MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 26,206: 1,634 1,918 2,732 16,682 14,075 21,047 18,725: 5,159 7,481
Old : 26,206: 1,634 1,918 2,732 16,682 14,075 21,047 18,725: 5,159 7,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 711: 82 306 262 261 7 605 575: 105 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 7.3 10.4 63.7 53.7 80.3 71.5: 19.7 28.5
Old : 100.0: 6.2 7.3 10.4 63.7 53.7 80.3 71.5: 19.7 28.5
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 : 42: 10 5 12 23 18 37 31:
Old : 42: 10 5 12 23 18 37 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 : 41.1 27.1 56.9 46.1 41.1 24.6 53.2 40.2
Old : 41.1 27.1 56.9 46.1 41.1 24.6 53.2 40.2
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, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 101,441: 14,067 20,923 24,955 49,587 26,111 88,609 71,988: 12,832 29,453
Old : 76,316: 13,011 29,394 12,539 42,902 15,278 68,452 57,210: 7,864 19,105
Other: 25,125: 10,878 1,351 2,593 6,686 10,833 20,157 14,778: 4,968 10,347
: : :
: : Changes in Commitments from: July 26, 2005 :
: 2,240: 284 -3,581 1,518 -94 2,478 1,707 414: 533 1,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 20.6 24.6 48.9 25.7 87.3 71.0: 12.7 29.0
Old : 100.0: 17.0 38.5 16.4 56.2 20.0 89.7 75.0: 10.3 25.0
Other: 100.0: 43.3 5.4 10.3 26.6 43.1 80.2 58.8: 19.8 41.2
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 39 50 46 31 31 100 104:
Old : 139: 33 60 32 25 31 80 103:
Other: 71: 32 9 11 16 22 52 38:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 17.1 43.6 28.8 29.2 14.6 42.7 21.0
Old : 38.7 21.5 54.4 32.4 38.7 17.5 54.2 25.0
Other: 36.1 22.4 51.0 33.6 34.3 22.0 48.7 30.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 2,327: 801 769 229 482 462 1,512 1,461: 815 867
Old : 2,327: 801 769 229 482 462 1,512 1,461: 815 867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -163: 293 -101 -25 -158 81 110 -45: -273 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 33.1 9.8 20.7 19.9 65.0 62.8: 35.0 37.2
Old : 100.0: 34.4 33.1 9.8 20.7 19.9 65.0 62.8: 35.0 37.2
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 : 30: 9 11 7 6 4 19 18:
Old : 30: 9 11 7 6 4 19 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 : 38.5 35.2 52.3 49.2 38.5 34.0 50.7 46.1
Old : 38.5 35.2 52.3 49.2 38.5 34.0 50.7 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 155,659: 31,884 33,189 26,968 78,612 65,976 137,464 126,132: 18,195 29,527
Old : 155,659: 31,884 33,189 26,968 78,612 65,976 137,464 126,132: 18,195 29,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 4,167: 878 -3,157 6,669 -1,019 3,730 6,528 7,242: -2,361 -3,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 21.3 17.3 50.5 42.4 88.3 81.0: 11.7 19.0
Old : 100.0: 20.5 21.3 17.3 50.5 42.4 88.3 81.0: 11.7 19.0
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 : 246: 56 68 68 69 102 160 213:
Old : 246: 56 68 68 69 102 160 213:
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 : 23.7 12.6 38.6 20.4 23.2 10.3 37.2 17.6
Old : 23.7 12.6 38.6 20.4 23.2 10.3 37.2 17.6
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, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,447: 1,065 1,255 399 1,130 1,066 2,594 2,720: 1,852 1,727
Old : 4,447: 1,065 1,255 399 1,130 1,066 2,594 2,720: 1,852 1,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 638: 160 222 197 65 28 422 447: 216 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 28.2 9.0 25.4 24.0 58.3 61.2: 41.7 38.8
Old : 100.0: 24.0 28.2 9.0 25.4 24.0 58.3 61.2: 41.7 38.8
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 : 47: 10 18 7 16 11 30 32:
Old : 47: 10 18 7 16 11 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 : 21.0 30.7 33.9 40.9 20.8 26.6 30.4 35.1
Old : 21.0 30.7 33.9 40.9 20.8 26.6 30.4 35.1
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, August 2, 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 : 29,050: 7,419 2,933 6,500 9,560 6,763 23,479 16,195: 5,572 12,855
Old : 29,050: 7,419 2,933 6,500 9,560 6,763 23,479 16,195: 5,572 12,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 991: 361 -371 560 165 1,186 1,087 1,376: -96 -385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 10.1 22.4 32.9 23.3 80.8 55.7: 19.2 44.3
Old : 100.0: 25.5 10.1 22.4 32.9 23.3 80.8 55.7: 19.2 44.3
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 : 146: 34 29 23 60 52 112 90:
Old : 146: 34 29 23 60 52 112 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 : 19.6 18.8 29.6 26.4 13.3 11.2 21.5 15.0
Old : 19.6 18.8 29.6 26.4 13.3 11.2 21.5 15.0
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, August 2, 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 : 95,026: 29,889 16,949 1,691 31,292 55,528 62,872 74,168: 32,154 20,858
Old : 95,026: 29,889 16,949 1,691 31,292 55,528 62,872 74,168: 32,154 20,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,965: -2,785 2,624 87 2,792 -8,814 94 -6,103: -2,059 4,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 17.8 1.8 32.9 58.4 66.2 78.1: 33.8 21.9
Old : 100.0: 31.5 17.8 1.8 32.9 58.4 66.2 78.1: 33.8 21.9
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 : 77: 24 14 5 25 26 50 44:
Old : 77: 24 14 5 25 26 50 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 28.2 32.6 46.0 17.1 28.2 30.6 45.6
Old : 17.8 28.2 32.6 46.0 17.1 28.2 30.6 45.6
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, August 2, 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 : 72,157: 4,633 35,813 303 58,879 13,085 63,815 49,201: 8,342 22,956
Old : 72,157: 4,633 35,813 303 58,879 13,085 63,815 49,201: 8,342 22,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -2,424: 29 -5,220 302 -3,660 4,286 -3,329 -632: 905 -1,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 49.6 0.4 81.6 18.1 88.4 68.2: 11.6 31.8
Old : 100.0: 6.4 49.6 0.4 81.6 18.1 88.4 68.2: 11.6 31.8
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 : 38: 3 18 1 8 12 12 30:
Old : 38: 3 18 1 8 12 12 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 33.6 86.3 44.0 70.3 33.6 84.2 44.0
Old : 70.3 33.6 86.3 44.0 70.3 33.6 84.2 44.0
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, August 2, 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 : 96,045: 74,850 1,557 211 12,074 87,479 87,135 89,247: 8,909 6,798
Old : 96,045: 74,850 1,557 211 12,074 87,479 87,135 89,247: 8,909 6,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,284: -723 -291 27 -1,081 -2,053 -1,777 -2,317: 493 1,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 1.6 0.2 12.6 91.1 90.7 92.9: 9.3 7.1
Old : 100.0: 77.9 1.6 0.2 12.6 91.1 90.7 92.9: 9.3 7.1
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 : 92: 58 7 2 17 14 75 23:
Old : 92: 58 7 2 17 14 75 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 : 31.4 66.7 47.3 85.8 31.4 66.3 47.3 85.3
Old : 31.4 66.7 47.3 85.8 31.4 66.3 47.3 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 76,852: 12,380 29,406 1,032 44,079 23,430 57,491 53,868: 19,361 22,985
Old : 76,852: 12,380 29,406 1,032 44,079 23,430 57,491 53,868: 19,361 22,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -2,051: 44 -3,078 133 -2,683 -726 -2,506 -3,671: 455 1,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 38.3 1.3 57.4 30.5 74.8 70.1: 25.2 29.9
Old : 100.0: 16.1 38.3 1.3 57.4 30.5 74.8 70.1: 25.2 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 : 57: 12 18 4 18 19 33 38:
Old : 57: 12 18 4 18 19 33 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 31.3 56.0 44.2 37.3 31.2 50.6 42.3
Old : 40.2 31.3 56.0 44.2 37.3 31.2 50.6 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 193,351: 6,952 52,858 5,683 152,485 103,351 165,121 161,892: 28,230 31,459
Old : 193,351: 6,952 52,858 5,683 152,485 103,351 165,121 161,892: 28,230 31,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 4,070: 1,265 -3,507 -170 1,926 9,455 3,022 5,778: 1,048 -1,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 27.3 2.9 78.9 53.5 85.4 83.7: 14.6 16.3
Old : 100.0: 3.6 27.3 2.9 78.9 53.5 85.4 83.7: 14.6 16.3
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 : 86: 13 35 8 27 28 45 66:
Old : 86: 13 35 8 27 28 45 66:
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 : 49.0 38.7 67.7 50.6 36.4 26.2 48.2 35.2
Old : 49.0 38.7 67.7 50.6 36.4 26.2 48.2 35.2
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, August 2, 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 : 173,034: 24,133 24,941 14,861 80,034 81,896 119,027 121,698: 54,006 51,335
Old : 173,034: 24,133 24,941 14,861 80,034 81,896 119,027 121,698: 54,006 51,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -632: -353 -8,733 908 699 9,719 1,253 1,893: -1,885 -2,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 14.4 8.6 46.3 47.3 68.8 70.3: 31.2 29.7
Old : 100.0: 13.9 14.4 8.6 46.3 47.3 68.8 70.3: 31.2 29.7
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 : 106: 29 38 31 30 29 79 78:
Old : 106: 29 38 31 30 29 79 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 : 24.1 26.0 36.2 38.1 19.4 22.9 30.6 32.2
Old : 24.1 26.0 36.2 38.1 19.4 22.9 30.6 32.2
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, August 2, 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 : 72,436: 4,884 1,000 795 61,490 64,820 67,169 66,615: 5,267 5,821
Old : 72,436: 4,884 1,000 795 61,490 64,820 67,169 66,615: 5,267 5,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 4,827: -1,113 0 380 4,559 3,279 3,826 3,659: 1,001 1,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 1.4 1.1 84.9 89.5 92.7 92.0: 7.3 8.0
Old : 100.0: 6.7 1.4 1.1 84.9 89.5 92.7 92.0: 7.3 8.0
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 : 24: 2 1 1 11 16 13 18:
Old : 24: 2 1 1 11 16 13 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 : 65.5 64.9 84.8 83.0 63.2 62.0 82.5 79.8
Old : 65.5 64.9 84.8 83.0 63.2 62.0 82.5 79.8
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, August 2, 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 :12,922,161: 675,011 957,845 4,082,159 7,138,987 6,237,580 11,896,157 11,277,584: 1,026,004 1,644,577
Old :12,922,161: 675,011 957,845 4,082,159 7,138,987 6,237,580 11,896,157 11,277,584: 1,026,004 1,644,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 616,956: -407 -16,611 250,165 321,431 339,614 571,189 573,168: 45,767 43,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 7.4 31.6 55.2 48.3 92.1 87.3: 7.9 12.7
Old : 100.0: 5.2 7.4 31.6 55.2 48.3 92.1 87.3: 7.9 12.7
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 : 287: 57 71 103 140 144 249 270:
Old : 287: 57 71 103 140 144 249 270:
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 : 20.3 14.2 35.3 23.0 18.8 6.3 24.7 10.9
Old : 20.3 14.2 35.3 23.0 18.8 6.3 24.7 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, August 2, 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 : 721,489: 52,614 45,804 43,711 483,475 517,815 579,801 607,330: 141,688 114,159
Old : 721,489: 52,614 45,804 43,711 483,475 517,815 579,801 607,330: 141,688 114,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 5,554: -1,811 1,195 7,610 -2,222 1,638 3,577 10,444: 1,977 -4,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 6.3 6.1 67.0 71.8 80.4 84.2: 19.6 15.8
Old : 100.0: 7.3 6.3 6.1 67.0 71.8 80.4 84.2: 19.6 15.8
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 : 204: 45 41 56 92 69 169 134:
Old : 204: 45 41 56 92 69 169 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 31.8 27.9 45.2 18.8 31.1 27.8 44.4
Old : 18.9 31.8 27.9 45.2 18.8 31.1 27.8 44.4
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, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,042,860: 187,856 296,273 26,171 521,575 610,223 735,603 932,668: 307,257 110,192
Old : 1,042,860: 187,856 296,273 26,171 521,575 610,223 735,603 932,668: 307,257 110,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 63,143: 32,941 45,233 8,894 51,390 -6,655 93,226 47,473: -30,082 15,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 28.4 2.5 50.0 58.5 70.5 89.4: 29.5 10.6
Old : 100.0: 18.0 28.4 2.5 50.0 58.5 70.5 89.4: 29.5 10.6
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 : 202: 47 64 33 59 62 131 134:
Old : 202: 47 64 33 59 62 131 134:
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 : 23.7 24.2 33.4 35.8 19.4 20.3 28.8 31.1
Old : 23.7 24.2 33.4 35.8 19.4 20.3 28.8 31.1
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, August 2, 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 : 12,341: 1,279 452 0 7,027 10,927 8,306 11,379: 4,035 962
Old : 12,341: 1,279 452 0 7,027 10,927 8,306 11,379: 4,035 962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -84: -187 -42 0 224 -160 37 -202: -121 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 3.7 0.0 56.9 88.5 67.3 92.2: 32.7 7.8
Old : 100.0: 10.4 3.7 0.0 56.9 88.5 67.3 92.2: 32.7 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 1 0 17 16 20 17:
Old : 32: 3 1 0 17 16 20 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 : 28.2 37.9 43.7 65.6 27.0 36.8 40.7 64.1
Old : 28.2 37.9 43.7 65.6 27.0 36.8 40.7 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, August 2, 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 : 33,443: 9,078 1,418 0 20,271 30,077 29,349 31,495: 4,094 1,948
Old : 33,443: 9,078 1,418 0 20,271 30,077 29,349 31,495: 4,094 1,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 3,427: 94 -210 0 2,213 3,322 2,307 3,112: 1,120 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 4.2 0.0 60.6 89.9 87.8 94.2: 12.2 5.8
Old : 100.0: 27.1 4.2 0.0 60.6 89.9 87.8 94.2: 12.2 5.8
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 : 38: 5 3 0 17 19 22 22:
Old : 38: 5 3 0 17 19 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 59.5 69.1 75.0 51.6 58.1 68.5 70.6
Old : 51.6 59.5 69.1 75.0 51.6 58.1 68.5 70.6
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, August 2, 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 : 49,822: 6,730 7,459 844 27,592 33,028 35,166 41,331: 14,656 8,491
Old : 49,822: 6,730 7,459 844 27,592 33,028 35,166 41,331: 14,656 8,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -100: -124 -1,047 424 501 198 801 -426: -901 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 15.0 1.7 55.4 66.3 70.6 83.0: 29.4 17.0
Old : 100.0: 13.5 15.0 1.7 55.4 66.3 70.6 83.0: 29.4 17.0
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 : 75: 13 14 3 32 24 46 40:
Old : 75: 13 14 3 32 24 46 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 : 22.5 39.8 33.9 54.8 20.0 34.3 30.5 48.2
Old : 22.5 39.8 33.9 54.8 20.0 34.3 30.5 48.2
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, August 2, 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 : 308,840: 144,814 63,801 2,139 140,175 209,984 287,128 275,924: 21,712 32,916
Old : 308,840: 144,814 63,801 2,139 140,175 209,984 287,128 275,924: 21,712 32,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 19,430: 20,940 2,751 -421 -810 20,646 19,709 22,976: -279 -3,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 20.7 0.7 45.4 68.0 93.0 89.3: 7.0 10.7
Old : 100.0: 46.9 20.7 0.7 45.4 68.0 93.0 89.3: 7.0 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 79 49 9 38 45 123 98:
Old : 200: 79 49 9 38 45 123 98:
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 : 36.4 36.0 49.4 47.4 30.9 27.2 40.1 36.6
Old : 36.4 36.0 49.4 47.4 30.9 27.2 40.1 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, August 2, 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 : 62,026: 20,549 3,232 0 21,499 48,309 42,048 51,541: 19,979 10,485
Old : 62,026: 20,549 3,232 0 21,499 48,309 42,048 51,541: 19,979 10,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 66: -94 -68 0 -1,397 1,752 -1,491 1,684: 1,557 -1,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 5.2 0.0 34.7 77.9 67.8 83.1: 32.2 16.9
Old : 100.0: 33.1 5.2 0.0 34.7 77.9 67.8 83.1: 32.2 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 11 3 0 12 18 23 21:
Old : 39: 11 3 0 12 18 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 37.8 54.5 60.1 43.3 36.9 54.5 58.9
Old : 43.3 37.8 54.5 60.1 43.3 36.9 54.5 58.9
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, August 2, 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 : 30,773: 458 4,072 0 25,046 20,356 25,504 24,429: 5,268 6,344
Old : 30,773: 458 4,072 0 25,046 20,356 25,504 24,429: 5,268 6,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,659: -10 -62 0 1,699 1,222 1,689 1,160: -31 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 13.2 0.0 81.4 66.2 82.9 79.4: 17.1 20.6
Old : 100.0: 1.5 13.2 0.0 81.4 66.2 82.9 79.4: 17.1 20.6
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 : 52: 2 9 0 28 23 30 32:
Old : 52: 2 9 0 28 23 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 : 53.5 35.0 62.9 49.2 53.0 35.0 62.4 49.0
Old : 53.5 35.0 62.9 49.2 53.0 35.0 62.4 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 228,164: 25,276 44,197 1,292 185,120 171,502 211,688 216,992: 16,476 11,172
Old : 228,164: 25,276 44,197 1,292 185,120 171,502 211,688 216,992: 16,476 11,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 4,893: 1,289 1,571 32 -168 1,751 1,153 3,354: 3,740 1,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 19.4 0.6 81.1 75.2 92.8 95.1: 7.2 4.9
Old : 100.0: 11.1 19.4 0.6 81.1 75.2 92.8 95.1: 7.2 4.9
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 : 126: 25 38 9 32 50 62 92:
Old : 126: 25 38 9 32 50 62 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 36.0 66.4 52.5 52.1 33.6 60.5 48.2
Old : 56.0 36.0 66.4 52.5 52.1 33.6 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, August 2, 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 : 45,399: 15,860 6,727 668 15,554 26,756 32,082 34,151: 13,317 11,248
Old : 45,399: 15,860 6,727 668 15,554 26,756 32,082 34,151: 13,317 11,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 3,977: 2,299 125 3 1,061 2,736 3,363 2,864: 614 1,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 14.8 1.5 34.3 58.9 70.7 75.2: 29.3 24.8
Old : 100.0: 34.9 14.8 1.5 34.3 58.9 70.7 75.2: 29.3 24.8
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 : 80: 28 12 4 19 25 49 40:
Old : 80: 28 12 4 19 25 49 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 : 19.2 38.5 31.4 48.4 19.2 38.1 31.2 48.0
Old : 19.2 38.5 31.4 48.4 19.2 38.1 31.2 48.0
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, August 2, 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 : 25,351: 6,505 0 0 14,499 8,041 21,004 8,041: 4,347 17,310
Old : 25,351: 6,505 0 0 14,499 8,041 21,004 8,041: 4,347 17,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 3,062: 913 0 -70 2,370 2,347 3,213 2,277: -151 785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 0.0 0.0 57.2 31.7 82.9 31.7: 17.1 68.3
Old : 100.0: 25.7 0.0 0.0 57.2 31.7 82.9 31.7: 17.1 68.3
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 : 23: 10 0 0 9 5 19 5:
Old : 23: 10 0 0 9 5 19 5:
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 : 55.9 30.7 67.6 31.7 54.5 27.3 64.7 27.3
Old : 55.9 30.7 67.6 31.7 54.5 27.3 64.7 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 30,811: 1,615 3,551 29 15,263 22,171 16,907 25,751: 13,904 5,060
Old : 30,811: 1,615 3,551 29 15,263 22,171 16,907 25,751: 13,904 5,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,785: 104 1,209 -4 476 -203 576 1,002: 1,209 783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 11.5 0.1 49.5 72.0 54.9 83.6: 45.1 16.4
Old : 100.0: 5.2 11.5 0.1 49.5 72.0 54.9 83.6: 45.1 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 : 38: 3 12 1 15 19 19 31:
Old : 38: 3 12 1 15 19 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 : 25.9 43.1 39.8 62.0 17.0 34.6 24.5 43.8
Old : 25.9 43.1 39.8 62.0 17.0 34.6 24.5 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 5, 2005