MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 25,496: 1,551 1,612 2,470 16,420 14,068 20,442 18,150: 5,054 7,346
Old : 25,496: 1,551 1,612 2,470 16,420 14,068 20,442 18,150: 5,054 7,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 878: 427 54 96 272 749 795 899: 83 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 6.3 9.7 64.4 55.2 80.2 71.2: 19.8 28.8
Old : 100.0: 6.1 6.3 9.7 64.4 55.2 80.2 71.2: 19.8 28.8
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 : 43: 11 2 11 26 20 38 32:
Old : 43: 11 2 11 26 20 38 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 : 41.4 27.2 57.3 46.7 41.4 24.2 53.4 40.4
Old : 41.4 27.2 57.3 46.7 41.4 24.2 53.4 40.4
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 26, 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 : 99,201: 13,783 24,504 23,437 49,682 23,633 86,902 71,574: 12,299 27,627
Old : 77,796: 12,238 28,140 14,725 42,614 15,224 69,577 58,089: 8,220 19,707
Other: 21,405: 7,543 2,362 2,714 7,068 8,409 17,325 13,485: 4,080 7,920
: : :
: : Changes in Commitments from: July 19, 2005 :
: -4,552: 910 -315 -6,355 1,249 1,323 -4,195 -5,347: -357 794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 24.7 23.6 50.1 23.8 87.6 72.2: 12.4 27.8
Old : 100.0: 15.7 36.2 18.9 54.8 19.6 89.4 74.7: 10.6 25.3
Other: 100.0: 35.2 11.0 12.7 33.0 39.3 80.9 63.0: 19.1 37.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 34 53 44 28 29 93 105:
Old : 139: 32 59 33 24 29 79 103:
Other: 63: 23 11 11 15 21 44 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 16.7 45.0 27.7 29.9 14.6 44.0 21.6
Old : 38.1 17.5 54.4 29.1 38.1 15.1 53.0 23.0
Other: 38.3 25.9 55.9 39.8 37.3 21.4 52.4 30.8
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 2,490: 508 870 254 640 381 1,402 1,505: 1,088 985
Old : 2,167: 517 875 211 505 292 1,233 1,378: 934 789
Other: 324: 24 28 10 135 89 170 127: 154 196
: : :
: : Changes in Commitments from: July 19, 2005 :
: -169: 51 -104 9 -72 -63 -12 -158: -157 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 34.9 10.2 25.7 15.3 56.3 60.4: 43.7 39.6
Old : 100.0: 23.8 40.4 9.7 23.3 13.5 56.9 63.6: 43.1 36.4
Other: 100.0: 7.6 8.6 3.2 41.7 27.5 52.5 39.3: 47.5 60.7
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 8 15 9 8 5 22 23:
Old : 33: 8 15 8 8 5 22 22:
Other: 16: 4 6 1 4 2 8 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 30.4 41.9 41.3 28.5 27.5 38.4 37.1
Old : 31.0 31.2 42.8 43.6 28.4 28.5 38.9 39.3
Other: 41.7 35.3 52.5 39.2 41.7 33.7 49.3 36.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 151,492: 31,006 36,346 20,299 79,631 62,245 130,936 118,890: 20,556 32,602
Old : 151,492: 31,006 36,346 20,299 79,631 62,245 130,936 118,890: 20,556 32,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -5,175: 69 -139 -3,221 -584 -1,256 -3,736 -4,616: -1,440 -559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 24.0 13.4 52.6 41.1 86.4 78.5: 13.6 21.5
Old : 100.0: 20.5 24.0 13.4 52.6 41.1 86.4 78.5: 13.6 21.5
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 : 244: 50 71 62 73 98 155 209:
Old : 244: 50 71 62 73 98 155 209:
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 : 24.9 10.7 39.7 18.9 24.2 9.9 38.5 17.2
Old : 24.9 10.7 39.7 18.9 24.2 9.9 38.5 17.2
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 26, 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 : 3,809: 905 1,034 202 1,065 1,037 2,172 2,273: 1,636 1,536
Old : 3,809: 905 1,034 202 1,065 1,037 2,172 2,273: 1,636 1,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 358: -40 231 80 203 -93 243 218: 115 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 27.1 5.3 28.0 27.2 57.0 59.7: 43.0 40.3
Old : 100.0: 23.8 27.1 5.3 28.0 27.2 57.0 59.7: 43.0 40.3
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 : 43: 9 16 7 15 11 27 31:
Old : 43: 9 16 7 15 11 27 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 31.1 35.6 41.7 22.4 30.5 33.8 40.0
Old : 22.8 31.1 35.6 41.7 22.4 30.5 33.8 40.0
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 26, 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 : 28,059: 7,058 3,303 5,939 9,395 5,577 22,392 14,819: 5,668 13,240
Old : 28,059: 7,058 3,303 5,939 9,395 5,577 22,392 14,819: 5,668 13,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -156: -415 368 80 236 -574 -99 -126: -56 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 11.8 21.2 33.5 19.9 79.8 52.8: 20.2 47.2
Old : 100.0: 25.2 11.8 21.2 33.5 19.9 79.8 52.8: 20.2 47.2
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 : 138: 35 32 25 53 46 105 88:
Old : 138: 35 32 25 53 46 105 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 16.5 28.3 23.9 13.1 11.4 21.6 15.3
Old : 17.9 16.5 28.3 23.9 13.1 11.4 21.6 15.3
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 26, 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 : 96,991: 32,674 14,325 1,604 28,500 64,342 62,778 80,271: 34,213 16,720
Old : 96,991: 32,674 14,325 1,604 28,500 64,342 62,778 80,271: 34,213 16,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -888: -4,054 4,444 71 3,160 -3,408 -823 1,107: -65 -1,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 14.8 1.7 29.4 66.3 64.7 82.8: 35.3 17.2
Old : 100.0: 33.7 14.8 1.7 29.4 66.3 64.7 82.8: 35.3 17.2
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 : 75: 25 10 5 26 26 52 40:
Old : 75: 25 10 5 26 26 52 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 31.5 30.1 50.4 16.5 31.4 28.7 50.0
Old : 16.5 31.5 30.1 50.4 16.5 31.4 28.7 50.0
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 26, 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 : 74,581: 4,604 41,033 1 62,539 8,799 67,144 49,833: 7,437 24,748
Old : 74,581: 4,604 41,033 1 62,539 8,799 67,144 49,833: 7,437 24,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,417: -1,415 -1,478 0 3,472 1,115 2,057 -363: -640 1,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 55.0 0.0 83.9 11.8 90.0 66.8: 10.0 33.2
Old : 100.0: 6.2 55.0 0.0 83.9 11.8 90.0 66.8: 10.0 33.2
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 : 41: 4 22 1 9 8 13 31:
Old : 41: 4 22 1 9 8 13 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 31.1 87.1 42.8 70.2 31.1 86.2 42.8
Old : 70.2 31.1 87.1 42.8 70.2 31.1 86.2 42.8
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 26, 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 : 97,329: 75,573 1,848 184 13,155 89,532 88,912 91,564: 8,417 5,765
Old : 97,329: 75,573 1,848 184 13,155 89,532 88,912 91,564: 8,417 5,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 2,443: 856 -2,529 -121 1,957 5,267 2,692 2,617: -249 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 1.9 0.2 13.5 92.0 91.4 94.1: 8.6 5.9
Old : 100.0: 77.6 1.9 0.2 13.5 92.0 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 : 95: 61 7 2 17 14 79 22:
Old : 95: 61 7 2 17 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 : 31.5 69.7 46.4 87.1 31.5 69.3 46.4 86.6
Old : 31.5 69.7 46.4 87.1 31.5 69.3 46.4 86.6
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 26, 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 : 78,903: 12,336 32,484 899 46,762 24,156 59,997 57,539: 18,906 21,364
Old : 78,903: 12,336 32,484 899 46,762 24,156 59,997 57,539: 18,906 21,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -1,874: 976 -4,736 4 -2,399 1,946 -1,419 -2,787: -455 913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 41.2 1.1 59.3 30.6 76.0 72.9: 24.0 27.1
Old : 100.0: 15.6 41.2 1.1 59.3 30.6 76.0 72.9: 24.0 27.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 13 22 3 19 20 34 43:
Old : 64: 13 22 3 19 20 34 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 27.4 56.4 40.8 35.9 27.4 51.9 40.4
Old : 38.8 27.4 56.4 40.8 35.9 27.4 51.9 40.4
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 26, 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 : 189,281: 5,687 56,365 5,853 150,559 93,896 162,100 156,114: 27,182 33,167
Old : 189,281: 5,687 56,365 5,853 150,559 93,896 162,100 156,114: 27,182 33,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -6,964: -1,437 -12,470 380 -4,354 8,432 -5,410 -3,657: -1,554 -3,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 29.8 3.1 79.5 49.6 85.6 82.5: 14.4 17.5
Old : 100.0: 3.0 29.8 3.1 79.5 49.6 85.6 82.5: 14.4 17.5
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 : 82: 12 33 7 26 27 42 63:
Old : 82: 12 33 7 26 27 42 63:
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 : 48.6 37.8 68.7 50.2 36.0 25.3 49.1 34.8
Old : 48.6 37.8 68.7 50.2 36.0 25.3 49.1 34.8
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 26, 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 : 173,666: 24,486 33,674 13,953 79,335 72,178 117,774 119,805: 55,892 53,861
Old : 173,666: 24,486 33,674 13,953 79,335 72,178 117,774 119,805: 55,892 53,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 2,910: 1,370 -1,607 1,259 -2,998 4,497 -369 4,149: 3,279 -1,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 19.4 8.0 45.7 41.6 67.8 69.0: 32.2 31.0
Old : 100.0: 14.1 19.4 8.0 45.7 41.6 67.8 69.0: 32.2 31.0
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 : 106: 31 36 25 28 30 72 78:
Old : 106: 31 36 25 28 30 72 78:
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 : 25.5 23.7 37.3 33.7 24.0 22.5 35.2 32.1
Old : 25.5 23.7 37.3 33.7 24.0 22.5 35.2 32.1
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 26, 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 : 67,609: 5,997 1,000 415 56,931 61,541 63,343 62,956: 4,266 4,653
Old : 67,609: 5,997 1,000 415 56,931 61,541 63,343 62,956: 4,266 4,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 6,696: -3,375 0 55 9,895 7,318 6,575 7,373: 121 -677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 1.5 0.6 84.2 91.0 93.7 93.1: 6.3 6.9
Old : 100.0: 8.9 1.5 0.6 84.2 91.0 93.7 93.1: 6.3 6.9
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 : 22: 2 1 1 9 16 11 18:
Old : 22: 2 1 1 9 16 11 18:
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 : 72.3 67.2 89.9 84.5 70.6 64.8 87.3 81.8
Old : 72.3 67.2 89.9 84.5 70.6 64.8 87.3 81.8
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 26, 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 :12,305,205: 675,418 974,456 3,831,994 6,817,556 5,897,966 11,324,968 10,704,416: 980,237 1,600,789
Old :12,305,205: 675,418 974,456 3,831,994 6,817,556 5,897,966 11,324,968 10,704,416: 980,237 1,600,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 487,729: 5,005 105,110 252,211 197,393 72,481 454,610 429,803: 33,119 57,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 7.9 31.1 55.4 47.9 92.0 87.0: 8.0 13.0
Old : 100.0: 5.5 7.9 31.1 55.4 47.9 92.0 87.0: 8.0 13.0
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 : 282: 64 66 102 139 142 247 268:
Old : 282: 64 66 102 139 142 247 268:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 13.6 35.3 22.4 19.0 6.6 25.8 11.0
Old : 20.5 13.6 35.3 22.4 19.0 6.6 25.8 11.0
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 26, 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 : 715,934: 54,426 44,609 36,101 485,697 516,177 576,224 596,886: 139,711 119,048
Old : 715,934: 54,426 44,609 36,101 485,697 516,177 576,224 596,886: 139,711 119,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,129: -2,712 3,531 1,869 2,181 -934 1,338 4,467: -210 -3,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 6.2 5.0 67.8 72.1 80.5 83.4: 19.5 16.6
Old : 100.0: 7.6 6.2 5.0 67.8 72.1 80.5 83.4: 19.5 16.6
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 : 201: 43 38 50 93 66 166 124:
Old : 201: 43 38 50 93 66 166 124:
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 32.1 28.1 45.5 19.3 31.3 28.0 44.7
Old : 19.3 32.1 28.1 45.5 19.3 31.3 28.0 44.7
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 26, 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 : 979,716: 154,915 251,040 17,277 470,186 616,878 642,377 885,195: 337,339 94,521
Old : 979,716: 154,915 251,040 17,277 470,186 616,878 642,377 885,195: 337,339 94,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 6,173: 17,355 11,480 1,038 -14,683 -1,010 3,711 11,508: 2,462 -5,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 25.6 1.8 48.0 63.0 65.6 90.4: 34.4 9.6
Old : 100.0: 15.8 25.6 1.8 48.0 63.0 65.6 90.4: 34.4 9.6
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 : 191: 43 58 31 56 64 121 131:
Old : 191: 43 58 31 56 64 121 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 26.2 31.2 39.2 18.2 23.2 26.2 34.7
Old : 22.3 26.2 31.2 39.2 18.2 23.2 26.2 34.7
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 26, 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 : 12,425: 1,466 494 0 6,803 11,087 8,269 11,581: 4,156 844
Old : 12,425: 1,466 494 0 6,803 11,087 8,269 11,581: 4,156 844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 159: 406 157 0 260 127 666 284: -507 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 4.0 0.0 54.8 89.2 66.6 93.2: 33.4 6.8
Old : 100.0: 11.8 4.0 0.0 54.8 89.2 66.6 93.2: 33.4 6.8
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 : 32: 4 1 0 15 18 19 19:
Old : 32: 4 1 0 15 18 19 19:
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 38.0 42.8 65.5 26.1 36.9 40.2 64.1
Old : 27.6 38.0 42.8 65.5 26.1 36.9 40.2 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 30,016: 8,984 1,628 0 18,058 26,755 27,042 28,383: 2,974 1,633
Old : 30,016: 8,984 1,628 0 18,058 26,755 27,042 28,383: 2,974 1,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -825: 109 44 0 603 1,368 712 1,412: -1,537 -2,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 5.4 0.0 60.2 89.1 90.1 94.6: 9.9 5.4
Old : 100.0: 29.9 5.4 0.0 60.2 89.1 90.1 94.6: 9.9 5.4
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 : 39: 7 3 0 17 19 24 22:
Old : 39: 7 3 0 17 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 : 55.0 55.7 70.7 73.0 55.0 54.3 68.9 68.8
Old : 55.0 55.7 70.7 73.0 55.0 54.3 68.9 68.8
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 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 49,922: 6,854 8,506 420 27,091 32,830 34,366 41,757: 15,557 8,166
Old : 49,922: 6,854 8,506 420 27,091 32,830 34,366 41,757: 15,557 8,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,797: -640 1,402 320 828 824 509 2,547: 1,288 -750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 17.0 0.8 54.3 65.8 68.8 83.6: 31.2 16.4
Old : 100.0: 13.7 17.0 0.8 54.3 65.8 68.8 83.6: 31.2 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 : 75: 12 15 2 32 24 45 40:
Old : 75: 12 15 2 32 24 45 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 39.1 33.5 54.0 19.9 33.9 30.3 47.8
Old : 22.0 39.1 33.5 54.0 19.9 33.9 30.3 47.8
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 26, 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 : 289,410: 123,874 61,050 2,560 140,985 189,338 267,419 252,948: 21,991 36,462
Old : 289,410: 123,874 61,050 2,560 140,985 189,338 267,419 252,948: 21,991 36,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 22,439: 24,230 -11,259 407 -3,696 30,525 20,940 19,672: 1,499 2,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 21.1 0.9 48.7 65.4 92.4 87.4: 7.6 12.6
Old : 100.0: 42.8 21.1 0.9 48.7 65.4 92.4 87.4: 7.6 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 : 199: 75 55 9 35 44 116 102:
Old : 199: 75 55 9 35 44 116 102:
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 : 37.5 35.3 49.2 46.2 30.1 27.7 39.3 36.6
Old : 37.5 35.3 49.2 46.2 30.1 27.7 39.3 36.6
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 26, 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 : 61,960: 20,643 3,300 0 22,896 46,558 43,539 49,858: 18,422 12,103
Old : 61,960: 20,643 3,300 0 22,896 46,558 43,539 49,858: 18,422 12,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -2,579: 4,434 -6,153 -7 -9,217 7,737 -4,790 1,577: 2,211 -4,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 5.3 0.0 37.0 75.1 70.3 80.5: 29.7 19.5
Old : 100.0: 33.3 5.3 0.0 37.0 75.1 70.3 80.5: 29.7 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 10 3 0 13 17 23 20:
Old : 37: 10 3 0 13 17 23 20:
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 : 42.5 38.0 57.7 60.5 42.5 37.2 57.6 59.0
Old : 42.5 38.0 57.7 60.5 42.5 37.2 57.6 59.0
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 26, 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 : 29,114: 468 4,134 0 23,347 19,134 23,815 23,269: 5,299 5,845
Old : 29,114: 468 4,134 0 23,347 19,134 23,815 23,269: 5,299 5,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -162: -310 -110 0 -86 -156 -396 -266: 234 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 14.2 0.0 80.2 65.7 81.8 79.9: 18.2 20.1
Old : 100.0: 1.6 14.2 0.0 80.2 65.7 81.8 79.9: 18.2 20.1
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 : 52: 2 10 0 28 22 30 32:
Old : 52: 2 10 0 28 22 30 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 36.9 60.5 51.2 49.9 36.9 59.6 50.9
Old : 50.8 36.9 60.5 51.2 49.9 36.9 59.6 50.9
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 26, 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 : 223,271: 23,987 42,627 1,260 185,288 169,751 210,535 213,638: 12,736 9,633
Old : 223,271: 23,987 42,627 1,260 185,288 169,751 210,535 213,638: 12,736 9,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -2,601: -2,174 -734 -98 66 -502 -2,206 -1,334: -395 -1,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 19.1 0.6 83.0 76.0 94.3 95.7: 5.7 4.3
Old : 100.0: 10.7 19.1 0.6 83.0 76.0 94.3 95.7: 5.7 4.3
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 : 127: 23 41 10 32 50 61 95:
Old : 127: 23 41 10 32 50 61 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 34.8 68.1 51.3 53.3 32.7 62.1 48.5
Old : 57.9 34.8 68.1 51.3 53.3 32.7 62.1 48.5
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 26, 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 : 41,422: 13,561 6,602 665 14,493 24,020 28,719 31,287: 12,703 10,135
Old : 41,422: 13,561 6,602 665 14,493 24,020 28,719 31,287: 12,703 10,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 3,092: 397 -481 4 1,453 1,850 1,854 1,373: 1,238 1,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 15.9 1.6 35.0 58.0 69.3 75.5: 30.7 24.5
Old : 100.0: 32.7 15.9 1.6 35.0 58.0 69.3 75.5: 30.7 24.5
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 : 75: 27 12 4 17 22 46 37:
Old : 75: 27 12 4 17 22 46 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 : 19.1 38.1 31.2 48.3 19.1 38.1 31.2 47.9
Old : 19.1 38.1 31.2 48.3 19.1 38.1 31.2 47.9
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 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 29,026: 1,511 2,342 33 14,787 22,374 16,331 24,749: 12,695 4,277
Old : 29,026: 1,511 2,342 33 14,787 22,374 16,331 24,749: 12,695 4,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 62: 358 -24 -74 498 36 782 -62: -720 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 8.1 0.1 50.9 77.1 56.3 85.3: 43.7 14.7
Old : 100.0: 5.2 8.1 0.1 50.9 77.1 56.3 85.3: 43.7 14.7
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 : 37: 3 10 1 15 21 19 31:
Old : 37: 3 10 1 15 21 19 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 49.1 42.6 64.9 13.9 32.4 19.8 39.9
Old : 28.1 49.1 42.6 64.9 13.9 32.4 19.8 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 29, 2005