MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 28,443: 2,478 1,989 3,822 17,090 14,447 23,390 20,258: 5,053 8,185
Old : 28,443: 2,478 1,989 3,822 17,090 14,447 23,390 20,258: 5,053 8,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 593: 384 121 -113 201 370 473 378: 120 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 7.0 13.4 60.1 50.8 82.2 71.2: 17.8 28.8
Old : 100.0: 8.7 7.0 13.4 60.1 50.8 82.2 71.2: 17.8 28.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 9 7 13 24 19 39 33:
Old : 44: 9 7 13 24 19 39 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 : 44.5 26.7 58.3 46.2 41.5 24.3 50.3 38.7
Old : 44.5 26.7 58.3 46.2 41.5 24.3 50.3 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 104,066: 11,024 16,723 29,627 47,319 29,860 87,971 76,210: 16,096 27,856
Old : 93,386: 10,527 17,501 26,208 42,309 26,187 79,044 69,896: 14,342 23,490
Other: 10,681: 3,293 2,018 623 5,011 3,673 8,927 6,314: 1,754 4,366
: : :
: : Changes in Commitments from: May 24, 2005 :
: 2,516: -953 1,598 1,530 2,167 335 2,744 3,463: -228 -947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 16.1 28.5 45.5 28.7 84.5 73.2: 15.5 26.8
Old : 100.0: 11.3 18.7 28.1 45.3 28.0 84.6 74.8: 15.4 25.2
Other: 100.0: 30.8 18.9 5.8 46.9 34.4 83.6 59.1: 16.4 40.9
: : :
:# Traders : Number of Traders in Each Category :
All : 157: 36 57 62 27 34 104 131:
Old : 156: 39 58 61 26 34 103 129:
Other: 49: 18 12 9 8 15 30 32:
:----------------------------------------------------------------------------------------------------
: 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 : 27.8 14.4 40.7 23.3 27.8 14.0 39.6 19.6
Old : 31.0 14.1 43.0 23.4 31.0 13.9 41.8 20.1
Other: 57.3 28.9 71.1 39.9 56.0 25.4 67.3 35.6
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 4,055: 505 1,674 357 1,456 744 2,318 2,775: 1,737 1,280
Old : 4,005: 489 1,674 356 1,438 744 2,283 2,774: 1,722 1,231
Other: 50: 16 0 1 18 0 35 1: 15 49
: : :
: : Changes in Commitments from: May 24, 2005 :
: 42: -93 -43 53 -52 -38 -92 -28: 134 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 41.3 8.8 35.9 18.3 57.2 68.4: 42.8 31.6
Old : 100.0: 12.2 41.8 8.9 35.9 18.6 57.0 69.3: 43.0 30.7
Other: 100.0: 32.0 0.0 2.0 36.0 0.0 70.0 2.0: 30.0 98.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 12 15 9 7 4 24 24:
Old : 37: 12 15 9 6 4 23 24:
Other: 3: 1 0 1 2 0 3 1:
:----------------------------------------------------------------------------------------------------
: 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 : 32.8 44.2 42.4 54.0 29.9 43.0 37.2 48.7
Old : 32.8 44.7 42.5 54.7 29.9 43.6 37.3 49.3
Other: 70.0 2.0 70.0 2.0 68.0 0.0 68.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 161,693: 40,567 11,253 24,921 74,714 83,905 140,202 120,080: 21,491 41,614
Old : 161,693: 40,567 11,253 24,921 74,714 83,905 140,202 120,080: 21,491 41,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 3,419: -638 430 1,660 1,407 2,200 2,428 4,290: 990 -871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 7.0 15.4 46.2 51.9 86.7 74.3: 13.3 25.7
Old : 100.0: 25.1 7.0 15.4 46.2 51.9 86.7 74.3: 13.3 25.7
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 : 235: 65 37 62 79 107 180 183:
Old : 235: 65 37 62 79 107 180 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 14.4 33.9 24.2 21.4 13.9 31.2 22.1
Old : 21.4 14.4 33.9 24.2 21.4 13.9 31.2 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 3,855: 1,245 358 314 1,045 2,048 2,605 2,720: 1,250 1,135
Old : 3,855: 1,245 358 314 1,045 2,048 2,605 2,720: 1,250 1,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 143: 80 -89 45 81 165 206 121: -63 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 9.3 8.1 27.1 53.1 67.6 70.6: 32.4 29.4
Old : 100.0: 32.3 9.3 8.1 27.1 53.1 67.6 70.6: 32.4 29.4
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 : 46: 12 9 8 17 19 33 32:
Old : 46: 12 9 8 17 19 33 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 38.4 39.0 48.7 25.6 36.8 35.5 45.4
Old : 26.7 38.4 39.0 48.7 25.6 36.8 35.5 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 24,895: 10,378 2,521 3,052 6,429 4,281 19,860 9,854: 5,035 15,041
Old : 24,895: 10,378 2,521 3,052 6,429 4,281 19,860 9,854: 5,035 15,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -3,701: -586 -274 -1,203 -1,504 -1,168 -3,293 -2,644: -408 -1,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 10.1 12.3 25.8 17.2 79.8 39.6: 20.2 60.4
Old : 100.0: 41.7 10.1 12.3 25.8 17.2 79.8 39.6: 20.2 60.4
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 : 132: 42 27 18 36 40 90 74:
Old : 132: 42 27 18 36 40 90 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 11.4 31.0 17.0 17.0 7.7 29.3 12.0
Old : 17.7 11.4 31.0 17.0 17.0 7.7 29.3 12.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 103,289: 10,915 41,392 3,011 63,175 34,872 77,101 79,275: 26,188 24,014
Old : 103,289: 10,915 41,392 3,011 63,175 34,872 77,101 79,275: 26,188 24,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -2,149: 770 -885 -210 -2,664 -27 -2,103 -1,121: -46 -1,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 40.1 2.9 61.2 33.8 74.6 76.8: 25.4 23.2
Old : 100.0: 10.6 40.1 2.9 61.2 33.8 74.6 76.8: 25.4 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 9 26 9 30 25 47 52:
Old : 75: 9 26 9 30 25 47 52:
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 : 35.8 23.6 46.0 38.0 33.9 23.6 44.1 37.9
Old : 35.8 23.6 46.0 38.0 33.9 23.6 44.1 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 70,733: 1,673 40,249 126 58,759 7,716 60,558 48,091: 10,175 22,642
Old : 70,733: 1,673 40,249 126 58,759 7,716 60,558 48,091: 10,175 22,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -432: -622 816 -10 -857 -89 -1,489 718: 1,057 -1,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 56.9 0.2 83.1 10.9 85.6 68.0: 14.4 32.0
Old : 100.0: 2.4 56.9 0.2 83.1 10.9 85.6 68.0: 14.4 32.0
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 : 50: 2 24 2 20 8 23 33:
Old : 50: 2 24 2 20 8 23 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 : 47.8 19.7 67.6 33.5 44.7 19.7 64.6 33.5
Old : 47.8 19.7 67.6 33.5 44.7 19.7 64.6 33.5
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 with Delta-adjusted Options and Futures Combined, May 31, 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 : 110,178: 83,830 3,568 725 16,642 101,612 101,198 105,906: 8,980 4,272
Old : 110,178: 83,830 3,568 725 16,642 101,612 101,198 105,906: 8,980 4,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 8,142: 6,786 -196 305 460 8,364 7,551 8,473: 591 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 3.2 0.7 15.1 92.2 91.8 96.1: 8.2 3.9
Old : 100.0: 76.1 3.2 0.7 15.1 92.2 91.8 96.1: 8.2 3.9
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 : 106: 62 12 5 16 19 82 33:
Old : 106: 62 12 5 16 19 82 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 : 31.4 61.7 48.7 84.0 31.4 61.5 48.7 83.8
Old : 31.4 61.7 48.7 84.0 31.4 61.5 48.7 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 100,386: 14,376 25,444 2,597 62,026 50,200 78,999 78,241: 21,387 22,145
Old : 100,386: 14,376 25,444 2,597 62,026 50,200 78,999 78,241: 21,387 22,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 9,448: -347 3,223 213 8,914 3,164 8,780 6,601: 668 2,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 25.3 2.6 61.8 50.0 78.7 77.9: 21.3 22.1
Old : 100.0: 14.3 25.3 2.6 61.8 50.0 78.7 77.9: 21.3 22.1
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 : 69: 17 21 8 23 16 44 41:
Old : 69: 17 21 8 23 16 44 41:
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 : 25.4 32.6 42.8 47.5 24.2 29.6 39.7 43.0
Old : 25.4 32.6 42.8 47.5 24.2 29.6 39.7 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 211,146: 6,033 54,823 4,234 172,392 122,232 182,659 181,290: 28,487 29,856
Old : 211,146: 6,033 54,823 4,234 172,392 122,232 182,659 181,290: 28,487 29,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -294: -3,737 5,858 -586 513 -9,645 -3,810 -4,373: 3,516 4,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 26.0 2.0 81.6 57.9 86.5 85.9: 13.5 14.1
Old : 100.0: 2.9 26.0 2.0 81.6 57.9 86.5 85.9: 13.5 14.1
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 : 87: 9 33 8 32 31 47 66:
Old : 87: 9 33 8 32 31 47 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 34.5 73.2 46.7 50.9 27.0 60.1 37.5
Old : 53.6 34.5 73.2 46.7 50.9 27.0 60.1 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 242,572: 27,374 42,004 24,017 115,786 103,322 167,177 169,343: 75,395 73,229
Old : 242,572: 27,374 42,004 24,017 115,786 103,322 167,177 169,343: 75,395 73,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 40,104: 44 3,694 3,413 13,944 19,778 17,401 26,885: 22,703 13,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 17.3 9.9 47.7 42.6 68.9 69.8: 31.1 30.2
Old : 100.0: 11.3 17.3 9.9 47.7 42.6 68.9 69.8: 31.1 30.2
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 : 115: 36 35 25 34 33 80 83:
Old : 115: 36 35 25 34 33 80 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 24.6 32.3 36.1 22.5 21.8 30.6 29.4
Old : 22.8 24.6 32.3 36.1 22.5 21.8 30.6 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 55,632: 9,572 3,191 589 40,073 44,970 50,234 48,750: 5,398 6,882
Old : 55,632: 9,572 3,191 589 40,073 44,970 50,234 48,750: 5,398 6,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 5.7 1.1 72.0 80.8 90.3 87.6: 9.7 12.4
Old : 100.0: 17.2 5.7 1.1 72.0 80.8 90.3 87.6: 9.7 12.4
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 : 22: 2 3 2 14 13 17 17:
Old : 22: 2 3 2 14 13 17 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 : 64.5 52.7 79.7 73.6 55.1 46.7 67.9 60.4
Old : 64.5 52.7 79.7 73.6 55.1 46.7 67.9 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 :13,657,561: 718,811 605,143 4,023,998 7,811,927 7,352,753 12,554,736 11,981,895: 1,102,825 1,675,666
Old :13,657,561: 718,811 605,143 4,023,998 7,811,927 7,352,753 12,554,736 11,981,895: 1,102,825 1,675,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 156,874: 47,412 -36,094 88,750 26,611 117,957 162,774 170,614: -5,900 -13,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 4.4 29.5 57.2 53.8 91.9 87.7: 8.1 12.3
Old : 100.0: 5.3 4.4 29.5 57.2 53.8 91.9 87.7: 8.1 12.3
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 : 289: 57 75 113 145 143 272 267:
Old : 289: 57 75 113 145 143 272 267:
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 : 18.8 15.3 31.0 25.4 17.0 9.4 22.5 13.9
Old : 18.8 15.3 31.0 25.4 17.0 9.4 22.5 13.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 768,141: 58,634 67,934 51,753 497,504 510,951 607,891 630,638: 160,251 137,503
Old : 768,141: 58,634 67,934 51,753 497,504 510,951 607,891 630,638: 160,251 137,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -2,079: -2,565 -570 -108 -8,971 1,152 -11,643 474: 9,564 -2,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 8.8 6.7 64.8 66.5 79.1 82.1: 20.9 17.9
Old : 100.0: 7.6 8.8 6.7 64.8 66.5 79.1 82.1: 20.9 17.9
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 : 200: 42 41 51 96 66 170 126:
Old : 200: 42 41 51 96 66 170 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 29.9 26.1 41.6 17.5 29.7 25.2 41.3
Old : 17.9 29.9 26.1 41.6 17.5 29.7 25.2 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 1,091,744: 188,975 225,117 24,024 534,637 744,810 747,636 993,951: 344,109 97,794
Old : 1,091,744: 188,975 225,117 24,024 534,637 744,810 747,636 993,951: 344,109 97,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 19,014: 7,720 -18,007 4,607 24,274 38,958 36,601 25,557: -17,587 -6,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 20.6 2.2 49.0 68.2 68.5 91.0: 31.5 9.0
Old : 100.0: 17.3 20.6 2.2 49.0 68.2 68.5 91.0: 31.5 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 : 190: 45 54 25 60 62 122 124:
Old : 190: 45 54 25 60 62 122 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 29.2 29.0 43.0 14.2 24.1 20.4 34.4
Old : 19.5 29.2 29.0 43.0 14.2 24.1 20.4 34.4
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 with Delta-adjusted Options and Futures Combined, May 31, 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 : 12,144: 725 1,281 19 5,920 9,592 6,664 10,892: 5,480 1,252
Old : 12,144: 725 1,281 19 5,920 9,592 6,664 10,892: 5,480 1,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 629: 0 -25 19 494 -279 513 -285: 116 914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 10.5 0.2 48.7 79.0 54.9 89.7: 45.1 10.3
Old : 100.0: 6.0 10.5 0.2 48.7 79.0 54.9 89.7: 45.1 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 3 1 12 13 14 16:
Old : 26: 1 3 1 12 13 14 16:
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 : 28.0 37.5 44.8 63.0 26.6 36.6 41.9 59.0
Old : 28.0 37.5 44.8 63.0 26.6 36.6 41.9 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 29,538: 9,798 5,314 144 16,035 19,377 25,977 24,835: 3,561 4,703
Old : 29,538: 9,798 5,314 144 16,035 19,377 25,977 24,835: 3,561 4,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 46: -1,200 -858 144 1,640 1,534 584 820: -538 -774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 18.0 0.5 54.3 65.6 87.9 84.1: 12.1 15.9
Old : 100.0: 33.2 18.0 0.5 54.3 65.6 87.9 84.1: 12.1 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 : 36: 6 5 2 15 17 21 24:
Old : 36: 6 5 2 15 17 21 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 : 43.1 54.7 65.9 68.1 43.0 50.7 63.4 64.2
Old : 43.1 54.7 65.9 68.1 43.0 50.7 63.4 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 55,943: 9,403 12,955 15 36,608 25,791 46,026 38,761: 9,917 17,182
Old : 55,943: 9,403 12,955 15 36,608 25,791 46,026 38,761: 9,917 17,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 1,237: 1,833 -4,711 -10 -494 205 1,329 -4,516: -92 5,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 23.2 0.0 65.4 46.1 82.3 69.3: 17.7 30.7
Old : 100.0: 16.8 23.2 0.0 65.4 46.1 82.3 69.3: 17.7 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 : 85: 19 18 2 32 29 52 48:
Old : 85: 19 18 2 32 29 52 48:
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 : 39.2 24.5 51.2 36.5 37.7 22.9 49.3 34.4
Old : 39.2 24.5 51.2 36.5 37.7 22.9 49.3 34.4
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 with Delta-adjusted Options and Futures Combined, May 31, 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 : 307,814: 71,693 112,058 7,058 167,234 162,379 245,984 281,496: 61,830 26,319
Old : 307,814: 71,693 112,058 7,058 167,234 162,379 245,984 281,496: 61,830 26,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -7,783: -18,035 -3,446 755 -23,454 2,321 -40,733 -370: 32,950 -7,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 36.4 2.3 54.3 52.8 79.9 91.4: 20.1 8.6
Old : 100.0: 23.3 36.4 2.3 54.3 52.8 79.9 91.4: 20.1 8.6
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 : 189: 54 69 12 46 34 107 108:
Old : 189: 54 69 12 46 34 107 108:
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 : 38.5 32.1 49.3 44.2 32.5 24.8 39.6 33.5
Old : 38.5 32.1 49.3 44.2 32.5 24.8 39.6 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 91,827: 15,892 10,754 3,469 52,534 60,842 71,895 75,065: 19,931 16,762
Old : 91,827: 15,892 10,754 3,469 52,534 60,842 71,895 75,065: 19,931 16,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -1,103: -4,518 1,716 -776 4,715 -2,193 -580 -1,253: -523 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 11.7 3.8 57.2 66.3 78.3 81.7: 21.7 18.3
Old : 100.0: 17.3 11.7 3.8 57.2 66.3 78.3 81.7: 21.7 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 : 43: 6 11 4 22 14 30 27:
Old : 43: 6 11 4 22 14 30 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 : 41.2 56.1 56.3 67.0 39.8 50.8 50.8 60.7
Old : 41.2 56.1 56.3 67.0 39.8 50.8 50.8 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 37,829: 1,008 13,657 108 31,709 18,605 32,825 32,370: 5,004 5,459
Old : 37,829: 1,008 13,657 108 31,709 18,605 32,825 32,370: 5,004 5,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 1,174: 232 640 -4 1,737 86 1,965 722: -791 452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 36.1 0.3 83.8 49.2 86.8 85.6: 13.2 14.4
Old : 100.0: 2.7 36.1 0.3 83.8 49.2 86.8 85.6: 13.2 14.4
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 : 62: 4 12 2 28 26 33 39:
Old : 62: 4 12 2 28 26 33 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 36.2 66.4 47.6 55.0 36.2 65.0 47.4
Old : 56.0 36.2 66.4 47.6 55.0 36.2 65.0 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 249,010: 52,611 35,508 3,278 182,210 192,575 238,099 231,361: 10,911 17,649
Old : 249,010: 52,611 35,508 3,278 182,210 192,575 238,099 231,361: 10,911 17,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 5,918: 798 -666 1,311 3,345 3,274 5,454 3,919: 464 1,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 14.3 1.3 73.2 77.3 95.6 92.9: 4.4 7.1
Old : 100.0: 21.1 14.3 1.3 73.2 77.3 95.6 92.9: 4.4 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 15 40 11 35 48 58 91:
Old : 120: 15 40 11 35 48 58 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 36.1 72.5 50.9 60.1 33.5 69.1 48.0
Old : 63.1 36.1 72.5 50.9 60.1 33.5 69.1 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 41,764: 13,567 5,556 143 14,329 23,914 28,039 29,613: 13,725 12,151
Old : 41,764: 13,567 5,556 143 14,329 23,914 28,039 29,613: 13,725 12,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -1,525: 227 -998 -133 -924 590 -830 -541: -695 -984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 13.3 0.3 34.3 57.3 67.1 70.9: 32.9 29.1
Old : 100.0: 32.5 13.3 0.3 34.3 57.3 67.1 70.9: 32.9 29.1
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 : 82: 29 13 3 18 28 49 42:
Old : 82: 29 13 3 18 28 49 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 27.1 26.8 38.1 14.7 26.6 24.4 36.0
Old : 16.2 27.1 26.8 38.1 14.7 26.6 24.4 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 28,334: 7,117 560 103 16,663 2,399 23,883 3,062: 4,451 25,272
Old : 28,334: 7,117 560 103 16,663 2,399 23,883 3,062: 4,451 25,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -996: -43 210 61 699 2 717 273: -1,713 -1,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 2.0 0.4 58.8 8.5 84.3 10.8: 15.7 89.2
Old : 100.0: 25.1 2.0 0.4 58.8 8.5 84.3 10.8: 15.7 89.2
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 : 26: 10 2 3 11 4 21 9:
Old : 26: 10 2 3 11 4 21 9:
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 : 60.2 9.0 69.3 10.8 59.4 8.9 68.5 9.6
Old : 60.2 9.0 69.3 10.8 59.4 8.9 68.5 9.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 74,526: 4,449 5,762 599 52,583 28,063 57,631 34,424: 16,895 40,102
Old : 74,526: 4,449 5,762 599 52,583 28,063 57,631 34,424: 16,895 40,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -1,323: -17 44 154 950 -406 1,087 -208: -2,410 -1,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 7.7 0.8 70.6 37.7 77.3 46.2: 22.7 53.8
Old : 100.0: 6.0 7.7 0.8 70.6 37.7 77.3 46.2: 22.7 53.8
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 3 19 29 26 45:
Old : 52: 5 14 3 19 29 26 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 : 59.5 19.3 67.6 28.7 48.1 12.3 54.1 17.9
Old : 59.5 19.3 67.6 28.7 48.1 12.3 54.1 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 3, 2005