MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 22,076: 1,336 1,879 931 15,266 12,576 17,533 15,386: 4,543 6,690
Old : 22,076: 1,336 1,879 931 15,266 12,576 17,533 15,386: 4,543 6,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,468: -318 114 167 1,224 905 1,073 1,186: 395 282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 8.5 4.2 69.2 57.0 79.4 69.7: 20.6 30.3
Old : 100.0: 6.1 8.5 4.2 69.2 57.0 79.4 69.7: 20.6 30.3
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 : 39: 6 5 8 25 18 34 28:
Old : 39: 6 5 8 25 18 34 28:
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 29.9 59.7 50.1 44.0 26.7 57.7 43.8
Old : 44.0 29.9 59.7 50.1 44.0 26.7 57.7 43.8
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 99,342: 12,826 26,247 26,725 48,207 21,609 87,758 74,581: 11,584 24,761
Old : 80,771: 11,485 27,511 19,985 41,548 15,329 73,018 62,825: 7,753 17,946
Other: 18,571: 6,066 3,461 2,015 6,659 6,280 14,740 11,756: 3,831 6,815
: : :
: : Changes in Commitments from: July 12, 2005 :
: 4,371: 314 -279 4,944 -736 -701 4,522 3,964: -151 407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 26.4 26.9 48.5 21.8 88.3 75.1: 11.7 24.9
Old : 100.0: 14.2 34.1 24.7 51.4 19.0 90.4 77.8: 9.6 22.2
Other: 100.0: 32.7 18.6 10.9 35.9 33.8 79.4 63.3: 20.6 36.7
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 33 57 43 20 29 86 106:
Old : 141: 32 60 33 18 29 75 104:
Other: 56: 18 13 5 9 19 30 34:
:----------------------------------------------------------------------------------------------------
: 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 : 29.5 19.7 46.5 30.7 29.5 13.4 43.6 20.7
Old : 36.2 20.7 54.3 31.7 36.2 12.6 50.6 21.6
Other: 43.0 31.5 62.2 40.9 41.6 22.6 58.0 31.1
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,406: 505 946 70 712 444 1,287 1,460: 1,119 946
Old : 2,162: 517 969 25 601 381 1,143 1,375: 1,019 787
Other: 244: 33 22 0 111 63 144 85: 100 159
: : :
: : Changes in Commitments from: July 12, 2005 :
: -305: -66 -78 -29 -10 -159 -105 -266: -200 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 39.3 2.9 29.6 18.5 53.5 60.7: 46.5 39.3
Old : 100.0: 23.9 44.8 1.2 27.8 17.6 52.9 63.6: 47.1 36.4
Other: 100.0: 13.5 9.0 0.0 45.5 25.8 59.0 34.8: 41.0 65.2
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 10 12 4 9 5 21 19:
Old : 32: 10 12 1 9 4 20 16:
Other: 13: 2 4 0 4 3 6 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 37.9 38.9 50.5 26.4 36.7 35.2 47.2
Old : 28.6 39.7 39.2 53.8 25.2 39.7 35.8 51.5
Other: 51.2 32.0 59.0 34.8 51.2 32.0 59.0 34.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 142,552: 31,344 37,663 16,598 74,679 58,532 122,621 112,793: 19,931 29,759
Old : 142,552: 31,344 37,663 16,598 74,679 58,532 122,621 112,793: 19,931 29,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 7,619: 2,232 55 2,913 2,192 3,713 7,337 6,681: 282 938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 26.4 11.6 52.4 41.1 86.0 79.1: 14.0 20.9
Old : 100.0: 22.0 26.4 11.6 52.4 41.1 86.0 79.1: 14.0 20.9
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 : 238: 56 69 59 62 87 144 198:
Old : 238: 56 69 59 62 87 144 198:
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 : 25.7 10.9 41.5 19.4 25.6 10.9 40.6 19.0
Old : 25.7 10.9 41.5 19.4 25.6 10.9 40.6 19.0
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,216: 969 820 21 833 1,067 1,823 1,908: 1,393 1,308
Old : 3,216: 969 820 21 833 1,067 1,823 1,908: 1,393 1,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -380: 92 -122 -93 -149 19 -150 -196: -230 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 25.5 0.7 25.9 33.2 56.7 59.3: 43.3 40.7
Old : 100.0: 30.1 25.5 0.7 25.9 33.2 56.7 59.3: 43.3 40.7
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 : 34: 9 8 4 12 8 22 19:
Old : 34: 9 8 4 12 8 22 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 : 25.9 37.4 40.6 50.5 25.9 36.8 40.3 48.1
Old : 25.9 37.4 40.6 50.5 25.9 36.8 40.3 48.1
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 23,722: 7,680 3,956 3,309 7,900 5,206 18,889 12,471: 4,833 11,251
Old : 23,722: 7,680 3,956 3,309 7,900 5,206 18,889 12,471: 4,833 11,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -124: -2,270 218 758 977 496 -535 1,472: 411 -1,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 16.7 13.9 33.3 21.9 79.6 52.6: 20.4 47.4
Old : 100.0: 32.4 16.7 13.9 33.3 21.9 79.6 52.6: 20.4 47.4
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 : 122: 35 26 25 34 41 84 80:
Old : 122: 35 26 25 34 41 84 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 17.3 29.7 25.9 14.7 14.8 24.6 20.5
Old : 19.4 17.3 29.7 25.9 14.7 14.8 24.6 20.5
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 91,255: 35,684 9,859 543 23,890 65,844 60,117 76,246: 31,138 15,009
Old : 91,255: 35,684 9,859 543 23,890 65,844 60,117 76,246: 31,138 15,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -168: 402 -2,220 3 -1,153 3,197 -748 980: 580 -1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 10.8 0.6 26.2 72.2 65.9 83.6: 34.1 16.4
Old : 100.0: 39.1 10.8 0.6 26.2 72.2 65.9 83.6: 34.1 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 : 73: 29 7 2 21 24 50 33:
Old : 73: 29 7 2 21 24 50 33:
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 : 18.5 35.0 32.6 55.4 18.5 35.0 30.9 55.0
Old : 18.5 35.0 32.6 55.4 18.5 35.0 30.9 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 72,416: 6,019 42,511 1 59,067 7,684 65,087 50,196: 7,329 22,220
Old : 72,416: 6,019 42,511 1 59,067 7,684 65,087 50,196: 7,329 22,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 2,891: 3,028 1,572 1 1,145 1,479 4,174 3,052: -1,283 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 58.7 0.0 81.6 10.6 89.9 69.3: 10.1 30.7
Old : 100.0: 8.3 58.7 0.0 81.6 10.6 89.9 69.3: 10.1 30.7
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 : 42: 2 27 1 9 8 11 36:
Old : 42: 2 27 1 9 8 11 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 28.4 89.8 40.5 69.0 28.4 89.1 40.5
Old : 69.0 28.4 89.8 40.5 69.0 28.4 89.1 40.5
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 94,641: 74,606 4,382 240 11,198 84,265 86,044 88,887: 8,597 5,754
Old : 94,641: 74,606 4,382 240 11,198 84,265 86,044 88,887: 8,597 5,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -5,703: -4,581 -509 75 -1,173 -5,243 -5,679 -5,677: -24 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 4.6 0.3 11.8 89.0 90.9 93.9: 9.1 6.1
Old : 100.0: 78.8 4.6 0.3 11.8 89.0 90.9 93.9: 9.1 6.1
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 : 95: 63 6 2 15 14 78 22:
Old : 95: 63 6 2 15 14 78 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 69.8 44.4 86.7 29.5 69.2 44.4 86.1
Old : 29.5 69.8 44.4 86.7 29.5 69.2 44.4 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 77,596: 11,268 36,892 10 48,718 21,784 59,996 58,686: 17,600 18,910
Old : 77,596: 11,268 36,892 10 48,718 21,784 59,996 58,686: 17,600 18,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 3,479: 2,201 5,244 0 701 -508 2,902 4,736: 577 -1,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 47.5 0.0 62.8 28.1 77.3 75.6: 22.7 24.4
Old : 100.0: 14.5 47.5 0.0 62.8 28.1 77.3 75.6: 22.7 24.4
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 : 65: 10 24 1 18 20 29 44:
Old : 65: 10 24 1 18 20 29 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 : 42.8 29.6 56.8 41.0 38.5 29.6 52.5 40.6
Old : 42.8 29.6 56.8 41.0 38.5 29.6 52.5 40.6
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 168,697: 9,165 68,221 476 133,055 67,280 142,696 135,977: 26,001 32,720
Old : 168,697: 9,165 68,221 476 133,055 67,280 142,696 135,977: 26,001 32,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 5,738: -1,665 -5,685 -1,068 6,686 10,416 3,953 3,663: 1,785 2,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 40.4 0.3 78.9 39.9 84.6 80.6: 15.4 19.4
Old : 100.0: 5.4 40.4 0.3 78.9 39.9 84.6 80.6: 15.4 19.4
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 : 93: 14 38 3 26 24 41 64:
Old : 93: 14 38 3 26 24 41 64:
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 : 41.7 33.6 64.8 47.7 36.9 25.5 53.4 37.3
Old : 41.7 33.6 64.8 47.7 36.9 25.5 53.4 37.3
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 143,052: 23,055 34,925 293 74,964 60,278 98,312 95,496: 44,740 47,556
Old : 143,052: 23,055 34,925 293 74,964 60,278 98,312 95,496: 44,740 47,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 2,766: -1,212 2,810 -192 2,034 1,150 630 3,768: 2,136 -1,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 24.4 0.2 52.4 42.1 68.7 66.8: 31.3 33.2
Old : 100.0: 16.1 24.4 0.2 52.4 42.1 68.7 66.8: 31.3 33.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 25 31 5 27 28 54 62:
Old : 98: 25 31 5 27 28 54 62:
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 : 30.9 22.4 45.5 33.3 27.7 21.0 42.2 31.6
Old : 30.9 22.4 45.5 33.3 27.7 21.0 42.2 31.6
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 60,913: 9,372 1,000 360 47,036 54,223 56,768 55,583: 4,145 5,330
Old : 60,913: 9,372 1,000 360 47,036 54,223 56,768 55,583: 4,145 5,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -24,172: -14,089 -166 310 -6,344 -17,523 -20,123 -17,379: -4,049 -6,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 1.6 0.6 77.2 89.0 93.2 91.2: 6.8 8.8
Old : 100.0: 15.4 1.6 0.6 77.2 89.0 93.2 91.2: 6.8 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 1 1 10 15 13 17:
Old : 24: 3 1 1 10 15 13 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 65.7 86.7 82.6 67.1 61.1 82.2 77.8
Old : 68.6 65.7 86.7 82.6 67.1 61.1 82.2 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 7,318,861: 772,012 911,185 806,329 4,903,921 4,160,089 6,482,262 5,877,603: 836,599 1,441,258
Old : 7,318,861: 772,012 911,185 806,329 4,903,921 4,160,089 6,482,262 5,877,603: 836,599 1,441,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -11,781: 31,264 179,065 4,652 34,078 -71,322 69,994 112,395: -81,775 -124,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 12.4 11.0 67.0 56.8 88.6 80.3: 11.4 19.7
Old : 100.0: 10.5 12.4 11.0 67.0 56.8 88.6 80.3: 11.4 19.7
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 : 259: 44 66 83 126 137 216 243:
Old : 259: 44 66 83 126 137 216 243:
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 12.9 47.7 22.2 30.5 10.1 42.4 17.3
Old : 31.4 12.9 47.7 22.2 30.5 10.1 42.4 17.3
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 656,661: 56,475 42,991 4,555 468,997 504,548 530,027 552,094: 126,634 104,567
Old : 656,661: 56,475 42,991 4,555 468,997 504,548 530,027 552,094: 126,634 104,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -2,458: 2,725 -363 -1,351 -5,735 -4,001 -4,361 -5,715: 1,903 3,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 6.5 0.7 71.4 76.8 80.7 84.1: 19.3 15.9
Old : 100.0: 8.6 6.5 0.7 71.4 76.8 80.7 84.1: 19.3 15.9
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 : 178: 34 26 14 86 63 129 94:
Old : 178: 34 26 14 86 63 129 94:
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 35.0 30.5 49.8 20.9 34.2 30.5 48.9
Old : 21.0 35.0 30.5 49.8 20.9 34.2 30.5 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 948,367: 136,355 238,163 6,976 472,874 607,771 616,205 852,910: 332,162 95,457
Old : 948,367: 136,355 238,163 6,976 472,874 607,771 616,205 852,910: 332,162 95,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -1,639: 19,321 -12,196 -4,786 -34,025 20,074 -19,490 3,092: 17,851 -4,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 25.1 0.7 49.9 64.1 65.0 89.9: 35.0 10.1
Old : 100.0: 14.4 25.1 0.7 49.9 64.1 65.0 89.9: 35.0 10.1
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 : 178: 36 55 15 53 59 99 119:
Old : 178: 36 55 15 53 59 99 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 27.9 31.8 41.8 18.0 24.7 25.6 36.2
Old : 22.0 27.9 31.8 41.8 18.0 24.7 25.6 36.2
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 12,266: 1,060 337 0 6,543 10,960 7,603 11,297: 4,663 969
Old : 12,266: 1,060 337 0 6,543 10,960 7,603 11,297: 4,663 969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -4: 0 -16 0 18 3 18 -13: -22 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 2.7 0.0 53.3 89.4 62.0 92.1: 38.0 7.9
Old : 100.0: 8.6 2.7 0.0 53.3 89.4 62.0 92.1: 38.0 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 0 14 16 16 17:
Old : 29: 2 1 0 14 16 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 38.4 43.5 66.2 26.0 37.4 40.9 64.9
Old : 27.7 38.4 43.5 66.2 26.0 37.4 40.9 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 30,841: 8,875 1,584 0 17,455 25,387 26,330 26,971: 4,511 3,870
Old : 30,841: 8,875 1,584 0 17,455 25,387 26,330 26,971: 4,511 3,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -729: 353 292 -123 -960 -1,048 -730 -879: 1 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 5.1 0.0 56.6 82.3 85.4 87.5: 14.6 12.5
Old : 100.0: 28.8 5.1 0.0 56.6 82.3 85.4 87.5: 14.6 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 8 3 0 16 19 24 22:
Old : 40: 8 3 0 16 19 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 51.0 67.7 66.1 49.7 49.6 65.2 64.0
Old : 49.8 51.0 67.7 66.1 49.7 49.6 65.2 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 47,712: 7,370 7,104 0 26,167 31,857 33,537 38,961: 14,175 8,751
Old : 47,712: 7,370 7,104 0 26,167 31,857 33,537 38,961: 14,175 8,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -2,669: 921 -1,681 0 -180 -938 741 -2,619: -3,410 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 14.9 0.0 54.8 66.8 70.3 81.7: 29.7 18.3
Old : 100.0: 15.4 14.9 0.0 54.8 66.8 70.3 81.7: 29.7 18.3
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 : 69: 12 12 0 28 22 40 34:
Old : 69: 12 12 0 28 22 40 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 : 22.5 41.0 34.7 55.6 21.0 35.4 32.0 49.6
Old : 22.5 41.0 34.7 55.6 21.0 35.4 32.0 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 266,459: 99,804 72,397 1,791 144,453 158,689 246,048 232,877: 20,411 33,582
Old : 266,459: 99,804 72,397 1,791 144,453 158,689 246,048 232,877: 20,411 33,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 7,744: 28,170 -3,377 -1,240 -16,376 37,378 10,554 32,761: -2,810 -25,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 27.2 0.7 54.2 59.6 92.3 87.4: 7.7 12.6
Old : 100.0: 37.5 27.2 0.7 54.2 59.6 92.3 87.4: 7.7 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 70 54 9 35 42 110 100:
Old : 190: 70 54 9 35 42 110 100:
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 29.8 51.8 40.4 35.2 25.0 43.2 34.3
Old : 40.2 29.8 51.8 40.4 35.2 25.0 43.2 34.3
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 63,659: 16,209 9,453 7 32,041 38,703 48,257 48,163: 15,402 15,496
Old : 63,659: 16,209 9,453 7 32,041 38,703 48,257 48,163: 15,402 15,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -831: -1,659 141 0 2,823 -880 1,164 -739: -1,995 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 14.8 0.0 50.3 60.8 75.8 75.7: 24.2 24.3
Old : 100.0: 25.5 14.8 0.0 50.3 60.8 75.8 75.7: 24.2 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 : 42: 7 9 1 16 16 24 25:
Old : 42: 7 9 1 16 16 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 33.9 62.3 52.4 49.7 33.1 62.2 51.6
Old : 49.8 33.9 62.3 52.4 49.7 33.1 62.2 51.6
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 29,274: 778 4,244 0 23,431 19,290 24,209 23,534: 5,065 5,740
Old : 29,274: 778 4,244 0 23,431 19,290 24,209 23,534: 5,065 5,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 189: -22 194 0 94 -1,607 72 -1,413: 117 1,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 14.5 0.0 80.0 65.9 82.7 80.4: 17.3 19.6
Old : 100.0: 2.7 14.5 0.0 80.0 65.9 82.7 80.4: 17.3 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 3 10 0 28 21 31 31:
Old : 53: 3 10 0 28 21 31 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 : 50.6 36.6 60.2 50.8 49.7 36.6 59.3 50.6
Old : 50.6 36.6 60.2 50.8 49.7 36.6 59.3 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 224,709: 26,083 43,567 880 184,792 170,003 211,755 214,450: 12,954 10,259
Old : 224,709: 26,083 43,567 880 184,792 170,003 211,755 214,450: 12,954 10,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -2,726: -947 -226 -187 -1,320 275 -2,454 -138: -272 -2,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 19.4 0.4 82.2 75.7 94.2 95.4: 5.8 4.6
Old : 100.0: 11.6 19.4 0.4 82.2 75.7 94.2 95.4: 5.8 4.6
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 : 127: 26 36 5 35 47 63 86:
Old : 127: 26 36 5 35 47 63 86:
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 : 56.7 35.7 66.8 51.7 52.0 33.5 60.8 48.4
Old : 56.7 35.7 66.8 51.7 52.0 33.5 60.8 48.4
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 37,610: 13,414 7,083 411 12,320 21,970 26,145 29,464: 11,465 8,146
Old : 37,610: 13,414 7,083 411 12,320 21,970 26,145 29,464: 11,465 8,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 2,446: 1,352 1,146 -19 972 730 2,305 1,857: 141 589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 18.8 1.1 32.8 58.4 69.5 78.3: 30.5 21.7
Old : 100.0: 35.7 18.8 1.1 32.8 58.4 69.5 78.3: 30.5 21.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 27 13 3 16 20 44 35:
Old : 74: 27 13 3 16 20 44 35:
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 : 21.1 39.7 32.7 50.2 21.1 39.1 32.7 49.7
Old : 21.1 39.7 32.7 50.2 21.1 39.1 32.7 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 22,289: 5,592 0 70 12,129 5,694 17,791 5,764: 4,498 16,525
Old : 22,289: 5,592 0 70 12,129 5,694 17,791 5,764: 4,498 16,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 4,938: 628 -200 70 2,733 3,494 3,431 3,364: 1,507 1,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 0.0 0.3 54.4 25.5 79.8 25.9: 20.2 74.1
Old : 100.0: 25.1 0.0 0.3 54.4 25.5 79.8 25.9: 20.2 74.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 9 0 1 9 3 18 4:
Old : 20: 9 0 1 9 3 18 4:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 25.9 62.8 25.9 49.9 20.6 60.0 20.6
Old : 51.6 25.9 62.8 25.9 49.9 20.6 60.0 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 28,959: 1,153 2,366 107 14,289 22,338 15,549 24,811: 13,410 4,148
Old : 28,959: 1,153 2,366 107 14,289 22,338 15,549 24,811: 13,410 4,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 624: -142 55 -334 981 339 505 60: 119 564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 8.2 0.4 49.3 77.1 53.7 85.7: 46.3 14.3
Old : 100.0: 4.0 8.2 0.4 49.3 77.1 53.7 85.7: 46.3 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 10 2 13 19 17 30:
Old : 35: 3 10 2 13 19 17 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 51.7 43.5 67.0 14.1 31.4 18.8 38.9
Old : 28.9 51.7 43.5 67.0 14.1 31.4 18.8 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 22, 2005