MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 24,618: 1,125 1,558 2,374 16,149 13,319 19,647 17,251: 4,971 7,367
Old : 24,618: 1,125 1,558 2,374 16,149 13,319 19,647 17,251: 4,971 7,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,368: -76 -34 120 1,028 933 1,072 1,018: 295 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 6.3 9.6 65.6 54.1 79.8 70.1: 20.2 29.9
Old : 100.0: 4.6 6.3 9.6 65.6 54.1 79.8 70.1: 20.2 29.9
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 : 41: 9 2 9 26 20 36 30:
Old : 41: 9 2 9 26 20 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 : 41.1 26.9 55.7 46.1 41.1 23.5 53.4 39.9
Old : 41.1 26.9 55.7 46.1 41.1 23.5 53.4 39.9
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 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 103,753: 12,873 24,819 29,792 48,432 22,309 91,097 76,920: 12,656 26,833
Old : 84,025: 11,443 26,456 22,424 41,621 15,795 75,487 64,674: 8,538 19,351
Other: 19,728: 6,129 3,062 2,669 6,812 6,515 15,610 12,246: 4,119 7,482
: : :
: : Changes in Commitments from: July 12, 2005 :
: 3,142: 415 -437 3,986 -761 -619 3,640 2,930: -499 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 23.9 28.7 46.7 21.5 87.8 74.1: 12.2 25.9
Old : 100.0: 13.6 31.5 26.7 49.5 18.8 89.8 77.0: 10.2 23.0
Other: 100.0: 31.1 15.5 13.5 34.5 33.0 79.1 62.1: 20.9 37.9
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 35 57 49 25 29 97 108:
Old : 143: 33 61 41 23 29 87 107:
Other: 56: 21 10 12 12 19 38 36:
:----------------------------------------------------------------------------------------------------
: 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 : 28.3 18.8 44.6 29.4 28.3 12.8 41.7 19.9
Old : 34.8 19.9 52.2 30.5 34.8 12.1 48.6 20.7
Other: 40.5 29.7 58.6 39.0 39.2 21.3 54.6 29.1
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 2,659: 458 975 245 712 444 1,415 1,664: 1,245 996
Old : 2,409: 465 991 201 601 381 1,266 1,573: 1,143 836
Other: 250: 37 27 0 111 63 148 90: 101 159
: : :
: : Changes in Commitments from: July 12, 2005 :
: -296: -59 -80 -30 -10 -159 -99 -268: -196 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 36.7 9.2 26.8 16.7 53.2 62.6: 46.8 37.4
Old : 100.0: 19.3 41.1 8.3 24.9 15.8 52.6 65.3: 47.4 34.7
Other: 100.0: 15.0 10.9 0.0 44.4 25.2 59.4 36.2: 40.6 63.8
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 10 14 9 9 5 24 23:
Old : 34: 10 14 7 9 4 23 21:
Other: 15: 3 5 0 4 3 7 8:
:----------------------------------------------------------------------------------------------------
: 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 : 26.6 34.3 36.1 45.8 23.8 33.2 31.9 42.7
Old : 25.6 35.7 36.1 48.4 22.6 35.7 32.1 46.2
Other: 50.0 31.2 59.4 36.2 50.0 31.2 59.4 36.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 156,668: 30,937 36,486 23,520 80,215 63,501 134,672 123,506: 21,996 33,161
Old : 156,668: 30,937 36,486 23,520 80,215 63,501 134,672 123,506: 21,996 33,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 7,655: 2,572 791 2,800 2,021 3,273 7,393 6,864: 262 791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 23.3 15.0 51.2 40.5 86.0 78.8: 14.0 21.2
Old : 100.0: 19.7 23.3 15.0 51.2 40.5 86.0 78.8: 14.0 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 55 73 64 76 102 162 216:
Old : 253: 55 73 64 76 102 162 216:
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 : 24.1 10.2 38.5 18.0 24.0 9.0 37.7 16.2
Old : 24.1 10.2 38.5 18.0 24.0 9.0 37.7 16.2
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 19, 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 : 3,451: 946 802 122 862 1,130 1,929 2,054: 1,522 1,397
Old : 3,451: 946 802 122 862 1,130 1,929 2,054: 1,522 1,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -348: 100 -129 -75 -140 52 -116 -152: -232 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 23.3 3.5 25.0 32.8 55.9 59.5: 44.1 40.5
Old : 100.0: 27.4 23.3 3.5 25.0 32.8 55.9 59.5: 44.1 40.5
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 : 35: 7 10 6 13 11 24 23:
Old : 35: 7 10 6 13 11 24 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 : 24.1 34.8 38.1 47.3 24.1 34.3 37.5 45.1
Old : 24.1 34.8 38.1 47.3 24.1 34.3 37.5 45.1
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 19, 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 : 28,215: 7,473 2,935 5,859 9,159 6,151 22,491 14,945: 5,724 13,270
Old : 28,215: 7,473 2,935 5,859 9,159 6,151 22,491 14,945: 5,724 13,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 142: -2,370 499 744 1,209 323 -417 1,566: 559 -1,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 10.4 20.8 32.5 21.8 79.7 53.0: 20.3 47.0
Old : 100.0: 26.5 10.4 20.8 32.5 21.8 79.7 53.0: 20.3 47.0
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 : 139: 40 25 28 53 50 108 91:
Old : 139: 40 25 28 53 50 108 91:
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 : 17.9 15.2 27.9 22.8 12.4 11.1 21.3 15.6
Old : 17.9 15.2 27.9 22.8 12.4 11.1 21.3 15.6
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 19, 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 : 97,879: 36,727 9,881 1,533 25,341 67,750 63,601 79,164: 34,278 18,716
Old : 97,879: 36,727 9,881 1,533 25,341 67,750 63,601 79,164: 34,278 18,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -998: -172 -2,784 -95 -1,296 3,227 -1,564 348: 566 -1,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 10.1 1.6 25.9 69.2 65.0 80.9: 35.0 19.1
Old : 100.0: 37.5 10.1 1.6 25.9 69.2 65.0 80.9: 35.0 19.1
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 : 74: 28 9 5 24 25 54 37:
Old : 74: 28 9 5 24 25 54 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 32.7 30.4 51.7 17.2 32.7 28.9 51.3
Old : 17.2 32.7 30.4 51.7 17.2 32.7 28.9 51.3
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 19, 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 : 73,164: 6,019 42,511 1 59,067 7,684 65,087 50,196: 8,077 22,968
Old : 73,164: 6,019 42,511 1 59,067 7,684 65,087 50,196: 8,077 22,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 3,054: 3,028 1,572 1 1,145 1,479 4,174 3,052: -1,120 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 58.1 0.0 80.7 10.5 89.0 68.6: 11.0 31.4
Old : 100.0: 8.2 58.1 0.0 80.7 10.5 89.0 68.6: 11.0 31.4
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 : 42: 2 27 1 9 8 11 36:
Old : 42: 2 27 1 9 8 11 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 : 68.3 28.1 88.9 40.1 68.3 28.1 88.2 40.1
Old : 68.3 28.1 88.9 40.1 68.3 28.1 88.2 40.1
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 19, 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 : 94,885: 74,717 4,377 305 11,198 84,265 86,220 88,947: 8,665 5,939
Old : 94,885: 74,717 4,377 305 11,198 84,265 86,220 88,947: 8,665 5,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -5,685: -4,574 -511 82 -1,173 -5,243 -5,665 -5,672: -20 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 4.6 0.3 11.8 88.8 90.9 93.7: 9.1 6.3
Old : 100.0: 78.7 4.6 0.3 11.8 88.8 90.9 93.7: 9.1 6.3
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 : 95: 64 5 3 15 14 79 22:
Old : 95: 64 5 3 15 14 79 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 : 29.4 69.6 44.3 86.5 29.4 69.0 44.3 85.9
Old : 29.4 69.6 44.3 86.5 29.4 69.0 44.3 85.9
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 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 80,777: 11,360 37,220 895 49,161 22,211 61,416 60,326: 19,361 20,451
Old : 80,777: 11,360 37,220 895 49,161 22,211 61,416 60,326: 19,361 20,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 3,499: 2,052 5,349 -60 782 -448 2,774 4,841: 725 -1,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 46.1 1.1 60.9 27.5 76.0 74.7: 24.0 25.3
Old : 100.0: 14.1 46.1 1.1 60.9 27.5 76.0 74.7: 24.0 25.3
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 : 66: 11 24 3 20 20 33 45:
Old : 66: 11 24 3 20 20 33 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 : 41.1 28.4 54.6 39.4 37.0 28.4 50.5 39.0
Old : 41.1 28.4 54.6 39.4 37.0 28.4 50.5 39.0
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 19, 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 : 196,245: 7,124 68,835 5,473 154,913 85,464 167,510 159,771: 28,735 36,474
Old : 196,245: 7,124 68,835 5,473 154,913 85,464 167,510 159,771: 28,735 36,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 7,387: -1,583 -5,405 -388 7,297 10,650 5,327 4,857: 2,060 2,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 35.1 2.8 78.9 43.5 85.4 81.4: 14.6 18.6
Old : 100.0: 3.6 35.1 2.8 78.9 43.5 85.4 81.4: 14.6 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 14 40 7 29 30 46 74:
Old : 96: 14 40 7 29 30 46 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 33.0 65.7 45.7 34.0 21.9 48.1 32.1
Old : 45.8 33.0 65.7 45.7 34.0 21.9 48.1 32.1
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, July 19, 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 : 170,756: 23,116 35,281 12,694 82,333 67,681 118,143 115,656: 52,612 55,100
Old : 170,756: 23,116 35,281 12,694 82,333 67,681 118,143 115,656: 52,612 55,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 3,569: -1,525 3,219 334 2,290 1,889 1,099 5,443: 2,470 -1,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 20.7 7.4 48.2 39.6 69.2 67.7: 30.8 32.3
Old : 100.0: 13.5 20.7 7.4 48.2 39.6 69.2 67.7: 30.8 32.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 24 39 21 32 32 68 80:
Old : 106: 24 39 21 32 32 68 80:
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 : 25.9 19.8 38.4 29.9 23.2 18.6 35.3 27.7
Old : 25.9 19.8 38.4 29.9 23.2 18.6 35.3 27.7
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 19, 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 : 60,913: 9,372 1,000 360 47,036 54,223 56,768 55,583: 4,145 5,330
Old : 60,913: 9,372 1,000 360 47,036 54,223 56,768 55,583: 4,145 5,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -24,172: -14,089 -166 310 -6,344 -17,523 -20,123 -17,379: -4,049 -6,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 1.6 0.6 77.2 89.0 93.2 91.2: 6.8 8.8
Old : 100.0: 15.4 1.6 0.6 77.2 89.0 93.2 91.2: 6.8 8.8
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 : 24: 3 1 1 10 15 13 17:
Old : 24: 3 1 1 10 15 13 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 : 68.6 65.7 86.7 82.6 67.1 61.1 82.2 77.8
Old : 68.6 65.7 86.7 82.6 67.1 61.1 82.2 77.8
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 19, 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 :11,817,476: 670,412 869,346 3,579,782 6,620,163 5,825,485 10,870,358 10,274,613: 947,118 1,542,863
Old :11,817,476: 670,412 869,346 3,579,782 6,620,163 5,825,485 10,870,358 10,274,613: 947,118 1,542,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -9,736: 5,553 131,053 63,263 -9,446 -83,919 59,370 110,397: -69,105 -120,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 7.4 30.3 56.0 49.3 92.0 86.9: 8.0 13.1
Old : 100.0: 5.7 7.4 30.3 56.0 49.3 92.0 86.9: 8.0 13.1
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 : 285: 64 65 102 141 147 251 271:
Old : 285: 64 65 102 141 147 251 271:
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 : 20.4 13.3 35.3 22.4 18.9 6.6 26.3 10.9
Old : 20.4 13.3 35.3 22.4 18.9 6.6 26.3 10.9
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 19, 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 : 714,806: 57,137 41,077 34,232 483,516 517,110 574,885 592,420: 139,920 122,386
Old : 714,806: 57,137 41,077 34,232 483,516 517,110 574,885 592,420: 139,920 122,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -11,375: 2,315 -756 -8,146 -7,564 -6,050 -13,396 -14,953: 2,021 3,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 5.7 4.8 67.6 72.3 80.4 82.9: 19.6 17.1
Old : 100.0: 8.0 5.7 4.8 67.6 72.3 80.4 82.9: 19.6 17.1
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 : 197: 43 35 49 93 67 164 123:
Old : 197: 43 35 49 93 67 164 123:
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 : 19.3 32.2 28.1 45.8 19.2 31.4 28.0 44.9
Old : 19.3 32.2 28.1 45.8 19.2 31.4 28.0 44.9
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 19, 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 : 973,544: 137,560 239,560 16,238 484,869 617,888 638,666 873,687: 334,877 99,857
Old : 973,544: 137,560 239,560 16,238 484,869 617,888 638,666 873,687: 334,877 99,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -11,697: 22,310 -11,235 -11,255 -39,364 17,131 -28,309 -5,359: 16,612 -6,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 24.6 1.7 49.8 63.5 65.6 89.7: 34.4 10.3
Old : 100.0: 14.1 24.6 1.7 49.8 63.5 65.6 89.7: 34.4 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 36 58 30 55 63 113 129:
Old : 181: 36 58 30 55 63 113 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 27.2 31.0 40.7 17.5 24.0 24.9 35.3
Old : 21.4 27.2 31.0 40.7 17.5 24.0 24.9 35.3
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 19, 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 : 12,266: 1,060 337 0 6,543 10,960 7,603 11,297: 4,663 969
Old : 12,266: 1,060 337 0 6,543 10,960 7,603 11,297: 4,663 969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -4: 0 -16 0 18 3 18 -13: -22 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 2.7 0.0 53.3 89.4 62.0 92.1: 38.0 7.9
Old : 100.0: 8.6 2.7 0.0 53.3 89.4 62.0 92.1: 38.0 7.9
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 : 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 38.4 43.5 66.2 26.0 37.4 40.9 64.9
Old : 27.7 38.4 43.5 66.2 26.0 37.4 40.9 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 30,841: 8,875 1,584 0 17,455 25,387 26,330 26,971: 4,511 3,870
Old : 30,841: 8,875 1,584 0 17,455 25,387 26,330 26,971: 4,511 3,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -729: 353 292 -123 -960 -1,048 -730 -879: 1 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 5.1 0.0 56.6 82.3 85.4 87.5: 14.6 12.5
Old : 100.0: 28.8 5.1 0.0 56.6 82.3 85.4 87.5: 14.6 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 : 40: 8 3 0 16 19 24 22:
Old : 40: 8 3 0 16 19 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 51.0 67.7 66.1 49.7 49.6 65.2 64.0
Old : 49.8 51.0 67.7 66.1 49.7 49.6 65.2 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 48,125: 7,494 7,104 101 26,263 32,005 33,857 39,210: 14,268 8,915
Old : 48,125: 7,494 7,104 101 26,263 32,005 33,857 39,210: 14,268 8,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -2,565: 979 -1,682 21 -169 -893 831 -2,554: -3,397 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 14.8 0.2 54.6 66.5 70.4 81.5: 29.6 18.5
Old : 100.0: 15.6 14.8 0.2 54.6 66.5 70.4 81.5: 29.6 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 13 12 1 30 24 43 37:
Old : 71: 13 12 1 30 24 43 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 40.7 34.5 55.1 20.8 35.1 31.7 49.1
Old : 22.4 40.7 34.5 55.1 20.8 35.1 31.7 49.1
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 19, 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 : 266,971: 99,644 72,309 2,153 144,682 158,813 246,479 233,276: 20,492 33,696
Old : 266,971: 99,644 72,309 2,153 144,682 158,813 246,479 233,276: 20,492 33,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 7,542: 28,116 -3,408 -1,265 -16,463 37,271 10,388 32,597: -2,846 -25,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 27.1 0.8 54.2 59.5 92.3 87.4: 7.7 12.6
Old : 100.0: 37.3 27.1 0.8 54.2 59.5 92.3 87.4: 7.7 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 : 190: 70 54 11 36 42 112 101:
Old : 190: 70 54 11 36 42 112 101:
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 : 40.1 29.8 51.7 40.3 35.1 24.9 43.1 34.2
Old : 40.1 29.8 51.7 40.3 35.1 24.9 43.1 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 64,539: 16,209 9,453 7 32,113 38,820 48,329 48,280: 16,211 16,259
Old : 64,539: 16,209 9,453 7 32,113 38,820 48,329 48,280: 16,211 16,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -831: -1,659 141 0 2,832 -894 1,173 -753: -2,003 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 14.6 0.0 49.8 60.2 74.9 74.8: 25.1 25.2
Old : 100.0: 25.1 14.6 0.0 49.8 60.2 74.9 74.8: 25.1 25.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 7 9 1 16 16 24 25:
Old : 42: 7 9 1 16 16 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 33.5 61.5 51.7 49.0 32.6 61.3 50.9
Old : 49.1 33.5 61.5 51.7 49.0 32.6 61.3 50.9
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 19, 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 : 29,276: 778 4,244 0 23,433 19,290 24,211 23,535: 5,065 5,741
Old : 29,276: 778 4,244 0 23,433 19,290 24,211 23,535: 5,065 5,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 168: -22 194 0 93 -1,607 71 -1,413: 97 1,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 14.5 0.0 80.0 65.9 82.7 80.4: 17.3 19.6
Old : 100.0: 2.7 14.5 0.0 80.0 65.9 82.7 80.4: 17.3 19.6
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 10 0 28 22 31 32:
Old : 53: 3 10 0 28 22 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 : 50.5 36.6 60.2 50.8 49.7 36.6 59.3 50.6
Old : 50.5 36.6 60.2 50.8 49.7 36.6 59.3 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 225,872: 26,161 43,361 1,358 185,222 170,253 212,741 214,972: 13,131 10,901
Old : 225,872: 26,161 43,361 1,358 185,222 170,253 212,741 214,972: 13,131 10,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -3,766: -720 -578 -599 -2,145 10 -3,463 -1,167: -302 -2,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 19.2 0.6 82.0 75.4 94.2 95.2: 5.8 4.8
Old : 100.0: 11.6 19.2 0.6 82.0 75.4 94.2 95.2: 5.8 4.8
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 : 128: 26 37 11 35 48 67 90:
Old : 128: 26 37 11 35 48 67 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 : 56.5 35.5 66.5 51.5 51.7 33.3 60.5 48.2
Old : 56.5 35.5 66.5 51.5 51.7 33.3 60.5 48.2
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 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 38,330: 13,164 7,083 661 13,040 22,170 26,865 29,914: 11,465 8,416
Old : 38,330: 13,164 7,083 661 13,040 22,170 26,865 29,914: 11,465 8,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 2,446: 1,352 1,146 -19 972 730 2,305 1,857: 141 589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 18.5 1.7 34.0 57.8 70.1 78.0: 29.9 22.0
Old : 100.0: 34.3 18.5 1.7 34.0 57.8 70.1 78.0: 29.9 22.0
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 : 74: 26 13 4 16 21 44 37:
Old : 74: 26 13 4 16 21 44 37:
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 : 20.7 38.9 32.7 49.2 20.7 38.4 32.7 48.7
Old : 20.7 38.9 32.7 49.2 20.7 38.4 32.7 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 22,289: 5,592 0 70 12,129 5,694 17,791 5,764: 4,498 16,525
Old : 22,289: 5,592 0 70 12,129 5,694 17,791 5,764: 4,498 16,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 4,938: 628 -200 70 2,733 3,494 3,431 3,364: 1,507 1,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 0.0 0.3 54.4 25.5 79.8 25.9: 20.2 74.1
Old : 100.0: 25.1 0.0 0.3 54.4 25.5 79.8 25.9: 20.2 74.1
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 : 20: 9 0 1 9 3 18 4:
Old : 20: 9 0 1 9 3 18 4:
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 : 51.6 25.9 62.8 25.9 49.9 20.6 60.0 20.6
Old : 51.6 25.9 62.8 25.9 49.9 20.6 60.0 20.6
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 19, 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 : 28,964: 1,153 2,366 107 14,289 22,338 15,549 24,811: 13,415 4,153
Old : 28,964: 1,153 2,366 107 14,289 22,338 15,549 24,811: 13,415 4,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 629: -142 55 -334 981 339 505 60: 124 569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 8.2 0.4 49.3 77.1 53.7 85.7: 46.3 14.3
Old : 100.0: 4.0 8.2 0.4 49.3 77.1 53.7 85.7: 46.3 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 : 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 : 28.9 51.6 43.5 67.0 14.1 31.4 18.8 38.9
Old : 28.9 51.6 43.5 67.0 14.1 31.4 18.8 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 22, 2005