MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 25,128: 1,670 1,773 3,126 15,484 12,593 20,280 17,492: 4,848 7,636
Old : 25,128: 1,670 1,773 3,126 15,484 12,593 20,280 17,492: 4,848 7,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 401: 250 -63 -10 207 297 447 224: -47 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 7.1 12.4 61.6 50.1 80.7 69.6: 19.3 30.4
Old : 100.0: 6.6 7.1 12.4 61.6 50.1 80.7 69.6: 19.3 30.4
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 : 42: 10 5 11 25 18 39 30:
Old : 42: 10 5 11 25 18 39 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 : 43.2 28.5 57.3 47.3 43.2 25.3 52.6 39.1
Old : 43.2 28.5 57.3 47.3 43.2 25.3 52.6 39.1
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, June 14, 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 : 99,307: 10,787 23,906 19,047 51,496 27,091 81,330 70,044: 17,977 29,263
Old : 85,877: 9,099 23,821 15,519 45,622 22,727 70,240 62,067: 15,637 23,810
Other: 13,430: 4,074 2,471 1,142 5,874 4,364 11,090 7,977: 2,340 5,453
: : :
: : Changes in Commitments from: June 7, 2005 :
: -1,438: 383 2,959 -4,147 2,001 -878 -1,763 -2,067: 325 629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 24.1 19.2 51.9 27.3 81.9 70.5: 18.1 29.5
Old : 100.0: 10.6 27.7 18.1 53.1 26.5 81.8 72.3: 18.2 27.7
Other: 100.0: 30.3 18.4 8.5 43.7 32.5 82.6 59.4: 17.4 40.6
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 30 61 45 35 34 95 113:
Old : 141: 34 55 43 33 34 91 112:
Other: 53: 18 12 9 11 18 33 35:
:----------------------------------------------------------------------------------------------------
: 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 : 29.3 15.0 43.0 23.9 29.3 12.6 42.7 19.1
Old : 33.9 14.4 46.3 24.2 33.9 12.6 45.8 20.1
Other: 49.8 28.0 65.8 41.5 48.5 24.3 62.9 35.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 4,180: 643 1,602 621 1,227 744 2,491 2,967: 1,689 1,212
Old : 4,101: 649 1,635 563 1,210 744 2,422 2,942: 1,679 1,158
Other: 79: 51 24 1 17 0 69 25: 10 54
: : :
: : Changes in Commitments from: June 7, 2005 :
: 121: 117 -102 -4 -87 28 26 -78: 94 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 38.3 14.9 29.4 17.8 59.6 71.0: 40.4 29.0
Old : 100.0: 15.8 39.9 13.7 29.5 18.1 59.1 71.7: 40.9 28.3
Other: 100.0: 64.6 30.4 1.3 21.5 0.0 87.3 31.6: 12.7 68.4
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 12 18 15 6 5 27 30:
Old : 40: 11 19 12 5 5 26 27:
Other: 9: 4 3 1 2 0 6 4:
:----------------------------------------------------------------------------------------------------
: 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 : 30.2 47.0 42.6 56.9 27.5 42.6 35.0 47.2
Old : 30.4 47.9 41.8 57.9 27.6 43.4 35.4 48.2
Other: 82.3 31.6 87.3 31.6 81.0 30.4 86.1 30.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 144,168: 30,720 18,752 22,537 73,450 68,102 126,708 109,392: 17,460 34,776
Old : 144,168: 30,720 18,752 22,537 73,450 68,102 126,708 109,392: 17,460 34,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -7,584: -4,542 5,727 -1,368 932 -7,690 -4,978 -3,331: -2,606 -4,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 13.0 15.6 50.9 47.2 87.9 75.9: 12.1 24.1
Old : 100.0: 21.3 13.0 15.6 50.9 47.2 87.9 75.9: 12.1 24.1
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 : 221: 49 54 51 71 93 149 178:
Old : 221: 49 54 51 71 93 149 178:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 13.4 38.3 23.2 24.3 12.8 37.1 21.0
Old : 24.3 13.4 38.3 23.2 24.3 12.8 37.1 21.0
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 with Delta-adjusted Options and Futures Combined, June 14, 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 : 3,953: 1,189 655 260 1,237 1,785 2,686 2,700: 1,267 1,253
Old : 3,953: 1,189 655 260 1,237 1,785 2,686 2,700: 1,267 1,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 228: -46 193 -11 125 -132 67 49: 161 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 16.6 6.6 31.3 45.2 68.0 68.3: 32.0 31.7
Old : 100.0: 30.1 16.6 6.6 31.3 45.2 68.0 68.3: 32.0 31.7
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 : 49: 11 13 8 18 19 34 35:
Old : 49: 11 13 8 18 19 34 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 : 24.9 35.6 37.5 46.3 23.2 33.5 34.0 43.4
Old : 24.9 35.6 37.5 46.3 23.2 33.5 34.0 43.4
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, June 14, 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 : 25,428: 8,357 2,321 3,573 7,976 4,676 19,905 10,569: 5,522 14,859
Old : 25,428: 8,357 2,321 3,573 7,976 4,676 19,905 10,569: 5,522 14,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -1,100: -1,578 -552 -109 596 452 -1,091 -209: -9 -892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 9.1 14.1 31.4 18.4 78.3 41.6: 21.7 58.4
Old : 100.0: 32.9 9.1 14.1 31.4 18.4 78.3 41.6: 21.7 58.4
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 : 128: 38 23 23 40 43 95 75:
Old : 128: 38 23 23 40 43 95 75:
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 : 17.2 10.1 28.5 16.6 16.1 6.8 26.3 11.6
Old : 17.2 10.1 28.5 16.6 16.1 6.8 26.3 11.6
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, June 14, 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 : 68,382: 11,516 28,509 1,651 27,509 17,233 40,676 47,392: 27,707 20,990
Old : 68,382: 11,516 28,509 1,651 27,509 17,233 40,676 47,392: 27,707 20,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -30,357: 1,256 -7,810 184 -29,722 -20,207 -28,282 -27,833: -2,075 -2,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 41.7 2.4 40.2 25.2 59.5 69.3: 40.5 30.7
Old : 100.0: 16.8 41.7 2.4 40.2 25.2 59.5 69.3: 40.5 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 : 69: 13 21 7 25 23 43 46:
Old : 69: 13 21 7 25 23 43 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 20.7 36.6 35.3 21.6 20.7 33.4 34.9
Old : 23.8 20.7 36.6 35.3 21.6 20.7 33.4 34.9
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, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 74,084: 2,905 46,486 0 64,004 4,362 66,909 50,848: 7,175 23,236
Old : 74,084: 2,905 46,486 0 64,004 4,362 66,909 50,848: 7,175 23,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -16,281: 962 -769 -1 -14,427 -14,653 -13,466 -15,423: -2,815 -858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 62.7 0.0 86.4 5.9 90.3 68.6: 9.7 31.4
Old : 100.0: 3.9 62.7 0.0 86.4 5.9 90.3 68.6: 9.7 31.4
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 : 42: 2 26 0 12 3 14 29:
Old : 42: 2 26 0 12 3 14 29:
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 : 68.1 25.4 84.5 39.9 68.1 25.4 84.1 39.9
Old : 68.1 25.4 84.5 39.9 68.1 25.4 84.1 39.9
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, June 14, 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 : 102,624: 82,396 4,364 124 10,557 92,040 93,077 96,528: 9,548 6,096
Old : 102,624: 82,396 4,364 124 10,557 92,040 93,077 96,528: 9,548 6,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -18,452: 1,809 1,127 -2,788 -16,831 -17,515 -17,810 -19,176: -642 724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 4.3 0.1 10.3 89.7 90.7 94.1: 9.3 5.9
Old : 100.0: 80.3 4.3 0.1 10.3 89.7 90.7 94.1: 9.3 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 63 6 2 11 18 75 25:
Old : 95: 63 6 2 11 18 75 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 : 30.9 65.8 50.4 82.9 30.9 65.5 50.4 82.6
Old : 30.9 65.8 50.4 82.9 30.9 65.5 50.4 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 71,392: 14,149 31,268 1,451 36,709 19,096 52,309 51,815: 19,083 19,577
Old : 71,392: 14,149 31,268 1,451 36,709 19,096 52,309 51,815: 19,083 19,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -32,140: -526 8,199 63 -25,523 -38,394 -25,986 -30,133: -6,154 -2,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 43.8 2.0 51.4 26.7 73.3 72.6: 26.7 27.4
Old : 100.0: 19.8 43.8 2.0 51.4 26.7 73.3 72.6: 26.7 27.4
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 : 59: 13 22 5 18 15 33 40:
Old : 59: 13 22 5 18 15 33 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 24.3 50.2 39.0 32.8 24.3 47.8 38.5
Old : 34.1 24.3 50.2 39.0 32.8 24.3 47.8 38.5
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, June 14, 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 : 168,766: 6,287 61,042 5,384 132,973 71,189 144,643 137,615: 24,124 31,151
Old : 168,766: 6,287 61,042 5,384 132,973 71,189 144,643 137,615: 24,124 31,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -22,389: 1,410 18,920 2,406 -20,404 -47,377 -16,588 -26,051: -5,802 3,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 36.2 3.2 78.8 42.2 85.7 81.5: 14.3 18.5
Old : 100.0: 3.7 36.2 3.2 78.8 42.2 85.7 81.5: 14.3 18.5
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 : 85: 11 33 9 34 22 50 59:
Old : 85: 11 33 9 34 22 50 59:
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 : 50.1 32.4 66.0 47.8 34.7 19.9 44.5 31.8
Old : 50.1 32.4 66.0 47.8 34.7 19.9 44.5 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 173,504: 26,623 44,232 18,021 72,776 53,254 117,419 115,507: 56,085 57,998
Old : 173,504: 26,623 44,232 18,021 72,776 53,254 117,419 115,507: 56,085 57,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -46,951: 3,581 5,815 3,664 -59,138 -61,311 -51,893 -51,832: 4,942 4,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 25.5 10.4 41.9 30.7 67.7 66.6: 32.3 33.4
Old : 100.0: 15.3 25.5 10.4 41.9 30.7 67.7 66.6: 32.3 33.4
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 : 116: 35 41 27 28 30 79 82:
Old : 116: 35 41 27 28 30 79 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 18.9 36.6 29.6 22.4 17.6 34.3 26.9
Old : 23.5 18.9 36.6 29.6 22.4 17.6 34.3 26.9
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, June 14, 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 :11,136,845: 602,973 614,478 3,013,407 6,483,818 5,896,992 10,100,198 9,524,878: 1,036,647 1,611,967
Old :11,136,845: 602,973 614,478 3,013,407 6,483,818 5,896,992 10,100,198 9,524,878: 1,036,647 1,611,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
:-2,927,316: -200,914 80,928 -1,179,416 -1,402,555 -1,746,105 -2,782,885 -2,844,594: -144,431 -82,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 5.5 27.1 58.2 53.0 90.7 85.5: 9.3 14.5
Old : 100.0: 5.4 5.5 27.1 58.2 53.0 90.7 85.5: 9.3 14.5
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 : 264: 62 55 99 131 135 242 244:
Old : 264: 62 55 99 131 135 242 244:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 13.8 33.3 23.3 19.3 8.5 26.1 12.8
Old : 20.8 13.8 33.3 23.3 19.3 8.5 26.1 12.8
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, June 14, 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 : 842,141: 57,615 68,019 51,240 569,473 582,255 678,329 701,514: 163,812 140,626
Old : 842,141: 57,615 68,019 51,240 569,473 582,255 678,329 701,514: 163,812 140,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 55,739: -3,196 3,244 -2,333 57,606 53,636 52,076 54,547: 3,663 1,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 8.1 6.1 67.6 69.1 80.5 83.3: 19.5 16.7
Old : 100.0: 6.8 8.1 6.1 67.6 69.1 80.5 83.3: 19.5 16.7
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 : 203: 41 44 57 105 73 183 137:
Old : 203: 41 44 57 105 73 183 137:
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 : 18.0 31.1 26.2 42.8 15.9 26.5 22.6 37.4
Old : 18.0 31.1 26.2 42.8 15.9 26.5 22.6 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 1,245,090: 202,750 212,772 65,357 610,630 840,391 878,737 1,118,520: 366,354 126,570
Old : 1,245,090: 202,750 212,772 65,357 610,630 840,391 878,737 1,118,520: 366,354 126,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 122,483: 3,505 -2,756 26,942 69,595 76,139 100,042 100,325: 22,441 22,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 17.1 5.2 49.0 67.5 70.6 89.8: 29.4 10.2
Old : 100.0: 16.3 17.1 5.2 49.0 67.5 70.6 89.8: 29.4 10.2
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 : 191: 52 51 47 73 63 148 138:
Old : 191: 52 51 47 73 63 148 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 28.0 29.4 40.7 13.1 21.2 19.0 31.0
Old : 20.5 28.0 29.4 40.7 13.1 21.2 19.0 31.0
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, June 14, 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 : 16,980: 1,011 3,759 113 9,329 11,353 10,453 15,225: 6,527 1,755
Old : 16,980: 1,011 3,759 113 9,329 11,353 10,453 15,225: 6,527 1,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 1,329: 0 52 82 478 655 560 789: 769 540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 22.1 0.7 54.9 66.9 61.6 89.7: 38.4 10.3
Old : 100.0: 6.0 22.1 0.7 54.9 66.9 61.6 89.7: 38.4 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 : 27: 2 3 2 15 15 18 19:
Old : 27: 2 3 2 15 15 18 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 : 33.6 42.8 46.9 67.2 33.0 39.6 43.3 60.5
Old : 33.6 42.8 46.9 67.2 33.0 39.6 43.3 60.5
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, June 14, 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 : 43,113: 10,712 5,646 1,091 25,757 32,098 37,560 38,835: 5,553 4,278
Old : 43,113: 10,712 5,646 1,091 25,757 32,098 37,560 38,835: 5,553 4,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 10,125: 416 2,153 749 7,382 8,541 8,547 11,443: 1,578 -1,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 13.1 2.5 59.7 74.5 87.1 90.1: 12.9 9.9
Old : 100.0: 24.8 13.1 2.5 59.7 74.5 87.1 90.1: 12.9 9.9
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 : 41: 6 7 6 18 21 27 32:
Old : 41: 6 7 6 18 21 27 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 : 45.4 51.7 66.0 67.1 37.0 43.2 56.4 53.9
Old : 45.4 51.7 66.0 67.1 37.0 43.2 56.4 53.9
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, June 14, 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 : 75,807: 8,969 11,673 1,833 43,860 36,614 54,662 50,120: 21,144 25,687
Old : 75,807: 8,969 11,673 1,833 43,860 36,614 54,662 50,120: 21,144 25,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 18,919: -288 132 1,773 7,508 10,106 8,993 12,011: 9,926 6,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 15.4 2.4 57.9 48.3 72.1 66.1: 27.9 33.9
Old : 100.0: 11.8 15.4 2.4 57.9 48.3 72.1 66.1: 27.9 33.9
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 : 94: 16 20 6 44 39 63 64:
Old : 94: 16 20 6 44 39 63 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 : 26.9 22.8 38.9 32.9 24.1 16.2 31.8 23.0
Old : 26.9 22.8 38.9 32.9 24.1 16.2 31.8 23.0
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, June 14, 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 : 405,654: 86,261 110,180 16,032 199,169 220,852 301,462 347,064: 104,192 58,589
Old : 405,654: 86,261 110,180 16,032 199,169 220,852 301,462 347,064: 104,192 58,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 86,251: 6,214 -1,185 8,588 37,417 41,735 52,219 49,139: 34,032 37,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 27.2 4.0 49.1 54.4 74.3 85.6: 25.7 14.4
Old : 100.0: 21.3 27.2 4.0 49.1 54.4 74.3 85.6: 25.7 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 : 179: 57 54 24 52 42 119 111:
Old : 179: 57 54 24 52 42 119 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 32.1 36.0 45.7 20.3 25.6 26.5 34.7
Old : 28.2 32.1 36.0 45.7 20.3 25.6 26.5 34.7
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, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 61,654: 19,846 4,483 838 21,913 45,885 42,596 51,205: 19,058 10,449
Old : 61,654: 19,846 4,483 838 21,913 45,885 42,596 51,205: 19,058 10,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -28,215: 4,280 1,892 -354 -31,081 -25,805 -27,155 -24,267: -1,060 -3,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 7.3 1.4 35.5 74.4 69.1 83.1: 30.9 16.9
Old : 100.0: 32.2 7.3 1.4 35.5 74.4 69.1 83.1: 30.9 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 8 7 3 14 19 25 26:
Old : 41: 8 7 3 14 19 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 38.3 57.6 59.2 51.0 37.9 57.6 58.2
Old : 51.0 38.3 57.6 59.2 51.0 37.9 57.6 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 45,526: 555 14,438 886 35,454 25,531 36,895 40,855: 8,631 4,671
Old : 45,526: 555 14,438 886 35,454 25,531 36,895 40,855: 8,631 4,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 6,557: -494 558 441 5,290 5,988 5,237 6,987: 1,320 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 31.7 1.9 77.9 56.1 81.0 89.7: 19.0 10.3
Old : 100.0: 1.2 31.7 1.9 77.9 56.1 81.0 89.7: 19.0 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 : 63: 3 14 4 31 29 37 44:
Old : 63: 3 14 4 31 29 37 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 : 50.3 37.0 61.5 50.1 45.3 31.4 52.0 43.0
Old : 50.3 37.0 61.5 50.1 45.3 31.4 52.0 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 307,436: 48,268 37,001 22,555 208,713 211,321 279,536 270,877: 27,900 36,560
Old : 307,436: 48,268 37,001 22,555 208,713 211,321 279,536 270,877: 27,900 36,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 57,056: -748 3,777 18,342 21,806 18,887 39,399 41,006: 17,657 16,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 12.0 7.3 67.9 68.7 90.9 88.1: 9.1 11.9
Old : 100.0: 15.7 12.0 7.3 67.9 68.7 90.9 88.1: 9.1 11.9
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 : 125: 20 39 22 43 50 77 98:
Old : 125: 20 39 22 43 50 77 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 32.9 62.8 48.3 47.5 29.3 55.8 41.2
Old : 53.3 32.9 62.8 48.3 47.5 29.3 55.8 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 31,461: 9,701 7,215 338 9,845 14,737 19,884 22,290: 11,577 9,171
Old : 31,461: 9,701 7,215 338 9,845 14,737 19,884 22,290: 11,577 9,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -21,574: -4,326 593 -2,446 -7,459 -11,326 -14,231 -13,179: -7,343 -8,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 22.9 1.1 31.3 46.8 63.2 70.8: 36.8 29.2
Old : 100.0: 30.8 22.9 1.1 31.3 46.8 63.2 70.8: 36.8 29.2
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 : 60: 21 12 2 13 16 35 30:
Old : 60: 21 12 2 13 16 35 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 : 19.4 40.3 31.7 48.7 19.4 40.3 31.7 48.7
Old : 19.4 40.3 31.7 48.7 19.4 40.3 31.7 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 29,867: 1,832 3,844 693 12,060 22,336 14,585 26,873: 15,282 2,994
Old : 29,867: 1,832 3,844 693 12,060 22,336 14,585 26,873: 15,282 2,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -46,271: -2,820 -1,884 -76 -40,774 -7,132 -43,670 -9,092: -2,601 -37,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 12.9 2.3 40.4 74.8 48.8 90.0: 51.2 10.0
Old : 100.0: 6.1 12.9 2.3 40.4 74.8 48.8 90.0: 51.2 10.0
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 : 42: 4 12 3 15 21 20 36:
Old : 42: 4 12 3 15 21 20 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 : 21.0 47.4 35.3 62.3 15.8 35.2 21.4 46.9
Old : 21.0 47.4 35.3 62.3 15.8 35.2 21.4 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 17, 2005