MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 27,850: 2,093 1,868 3,934 16,889 14,078 22,917 19,880: 4,933 7,970
Old : 27,850: 2,093 1,868 3,934 16,889 14,078 22,917 19,880: 4,933 7,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 176: -579 -47 -71 682 24 33 -94: 143 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 6.7 14.1 60.6 50.5 82.3 71.4: 17.7 28.6
Old : 100.0: 7.5 6.7 14.1 60.6 50.5 82.3 71.4: 17.7 28.6
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 : 44: 11 5 13 24 19 39 33:
Old : 44: 11 5 13 24 19 39 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 : 44.0 26.9 58.6 46.6 42.1 25.1 50.8 39.6
Old : 44.0 26.9 58.6 46.6 42.1 25.1 50.8 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 101,550: 11,977 15,125 28,097 45,152 29,525 85,226 72,747: 16,324 28,803
Old : 91,352: 11,140 16,050 24,924 40,547 25,961 76,610 66,935: 14,741 24,417
Other: 10,199: 3,324 1,561 687 4,605 3,564 8,616 5,812: 1,583 4,387
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,004: -195 5,179 5,268 556 -4,759 5,628 5,688: -4,625 -4,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 14.9 27.7 44.5 29.1 83.9 71.6: 16.1 28.4
Old : 100.0: 12.2 17.6 27.3 44.4 28.4 83.9 73.3: 16.1 26.7
Other: 100.0: 32.6 15.3 6.7 45.2 34.9 84.5 57.0: 15.5 43.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 42 53 59 26 34 103 125:
Old : 152: 41 56 58 25 34 102 124:
Other: 45: 20 7 10 7 14 32 26:
:----------------------------------------------------------------------------------------------------
: 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 : 27.4 15.7 40.4 23.7 27.4 15.6 39.0 21.0
Old : 30.5 15.5 42.4 23.8 30.5 15.3 41.3 21.4
Other: 58.9 33.3 72.5 43.3 57.8 29.3 69.3 39.4
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 4,013: 598 1,718 304 1,508 782 2,410 2,804: 1,603 1,210
Old : 3,965: 598 1,746 275 1,490 782 2,363 2,803: 1,602 1,163
Other: 48: 28 0 1 18 0 47 1: 1 47
: : :
: : Changes in Commitments from: May 17, 2005 :
: 342: 182 280 -106 -7 11 69 184: 273 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 42.8 7.6 37.6 19.5 60.1 69.9: 39.9 30.1
Old : 100.0: 15.1 44.0 6.9 37.6 19.7 59.6 70.7: 40.4 29.3
Other: 100.0: 58.3 0.0 2.1 37.5 0.0 97.9 2.1: 2.1 97.9
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 10 17 5 8 4 23 21:
Old : 36: 10 17 5 8 4 23 21:
Other: 4: 2 0 1 2 0 4 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 : 33.9 43.0 44.6 55.8 30.9 40.7 38.8 48.5
Old : 33.9 43.6 44.3 56.5 30.9 41.2 38.9 49.1
Other: 97.9 2.1 97.9 2.1 95.8 0.0 95.8 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 158,274: 41,205 10,824 23,261 73,308 81,705 137,774 115,790: 20,501 42,484
Old : 158,274: 41,205 10,824 23,261 73,308 81,705 137,774 115,790: 20,501 42,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -12,082: -9,136 -1,022 -3,421 1,789 -5,251 -10,768 -9,694: -1,314 -2,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 6.8 14.7 46.3 51.6 87.0 73.2: 13.0 26.8
Old : 100.0: 26.0 6.8 14.7 46.3 51.6 87.0 73.2: 13.0 26.8
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 : 222: 65 24 52 78 111 168 173:
Old : 222: 65 24 52 78 111 168 173:
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 : 21.2 14.2 33.6 23.7 21.2 13.8 31.7 21.9
Old : 21.2 14.2 33.6 23.7 21.2 13.8 31.7 21.9
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 24, 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 : 3,711: 1,166 447 268 964 1,883 2,398 2,599: 1,313 1,112
Old : 3,711: 1,166 447 268 964 1,883 2,398 2,599: 1,313 1,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 177: 53 70 61 183 78 296 209: -119 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 12.1 7.2 26.0 50.7 64.6 70.0: 35.4 30.0
Old : 100.0: 31.4 12.1 7.2 26.0 50.7 64.6 70.0: 35.4 30.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 9 12 8 17 18 31 33:
Old : 45: 9 12 8 17 18 31 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 : 28.0 37.4 38.9 47.6 26.6 35.4 35.8 43.8
Old : 28.0 37.4 38.9 47.6 26.6 35.4 35.8 43.8
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 24, 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 : 28,596: 10,964 2,794 4,255 7,933 5,449 23,152 12,498: 5,443 16,098
Old : 28,596: 10,964 2,794 4,255 7,933 5,449 23,152 12,498: 5,443 16,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -643: -643 161 83 -94 -851 -654 -607: 12 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 9.8 14.9 27.7 19.1 81.0 43.7: 19.0 56.3
Old : 100.0: 38.3 9.8 14.9 27.7 19.1 81.0 43.7: 19.0 56.3
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 : 148: 43 30 25 47 52 106 93:
Old : 148: 43 30 25 47 52 106 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 : 15.7 11.1 28.3 15.8 14.9 6.8 26.4 10.2
Old : 15.7 11.1 28.3 15.8 14.9 6.8 26.4 10.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 105,438: 10,145 42,277 3,221 65,838 34,899 79,205 80,396: 26,234 25,042
Old : 105,438: 10,145 42,277 3,221 65,838 34,899 79,205 80,396: 26,234 25,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -1,790: -1,904 -2,569 -547 841 3,301 -1,610 185: -180 -1,975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 40.1 3.1 62.4 33.1 75.1 76.2: 24.9 23.8
Old : 100.0: 9.6 40.1 3.1 62.4 33.1 75.1 76.2: 24.9 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 : 74: 11 23 9 31 24 48 50:
Old : 74: 11 23 9 31 24 48 50:
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 : 35.1 23.1 46.3 38.7 33.3 23.1 43.8 38.7
Old : 35.1 23.1 46.3 38.7 33.3 23.1 43.8 38.7
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 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 71,164: 2,295 39,433 136 59,616 7,805 62,046 47,373: 9,118 23,791
Old : 71,164: 2,295 39,433 136 59,616 7,805 62,046 47,373: 9,118 23,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 9,045: -72 9,113 7 10,820 -326 10,754 8,794: -1,709 251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 55.4 0.2 83.8 11.0 87.2 66.6: 12.8 33.4
Old : 100.0: 3.2 55.4 0.2 83.8 11.0 87.2 66.6: 12.8 33.4
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 : 50: 3 24 2 18 8 22 33:
Old : 50: 3 24 2 18 8 22 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 : 51.8 22.2 69.4 35.2 48.4 22.2 66.1 34.9
Old : 51.8 22.2 69.4 35.2 48.4 22.2 66.1 34.9
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 24, 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 : 102,036: 77,044 3,764 420 16,182 93,248 93,646 97,432: 8,389 4,603
Old : 102,036: 77,044 3,764 420 16,182 93,248 93,646 97,432: 8,389 4,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -3,317: -1,399 727 96 -2,401 -4,599 -3,704 -3,776: 387 459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 3.7 0.4 15.9 91.4 91.8 95.5: 8.2 4.5
Old : 100.0: 75.5 3.7 0.4 15.9 91.4 91.8 95.5: 8.2 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 : 104: 59 14 4 16 19 78 34:
Old : 104: 59 14 4 16 19 78 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 : 33.4 62.5 50.2 85.4 33.4 62.3 50.2 85.3
Old : 33.4 62.5 50.2 85.4 33.4 62.3 50.2 85.3
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 24, 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 : 90,938: 14,723 22,221 2,384 53,112 47,035 70,219 71,640: 20,719 19,297
Old : 90,938: 14,723 22,221 2,384 53,112 47,035 70,219 71,640: 20,719 19,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 5,665: -2,849 4,945 910 9,554 -1,317 7,615 4,538: -1,951 1,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 24.4 2.6 58.4 51.7 77.2 78.8: 22.8 21.2
Old : 100.0: 16.2 24.4 2.6 58.4 51.7 77.2 78.8: 22.8 21.2
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 : 69: 16 21 7 23 17 42 42:
Old : 69: 16 21 7 23 17 42 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 : 28.0 35.5 43.3 49.4 26.3 32.3 39.2 44.3
Old : 28.0 35.5 43.3 49.4 26.3 32.3 39.2 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 211,440: 9,769 48,965 4,820 171,879 131,877 186,469 185,663: 24,971 25,777
Old : 211,440: 9,769 48,965 4,820 171,879 131,877 186,469 185,663: 24,971 25,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -4,765: -885 -9,641 391 -2,939 798 -3,433 -8,453: -1,332 3,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 23.2 2.3 81.3 62.4 88.2 87.8: 11.8 12.2
Old : 100.0: 4.6 23.2 2.3 81.3 62.4 88.2 87.8: 11.8 12.2
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 : 92: 16 28 11 33 34 55 67:
Old : 92: 16 28 11 33 34 55 67:
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 : 50.5 34.9 71.4 49.2 48.3 29.0 58.7 40.1
Old : 50.5 34.9 71.4 49.2 48.3 29.0 58.7 40.1
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 24, 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 : 202,468: 27,330 38,310 20,604 101,842 83,544 149,776 142,458: 52,692 60,010
Old : 202,468: 27,330 38,310 20,604 101,842 83,544 149,776 142,458: 52,692 60,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 11,349: 1,591 3,011 4,390 6,742 571 12,723 7,972: -1,374 3,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 18.9 10.2 50.3 41.3 74.0 70.4: 26.0 29.6
Old : 100.0: 13.5 18.9 10.2 50.3 41.3 74.0 70.4: 26.0 29.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 29 39 26 31 32 76 81:
Old : 110: 29 39 26 31 32 76 81:
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 : 26.0 24.0 36.7 35.6 25.7 22.1 35.5 29.6
Old : 26.0 24.0 36.7 35.6 25.7 22.1 35.5 29.6
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 24, 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 :13,500,687: 671,399 641,237 3,935,248 7,785,316 7,234,796 12,391,963 11,811,281: 1,108,725 1,689,406
Old :13,500,687: 671,399 641,237 3,935,248 7,785,316 7,234,796 12,391,963 11,811,281: 1,108,725 1,689,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 79,606: 4,135 56,765 -3,481 104,285 23,973 104,939 77,257: -25,333 2,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 4.7 29.1 57.7 53.6 91.8 87.5: 8.2 12.5
Old : 100.0: 5.0 4.7 29.1 57.7 53.6 91.8 87.5: 8.2 12.5
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 : 289: 57 76 114 144 143 273 268:
Old : 289: 57 76 114 144 143 273 268:
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 : 19.1 14.8 31.3 25.0 17.4 9.1 22.8 13.4
Old : 19.1 14.8 31.3 25.0 17.4 9.1 22.8 13.4
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 770,220: 61,199 68,505 51,860 506,475 509,799 619,534 630,164: 150,687 140,057
Old : 770,220: 61,199 68,505 51,860 506,475 509,799 619,534 630,164: 150,687 140,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -6,304: 2,074 -8,520 -5,763 1,159 -1,668 -2,531 -15,952: -3,773 9,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 8.9 6.7 65.8 66.2 80.4 81.8: 19.6 18.2
Old : 100.0: 7.9 8.9 6.7 65.8 66.2 80.4 81.8: 19.6 18.2
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 : 204: 37 46 53 101 68 177 128:
Old : 204: 37 46 53 101 68 177 128:
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 : 18.1 30.0 26.6 41.6 17.9 29.6 25.6 41.1
Old : 18.1 30.0 26.6 41.6 17.9 29.6 25.6 41.1
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 24, 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 : 1,072,731: 181,256 243,124 19,417 510,362 705,852 711,035 968,393: 361,696 104,337
Old : 1,072,731: 181,256 243,124 19,417 510,362 705,852 711,035 968,393: 361,696 104,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 40,923: 4,947 31,934 -7,977 22,631 16,504 19,601 40,461: 21,322 461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 22.7 1.8 47.6 65.8 66.3 90.3: 33.7 9.7
Old : 100.0: 16.9 22.7 1.8 47.6 65.8 66.3 90.3: 33.7 9.7
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 : 189: 45 56 29 56 60 120 126:
Old : 189: 45 56 29 56 60 120 126:
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 : 18.9 27.2 28.2 40.6 14.0 23.7 20.3 33.6
Old : 18.9 27.2 28.2 40.6 14.0 23.7 20.3 33.6
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 24, 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 : 11,515: 725 1,306 0 5,426 9,871 6,151 11,177: 5,364 338
Old : 11,515: 725 1,306 0 5,426 9,871 6,151 11,177: 5,364 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -168: 0 -203 0 81 595 81 392: -249 -560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 11.3 0.0 47.1 85.7 53.4 97.1: 46.6 2.9
Old : 100.0: 6.3 11.3 0.0 47.1 85.7 53.4 97.1: 46.6 2.9
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 : 27: 1 3 0 11 14 12 17:
Old : 27: 1 3 0 11 14 12 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 41.5 45.5 67.7 28.0 40.9 44.0 67.1
Old : 29.5 41.5 45.5 67.7 28.0 40.9 44.0 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 29,492: 10,998 6,172 0 14,395 17,843 25,393 24,015: 4,099 5,477
Old : 29,492: 10,998 6,172 0 14,395 17,843 25,393 24,015: 4,099 5,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 800: -67 1,638 0 360 1,512 293 3,150: 507 -2,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 20.9 0.0 48.8 60.5 86.1 81.4: 13.9 18.6
Old : 100.0: 37.3 20.9 0.0 48.8 60.5 86.1 81.4: 13.9 18.6
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: 8 5 0 16 17 24 22:
Old : 39: 8 5 0 16 17 24 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 : 43.4 46.3 63.2 62.5 43.4 43.7 61.9 60.0
Old : 43.4 46.3 63.2 62.5 43.4 43.7 61.9 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 54,706: 7,570 17,666 25 37,102 25,586 44,697 43,277: 10,009 11,429
Old : 54,706: 7,570 17,666 25 37,102 25,586 44,697 43,277: 10,009 11,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -3,908: 2,845 -2,662 -29 -1,819 -1,787 997 -4,479: -4,905 571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 32.3 0.0 67.8 46.8 81.7 79.1: 18.3 20.9
Old : 100.0: 13.8 32.3 0.0 67.8 46.8 81.7 79.1: 18.3 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 16 19 2 35 29 52 49:
Old : 87: 16 19 2 35 29 52 49:
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 : 40.3 28.8 51.2 43.5 38.7 26.7 49.4 41.3
Old : 40.3 28.8 51.2 43.5 38.7 26.7 49.4 41.3
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 24, 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 : 315,597: 89,727 115,504 6,302 190,688 160,058 286,717 281,865: 28,880 33,732
Old : 315,597: 89,727 115,504 6,302 190,688 160,058 286,717 281,865: 28,880 33,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -17,526: 12,405 -29,704 3,822 -35,682 18,998 -19,455 -6,884: 1,929 -10,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 36.6 2.0 60.4 50.7 90.8 89.3: 9.2 10.7
Old : 100.0: 28.4 36.6 2.0 60.4 50.7 90.8 89.3: 9.2 10.7
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 : 202: 54 81 12 42 39 103 125:
Old : 202: 54 81 12 42 39 103 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 31.2 57.2 42.3 35.7 23.7 48.2 31.4
Old : 41.9 31.2 57.2 42.3 35.7 23.7 48.2 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 92,930: 20,411 9,038 4,245 47,819 63,035 72,475 76,318: 20,455 16,612
Old : 92,930: 20,411 9,038 4,245 47,819 63,035 72,475 76,318: 20,455 16,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,572: -3,183 -596 138 3,002 -7 -43 -466: 1,615 2,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 9.7 4.6 51.5 67.8 78.0 82.1: 22.0 17.9
Old : 100.0: 22.0 9.7 4.6 51.5 67.8 78.0 82.1: 22.0 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 9 10 4 22 15 33 27:
Old : 46: 9 10 4 22 15 33 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 : 39.7 55.7 53.1 66.7 37.9 51.6 48.6 61.6
Old : 39.7 55.7 53.1 66.7 37.9 51.6 48.6 61.6
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 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 36,655: 776 13,017 112 29,972 18,519 30,860 31,648: 5,795 5,007
Old : 36,655: 776 13,017 112 29,972 18,519 30,860 31,648: 5,795 5,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -308: -345 15 107 -251 -122 -489 0: 181 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 35.5 0.3 81.8 50.5 84.2 86.3: 15.8 13.7
Old : 100.0: 2.1 35.5 0.3 81.8 50.5 84.2 86.3: 15.8 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 3 12 3 27 26 32 39:
Old : 60: 3 12 3 27 26 32 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 37.3 66.6 49.0 56.3 37.3 64.6 49.0
Old : 57.4 37.3 66.6 49.0 56.3 37.3 64.6 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 243,092: 51,814 36,174 1,967 178,864 189,301 232,645 227,442: 10,447 15,650
Old : 243,092: 51,814 36,174 1,967 178,864 189,301 232,645 227,442: 10,447 15,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -5,814: -888 -3,779 -409 -5,224 -1,122 -6,521 -5,310: 707 -504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 14.9 0.8 73.6 77.9 95.7 93.6: 4.3 6.4
Old : 100.0: 21.3 14.9 0.8 73.6 77.9 95.7 93.6: 4.3 6.4
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 : 119: 16 38 10 35 48 57 90:
Old : 119: 16 38 10 35 48 57 90:
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 : 63.9 37.1 73.0 51.5 61.0 34.5 69.8 48.4
Old : 63.9 37.1 73.0 51.5 61.0 34.5 69.8 48.4
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 24, 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 : 43,289: 13,340 6,554 276 15,253 23,324 28,869 30,154: 14,420 13,135
Old : 43,289: 13,340 6,554 276 15,253 23,324 28,869 30,154: 14,420 13,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,633: 3,350 665 10 -3,213 -1,874 147 -1,199: 1,486 2,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 15.1 0.6 35.2 53.9 66.7 69.7: 33.3 30.3
Old : 100.0: 30.8 15.1 0.6 35.2 53.9 66.7 69.7: 33.3 30.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 29 14 3 18 27 49 43:
Old : 83: 29 14 3 18 27 49 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 : 16.9 25.3 27.7 36.7 15.2 25.1 24.6 34.8
Old : 16.9 25.3 27.7 36.7 15.2 25.1 24.6 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 29,330: 7,160 350 42 15,964 2,397 23,166 2,789: 6,164 26,541
Old : 29,330: 7,160 350 42 15,964 2,397 23,166 2,789: 6,164 26,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,972: 409 -573 25 114 -256 548 -804: 1,424 2,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 1.2 0.1 54.4 8.2 79.0 9.5: 21.0 90.5
Old : 100.0: 24.4 1.2 0.1 54.4 8.2 79.0 9.5: 21.0 90.5
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 : 26: 11 1 2 11 4 22 7:
Old : 26: 11 1 2 11 4 22 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 : 56.8 8.7 64.7 9.5 55.3 7.8 63.1 7.8
Old : 56.8 8.7 64.7 9.5 55.3 7.8 63.1 7.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 75,849: 4,466 5,718 445 51,633 28,469 56,544 34,632: 19,305 41,217
Old : 75,849: 4,466 5,718 445 51,633 28,469 56,544 34,632: 19,305 41,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,489: 1,320 1,335 -146 95 39 1,269 1,228: 220 261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 7.5 0.6 68.1 37.5 74.5 45.7: 25.5 54.3
Old : 100.0: 5.9 7.5 0.6 68.1 37.5 74.5 45.7: 25.5 54.3
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 : 51: 4 14 2 19 29 24 45:
Old : 51: 4 14 2 19 29 24 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 18.6 66.0 27.8 47.3 12.1 53.2 17.6
Old : 58.1 18.6 66.0 27.8 47.3 12.1 53.2 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2005