MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 23,250: 1,200 1,593 2,254 15,121 12,386 18,575 16,233: 4,675 7,018
Old : 23,250: 1,200 1,593 2,254 15,121 12,386 18,575 16,233: 4,675 7,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 355: 195 20 -129 151 986 217 877: 138 -522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 6.9 9.7 65.0 53.3 79.9 69.8: 20.1 30.2
Old : 100.0: 5.2 6.9 9.7 65.0 53.3 79.9 69.8: 20.1 30.2
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 : 40: 9 3 10 25 19 36 30:
Old : 40: 9 3 10 25 19 36 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 : 42.7 26.9 55.7 46.0 42.7 23.5 52.4 39.1
Old : 42.7 26.9 55.7 46.0 42.7 23.5 52.4 39.1
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, July 12, 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 : 100,612: 12,458 25,256 25,806 49,193 22,929 87,457 73,991: 13,155 26,621
Old : 81,885: 10,942 26,264 18,946 42,298 17,246 72,186 62,456: 9,698 19,429
Other: 18,727: 5,669 3,145 2,707 6,895 5,683 15,270 11,535: 3,457 7,192
: : :
: : Changes in Commitments from: July 5, 2005 :
: -819: 838 -390 1,402 -397 558 1,843 1,570: -2,662 -2,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 25.1 25.6 48.9 22.8 86.9 73.5: 13.1 26.5
Old : 100.0: 13.4 32.1 23.1 51.7 21.1 88.2 76.3: 11.8 23.7
Other: 100.0: 30.3 16.8 14.5 36.8 30.3 81.5 61.6: 18.5 38.4
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 37 57 46 22 26 91 106:
Old : 139: 37 58 39 21 26 84 103:
Other: 55: 18 15 12 10 18 35 38:
:----------------------------------------------------------------------------------------------------
: 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 : 29.2 18.1 45.6 28.1 29.2 13.5 43.2 20.7
Old : 35.9 17.8 52.0 28.7 35.9 12.9 49.7 22.3
Other: 43.5 29.2 63.1 39.5 42.2 20.9 57.9 28.8
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 2,955: 517 1,054 275 722 603 1,514 1,932: 1,441 1,023
Old : 2,730: 522 1,068 229 636 550 1,388 1,847: 1,342 883
Other: 225: 30 22 10 86 53 126 85: 98 139
: : :
: : Changes in Commitments from: July 5, 2005 :
: -107: -20 158 -66 -60 -35 -146 57: 39 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 35.7 9.3 24.4 20.4 51.2 65.4: 48.8 34.6
Old : 100.0: 19.1 39.1 8.4 23.3 20.1 50.8 67.6: 49.2 32.4
Other: 100.0: 13.5 9.8 4.5 38.3 23.6 56.2 37.9: 43.8 62.1
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 11 19 12 8 5 27 28:
Old : 39: 11 19 10 8 4 26 26:
Other: 17: 5 5 1 3 4 8 10:
:----------------------------------------------------------------------------------------------------
: 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 : 26.1 33.4 35.4 43.8 23.6 31.7 31.3 40.1
Old : 25.0 34.6 35.0 45.7 22.3 33.4 31.1 42.5
Other: 45.4 30.7 56.2 36.8 45.4 28.1 51.8 33.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 149,013: 28,365 35,695 20,720 78,194 60,228 127,279 116,643: 21,734 32,370
Old : 149,013: 28,365 35,695 20,720 78,194 60,228 127,279 116,643: 21,734 32,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 12,345: -1,135 4,251 3,572 5,009 446 7,445 8,268: 4,900 4,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 24.0 13.9 52.5 40.4 85.4 78.3: 14.6 21.7
Old : 100.0: 19.0 24.0 13.9 52.5 40.4 85.4 78.3: 14.6 21.7
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 : 242: 50 67 60 70 94 151 204:
Old : 242: 50 67 60 70 94 151 204:
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 : 24.3 10.6 39.3 18.9 24.2 9.4 38.8 16.7
Old : 24.3 10.6 39.3 18.9 24.2 9.4 38.8 16.7
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, July 12, 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 : 3,799: 846 932 197 1,002 1,079 2,045 2,207: 1,754 1,592
Old : 3,799: 846 932 197 1,002 1,079 2,045 2,207: 1,754 1,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 216: 6 131 15 -223 -377 -203 -231: 419 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 24.5 5.2 26.4 28.4 53.8 58.1: 46.2 41.9
Old : 100.0: 22.3 24.5 5.2 26.4 28.4 53.8 58.1: 46.2 41.9
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 : 39: 8 13 4 14 10 23 26:
Old : 39: 8 13 4 14 10 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 30.1 35.3 41.7 21.8 29.6 33.6 39.5
Old : 22.2 30.1 35.3 41.7 21.8 29.6 33.6 39.5
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, July 12, 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 : 28,073: 9,843 2,436 5,115 7,950 5,828 22,908 13,379: 5,165 14,694
Old : 28,073: 9,843 2,436 5,115 7,950 5,828 22,908 13,379: 5,165 14,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 1,427: 899 214 872 -407 -179 1,364 907: 62 520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 8.7 18.2 28.3 20.8 81.6 47.7: 18.4 52.3
Old : 100.0: 35.1 8.7 18.2 28.3 20.8 81.6 47.7: 18.4 52.3
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 : 144: 48 21 30 49 52 113 90:
Old : 144: 48 21 30 49 52 113 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 : 15.7 12.4 25.3 18.9 12.8 9.6 21.8 13.8
Old : 15.7 12.4 25.3 18.9 12.8 9.6 21.8 13.8
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, July 12, 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 : 98,878: 36,900 12,665 1,628 26,637 64,523 65,165 78,816: 33,713 20,062
Old : 98,878: 36,900 12,665 1,628 26,637 64,523 65,165 78,816: 33,713 20,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 22,678: 16,554 -2,827 376 3,044 24,481 19,973 22,030: 2,705 648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 12.8 1.6 26.9 65.3 65.9 79.7: 34.1 20.3
Old : 100.0: 37.3 12.8 1.6 26.9 65.3 65.9 79.7: 34.1 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 23 14 5 25 25 51 41:
Old : 75: 23 14 5 25 25 51 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 30.3 30.6 47.5 16.4 30.2 30.1 47.1
Old : 16.4 30.3 30.6 47.5 16.4 30.2 30.1 47.1
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, July 12, 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 : 70,110: 2,991 40,939 0 57,922 6,205 60,913 47,144: 9,197 22,966
Old : 70,110: 2,991 40,939 0 57,922 6,205 60,913 47,144: 9,197 22,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -4,462: 1,297 -6,295 0 -6,017 1,472 -4,720 -4,823: 258 361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 58.4 0.0 82.6 8.9 86.9 67.2: 13.1 32.8
Old : 100.0: 4.3 58.4 0.0 82.6 8.9 86.9 67.2: 13.1 32.8
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 : 35: 1 23 0 7 6 8 29:
Old : 35: 1 23 0 7 6 8 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 33.0 86.9 44.2 69.3 33.0 86.5 44.2
Old : 69.6 33.0 86.9 44.2 69.3 33.0 86.5 44.2
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, July 12, 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 : 100,570: 79,291 4,888 222 12,371 89,508 91,885 94,618: 8,686 5,952
Old : 100,570: 79,291 4,888 222 12,371 89,508 91,885 94,618: 8,686 5,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -4,255: -3,316 535 1 -1,319 -5,019 -4,635 -4,483: 379 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 4.9 0.2 12.3 89.0 91.4 94.1: 8.6 5.9
Old : 100.0: 78.8 4.9 0.2 12.3 89.0 91.4 94.1: 8.6 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 63 7 2 16 17 79 26:
Old : 99: 63 7 2 16 17 79 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 66.1 48.1 83.8 31.2 65.5 48.1 83.1
Old : 31.2 66.1 48.1 83.8 31.2 65.5 48.1 83.1
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, July 12, 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 : 77,278: 9,308 31,872 955 48,379 22,658 58,642 55,485: 18,636 21,793
Old : 77,278: 9,308 31,872 955 48,379 22,658 58,642 55,485: 18,636 21,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 66: -1,539 136 -225 5,826 -1,795 4,062 -1,884: -3,995 1,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 41.2 1.2 62.6 29.3 75.9 71.8: 24.1 28.2
Old : 100.0: 12.0 41.2 1.2 62.6 29.3 75.9 71.8: 24.1 28.2
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 : 61: 9 22 3 20 18 30 42:
Old : 61: 9 22 3 20 18 30 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 : 42.6 25.8 58.8 37.4 38.9 25.8 55.1 37.4
Old : 42.6 25.8 58.8 37.4 38.9 25.8 55.1 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 188,858: 8,706 74,240 5,860 147,616 74,814 162,183 154,914: 26,675 33,944
Old : 188,858: 8,706 74,240 5,860 147,616 74,814 162,183 154,914: 26,675 33,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 4,955: -196 10,458 -678 5,884 -4,612 5,011 5,168: -56 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 39.3 3.1 78.2 39.6 85.9 82.0: 14.1 18.0
Old : 100.0: 4.6 39.3 3.1 78.2 39.6 85.9 82.0: 14.1 18.0
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 : 90: 12 40 8 28 27 47 68:
Old : 90: 12 40 8 28 27 47 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 30.9 65.9 45.7 34.2 20.8 48.0 33.4
Old : 46.7 30.9 65.9 45.7 34.2 20.8 48.0 33.4
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, July 12, 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 : 167,187: 24,641 32,061 12,360 80,043 65,791 117,044 110,213: 50,142 56,974
Old : 167,187: 24,641 32,061 12,360 80,043 65,791 117,044 110,213: 50,142 56,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -23,245: 1,742 -14,135 -9,593 -3,604 6,472 -11,455 -17,256: -11,790 -5,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 19.2 7.4 47.9 39.4 70.0 65.9: 30.0 34.1
Old : 100.0: 14.7 19.2 7.4 47.9 39.4 70.0 65.9: 30.0 34.1
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 : 103: 26 35 22 31 31 69 76:
Old : 103: 26 35 22 31 31 69 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 22.8 39.7 33.7 26.8 21.9 38.8 32.3
Old : 27.0 22.8 39.7 33.7 26.8 21.9 38.8 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 85,085: 23,461 1,166 50 53,380 71,746 76,891 72,962: 8,194 12,123
Old : 85,085: 23,461 1,166 50 53,380 71,746 76,891 72,962: 8,194 12,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -299: -1,587 245 -245 291 -3,814 -1,541 -3,814: 1,242 3,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 1.4 0.1 62.7 84.3 90.4 85.8: 9.6 14.2
Old : 100.0: 27.6 1.4 0.1 62.7 84.3 90.4 85.8: 9.6 14.2
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 : 22: 3 1 1 9 15 12 17:
Old : 22: 3 1 1 9 15 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 : 61.0 54.1 85.9 71.9 54.0 42.0 69.8 57.2
Old : 61.0 54.1 85.9 71.9 54.0 42.0 69.8 57.2
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, July 12, 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 :11,827,212: 664,859 738,293 3,516,520 6,629,610 5,909,404 10,810,989 10,164,216: 1,016,223 1,662,996
Old :11,827,212: 664,859 738,293 3,516,520 6,629,610 5,909,404 10,810,989 10,164,216: 1,016,223 1,662,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -183,176: -33,896 97,524 -29,413 -88,610 -209,423 -151,919 -141,312: -31,257 -41,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 6.2 29.7 56.1 50.0 91.4 85.9: 8.6 14.1
Old : 100.0: 5.6 6.2 29.7 56.1 50.0 91.4 85.9: 8.6 14.1
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 : 277: 61 62 105 140 143 252 264:
Old : 277: 61 62 105 140 143 252 264:
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 : 19.7 13.4 33.7 22.9 18.2 6.9 25.8 11.4
Old : 19.7 13.4 33.7 22.9 18.2 6.9 25.8 11.4
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, July 12, 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 : 726,180: 54,822 41,834 42,378 491,081 523,161 588,281 607,372: 137,899 118,808
Old : 726,180: 54,822 41,834 42,378 491,081 523,161 588,281 607,372: 137,899 118,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 16,251: 2,890 -5,051 8,372 4,680 -1,112 15,941 2,209: 309 14,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 5.8 5.8 67.6 72.0 81.0 83.6: 19.0 16.4
Old : 100.0: 7.5 5.8 5.8 67.6 72.0 81.0 83.6: 19.0 16.4
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 : 204: 42 43 56 92 68 169 132:
Old : 204: 42 43 56 92 68 169 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 31.7 27.6 44.9 18.9 31.0 27.6 44.2
Old : 19.0 31.7 27.6 44.9 18.9 31.0 27.6 44.2
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, July 12, 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 : 985,241: 115,250 250,795 27,493 524,233 600,758 666,976 879,046: 318,265 106,195
Old : 985,241: 115,250 250,795 27,493 524,233 600,758 666,976 879,046: 318,265 106,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 101,328: -32,360 49,951 7,371 70,219 40,278 45,230 97,600: 56,099 3,728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 25.5 2.8 53.2 61.0 67.7 89.2: 32.3 10.8
Old : 100.0: 11.7 25.5 2.8 53.2 61.0 67.7 89.2: 32.3 10.8
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 : 189: 33 64 35 63 61 123 133:
Old : 189: 33 64 35 63 61 123 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 26.7 31.8 40.4 17.8 22.9 24.8 33.3
Old : 22.7 26.7 31.8 40.4 17.8 22.9 24.8 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 12,270: 1,060 353 0 6,525 10,957 7,585 11,310: 4,685 960
Old : 12,270: 1,060 353 0 6,525 10,957 7,585 11,310: 4,685 960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -172: -212 -5 0 59 -5 -153 -10: -19 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 2.9 0.0 53.2 89.3 61.8 92.2: 38.2 7.8
Old : 100.0: 8.6 2.9 0.0 53.2 89.3 61.8 92.2: 38.2 7.8
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 : 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 : 27.6 38.4 43.3 66.2 26.0 37.4 40.7 64.8
Old : 27.6 38.4 43.3 66.2 26.0 37.4 40.7 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 31,570: 8,522 1,292 123 18,415 26,435 27,060 27,850: 4,510 3,720
Old : 31,570: 8,522 1,292 123 18,415 26,435 27,060 27,850: 4,510 3,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 442: -892 275 0 868 -69 -24 206: 466 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 4.1 0.4 58.3 83.7 85.7 88.2: 14.3 11.8
Old : 100.0: 27.0 4.1 0.4 58.3 83.7 85.7 88.2: 14.3 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 7 2 1 16 20 23 23:
Old : 39: 7 2 1 16 20 23 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 : 47.9 50.5 66.6 66.5 47.9 49.2 65.7 64.4
Old : 47.9 50.5 66.6 66.5 47.9 49.2 65.7 64.4
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, July 12, 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 : 50,691: 6,515 8,786 80 26,431 32,899 33,026 41,764: 17,665 8,926
Old : 50,691: 6,515 8,786 80 26,431 32,899 33,026 41,764: 17,665 8,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 267: -382 616 -26 729 16 322 606: -55 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 17.3 0.2 52.1 64.9 65.2 82.4: 34.8 17.6
Old : 100.0: 12.9 17.3 0.2 52.1 64.9 65.2 82.4: 34.8 17.6
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 : 72: 12 13 1 32 24 44 38:
Old : 72: 12 13 1 32 24 44 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 : 20.5 40.2 32.2 56.6 19.7 36.2 30.3 51.6
Old : 20.5 40.2 32.2 56.6 19.7 36.2 30.3 51.6
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, July 12, 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 : 259,429: 71,528 75,717 3,419 161,144 121,543 236,091 200,678: 23,339 58,751
Old : 259,429: 71,528 75,717 3,419 161,144 121,543 236,091 200,678: 23,339 58,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 18,827: -10,109 -33,097 1,343 27,007 44,759 18,240 13,005: 587 5,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 29.2 1.3 62.1 46.8 91.0 77.4: 9.0 22.6
Old : 100.0: 27.6 29.2 1.3 62.1 46.8 91.0 77.4: 9.0 22.6
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 : 187: 65 56 12 39 40 111 101:
Old : 187: 65 56 12 39 40 111 101:
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 : 43.5 22.6 53.0 33.1 40.8 20.6 49.1 29.1
Old : 43.5 22.6 53.0 33.1 40.8 20.6 49.1 29.1
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, July 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 65,370: 17,868 9,312 7 29,281 39,715 47,156 49,034: 18,214 16,336
Old : 65,370: 17,868 9,312 7 29,281 39,715 47,156 49,034: 18,214 16,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 3,632: 1,334 1,350 -229 3,413 -736 4,518 385: -886 3,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 14.2 0.0 44.8 60.8 72.1 75.0: 27.9 25.0
Old : 100.0: 27.3 14.2 0.0 44.8 60.8 72.1 75.0: 27.9 25.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 8 9 1 16 17 25 26:
Old : 44: 8 9 1 16 17 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 33.9 57.8 52.3 41.4 33.2 57.7 51.3
Old : 41.5 33.9 57.8 52.3 41.4 33.2 57.7 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 29,108: 800 4,050 0 23,340 20,897 24,140 24,947: 4,968 4,161
Old : 29,108: 800 4,050 0 23,340 20,897 24,140 24,947: 4,968 4,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -152: -79 -269 0 -127 2,419 -206 2,150: 54 -2,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 13.9 0.0 80.2 71.8 82.9 85.7: 17.1 14.3
Old : 100.0: 2.7 13.9 0.0 80.2 71.8 82.9 85.7: 17.1 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 3 9 0 28 23 31 32:
Old : 53: 3 9 0 28 23 31 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 : 50.8 37.6 60.5 53.6 50.0 37.6 59.7 53.3
Old : 50.8 37.6 60.5 53.6 50.0 37.6 59.7 53.3
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, July 12, 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 : 229,638: 26,880 43,939 1,957 187,367 170,243 216,204 216,139: 13,434 13,499
Old : 229,638: 26,880 43,939 1,957 187,367 170,243 216,204 216,139: 13,434 13,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -12,187: 2,688 -1,793 414 -14,536 -12,995 -11,434 -14,374: -754 2,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 19.1 0.9 81.6 74.1 94.2 94.1: 5.8 5.9
Old : 100.0: 11.7 19.1 0.9 81.6 74.1 94.2 94.1: 5.8 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 22 43 10 35 50 63 97:
Old : 130: 22 43 10 35 50 63 97:
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 : 54.9 35.3 65.2 50.0 50.3 32.7 59.1 45.7
Old : 54.9 35.3 65.2 50.0 50.3 32.7 59.1 45.7
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, July 12, 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 : 35,884: 11,812 5,937 680 12,068 21,440 24,560 28,057: 11,324 7,827
Old : 35,884: 11,812 5,937 680 12,068 21,440 24,560 28,057: 11,324 7,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 3,186: 479 483 40 1,704 2,055 2,223 2,578: 963 608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 16.5 1.9 33.6 59.7 68.4 78.2: 31.6 21.8
Old : 100.0: 32.9 16.5 1.9 33.6 59.7 68.4 78.2: 31.6 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 : 70: 23 13 4 16 20 41 36:
Old : 70: 23 13 4 16 20 41 36:
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 39.0 33.2 48.4 20.1 38.5 33.2 47.8
Old : 20.1 39.0 33.2 48.4 20.1 38.5 33.2 47.8
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, July 12, 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 : 28,335: 1,295 2,311 441 13,308 21,999 15,044 24,751: 13,291 3,584
Old : 28,335: 1,295 2,311 441 13,308 21,999 15,044 24,751: 13,291 3,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -583: 0 -496 -253 -301 192 -554 -557: -29 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 8.2 1.6 47.0 77.6 53.1 87.4: 46.9 12.6
Old : 100.0: 4.6 8.2 1.6 47.0 77.6 53.1 87.4: 46.9 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 10 2 13 19 17 30:
Old : 35: 3 10 2 13 19 17 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 : 28.1 51.8 42.4 67.1 14.4 32.8 18.0 40.4
Old : 28.1 51.8 42.4 67.1 14.4 32.8 18.0 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 15, 2005