046: 6,944 2,485 3,489 20,827 10,982 31,260 16,956: 7,786 22,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 7,513: 388 596 3,310 1,649 -385 5,347 3,521: 2,166 3,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 6.4 8.9 53.3 28.1 80.1 43.4: 19.9 56.6
Old : 100.0: 17.8 6.4 8.9 53.3 28.1 80.1 43.4: 19.9 56.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 13 5 9 13 10 28 23:
Old : 39: 13 5 9 13 10 28 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 22.3 57.6 30.7 45.9 21.0 55.2 27.1
Old : 46.6 22.3 57.6 30.7 45.9 21.0 55.2 27.1
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, September 6, 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 : 39,484: 1,498 2,906 0 19,548 28,546 21,046 31,452: 18,438 8,032
Old : 39,484: 1,498 2,906 0 19,548 28,546 21,046 31,452: 18,438 8,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 2,039: -212 -164 -45 929 3,391 672 3,182: 1,367 -1,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 7.4 0.0 49.5 72.3 53.3 79.7: 46.7 20.3
Old : 100.0: 3.8 7.4 0.0 49.5 72.3 53.3 79.7: 46.7 20.3
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 : 42: 4 10 0 16 24 20 34:
Old : 42: 4 10 0 16 24 20 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 : 29.4 41.8 40.6 61.3 14.2 31.2 19.6 38.0
Old : 29.4 41.8 40.6 61.3 14.2 31.2 19.6 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 9, 2005