MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 25,991: 1,675 1,767 3,369 16,116 12,926 21,161 18,062: 4,831 7,929
Old : 25,991: 1,675 1,767 3,369 16,116 12,926 21,161 18,062: 4,831 7,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 863: 5 -6 243 632 333 880 570: -17 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 6.8 13.0 62.0 49.7 81.4 69.5: 18.6 30.5
Old : 100.0: 6.4 6.8 13.0 62.0 49.7 81.4 69.5: 18.6 30.5
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 : 44: 12 4 13 26 18 41 32:
Old : 44: 12 4 13 26 18 41 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 : 43.8 27.2 57.9 45.6 43.8 24.1 53.3 37.8
Old : 43.8 27.2 57.9 45.6 43.8 24.1 53.3 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 93,147: 10,493 25,372 17,964 49,569 21,361 78,026 64,698: 15,120 28,449
Old : 78,793: 9,037 25,360 13,443 43,515 17,206 65,994 56,009: 12,798 22,784
Other: 14,354: 4,491 3,047 1,487 6,054 4,155 12,032 8,689: 2,322 5,665
: : :
: : Changes in Commitments from: June 14, 2005 :
: -6,160: -294 1,467 -1,082 -1,927 -5,730 -3,304 -5,346: -2,856 -814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 27.2 19.3 53.2 22.9 83.8 69.5: 16.2 30.5
Old : 100.0: 11.5 32.2 17.1 55.2 21.8 83.8 71.1: 16.2 28.9
Other: 100.0: 31.3 21.2 10.4 42.2 28.9 83.8 60.5: 16.2 39.5
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 28 59 45 27 27 89 108:
Old : 134: 28 60 40 25 27 81 106:
Other: 50: 21 10 13 9 16 34 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 : 31.9 16.5 46.1 23.4 31.9 13.1 45.8 19.6
Old : 37.7 15.8 51.2 23.5 37.7 13.2 51.0 20.9
Other: 47.8 28.0 66.2 39.6 46.5 22.3 61.7 32.9
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 3,850: 541 1,349 460 1,134 759 2,135 2,568: 1,715 1,283
Old : 3,733: 552 1,432 361 1,118 751 2,032 2,544: 1,701 1,189
Other: 117: 86 15 1 16 8 103 24: 14 93
: : :
: : Changes in Commitments from: June 14, 2005 :
: -329: -101 -253 -161 -93 15 -356 -399: 27 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 35.0 11.9 29.5 19.7 55.4 66.7: 44.6 33.3
Old : 100.0: 14.8 38.3 9.7 29.9 20.1 54.4 68.1: 45.6 31.9
Other: 100.0: 73.6 12.8 0.9 13.6 6.8 88.1 20.4: 11.9 79.6
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 10 19 13 5 5 24 28:
Old : 37: 10 19 12 5 5 24 27:
Other: 9: 5 1 1 2 2 7 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 : 32.1 39.8 41.2 49.7 29.2 37.6 35.6 43.4
Old : 32.6 41.1 40.7 51.3 29.7 39.2 36.6 45.2
Other: 83.5 20.4 88.1 20.4 82.6 18.7 86.4 18.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 142,285: 30,725 26,826 19,323 75,390 63,835 125,438 109,984: 16,847 32,301
Old : 142,285: 30,725 26,826 19,323 75,390 63,835 125,438 109,984: 16,847 32,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -1,883: 5 8,074 -3,214 1,940 -4,268 -1,270 592: -613 -2,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 18.9 13.6 53.0 44.9 88.2 77.3: 11.8 22.7
Old : 100.0: 21.6 18.9 13.6 53.0 44.9 88.2 77.3: 11.8 22.7
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 : 218: 48 58 48 65 86 138 177:
Old : 218: 48 58 48 65 86 138 177:
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 : 25.0 12.4 40.1 22.3 24.9 11.8 39.5 20.2
Old : 25.0 12.4 40.1 22.3 24.9 11.8 39.5 20.2
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 21, 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 : 3,910: 1,068 617 304 1,075 1,605 2,447 2,526: 1,463 1,384
Old : 3,910: 1,068 617 304 1,075 1,605 2,447 2,526: 1,463 1,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -43: -122 -38 44 -162 -181 -239 -174: 196 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 15.8 7.8 27.5 41.0 62.6 64.6: 37.4 35.4
Old : 100.0: 27.3 15.8 7.8 27.5 41.0 62.6 64.6: 37.4 35.4
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 : 43: 13 8 10 17 15 31 32:
Old : 43: 13 8 10 17 15 31 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 : 25.5 35.2 37.4 46.6 23.7 35.2 34.6 45.3
Old : 25.5 35.2 37.4 46.6 23.7 35.2 34.6 45.3
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 21, 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 : 25,186: 6,973 3,014 3,986 8,706 4,433 19,665 11,433: 5,521 13,752
Old : 25,186: 6,973 3,014 3,986 8,706 4,433 19,665 11,433: 5,521 13,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -242: -1,383 693 413 730 -242 -240 864: -2 -1,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 12.0 15.8 34.6 17.6 78.1 45.4: 21.9 54.6
Old : 100.0: 27.7 12.0 15.8 34.6 17.6 78.1 45.4: 21.9 54.6
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 : 128: 36 25 28 45 41 101 77:
Old : 128: 36 25 28 45 41 101 77:
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 : 16.1 11.7 27.0 19.0 14.7 8.6 24.5 13.2
Old : 16.1 11.7 27.0 19.0 14.7 8.6 24.5 13.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 73,338: 17,781 16,984 1,237 21,994 36,558 41,012 54,779: 32,325 18,559
Old : 73,338: 17,781 16,984 1,237 21,994 36,558 41,012 54,779: 32,325 18,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 4,955: 6,265 -11,524 -414 -5,515 19,325 337 7,387: 4,619 -2,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 23.2 1.7 30.0 49.8 55.9 74.7: 44.1 25.3
Old : 100.0: 24.2 23.2 1.7 30.0 49.8 55.9 74.7: 44.1 25.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 17 15 5 23 26 43 43:
Old : 69: 17 15 5 23 26 43 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 26.0 29.1 40.4 17.5 25.9 27.1 40.0
Old : 19.0 26.0 29.1 40.4 17.5 25.9 27.1 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 72,042: 1,579 43,966 0 61,527 4,662 63,106 48,628: 8,936 23,414
Old : 72,042: 1,579 43,966 0 61,527 4,662 63,106 48,628: 8,936 23,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -2,042: -1,326 -2,520 0 -2,477 300 -3,803 -2,220: 1,761 178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 61.0 0.0 85.4 6.5 87.6 67.5: 12.4 32.5
Old : 100.0: 2.2 61.0 0.0 85.4 6.5 87.6 67.5: 12.4 32.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 26 0 13 4 14 30:
Old : 42: 1 26 0 13 4 14 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 : 67.5 25.8 82.8 40.1 67.5 25.8 82.2 40.1
Old : 67.5 25.8 82.8 40.1 67.5 25.8 82.2 40.1
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 21, 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 : 104,562: 84,146 4,965 8 11,902 93,386 96,056 98,359: 8,506 6,203
Old : 104,562: 84,146 4,965 8 11,902 93,386 96,056 98,359: 8,506 6,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 1,938: 1,750 601 -116 1,345 1,346 2,979 1,831: -1,042 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 4.7 0.0 11.4 89.3 91.9 94.1: 8.1 5.9
Old : 100.0: 80.5 4.7 0.0 11.4 89.3 91.9 94.1: 8.1 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 : 98: 66 6 2 13 16 80 23:
Old : 98: 66 6 2 13 16 80 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 68.2 47.0 85.5 29.7 67.9 47.0 85.2
Old : 29.7 68.2 47.0 85.5 29.7 67.9 47.0 85.2
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 21, 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 : 67,753: 13,891 26,948 1,145 34,097 21,188 49,133 49,281: 18,620 18,472
Old : 67,753: 13,891 26,948 1,145 34,097 21,188 49,133 49,281: 18,620 18,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -3,639: -259 -4,320 -306 -2,612 2,092 -3,176 -2,534: -463 -1,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 39.8 1.7 50.3 31.3 72.5 72.7: 27.5 27.3
Old : 100.0: 20.5 39.8 1.7 50.3 31.3 72.5 72.7: 27.5 27.3
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 : 57: 13 19 4 16 17 30 39:
Old : 57: 13 19 4 16 17 30 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 : 38.9 25.9 52.3 41.5 37.6 25.9 50.1 40.5
Old : 38.9 25.9 52.3 41.5 37.6 25.9 50.1 40.5
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 21, 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 : 164,409: 8,603 49,126 5,382 124,834 80,162 138,820 134,671: 25,589 29,738
Old : 164,409: 8,603 49,126 5,382 124,834 80,162 138,820 134,671: 25,589 29,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -4,358: 2,317 -11,916 -2 -8,138 8,973 -5,823 -2,944: 1,465 -1,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 29.9 3.3 75.9 48.8 84.4 81.9: 15.6 18.1
Old : 100.0: 5.2 29.9 3.3 75.9 48.8 84.4 81.9: 15.6 18.1
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 : 80: 15 30 9 28 22 48 56:
Old : 80: 15 30 9 28 22 48 56:
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 : 50.0 34.8 64.4 50.6 34.4 22.1 44.6 34.4
Old : 50.0 34.8 64.4 50.6 34.4 22.1 44.6 34.4
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 21, 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 : 176,090: 26,175 44,015 18,437 77,585 55,847 122,197 118,298: 53,892 57,791
Old : 176,090: 26,175 44,015 18,437 77,585 55,847 122,197 118,298: 53,892 57,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 2,585: -448 -217 416 4,810 2,593 4,778 2,792: -2,193 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 25.0 10.5 44.1 31.7 69.4 67.2: 30.6 32.8
Old : 100.0: 14.9 25.0 10.5 44.1 31.7 69.4 67.2: 30.6 32.8
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 : 113: 35 39 30 27 30 77 84:
Old : 113: 35 39 30 27 30 77 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 19.4 37.7 30.0 24.4 17.7 35.9 26.7
Old : 24.6 19.4 37.7 30.0 24.4 17.7 35.9 26.7
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 21, 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 :11,227,238: 619,246 610,625 3,090,699 6,514,175 5,888,063 10,224,121 9,589,388: 1,003,117 1,637,850
Old :11,227,238: 619,246 610,625 3,090,699 6,514,175 5,888,063 10,224,121 9,589,388: 1,003,117 1,637,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 90,393: 16,273 -3,853 77,292 30,358 -8,929 123,922 64,510: -33,530 25,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 5.4 27.5 58.0 52.4 91.1 85.4: 8.9 14.6
Old : 100.0: 5.5 5.4 27.5 58.0 52.4 91.1 85.4: 8.9 14.6
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 : 266: 55 64 105 131 133 247 247:
Old : 266: 55 64 105 131 133 247 247:
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 14.0 34.1 23.3 19.6 8.0 26.5 12.3
Old : 21.0 14.0 34.1 23.3 19.6 8.0 26.5 12.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 705,627: 54,508 44,788 31,736 480,675 516,813 566,919 593,337: 138,708 112,290
Old : 705,627: 54,508 44,788 31,736 480,675 516,813 566,919 593,337: 138,708 112,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -136,513: -3,107 -23,231 -19,504 -88,798 -65,442 -111,410 -108,177: -25,104 -28,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 6.3 4.5 68.1 73.2 80.3 84.1: 19.7 15.9
Old : 100.0: 7.7 6.3 4.5 68.1 73.2 80.3 84.1: 19.7 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 : 188: 39 35 48 90 62 158 116:
Old : 188: 39 35 48 90 62 158 116:
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 : 19.3 33.1 28.0 47.1 19.2 32.7 27.9 46.8
Old : 19.3 33.1 28.0 47.1 19.2 32.7 27.9 46.8
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 21, 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 : 823,479: 90,696 187,275 17,804 452,461 510,197 560,961 715,277: 262,518 108,202
Old : 823,479: 90,696 187,275 17,804 452,461 510,197 560,961 715,277: 262,518 108,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -421,612: -112,054 -25,497 -47,552 -158,169 -330,194 -317,776 -403,244: -103,836 -18,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 22.7 2.2 54.9 62.0 68.1 86.9: 31.9 13.1
Old : 100.0: 11.0 22.7 2.2 54.9 62.0 68.1 86.9: 31.9 13.1
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 : 174: 36 51 27 61 57 114 118:
Old : 174: 36 51 27 61 57 114 118:
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 : 24.0 29.6 33.9 44.2 20.5 28.4 28.7 40.1
Old : 24.0 29.6 33.9 44.2 20.5 28.4 28.7 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 11,771: 725 205 0 6,327 10,544 7,052 10,749: 4,719 1,022
Old : 11,771: 725 205 0 6,327 10,544 7,052 10,749: 4,719 1,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -5,209: -286 -3,554 -113 -3,002 -809 -3,401 -4,476: -1,808 -733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 1.7 0.0 53.8 89.6 59.9 91.3: 40.1 8.7
Old : 100.0: 6.2 1.7 0.0 53.8 89.6 59.9 91.3: 40.1 8.7
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 : 27: 1 1 0 14 15 15 16:
Old : 27: 1 1 0 14 15 15 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 : 29.0 39.7 45.5 68.7 27.6 38.9 42.1 67.6
Old : 29.0 39.7 45.5 68.7 27.6 38.9 42.1 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 24,589: 6,063 2,305 228 14,193 19,026 20,484 21,559: 4,105 3,030
Old : 24,589: 6,063 2,305 228 14,193 19,026 20,484 21,559: 4,105 3,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -18,524: -4,649 -3,341 -863 -11,564 -13,072 -17,076 -17,276: -1,448 -1,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 9.4 0.9 57.7 77.4 83.3 87.7: 16.7 12.3
Old : 100.0: 24.7 9.4 0.9 57.7 77.4 83.3 87.7: 16.7 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 : 33: 3 4 1 13 18 16 23:
Old : 33: 3 4 1 13 18 16 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 49.7 72.4 64.7 57.3 49.7 70.1 64.5
Old : 57.5 49.7 72.4 64.7 57.3 49.7 70.1 64.5
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 21, 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 : 44,900: 8,356 7,414 80 21,757 29,275 30,193 36,769: 14,707 8,132
Old : 44,900: 8,356 7,414 80 21,757 29,275 30,193 36,769: 14,707 8,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -30,906: -613 -4,259 -1,753 -22,104 -7,339 -24,470 -13,351: -6,437 -17,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 16.5 0.2 48.5 65.2 67.2 81.9: 32.8 18.1
Old : 100.0: 18.6 16.5 0.2 48.5 65.2 67.2 81.9: 32.8 18.1
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 : 78: 14 16 1 31 25 45 42:
Old : 78: 14 16 1 31 25 45 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 : 20.4 39.2 31.1 52.0 20.3 35.3 30.0 47.1
Old : 20.4 39.2 31.1 52.0 20.3 35.3 30.0 47.1
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 21, 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 : 186,729: 63,311 78,813 1,223 99,808 65,112 164,342 145,148: 22,388 41,581
Old : 186,729: 63,311 78,813 1,223 99,808 65,112 164,342 145,148: 22,388 41,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -218,924: -22,950 -31,367 -14,810 -99,360 -155,740 -137,120 -201,916: -81,805 -17,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 42.2 0.7 53.5 34.9 88.0 77.7: 12.0 22.3
Old : 100.0: 33.9 42.2 0.7 53.5 34.9 88.0 77.7: 12.0 22.3
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 : 167: 54 53 8 40 32 98 89:
Old : 167: 54 53 8 40 32 98 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 20.1 41.0 30.2 27.2 16.8 40.5 26.2
Old : 27.5 20.1 41.0 30.2 27.2 16.8 40.5 26.2
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 21, 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 : 86,103: 36,605 2,955 224 23,891 74,613 60,720 77,792: 25,383 8,311
Old : 86,103: 36,605 2,955 224 23,891 74,613 60,720 77,792: 25,383 8,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 24,449: 16,759 -1,528 -614 1,979 28,729 18,124 26,587: 6,325 -2,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 3.4 0.3 27.7 86.7 70.5 90.3: 29.5 9.7
Old : 100.0: 42.5 3.4 0.3 27.7 86.7 70.5 90.3: 29.5 9.7
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: 18 3 1 13 22 31 26:
Old : 49: 18 3 1 13 22 31 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 : 37.4 40.6 50.9 63.8 37.4 40.6 50.9 63.4
Old : 37.4 40.6 50.9 63.8 37.4 40.6 50.9 63.4
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 21, 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 : 28,844: 488 3,298 0 23,179 18,752 23,667 22,050: 5,176 6,793
Old : 28,844: 488 3,298 0 23,179 18,752 23,667 22,050: 5,176 6,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -16,683: -67 -11,140 -886 -12,275 -6,779 -13,228 -18,805: -3,455 2,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 11.4 0.0 80.4 65.0 82.1 76.4: 17.9 23.6
Old : 100.0: 1.7 11.4 0.0 80.4 65.0 82.1 76.4: 17.9 23.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 2 8 0 29 23 31 31:
Old : 52: 2 8 0 29 23 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 33.9 59.7 48.4 49.9 33.9 58.8 48.1
Old : 50.7 33.9 59.7 48.4 49.9 33.9 58.8 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 217,430: 17,014 52,430 948 185,182 153,033 203,145 206,411: 14,285 11,020
Old : 217,430: 17,014 52,430 948 185,182 153,033 203,145 206,411: 14,285 11,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -90,006: -31,254 15,429 -21,607 -23,530 -58,288 -76,391 -64,466: -13,615 -25,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 24.1 0.4 85.2 70.4 93.4 94.9: 6.6 5.1
Old : 100.0: 7.8 24.1 0.4 85.2 70.4 93.4 94.9: 6.6 5.1
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 : 116: 20 39 9 32 42 56 86:
Old : 116: 20 39 9 32 42 56 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 39.3 69.0 55.0 54.3 37.2 65.3 50.4
Old : 56.0 39.3 69.0 55.0 54.3 37.2 65.3 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 31,541: 10,451 5,820 442 9,802 16,869 20,695 23,131: 10,846 8,410
Old : 31,541: 10,451 5,820 442 9,802 16,869 20,695 23,131: 10,846 8,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 80: 750 -1,395 104 -43 2,132 811 841: -731 -761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 18.5 1.4 31.1 53.5 65.6 73.3: 34.4 26.7
Old : 100.0: 33.1 18.5 1.4 31.1 53.5 65.6 73.3: 34.4 26.7
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 : 60: 21 11 4 13 17 37 30:
Old : 60: 21 11 4 13 17 37 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 : 19.9 39.0 32.4 49.6 19.9 39.0 32.4 49.6
Old : 19.9 39.0 32.4 49.6 19.9 39.0 32.4 49.6
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, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 30,013: 1,265 2,942 793 12,885 22,692 14,943 26,427: 15,070 3,586
Old : 30,013: 1,265 2,942 793 12,885 22,692 14,943 26,427: 15,070 3,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 146: -567 -902 100 825 356 358 -446: -212 592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 9.8 2.6 42.9 75.6 49.8 88.1: 50.2 11.9
Old : 100.0: 4.2 9.8 2.6 42.9 75.6 49.8 88.1: 50.2 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 : 39: 3 12 3 14 20 19 34:
Old : 39: 3 12 3 14 20 19 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 49.3 39.7 64.2 13.5 33.9 16.9 41.2
Old : 25.9 49.3 39.7 64.2 13.5 33.9 16.9 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2005