MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 21,158: 2,463 1,930 906 13,662 11,506 17,031 14,342: 4,127 6,816
Old : 21,158: 2,463 1,930 906 13,662 11,506 17,031 14,342: 4,127 6,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -2,532: -824 -137 -223 -1,370 -1,852 -2,417 -2,212: -115 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 9.1 4.3 64.6 54.4 80.5 67.8: 19.5 32.2
Old : 100.0: 11.6 9.1 4.3 64.6 54.4 80.5 67.8: 19.5 32.2
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 : 38: 8 6 8 21 15 32 26:
Old : 38: 8 6 8 21 15 32 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 32.4 62.3 51.1 47.6 29.0 60.1 45.8
Old : 47.6 32.4 62.3 51.1 47.6 29.0 60.1 45.8
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 - Futures Only, June 7, 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 : 94,451: 10,333 21,451 19,523 48,904 26,818 78,760 67,792: 15,691 26,659
Old : 81,997: 9,645 22,200 15,338 43,344 22,841 68,327 60,379: 13,670 21,618
Other: 12,454: 4,315 2,878 558 5,560 3,977 10,433 7,413: 2,021 5,041
: : :
: : Changes in Commitments from: May 31, 2005 :
: -4,253: -659 3,661 -6,714 2,062 -2,037 -5,311 -5,090: 1,058 837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 22.7 20.7 51.8 28.4 83.4 71.8: 16.6 28.2
Old : 100.0: 11.8 27.1 18.7 52.9 27.9 83.3 73.6: 16.7 26.4
Other: 100.0: 34.6 23.1 4.5 44.6 31.9 83.8 59.5: 16.2 40.5
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 31 63 57 24 33 97 126:
Old : 155: 35 63 56 22 33 95 124:
Other: 53: 20 14 3 6 16 28 31:
:----------------------------------------------------------------------------------------------------
: 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 : 30.8 14.8 45.2 25.1 30.7 13.8 44.4 19.7
Old : 35.5 15.1 48.8 25.6 35.4 14.2 48.1 21.1
Other: 51.3 29.5 69.5 40.7 50.0 26.3 66.4 37.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 3,906: 565 1,703 511 1,314 716 2,390 2,930: 1,516 976
Old : 3,835: 575 1,751 452 1,299 716 2,326 2,919: 1,509 916
Other: 71: 48 10 1 15 0 64 11: 7 60
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2: 31 15 246 -142 -28 135 233: -133 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 43.6 13.1 33.6 18.3 61.2 75.0: 38.8 25.0
Old : 100.0: 15.0 45.7 11.8 33.9 18.7 60.7 76.1: 39.3 23.9
Other: 100.0: 67.6 14.1 1.4 21.1 0.0 90.1 15.5: 9.9 84.5
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 10 17 10 5 4 22 27:
Old : 38: 10 18 9 5 4 22 26:
Other: 5: 3 1 1 1 0 4 2:
:----------------------------------------------------------------------------------------------------
: 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 : 32.4 48.0 44.8 60.0 29.2 45.2 38.0 49.7
Old : 32.6 48.9 43.9 61.1 29.4 46.1 38.3 50.6
Other: 90.1 15.5 90.1 15.5 88.7 14.1 88.7 14.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 141,343: 35,240 16,284 17,943 69,333 71,223 122,516 105,450: 18,827 35,893
Old : 141,343: 35,240 16,284 17,943 69,333 71,223 122,516 105,450: 18,827 35,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -5,824: -5,246 123 1,630 -1,106 -5,791 -4,722 -4,038: -1,102 -1,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 11.5 12.7 49.1 50.4 86.7 74.6: 13.3 25.4
Old : 100.0: 24.9 11.5 12.7 49.1 50.4 86.7 74.6: 13.3 25.4
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 : 218: 57 45 46 63 89 145 165:
Old : 218: 57 45 46 63 89 145 165:
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 : 24.6 14.5 37.8 25.0 24.6 14.0 35.9 23.7
Old : 24.6 14.5 37.8 25.0 24.6 14.0 35.9 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 3,419: 1,233 501 114 1,096 1,836 2,443 2,451: 976 968
Old : 3,419: 1,233 501 114 1,096 1,836 2,443 2,451: 976 968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -90: -26 110 -19 92 -125 47 -34: -137 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 14.7 3.3 32.1 53.7 71.5 71.7: 28.5 28.3
Old : 100.0: 36.1 14.7 3.3 32.1 53.7 71.5 71.7: 28.5 28.3
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 : 45: 11 10 5 17 15 31 27:
Old : 45: 11 10 5 17 15 31 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 40.6 43.7 51.2 28.5 38.8 41.3 49.1
Old : 29.9 40.6 43.7 51.2 28.5 38.8 41.3 49.1
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 - Futures Only, June 7, 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 : 23,298: 9,916 4,512 1,376 7,026 3,305 18,318 9,193: 4,980 14,105
Old : 23,298: 9,916 4,512 1,376 7,026 3,305 18,318 9,193: 4,980 14,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,471: -418 372 553 910 -113 1,045 812: 426 659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 19.4 5.9 30.2 14.2 78.6 39.5: 21.4 60.5
Old : 100.0: 42.6 19.4 5.9 30.2 14.2 78.6 39.5: 21.4 60.5
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 : 130: 42 29 16 24 36 78 71:
Old : 130: 42 29 16 24 36 78 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 12.4 32.2 16.9 19.7 10.2 32.2 14.2
Old : 19.7 12.4 32.2 16.9 19.7 10.2 32.2 14.2
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 - Futures Only, June 7, 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 : 94,186: 9,675 36,236 595 56,932 36,200 67,202 73,031: 26,984 21,155
Old : 94,186: 9,675 36,236 595 56,932 36,200 67,202 73,031: 26,984 21,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -514: -849 -5,528 -52 -3,678 5,286 -4,579 -294: 4,065 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 38.5 0.6 60.4 38.4 71.4 77.5: 28.6 22.5
Old : 100.0: 10.3 38.5 0.6 60.4 38.4 71.4 77.5: 28.6 22.5
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 : 62: 9 21 4 24 21 35 44:
Old : 62: 9 21 4 24 21 35 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 : 35.7 28.5 47.8 43.8 34.2 24.6 44.0 38.7
Old : 35.7 28.5 47.8 43.8 34.2 24.6 44.0 38.7
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 - Futures Only, June 7, 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 : 90,020: 1,943 47,255 1 78,431 19,011 80,375 66,267: 9,645 23,753
Old : 90,020: 1,943 47,255 1 78,431 19,011 80,375 66,267: 9,645 23,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 20,983: 1,093 7,006 -52 19,672 12,073 20,713 19,027: 270 1,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 52.5 0.0 87.1 21.1 89.3 73.6: 10.7 26.4
Old : 100.0: 2.2 52.5 0.0 87.1 21.1 89.3 73.6: 10.7 26.4
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 : 52: 2 25 1 22 9 25 34:
Old : 52: 2 25 1 22 9 25 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 21.1 69.1 36.8 41.7 19.9 57.3 32.4
Old : 49.6 21.1 69.1 36.8 41.7 19.9 57.3 32.4
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 - Futures Only, June 7, 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 : 120,880: 80,498 3,240 2,864 27,388 109,555 110,750 115,659: 10,130 5,221
Old : 120,880: 80,498 3,240 2,864 27,388 109,555 110,750 115,659: 10,130 5,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 11,059: -3,332 -160 2,225 10,905 7,943 9,798 10,008: 1,261 1,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 2.7 2.4 22.7 90.6 91.6 95.7: 8.4 4.3
Old : 100.0: 66.6 2.7 2.4 22.7 90.6 91.6 95.7: 8.4 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 : 106: 62 12 6 17 21 82 37:
Old : 106: 62 12 6 17 21 82 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 : 27.3 56.4 44.7 78.1 27.3 53.3 42.5 73.6
Old : 27.3 56.4 44.7 78.1 27.3 53.3 42.5 73.6
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 - Futures Only, June 7, 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 : 101,520: 14,668 23,243 723 62,055 57,244 77,446 81,210: 24,074 20,310
Old : 101,520: 14,668 23,243 723 62,055 57,244 77,446 81,210: 24,074 20,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 6,447: 322 -2,174 -70 566 8,890 818 6,646: 5,629 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 22.9 0.7 61.1 56.4 76.3 80.0: 23.7 20.0
Old : 100.0: 14.4 22.9 0.7 61.1 56.4 76.3 80.0: 23.7 20.0
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 : 61: 10 20 3 25 18 36 40:
Old : 61: 10 20 3 25 18 36 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 : 25.2 36.7 43.8 52.7 24.1 32.9 40.1 46.8
Old : 25.2 36.7 43.8 52.7 24.1 32.9 40.1 46.8
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 - Futures Only, June 7, 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 : 185,988: 5,295 42,406 836 151,976 117,037 158,107 160,279: 27,881 25,709
Old : 185,988: 5,295 42,406 836 151,976 117,037 158,107 160,279: 27,881 25,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2,395: -1,172 -12,496 12 1,035 16,301 -125 3,817: 2,520 -1,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 22.8 0.4 81.7 62.9 85.0 86.2: 15.0 13.8
Old : 100.0: 2.8 22.8 0.4 81.7 62.9 85.0 86.2: 15.0 13.8
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 : 76: 10 25 3 29 29 41 55:
Old : 76: 10 25 3 29 29 41 55:
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 : 59.5 38.9 73.5 52.7 56.0 37.5 67.5 49.8
Old : 59.5 38.9 73.5 52.7 56.0 37.5 67.5 49.8
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 - Futures Only, June 7, 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 : 193,707: 22,939 40,710 629 125,244 105,308 148,812 146,647: 44,895 47,060
Old : 193,707: 22,939 40,710 629 125,244 105,308 148,812 146,647: 44,895 47,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,213: -1,272 -1,811 -414 21,649 21,407 19,963 19,182: -16,750 -15,969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 21.0 0.3 64.7 54.4 76.8 75.7: 23.2 24.3
Old : 100.0: 11.8 21.0 0.3 64.7 54.4 76.8 75.7: 23.2 24.3
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 : 100: 23 33 6 32 30 59 65:
Old : 100: 23 33 6 32 30 59 65:
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 : 36.8 35.3 50.6 45.3 34.0 26.3 43.9 33.8
Old : 36.8 35.3 50.6 45.3 34.0 26.3 43.9 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 67,930: 15,413 3,191 469 47,302 58,048 63,184 61,708: 4,746 6,222
Old : 67,930: 15,413 3,191 469 47,302 58,048 63,184 61,708: 4,746 6,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 12,298: 5,841 0 -120 7,229 13,078 12,950 12,958: -652 -660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 4.7 0.7 69.6 85.5 93.0 90.8: 7.0 9.2
Old : 100.0: 22.7 4.7 0.7 69.6 85.5 93.0 90.8: 7.0 9.2
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 : 24: 2 3 1 12 16 15 19:
Old : 24: 2 3 1 12 16 15 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 : 65.5 60.4 83.9 75.5 58.1 56.6 73.4 65.0
Old : 65.5 60.4 83.9 75.5 58.1 56.6 73.4 65.0
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 - Futures Only, June 7, 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 : 8,953,488: 985,910 743,121 1,041,068 5,862,761 5,599,782 7,889,739 7,383,971: 1,063,749 1,569,517
Old : 8,953,488: 985,910 743,121 1,041,068 5,862,761 5,599,782 7,889,739 7,383,971: 1,063,749 1,569,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 157,720: 107,091 -22,540 -28,805 6,775 193,525 85,061 142,180: 72,659 15,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 8.3 11.6 65.5 62.5 88.1 82.5: 11.9 17.5
Old : 100.0: 11.0 8.3 11.6 65.5 62.5 88.1 82.5: 11.9 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 : 262: 59 56 90 128 136 234 241:
Old : 262: 59 56 90 128 136 234 241:
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 : 26.8 18.3 40.6 27.9 25.3 14.2 33.3 21.1
Old : 26.8 18.3 40.6 27.9 25.3 14.2 33.3 21.1
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 - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 714,795: 58,867 65,478 15,231 493,929 511,733 568,027 592,442: 146,768 122,353
Old : 714,795: 58,867 65,478 15,231 493,929 511,733 568,027 592,442: 146,768 122,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 14,957: 1,792 -2,977 937 12,928 16,732 15,657 14,692: -700 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 9.2 2.1 69.1 71.6 79.5 82.9: 20.5 17.1
Old : 100.0: 8.2 9.2 2.1 69.1 71.6 79.5 82.9: 20.5 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 37 30 20 91 64 141 101:
Old : 183: 37 30 20 91 64 141 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 33.6 27.7 46.6 18.6 31.3 26.5 44.1
Old : 19.0 33.6 27.7 46.6 18.6 31.3 26.5 44.1
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 - Futures Only, June 7, 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 : 1,089,415: 199,117 213,842 27,851 523,077 749,207 750,045 990,900: 339,370 98,515
Old : 1,089,415: 199,117 213,842 27,851 523,077 749,207 750,045 990,900: 339,370 98,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 24,633: 10,519 -9,371 11,318 2,705 16,112 24,542 18,059: 91 6,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 19.6 2.6 48.0 68.8 68.8 91.0: 31.2 9.0
Old : 100.0: 18.3 19.6 2.6 48.0 68.8 68.8 91.0: 31.2 9.0
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 : 193: 49 52 23 57 61 120 122:
Old : 193: 49 52 23 57 61 120 122:
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 : 18.7 29.0 28.9 42.8 14.2 23.6 21.3 35.4
Old : 18.7 29.0 28.9 42.8 14.2 23.6 21.3 35.4
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 - Futures Only, June 7, 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 : 15,651: 1,011 3,707 31 8,851 10,698 9,893 14,436: 5,758 1,215
Old : 15,651: 1,011 3,707 31 8,851 10,698 9,893 14,436: 5,758 1,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,507: 286 2,426 12 2,931 1,106 3,229 3,544: 278 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 23.7 0.2 56.6 68.4 63.2 92.2: 36.8 7.8
Old : 100.0: 6.5 23.7 0.2 56.6 68.4 63.2 92.2: 36.8 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 : 28: 2 3 1 12 14 15 17:
Old : 28: 2 3 1 12 14 15 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 : 36.2 43.0 50.5 69.0 36.1 43.0 47.8 66.6
Old : 36.2 43.0 50.5 69.0 36.1 43.0 47.8 66.6
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 - Futures Only, June 7, 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 : 32,988: 10,296 3,493 342 18,375 23,557 29,013 27,392: 3,975 5,596
Old : 32,988: 10,296 3,493 342 18,375 23,557 29,013 27,392: 3,975 5,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,450: 498 -1,821 198 2,340 4,180 3,036 2,557: 414 893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 10.6 1.0 55.7 71.4 88.0 83.0: 12.0 17.0
Old : 100.0: 31.2 10.6 1.0 55.7 71.4 88.0 83.0: 12.0 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 : 35: 6 5 2 16 17 22 24:
Old : 35: 6 5 2 16 17 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 58.2 68.9 68.9 44.6 54.3 67.2 64.8
Old : 45.6 58.2 68.9 68.9 44.6 54.3 67.2 64.8
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 - Futures Only, June 7, 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 : 56,595: 9,257 11,473 44 36,234 26,450 45,535 37,967: 11,060 18,628
Old : 56,595: 9,257 11,473 44 36,234 26,450 45,535 37,967: 11,060 18,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 917: -146 -1,494 42 -287 726 -391 -726: 1,308 1,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 20.3 0.1 64.0 46.7 80.5 67.1: 19.5 32.9
Old : 100.0: 16.4 20.3 0.1 64.0 46.7 80.5 67.1: 19.5 32.9
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 : 79: 17 17 2 30 26 47 45:
Old : 79: 17 17 2 30 26 47 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 24.3 49.0 37.6 35.5 21.7 47.1 32.4
Old : 36.9 24.3 49.0 37.6 35.5 21.7 47.1 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 318,613: 79,870 111,327 7,331 161,474 178,635 248,675 297,293: 69,938 21,320
Old : 318,613: 79,870 111,327 7,331 161,474 178,635 248,675 297,293: 69,938 21,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 11,326: 8,179 -722 401 -5,504 16,500 3,076 16,179: 8,250 -4,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 34.9 2.3 50.7 56.1 78.0 93.3: 22.0 6.7
Old : 100.0: 25.1 34.9 2.3 50.7 56.1 78.0 93.3: 22.0 6.7
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 : 191: 58 65 12 46 35 108 108:
Old : 191: 58 65 12 46 35 108 108:
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 : 33.6 34.4 43.3 49.0 27.3 26.6 34.5 36.9
Old : 33.6 34.4 43.3 49.0 27.3 26.6 34.5 36.9
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 - Futures Only, June 7, 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 : 87,578: 15,528 2,679 950 51,749 70,369 68,227 73,998: 19,351 13,580
Old : 87,578: 15,528 2,679 950 51,749 70,369 68,227 73,998: 19,351 13,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 4,406: 509 -6,416 886 2,515 11,896 3,910 6,366: 496 -1,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 3.1 1.1 59.1 80.4 77.9 84.5: 22.1 15.5
Old : 100.0: 17.7 3.1 1.1 59.1 80.4 77.9 84.5: 22.1 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 7 4 2 21 19 30 23:
Old : 40: 7 4 2 21 19 30 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 : 44.0 57.7 56.0 70.2 40.9 52.3 49.0 62.2
Old : 44.0 57.7 56.0 70.2 40.9 52.3 49.0 62.2
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 - Futures Only, June 7, 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 : 38,946: 1,049 13,880 445 30,162 19,542 31,656 33,867: 7,290 5,079
Old : 38,946: 1,049 13,880 445 30,162 19,542 31,656 33,867: 7,290 5,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,120: 40 223 338 -1,545 937 -1,167 1,498: 2,287 -378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 35.6 1.1 77.4 50.2 81.3 87.0: 18.7 13.0
Old : 100.0: 2.7 35.6 1.1 77.4 50.2 81.3 87.0: 18.7 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 : 61: 4 13 3 28 28 33 43:
Old : 61: 4 13 3 28 28 33 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 : 52.9 35.5 61.3 47.9 51.2 35.1 59.2 46.1
Old : 52.9 35.5 61.3 47.9 51.2 35.1 59.2 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 248,737: 48,958 33,125 3,722 186,146 191,994 238,826 228,841: 9,911 19,896
Old : 248,737: 48,958 33,125 3,722 186,146 191,994 238,826 228,841: 9,911 19,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 990: -3,629 -2,395 901 4,489 -214 1,761 -1,708: -771 2,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 13.3 1.5 74.8 77.2 96.0 92.0: 4.0 8.0
Old : 100.0: 19.7 13.3 1.5 74.8 77.2 96.0 92.0: 4.0 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 : 119: 14 38 9 37 48 57 89:
Old : 119: 14 38 9 37 48 57 89:
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 : 62.7 37.5 73.1 52.7 59.4 34.5 69.0 49.2
Old : 62.7 37.5 73.1 52.7 59.4 34.5 69.0 49.2
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 - Futures Only, June 7, 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 : 52,315: 14,203 6,548 2,608 16,584 26,063 33,395 35,219: 18,920 17,096
Old : 52,315: 14,203 6,548 2,608 16,584 26,063 33,395 35,219: 18,920 17,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 11,401: 636 992 2,465 3,105 2,600 6,206 6,057: 5,195 5,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 12.5 5.0 31.7 49.8 63.8 67.3: 36.2 32.7
Old : 100.0: 27.1 12.5 5.0 31.7 49.8 63.8 67.3: 36.2 32.7
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 : 87: 30 18 9 22 27 59 47:
Old : 87: 30 18 9 22 27 59 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 23.6 23.0 33.7 12.3 22.8 20.1 31.3
Old : 15.1 23.6 23.0 33.7 12.3 22.8 20.1 31.3
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 - Futures Only, June 7, 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 : 39,374: 6,993 426 1,978 18,055 2,439 27,026 4,843: 12,348 34,531
Old : 39,374: 6,993 426 1,978 18,055 2,439 27,026 4,843: 12,348 34,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 11,040: -124 -134 1,875 1,392 40 3,143 1,781: 7,897 9,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 1.1 5.0 45.9 6.2 68.6 12.3: 31.4 87.7
Old : 100.0: 17.8 1.1 5.0 45.9 6.2 68.6 12.3: 31.4 87.7
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 : 28: 9 2 8 12 4 24 13:
Old : 28: 9 2 8 12 4 24 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 7.5 52.7 11.0 44.9 6.5 52.1 6.7
Old : 45.5 7.5 52.7 11.0 44.9 6.5 52.1 6.7
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 - Futures Only, June 7, 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 : 76,138: 4,652 5,728 769 52,834 29,468 58,255 35,965: 17,883 40,173
Old : 76,138: 4,652 5,728 769 52,834 29,468 58,255 35,965: 17,883 40,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,612: 203 -34 170 251 1,405 624 1,541: 988 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 7.5 1.0 69.4 38.7 76.5 47.2: 23.5 52.8
Old : 100.0: 6.1 7.5 1.0 69.4 38.7 76.5 47.2: 23.5 52.8
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 : 52: 5 14 4 19 29 26 46:
Old : 52: 5 14 4 19 29 26 46:
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 : 58.6 19.3 66.5 29.2 46.8 12.0 52.1 17.6
Old : 58.6 19.3 66.5 29.2 46.8 12.0 52.1 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 10, 2005