MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 26,650: 1,098 1,913 3,333 17,051 13,182 21,481 18,428: 5,169 8,223
Old : 26,650: 1,098 1,913 3,333 17,051 13,182 21,481 18,428: 5,169 8,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 659: -578 146 -36 935 256 321 366: 338 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 7.2 12.5 64.0 49.5 80.6 69.1: 19.4 30.9
Old : 100.0: 4.1 7.2 12.5 64.0 49.5 80.6 69.1: 19.4 30.9
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 : 44: 11 4 13 27 18 41 32:
Old : 44: 11 4 13 27 18 41 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 : 42.9 26.3 56.2 44.6 42.9 23.3 52.2 37.3
Old : 42.9 26.3 56.2 44.6 42.9 23.3 52.2 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 97,134: 9,937 26,529 21,762 50,164 21,510 81,863 69,801: 15,271 27,333
Old : 79,805: 8,636 26,082 15,493 43,440 16,892 67,569 58,467: 12,236 21,338
Other: 17,329: 5,650 4,796 1,919 6,725 4,618 14,294 11,334: 3,035 5,995
: : :
: : Changes in Commitments from: June 21, 2005 :
: 3,988: -556 1,156 3,798 595 149 3,837 5,103: 150 -1,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 27.3 22.4 51.6 22.1 84.3 71.9: 15.7 28.1
Old : 100.0: 10.8 32.7 19.4 54.4 21.2 84.7 73.3: 15.3 26.7
Other: 100.0: 32.6 27.7 11.1 38.8 26.7 82.5 65.4: 17.5 34.6
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 28 67 50 29 28 96 116:
Old : 143: 29 66 46 27 28 89 114:
Other: 55: 19 16 15 10 17 36 41:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 14.9 44.5 22.9 30.2 12.8 44.2 19.3
Old : 36.8 12.8 50.7 21.7 36.8 11.4 50.0 19.3
Other: 45.7 31.7 63.9 42.1 44.5 26.2 60.6 35.8
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 3,534: 485 1,140 312 1,075 786 1,872 2,237: 1,663 1,297
Old : 3,371: 496 1,160 276 991 768 1,763 2,204: 1,608 1,167
Other: 163: 24 15 0 84 18 108 33: 55 130
: : :
: : Changes in Commitments from: June 21, 2005 :
: -316: -56 -209 -148 -59 27 -263 -331: -53 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 32.2 8.8 30.4 22.2 53.0 63.3: 47.0 36.7
Old : 100.0: 14.7 34.4 8.2 29.4 22.8 52.3 65.4: 47.7 34.6
Other: 100.0: 14.9 9.2 0.0 51.4 11.0 66.3 20.2: 33.7 79.8
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 8 20 11 8 7 26 28:
Old : 39: 8 20 9 7 6 24 26:
Other: 13: 6 1 0 4 3 10 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 34.0 39.1 44.3 27.3 33.0 34.5 39.6
Old : 29.3 35.6 38.4 46.4 26.0 34.9 34.0 41.7
Other: 57.5 20.2 65.5 20.2 57.5 19.6 65.5 19.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 137,589: 28,519 29,786 16,654 76,260 61,144 121,433 107,584: 16,155 30,004
Old : 137,589: 28,519 29,786 16,654 76,260 61,144 121,433 107,584: 16,155 30,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -4,696: -2,206 2,960 -2,669 870 -2,691 -4,005 -2,399: -691 -2,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 21.6 12.1 55.4 44.4 88.3 78.2: 11.7 21.8
Old : 100.0: 20.7 21.6 12.1 55.4 44.4 88.3 78.2: 11.7 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 44 69 49 68 88 137 187:
Old : 225: 44 69 49 68 88 137 187:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 12.0 43.2 21.2 27.2 11.6 42.6 20.0
Old : 27.2 12.0 43.2 21.2 27.2 11.6 42.6 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 4,082: 1,067 750 235 1,383 1,530 2,684 2,515: 1,398 1,567
Old : 4,082: 1,067 750 235 1,383 1,530 2,684 2,515: 1,398 1,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 172: -1 133 -69 308 -75 237 -11: -65 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 18.4 5.8 33.9 37.5 65.8 61.6: 34.2 38.4
Old : 100.0: 26.1 18.4 5.8 33.9 37.5 65.8 61.6: 34.2 38.4
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 : 45: 14 10 11 16 13 32 32:
Old : 45: 14 10 11 16 13 32 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 31.1 36.8 44.0 22.2 31.1 33.0 42.7
Old : 25.3 31.1 36.8 44.0 22.2 31.1 33.0 42.7
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, June 28, 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 : 25,211: 7,968 2,163 4,055 8,219 5,315 20,242 11,532: 4,969 13,678
Old : 25,211: 7,968 2,163 4,055 8,219 5,315 20,242 11,532: 4,969 13,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 25: 995 -852 69 -488 881 577 99: -552 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 8.6 16.1 32.6 21.1 80.3 45.7: 19.7 54.3
Old : 100.0: 31.6 8.6 16.1 32.6 21.1 80.3 45.7: 19.7 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 : 134: 44 18 25 48 48 104 82:
Old : 134: 44 18 25 48 48 104 82:
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 : 16.6 11.6 28.0 18.3 14.3 7.9 24.6 12.4
Old : 16.6 11.6 28.0 18.3 14.3 7.9 24.6 12.4
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, June 28, 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 : 77,571: 21,941 19,183 1,151 21,900 39,372 44,992 59,705: 32,580 17,866
Old : 77,571: 21,941 19,183 1,151 21,900 39,372 44,992 59,705: 32,580 17,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 4,234: 4,160 2,198 -87 -94 2,815 3,979 4,926: 255 -693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 24.7 1.5 28.2 50.8 58.0 77.0: 42.0 23.0
Old : 100.0: 28.3 24.7 1.5 28.2 50.8 58.0 77.0: 42.0 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 : 73: 19 16 5 24 27 46 45:
Old : 73: 19 16 5 24 27 46 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 : 17.8 25.4 29.2 40.4 16.8 25.4 26.7 40.1
Old : 17.8 25.4 29.2 40.4 16.8 25.4 26.7 40.1
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, June 28, 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 : 73,702: 1,764 46,185 0 63,541 4,868 65,305 51,053: 8,397 22,649
Old : 73,702: 1,764 46,185 0 63,541 4,868 65,305 51,053: 8,397 22,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,660: 185 2,219 0 2,014 206 2,199 2,425: -539 -765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 62.7 0.0 86.2 6.6 88.6 69.3: 11.4 30.7
Old : 100.0: 2.4 62.7 0.0 86.2 6.6 88.6 69.3: 11.4 30.7
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 : 40: 2 26 0 10 4 12 30:
Old : 40: 2 26 0 10 4 12 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 : 70.4 25.8 84.5 40.7 70.4 25.8 83.7 40.7
Old : 70.4 25.8 84.5 40.7 70.4 25.8 83.7 40.7
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, June 28, 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 : 101,352: 77,729 3,965 503 14,530 90,697 92,762 95,165: 8,590 6,187
Old : 101,352: 77,729 3,965 503 14,530 90,697 92,762 95,165: 8,590 6,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -3,210: -6,417 -1,000 495 2,628 -2,689 -3,294 -3,194: 84 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 3.9 0.5 14.3 89.5 91.5 93.9: 8.5 6.1
Old : 100.0: 76.7 3.9 0.5 14.3 89.5 91.5 93.9: 8.5 6.1
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 : 98: 64 5 2 15 17 80 24:
Old : 98: 64 5 2 15 17 80 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 : 29.1 67.8 45.2 84.4 29.1 67.0 45.2 83.5
Old : 29.1 67.8 45.2 84.4 29.1 67.0 45.2 83.5
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, June 28, 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 : 69,659: 8,914 28,852 1,176 41,249 20,303 51,339 50,332: 18,320 19,327
Old : 69,659: 8,914 28,852 1,176 41,249 20,303 51,339 50,332: 18,320 19,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,906: -4,977 1,904 31 7,152 -884 2,206 1,051: -300 855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 41.4 1.7 59.2 29.1 73.7 72.3: 26.3 27.7
Old : 100.0: 12.8 41.4 1.7 59.2 29.1 73.7 72.3: 26.3 27.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 12 19 4 17 16 30 38:
Old : 56: 12 19 4 17 16 30 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 26.6 53.1 41.9 35.3 26.6 48.3 41.2
Old : 40.2 26.6 53.1 41.9 35.3 26.6 48.3 41.2
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, June 28, 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 : 173,076: 8,119 62,707 5,684 133,448 71,095 147,251 139,486: 25,825 33,591
Old : 173,076: 8,119 62,707 5,684 133,448 71,095 147,251 139,486: 25,825 33,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 8,667: -484 13,581 301 8,614 -9,068 8,431 4,814: 236 3,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 36.2 3.3 77.1 41.1 85.1 80.6: 14.9 19.4
Old : 100.0: 4.7 36.2 3.3 77.1 41.1 85.1 80.6: 14.9 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 12 32 8 29 26 47 60:
Old : 83: 12 32 8 29 26 47 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 : 47.3 29.3 65.8 43.5 33.5 16.8 46.3 29.1
Old : 47.3 29.3 65.8 43.5 33.5 16.8 46.3 29.1
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, June 28, 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 : 175,334: 31,915 43,315 19,711 71,677 58,482 123,303 121,507: 52,031 53,827
Old : 175,334: 31,915 43,315 19,711 71,677 58,482 123,303 121,507: 52,031 53,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -755: 5,739 -700 1,274 -5,908 2,635 1,106 3,209: -1,861 -3,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 24.7 11.2 40.9 33.4 70.3 69.3: 29.7 30.7
Old : 100.0: 18.2 24.7 11.2 40.9 33.4 70.3 69.3: 29.7 30.7
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 : 120: 42 37 31 30 29 84 85:
Old : 120: 42 37 31 30 29 84 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 19.9 31.1 31.5 17.5 18.4 29.8 28.8
Old : 18.1 19.9 31.1 31.5 17.5 18.4 29.8 28.8
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, June 28, 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 : 76,427: 25,322 921 245 44,521 66,742 70,088 67,908: 6,339 8,519
Old : 76,427: 25,322 921 245 44,521 66,742 70,088 67,908: 6,339 8,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 1.2 0.3 58.3 87.3 91.7 88.9: 8.3 11.1
Old : 100.0: 33.1 1.2 0.3 58.3 87.3 91.7 88.9: 8.3 11.1
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 : 21: 3 1 1 8 15 12 16:
Old : 21: 3 1 1 8 15 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 : 71.2 62.7 90.0 77.8 66.0 59.2 81.9 71.2
Old : 71.2 62.7 90.0 77.8 66.0 59.2 81.9 71.2
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, June 28, 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 :11,552,427: 728,408 562,730 3,209,217 6,601,319 6,179,276 10,538,943 9,951,223: 1,013,484 1,601,203
Old :11,552,427: 728,408 562,730 3,209,217 6,601,319 6,179,276 10,538,943 9,951,223: 1,013,484 1,601,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 325,189: 109,162 -47,895 118,518 87,143 291,213 314,823 361,836: 10,366 -36,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 4.9 27.8 57.1 53.5 91.2 86.1: 8.8 13.9
Old : 100.0: 6.3 4.9 27.8 57.1 53.5 91.2 86.1: 8.8 13.9
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 : 267: 66 53 101 135 138 248 247:
Old : 267: 66 53 101 135 138 248 247:
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 : 20.0 14.1 33.3 24.2 18.5 7.9 25.8 12.2
Old : 20.0 14.1 33.3 24.2 18.5 7.9 25.8 12.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 712,278: 49,136 47,081 31,509 490,976 525,055 571,621 603,645: 140,657 108,633
Old : 712,278: 49,136 47,081 31,509 490,976 525,055 571,621 603,645: 140,657 108,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 6,651: -5,373 2,293 -227 10,301 8,242 4,701 10,308: 1,949 -3,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 6.6 4.4 68.9 73.7 80.3 84.7: 19.7 15.3
Old : 100.0: 6.9 6.6 4.4 68.9 73.7 80.3 84.7: 19.7 15.3
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 : 188: 35 35 45 91 65 153 118:
Old : 188: 35 35 45 91 65 153 118:
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 : 19.6 32.6 28.1 46.6 19.5 31.8 28.0 45.8
Old : 19.6 32.6 28.1 46.6 19.5 31.8 28.0 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 860,147: 133,582 167,515 17,625 448,883 579,526 600,090 764,666: 260,057 95,481
Old : 860,147: 133,582 167,515 17,625 448,883 579,526 600,090 764,666: 260,057 95,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 36,668: 42,887 -19,760 -180 -3,578 69,328 39,129 49,389: -2,461 -12,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 19.5 2.0 52.2 67.4 69.8 88.9: 30.2 11.1
Old : 100.0: 15.5 19.5 2.0 52.2 67.4 69.8 88.9: 30.2 11.1
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 : 176: 43 46 25 61 57 119 113:
Old : 176: 43 46 25 61 57 119 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 30.1 33.1 47.6 19.8 28.8 28.0 42.9
Old : 22.8 30.1 33.1 47.6 19.8 28.8 28.0 42.9
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, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 12,205: 960 224 0 6,510 10,949 7,470 11,173: 4,735 1,032
Old : 12,205: 960 224 0 6,510 10,949 7,470 11,173: 4,735 1,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 434: 235 19 0 183 405 418 424: 16 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 1.8 0.0 53.3 89.7 61.2 91.5: 38.8 8.5
Old : 100.0: 7.9 1.8 0.0 53.3 89.7 61.2 91.5: 38.8 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 0 14 16 16 17:
Old : 29: 2 1 0 14 16 16 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 : 27.7 38.7 43.8 66.7 26.2 37.6 40.8 65.3
Old : 27.7 38.7 43.8 66.7 26.2 37.6 40.8 65.3
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, June 28, 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 : 28,118: 7,006 1,392 292 17,150 22,368 24,448 24,052: 3,670 4,066
Old : 28,118: 7,006 1,392 292 17,150 22,368 24,448 24,052: 3,670 4,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 3,529: 943 -913 64 2,957 3,342 3,964 2,493: -435 1,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 5.0 1.0 61.0 79.6 86.9 85.5: 13.1 14.5
Old : 100.0: 24.9 5.0 1.0 61.0 79.6 86.9 85.5: 13.1 14.5
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 : 37: 4 4 1 17 18 22 22:
Old : 37: 4 4 1 17 18 22 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 : 50.6 51.0 69.2 65.2 50.6 51.0 67.0 65.2
Old : 50.6 51.0 69.2 65.2 50.6 51.0 67.0 65.2
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, June 28, 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 : 49,602: 6,784 8,209 0 25,774 32,782 32,558 40,992: 17,044 8,611
Old : 49,602: 6,784 8,209 0 25,774 32,782 32,558 40,992: 17,044 8,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 4,702: -1,572 795 -80 4,018 3,507 2,366 4,223: 2,337 479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 16.6 0.0 52.0 66.1 65.6 82.6: 34.4 17.4
Old : 100.0: 13.7 16.6 0.0 52.0 66.1 65.6 82.6: 34.4 17.4
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 : 78: 11 17 0 33 26 44 43:
Old : 78: 11 17 0 33 26 44 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 : 20.1 38.0 30.8 53.2 20.1 34.9 30.5 49.4
Old : 20.1 38.0 30.8 53.2 20.1 34.9 30.5 49.4
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, June 28, 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 : 222,027: 72,323 87,525 1,339 118,009 75,579 191,671 164,443: 30,356 57,584
Old : 222,027: 72,323 87,525 1,339 118,009 75,579 191,671 164,443: 30,356 57,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 35,298: 9,012 8,711 116 18,200 10,467 27,329 19,295: 7,969 16,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 39.4 0.6 53.2 34.0 86.3 74.1: 13.7 25.9
Old : 100.0: 32.6 39.4 0.6 53.2 34.0 86.3 74.1: 13.7 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 : 178: 59 56 10 43 31 107 92:
Old : 178: 59 56 10 43 31 107 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 18.2 39.1 28.0 23.4 16.2 37.2 25.7
Old : 25.3 18.2 39.1 28.0 23.4 16.2 37.2 25.7
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, June 28, 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 : 71,356: 24,447 1,439 229 24,888 62,232 49,563 63,900: 21,793 7,456
Old : 71,356: 24,447 1,439 229 24,888 62,232 49,563 63,900: 21,793 7,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -14,747: -12,158 -1,516 5 997 -12,381 -11,157 -13,892: -3,590 -855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 2.0 0.3 34.9 87.2 69.5 89.6: 30.5 10.4
Old : 100.0: 34.3 2.0 0.3 34.9 87.2 69.5 89.6: 30.5 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 16 3 1 15 20 32 23:
Old : 47: 16 3 1 15 20 32 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 : 39.9 41.0 50.6 65.1 39.9 41.0 50.6 64.4
Old : 39.9 41.0 50.6 65.1 39.9 41.0 50.6 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 28,987: 765 3,519 0 23,145 18,343 23,910 21,862: 5,076 7,125
Old : 28,987: 765 3,519 0 23,145 18,343 23,910 21,862: 5,076 7,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 143: 277 221 0 -34 -409 243 -188: -100 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 12.1 0.0 79.8 63.3 82.5 75.4: 17.5 24.6
Old : 100.0: 2.6 12.1 0.0 79.8 63.3 82.5 75.4: 17.5 24.6
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 : 53: 3 9 0 29 22 32 31:
Old : 53: 3 9 0 29 22 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 34.0 59.3 48.4 50.3 34.0 58.5 48.1
Old : 51.1 34.0 59.3 48.4 50.3 34.0 58.5 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 234,860: 16,745 45,197 874 202,225 176,820 219,845 222,892: 15,016 11,969
Old : 234,860: 16,745 45,197 874 202,225 176,820 219,845 222,892: 15,016 11,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 17,430: -269 -7,233 -74 17,043 23,787 16,700 16,481: 730 949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 19.2 0.4 86.1 75.3 93.6 94.9: 6.4 5.1
Old : 100.0: 7.1 19.2 0.4 86.1 75.3 93.6 94.9: 6.4 5.1
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 : 124: 21 39 6 36 46 60 88:
Old : 124: 21 39 6 36 46 60 88:
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 : 57.5 38.9 68.5 53.3 55.6 36.9 64.8 50.3
Old : 57.5 38.9 68.5 53.3 55.6 36.9 64.8 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 32,337: 10,625 5,825 509 10,286 19,030 21,420 25,364: 10,917 6,973
Old : 32,337: 10,625 5,825 509 10,286 19,030 21,420 25,364: 10,917 6,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 796: 174 5 67 484 2,161 725 2,233: 71 -1,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 18.0 1.6 31.8 58.8 66.2 78.4: 33.8 21.6
Old : 100.0: 32.9 18.0 1.6 31.8 58.8 66.2 78.4: 33.8 21.6
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 : 66: 22 14 4 14 18 39 34:
Old : 66: 22 14 4 14 18 39 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 38.7 32.6 50.5 19.2 37.5 32.6 49.3
Old : 19.2 38.7 32.6 50.5 19.2 37.5 32.6 49.3
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, June 28, 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 : 29,524: 1,265 2,892 693 13,752 22,242 15,710 25,827: 13,814 3,697
Old : 29,524: 1,265 2,892 693 13,752 22,242 15,710 25,827: 13,814 3,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -489: 0 -50 -100 867 -450 767 -600: -1,256 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 9.8 2.3 46.6 75.3 53.2 87.5: 46.8 12.5
Old : 100.0: 4.3 9.8 2.3 46.6 75.3 53.2 87.5: 46.8 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 : 38: 3 12 3 13 19 18 33:
Old : 38: 3 12 3 13 19 18 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 : 28.2 49.9 42.4 65.1 13.7 29.6 17.2 37.9
Old : 28.2 49.9 42.4 65.1 13.7 29.6 17.2 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 1, 2005