MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 25,982: 1,207 1,867 3,916 14,957 13,374 20,080 19,158: 5,902 6,824
Old : 25,982: 1,207 1,867 3,916 14,957 13,374 20,080 19,158: 5,902 6,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -4,106: -485 -292 -1,077 -1,706 -1,814 -3,268 -3,183: -837 -922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 7.2 15.1 57.6 51.5 77.3 73.7: 22.7 26.3
Old : 100.0: 4.6 7.2 15.1 57.6 51.5 77.3 73.7: 22.7 26.3
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 : 41: 9 6 12 21 18 34 32:
Old : 41: 9 6 12 21 18 34 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 : 43.0 28.1 57.0 48.2 40.7 25.8 47.3 40.0
Old : 43.0 28.1 57.0 48.2 40.7 25.8 47.3 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 103,146: 16,722 8,318 24,085 44,345 39,855 85,153 72,258: 17,993 30,888
Old : 95,964: 16,603 8,653 21,945 41,145 37,289 79,693 67,887: 16,271 28,078
Other: 7,182: 1,863 1,409 396 3,201 2,566 5,459 4,371: 1,722 2,810
: : :
: : Changes in Commitments from: April 26, 2005 :
: 3,350: -75 -751 -90 1,865 2,430 1,700 1,589: 1,650 1,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 8.1 23.4 43.0 38.6 82.6 70.1: 17.4 29.9
Old : 100.0: 17.3 9.0 22.9 42.9 38.9 83.0 70.7: 17.0 29.3
Other: 100.0: 25.9 19.6 5.5 44.6 35.7 76.0 60.9: 24.0 39.1
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 48 36 60 30 37 114 114:
Old : 147: 47 37 59 29 37 111 113:
Other: 35: 10 7 7 8 14 23 23:
:----------------------------------------------------------------------------------------------------
: 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 : 26.5 18.1 38.1 27.8 26.5 17.1 36.0 24.7
Old : 28.4 18.1 40.5 28.5 28.4 17.8 38.6 27.7
Other: 56.1 38.6 68.3 49.1 54.7 33.9 65.2 44.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 3,707: 593 1,457 336 1,461 794 2,389 2,587: 1,317 1,119
Old : 3,687: 590 1,457 335 1,446 794 2,370 2,586: 1,316 1,100
Other: 20: 3 0 1 15 0 19 1: 1 19
: : :
: : Changes in Commitments from: April 26, 2005 :
: -120: 201 -29 -85 -178 29 -62 -84: -58 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 39.3 9.1 39.4 21.4 64.5 69.8: 35.5 30.2
Old : 100.0: 16.0 39.5 9.1 39.2 21.5 64.3 70.1: 35.7 29.9
Other: 100.0: 15.0 0.0 5.0 75.0 0.0 95.0 5.0: 5.0 95.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 14 10 8 6 3 21 20:
Old : 32: 14 10 8 6 3 21 20:
Other: 2: 1 0 1 1 0 2 1:
:----------------------------------------------------------------------------------------------------
: 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 : 34.0 46.4 46.5 57.9 31.6 43.4 41.8 51.7
Old : 33.8 46.7 46.3 58.2 31.4 43.6 41.6 52.0
Other: 95.0 5.0 95.0 5.0 90.0 0.0 90.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 152,547: 44,433 11,936 20,508 68,416 78,831 133,358 111,275: 19,189 41,272
Old : 152,547: 44,433 11,936 20,508 68,416 78,831 133,358 111,275: 19,189 41,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -4,128: -1,512 461 -876 -1,635 -1,126 -4,023 -1,540: -105 -2,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 7.8 13.4 44.8 51.7 87.4 72.9: 12.6 27.1
Old : 100.0: 29.1 7.8 13.4 44.8 51.7 87.4 72.9: 12.6 27.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 64 29 43 66 107 155 162:
Old : 221: 64 29 43 66 107 155 162:
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 : 21.6 14.7 35.4 24.6 21.6 14.7 33.3 23.1
Old : 21.6 14.7 35.4 24.6 21.6 14.7 33.3 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 4,111: 1,211 376 133 932 2,400 2,276 2,910: 1,835 1,201
Old : 4,111: 1,211 376 133 932 2,400 2,276 2,910: 1,835 1,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -768: 11 -65 -269 -283 -233 -541 -568: -227 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 9.2 3.2 22.7 58.4 55.4 70.8: 44.6 29.2
Old : 100.0: 29.5 9.2 3.2 22.7 58.4 55.4 70.8: 44.6 29.2
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 : 43: 14 9 5 11 15 27 27:
Old : 43: 14 9 5 11 15 27 27:
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 43.9 33.1 55.0 21.1 43.7 30.2 52.9
Old : 22.4 43.9 33.1 55.0 21.1 43.7 30.2 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 28,520: 9,976 2,420 4,454 8,500 6,410 22,931 13,285: 5,589 15,236
Old : 28,520: 9,976 2,420 4,454 8,500 6,410 22,931 13,285: 5,589 15,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -3,331: -311 127 -1,842 -813 -1,035 -2,966 -2,751: -365 -581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 8.5 15.6 29.8 22.5 80.4 46.6: 19.6 53.4
Old : 100.0: 35.0 8.5 15.6 29.8 22.5 80.4 46.6: 19.6 53.4
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 : 146: 52 23 27 46 47 112 86:
Old : 146: 52 23 27 46 47 112 86:
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 : 17.2 12.2 27.8 18.0 16.0 8.0 25.4 12.7
Old : 17.2 12.2 27.8 18.0 16.0 8.0 25.4 12.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 101,194: 13,004 45,620 2,566 58,620 26,848 74,191 75,034: 27,003 26,160
Old : 101,194: 13,004 45,620 2,566 58,620 26,848 74,191 75,034: 27,003 26,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 8,828: -708 7,502 216 10,580 -4,084 10,088 3,634: -1,260 5,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 45.1 2.5 57.9 26.5 73.3 74.1: 26.7 25.9
Old : 100.0: 12.9 45.1 2.5 57.9 26.5 73.3 74.1: 26.7 25.9
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 : 75: 15 21 8 32 20 53 43:
Old : 75: 15 21 8 32 20 53 43:
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 : 33.6 27.7 44.9 41.9 32.7 27.6 43.4 41.9
Old : 33.6 27.7 44.9 41.9 32.7 27.6 43.4 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 39,446: 4,889 15,947 318 24,753 8,486 29,959 24,750: 9,487 14,696
Old : 39,446: 4,889 15,947 318 24,753 8,486 29,959 24,750: 9,487 14,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 4,382: 1,385 3,818 317 3,631 767 5,332 4,901: -950 -519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 40.4 0.8 62.8 21.5 75.9 62.7: 24.1 37.3
Old : 100.0: 12.4 40.4 0.8 62.8 21.5 75.9 62.7: 24.1 37.3
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 : 37: 6 11 2 13 10 21 21:
Old : 37: 6 11 2 13 10 21 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 : 43.1 25.9 60.4 40.7 41.1 25.2 55.3 38.3
Old : 43.1 25.9 60.4 40.7 41.1 25.2 55.3 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 109,535: 80,774 4,729 57 19,753 102,223 100,585 107,009: 8,950 2,526
Old : 109,535: 80,774 4,729 57 19,753 102,223 100,585 107,009: 8,950 2,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 10,388: 9,498 -468 0 329 11,074 9,827 10,607: 561 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 4.3 0.1 18.0 93.3 91.8 97.7: 8.2 2.3
Old : 100.0: 73.7 4.3 0.1 18.0 93.3 91.8 97.7: 8.2 2.3
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 : 106: 60 13 2 19 19 80 33:
Old : 106: 60 13 2 19 19 80 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 58.4 48.1 80.3 34.2 58.2 48.1 80.2
Old : 34.2 58.4 48.1 80.3 34.2 58.2 48.1 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 91,174: 25,847 6,019 764 39,108 73,711 65,719 80,494: 25,455 10,680
Old : 91,174: 25,847 6,019 764 39,108 73,711 65,719 80,494: 25,455 10,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 3,297: -3,451 545 -55 5,374 3,201 1,868 3,691: 1,429 -394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 6.6 0.8 42.9 80.8 72.1 88.3: 27.9 11.7
Old : 100.0: 28.3 6.6 0.8 42.9 80.8 72.1 88.3: 27.9 11.7
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 : 60: 20 11 5 18 17 41 30:
Old : 60: 20 11 5 18 17 41 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 58.4 42.9 74.3 28.6 55.5 41.5 71.4
Old : 29.4 58.4 42.9 74.3 28.6 55.5 41.5 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 188,611: 21,190 34,971 4,869 131,491 124,697 157,550 164,536: 31,061 24,075
Old : 188,611: 21,190 34,971 4,869 131,491 124,697 157,550 164,536: 31,061 24,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 23,076: 10,788 -7,680 556 7,992 32,087 19,335 24,963: 3,741 -1,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 18.5 2.6 69.7 66.1 83.5 87.2: 16.5 12.8
Old : 100.0: 11.2 18.5 2.6 69.7 66.1 83.5 87.2: 16.5 12.8
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 : 82: 21 17 13 30 31 54 58:
Old : 82: 21 17 13 30 31 54 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 42.1 63.1 56.8 46.2 36.5 53.8 47.5
Old : 50.9 42.1 63.1 56.8 46.2 36.5 53.8 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 172,738: 29,189 21,392 16,053 74,376 85,279 119,618 122,724: 53,120 50,014
Old : 172,738: 29,189 21,392 16,053 74,376 85,279 119,618 122,724: 53,120 50,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 7,210: 5,483 3,105 -1,874 2,664 5,843 6,273 7,074: 937 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 12.4 9.3 43.1 49.4 69.2 71.0: 30.8 29.0
Old : 100.0: 16.9 12.4 9.3 43.1 49.4 69.2 71.0: 30.8 29.0
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 : 104: 28 37 27 31 30 79 74:
Old : 104: 28 37 27 31 30 79 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 28.2 32.6 39.9 21.0 26.7 30.6 34.3
Old : 21.7 28.2 32.6 39.9 21.0 26.7 30.6 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 75,020: 30,384 6,000 618 40,531 61,374 71,533 67,992: 3,487 7,028
Old : 75,020: 30,384 6,000 618 40,531 61,374 71,533 67,992: 3,487 7,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -416: -1,000 0 450 -723 -726 -1,273 -276: 857 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 8.0 0.8 54.0 81.8 95.4 90.6: 4.6 9.4
Old : 100.0: 40.5 8.0 0.8 54.0 81.8 95.4 90.6: 4.6 9.4
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 : 30: 4 2 3 14 19 18 24:
Old : 30: 4 2 3 14 19 18 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 : 65.3 55.3 83.6 73.1 62.0 54.6 79.5 70.2
Old : 65.3 55.3 83.6 73.1 62.0 54.6 79.5 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 :13,296,693: 673,843 693,903 3,817,259 7,588,380 6,946,053 12,079,483 11,457,216: 1,217,211 1,839,478
Old :13,296,693: 673,843 693,903 3,817,259 7,588,380 6,946,053 12,079,483 11,457,216: 1,217,211 1,839,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 286,476: 44,604 -13,946 48,368 154,242 183,929 247,214 218,352: 39,262 68,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 5.2 28.7 57.1 52.2 90.8 86.2: 9.2 13.8
Old : 100.0: 5.1 5.2 28.7 57.1 52.2 90.8 86.2: 9.2 13.8
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 : 282: 55 70 110 142 142 263 263:
Old : 282: 55 70 110 142 142 263 263:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 13.9 31.7 24.8 17.2 8.5 22.7 12.7
Old : 19.2 13.9 31.7 24.8 17.2 8.5 22.7 12.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 764,757: 60,862 72,820 53,312 502,787 515,375 616,961 641,507: 147,796 123,250
Old : 764,757: 60,862 72,820 53,312 502,787 515,375 616,961 641,507: 147,796 123,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -3,344: -3,030 -1,204 2,843 1,514 -4,380 1,328 -2,741: -4,672 -602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 9.5 7.0 65.7 67.4 80.7 83.9: 19.3 16.1
Old : 100.0: 8.0 9.5 7.0 65.7 67.4 80.7 83.9: 19.3 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 45 49 60 102 67 185 138:
Old : 216: 45 49 60 102 67 185 138:
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 : 18.1 30.8 25.7 42.8 17.5 30.4 24.7 42.3
Old : 18.1 30.8 25.7 42.8 17.5 30.4 24.7 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 1,000,703: 184,888 207,305 24,911 477,498 650,742 687,297 882,957: 313,407 117,746
Old : 1,000,703: 184,888 207,305 24,911 477,498 650,742 687,297 882,957: 313,407 117,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 15,097: -25,176 -5,084 3,049 23,694 6,704 1,566 4,669: 13,531 10,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 20.7 2.5 47.7 65.0 68.7 88.2: 31.3 11.8
Old : 100.0: 18.5 20.7 2.5 47.7 65.0 68.7 88.2: 31.3 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 41 54 29 58 62 116 128:
Old : 186: 41 54 29 58 62 116 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 25.3 29.6 38.3 15.8 21.9 24.0 32.3
Old : 20.6 25.3 29.6 38.3 15.8 21.9 24.0 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 11,741: 725 1,232 0 5,827 9,263 6,552 10,495: 5,189 1,246
Old : 11,741: 725 1,232 0 5,827 9,263 6,552 10,495: 5,189 1,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -107: 0 -6 0 383 0 383 -6: -490 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 10.5 0.0 49.6 78.9 55.8 89.4: 44.2 10.6
Old : 100.0: 6.2 10.5 0.0 49.6 78.9 55.8 89.4: 44.2 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 3 0 11 13 12 16:
Old : 27: 1 3 0 11 13 12 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 40.1 45.9 65.8 28.4 40.1 44.5 65.8
Old : 29.9 40.1 45.9 65.8 28.4 40.1 44.5 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 25,117: 8,665 2,054 0 13,133 16,499 21,798 18,553: 3,319 6,564
Old : 25,117: 8,665 2,054 0 13,133 16,499 21,798 18,553: 3,319 6,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -2,152: 1,350 1,289 -82 -3,446 -1,429 -2,178 -222: 26 -1,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 8.2 0.0 52.3 65.7 86.8 73.9: 13.2 26.1
Old : 100.0: 34.5 8.2 0.0 52.3 65.7 86.8 73.9: 13.2 26.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 5 5 0 17 18 22 23:
Old : 37: 5 5 0 17 18 22 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 : 46.7 37.1 69.2 52.2 46.7 34.2 68.3 49.2
Old : 46.7 37.1 69.2 52.2 46.7 34.2 68.3 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 58,606: 4,790 19,188 81 36,053 27,495 40,924 46,764: 17,682 11,842
Old : 58,606: 4,790 19,188 81 36,053 27,495 40,924 46,764: 17,682 11,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -2,786: -2,054 -1,252 -2 -23 -408 -2,079 -1,662: -707 -1,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 32.7 0.1 61.5 46.9 69.8 79.8: 30.2 20.2
Old : 100.0: 8.2 32.7 0.1 61.5 46.9 69.8 79.8: 30.2 20.2
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 : 90: 12 25 2 35 34 48 60:
Old : 90: 12 25 2 35 34 48 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 26.8 43.5 40.5 31.3 23.9 40.4 37.4
Old : 32.6 26.8 43.5 40.5 31.3 23.9 40.4 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 340,410: 66,067 144,023 1,909 226,217 129,030 294,193 274,963: 46,217 65,447
Old : 340,410: 66,067 144,023 1,909 226,217 129,030 294,193 274,963: 46,217 65,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -1,980: -13,168 -2,872 470 4,821 1,692 -7,876 -709: 5,896 -1,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 42.3 0.6 66.5 37.9 86.4 80.8: 13.6 19.2
Old : 100.0: 19.4 42.3 0.6 66.5 37.9 86.4 80.8: 13.6 19.2
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 : 185: 38 75 10 50 36 91 118:
Old : 185: 38 75 10 50 36 91 118:
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 24.6 57.3 37.1 38.1 19.9 49.8 30.2
Old : 40.8 24.6 57.3 37.1 38.1 19.9 49.8 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 94,592: 31,258 3,569 4,527 36,694 75,347 72,479 83,442: 22,113 11,149
Old : 94,592: 31,258 3,569 4,527 36,694 75,347 72,479 83,442: 22,113 11,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -1,684: 2,809 -633 -3,839 710 1,595 -320 -2,877: -1,364 1,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 3.8 4.8 38.8 79.7 76.6 88.2: 23.4 11.8
Old : 100.0: 33.0 3.8 4.8 38.8 79.7 76.6 88.2: 23.4 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 20 3 6 19 17 40 25:
Old : 49: 20 3 6 19 17 40 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 : 36.8 60.8 49.3 73.2 35.4 59.5 46.6 71.1
Old : 36.8 60.8 49.3 73.2 35.4 59.5 46.6 71.1
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 35,260: 1,121 13,568 5 28,663 16,930 29,789 30,503: 5,471 4,757
Old : 35,260: 1,121 13,568 5 28,663 16,930 29,789 30,503: 5,471 4,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 755: 0 292 0 631 303 631 595: 125 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 38.5 0.0 81.3 48.0 84.5 86.5: 15.5 13.5
Old : 100.0: 3.2 38.5 0.0 81.3 48.0 84.5 86.5: 15.5 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 2 14 1 26 28 29 42:
Old : 61: 2 14 1 26 28 29 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 : 56.2 37.5 66.3 49.6 55.1 37.5 64.9 49.6
Old : 56.2 37.5 66.3 49.6 55.1 37.5 64.9 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 235,346: 60,123 34,939 2,161 165,353 182,864 227,637 219,964: 7,708 15,382
Old : 235,346: 60,123 34,939 2,161 165,353 182,864 227,637 219,964: 7,708 15,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 16,511: 3,882 6,394 127 17,448 13,097 21,458 19,618: -4,947 -3,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 14.8 0.9 70.3 77.7 96.7 93.5: 3.3 6.5
Old : 100.0: 25.5 14.8 0.9 70.3 77.7 96.7 93.5: 3.3 6.5
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 : 114: 22 35 10 33 43 59 84:
Old : 114: 22 35 10 33 43 59 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 : 60.4 35.7 70.9 49.6 57.6 31.2 67.4 44.8
Old : 60.4 35.7 70.9 49.6 57.6 31.2 67.4 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 38,490: 10,215 5,828 551 15,234 23,252 26,000 29,631: 12,490 8,859
Old : 38,490: 10,215 5,828 551 15,234 23,252 26,000 29,631: 12,490 8,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 471: -55 -869 316 -48 1,735 213 1,182: 258 -711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 15.1 1.4 39.6 60.4 67.5 77.0: 32.5 23.0
Old : 100.0: 26.5 15.1 1.4 39.6 60.4 67.5 77.0: 32.5 23.0
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 : 76: 23 15 4 16 24 43 40:
Old : 76: 23 15 4 16 24 43 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 : 22.3 29.2 33.2 41.8 21.2 26.1 30.3 38.2
Old : 22.3 29.2 33.2 41.8 21.2 26.1 30.3 38.2
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 25,339: 7,322 660 20 14,575 2,025 21,917 2,705: 3,422 22,634
Old : 25,339: 7,322 660 20 14,575 2,025 21,917 2,705: 3,422 22,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -2,333: -1,130 -6 5 796 306 -329 305: -2,004 -2,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 2.6 0.1 57.5 8.0 86.5 10.7: 13.5 89.3
Old : 100.0: 28.9 2.6 0.1 57.5 8.0 86.5 10.7: 13.5 89.3
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 : 25: 9 2 1 11 4 20 7:
Old : 25: 9 2 1 11 4 20 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 9.7 72.3 10.7 61.0 9.7 72.2 10.5
Old : 61.0 9.7 72.3 10.7 61.0 9.7 72.2 10.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 71,127: 3,578 4,144 443 51,475 26,850 55,496 31,437: 15,631 39,690
Old : 71,127: 3,578 4,144 443 51,475 26,850 55,496 31,437: 15,631 39,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 1,888: 2 0 0 -549 2,788 -547 2,788: 2,435 -900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 5.8 0.6 72.4 37.7 78.0 44.2: 22.0 55.8
Old : 100.0: 5.0 5.8 0.6 72.4 37.7 78.0 44.2: 22.0 55.8
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 : 47: 3 12 1 18 28 22 41:
Old : 47: 3 12 1 18 28 22 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 : 61.9 18.8 70.4 28.6 52.7 12.6 57.1 17.7
Old : 61.9 18.8 70.4 28.6 52.7 12.6 57.1 17.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 6, 2005