MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 22,513: 1,084 1,758 2,401 14,264 11,489 17,749 15,649: 4,763 6,863
Old : 22,513: 1,084 1,758 2,401 14,264 11,489 17,749 15,649: 4,763 6,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -3,694: -550 -160 -331 -2,418 -2,585 -3,298 -3,076: -396 -618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 7.8 10.7 63.4 51.0 78.8 69.5: 21.2 30.5
Old : 100.0: 4.8 7.8 10.7 63.4 51.0 78.8 69.5: 21.2 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 : 40: 6 9 13 22 17 36 31:
Old : 40: 6 9 13 22 17 36 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 : 40.1 27.8 56.1 47.2 40.1 25.3 53.3 40.8
Old : 40.1 27.8 56.1 47.2 40.1 25.3 53.3 40.8
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, August 9, 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 : 101,282: 15,707 20,740 22,522 48,901 27,214 87,130 70,476: 14,152 30,806
Old : 71,688: 14,619 32,872 6,084 42,252 13,927 62,955 52,883: 8,733 18,805
Other: 29,595: 14,524 1,304 3,003 6,649 13,286 24,176 17,593: 5,419 12,001
: : :
: : Changes in Commitments from: August 2, 2005 :
: -159: 1,641 -182 -2,432 -686 1,103 -1,478 -1,512: 1,320 1,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 20.5 22.2 48.3 26.9 86.0 69.6: 14.0 30.4
Old : 100.0: 20.4 45.9 8.5 58.9 19.4 87.8 73.8: 12.2 26.2
Other: 100.0: 49.1 4.4 10.1 22.5 44.9 81.7 59.4: 18.3 40.6
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 33 57 47 29 34 101 104:
Old : 141: 31 63 31 23 33 79 103:
Other: 75: 33 11 17 16 24 55 46:
:----------------------------------------------------------------------------------------------------
: 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 : 29.1 17.5 42.9 27.6 29.1 15.1 42.6 21.8
Old : 40.9 20.3 57.5 30.9 40.9 18.8 57.5 29.2
Other: 32.9 23.3 49.5 34.4 30.9 22.5 47.4 31.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 1,843: 1,040 692 7 341 405 1,388 1,104: 455 738
Old : 1,843: 1,040 692 7 341 405 1,388 1,104: 455 738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -485: 239 -77 -222 -141 -57 -124 -356: -360 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 37.6 0.4 18.5 22.0 75.3 59.9: 24.7 40.1
Old : 100.0: 56.4 37.6 0.4 18.5 22.0 75.3 59.9: 24.7 40.1
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 : 21: 6 8 2 4 3 11 12:
Old : 21: 6 8 2 4 3 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 41.7 72.5 54.1 60.5 41.7 72.5 54.0
Old : 60.5 41.7 72.5 54.1 60.5 41.7 72.5 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 143,514: 33,294 36,840 19,197 74,534 58,621 127,025 114,657: 16,489 28,857
Old : 143,514: 33,294 36,840 19,197 74,534 58,621 127,025 114,657: 16,489 28,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -12,145: 1,410 3,651 -7,771 -4,078 -7,355 -10,439 -11,475: -1,707 -670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 25.7 13.4 51.9 40.8 88.5 79.9: 11.5 20.1
Old : 100.0: 23.2 25.7 13.4 51.9 40.8 88.5 79.9: 11.5 20.1
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 : 219: 45 72 54 57 80 137 181:
Old : 219: 45 72 54 57 80 137 181:
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 : 24.7 12.8 40.4 21.3 24.7 10.2 39.9 18.1
Old : 24.7 12.8 40.4 21.3 24.7 10.2 39.9 18.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 4,584: 1,020 1,125 458 1,134 1,041 2,612 2,624: 1,972 1,961
Old : 4,584: 1,020 1,125 458 1,134 1,041 2,612 2,624: 1,972 1,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 138: -45 -131 59 4 -24 18 -96: 120 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 24.5 10.0 24.7 22.7 57.0 57.2: 43.0 42.8
Old : 100.0: 22.2 24.5 10.0 24.7 22.7 57.0 57.2: 43.0 42.8
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 : 49: 11 19 6 15 14 30 35:
Old : 49: 11 19 6 15 14 30 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 : 19.6 21.2 32.5 31.2 19.0 19.2 28.2 25.8
Old : 19.6 21.2 32.5 31.2 19.0 19.2 28.2 25.8
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, August 9, 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 : 31,711: 9,117 2,768 6,705 9,919 8,239 25,741 17,713: 5,970 13,998
Old : 31,711: 9,117 2,768 6,705 9,919 8,239 25,741 17,713: 5,970 13,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 2,661: 1,698 -164 206 359 1,476 2,262 1,517: 398 1,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 8.7 21.1 31.3 26.0 81.2 55.9: 18.8 44.1
Old : 100.0: 28.7 8.7 21.1 31.3 26.0 81.2 55.9: 18.8 44.1
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 : 154: 41 25 29 60 55 121 97:
Old : 154: 41 25 29 60 55 121 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 16.5 24.8 23.8 12.2 11.0 20.8 15.2
Old : 15.0 16.5 24.8 23.8 12.2 11.0 20.8 15.2
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, August 9, 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 : 99,232: 34,534 19,761 1,350 29,318 60,382 65,203 81,493: 34,029 17,739
Old : 99,232: 34,534 19,761 1,350 29,318 60,382 65,203 81,493: 34,029 17,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 4,206: 4,646 2,812 -341 -1,974 4,854 2,331 7,325: 1,875 -3,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 19.9 1.4 29.5 60.8 65.7 82.1: 34.3 17.9
Old : 100.0: 34.8 19.9 1.4 29.5 60.8 65.7 82.1: 34.3 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 24 15 3 23 24 48 41:
Old : 75: 24 15 3 23 24 48 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 28.5 32.7 46.4 17.8 28.4 31.6 46.2
Old : 18.0 28.5 32.7 46.4 17.8 28.4 31.6 46.2
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, August 9, 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 : 71,821: 6,045 38,256 34 56,219 12,407 62,298 50,697: 9,523 21,124
Old : 71,821: 6,045 38,256 34 56,219 12,407 62,298 50,697: 9,523 21,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -336: 1,412 2,443 -269 -2,660 -678 -1,517 1,496: 1,181 -1,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 53.3 0.0 78.3 17.3 86.7 70.6: 13.3 29.4
Old : 100.0: 8.4 53.3 0.0 78.3 17.3 86.7 70.6: 13.3 29.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 19 1 9 11 13 30:
Old : 39: 3 19 1 9 11 13 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 : 69.2 33.5 84.6 46.2 69.2 33.5 81.6 45.6
Old : 69.2 33.5 84.6 46.2 69.2 33.5 81.6 45.6
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, August 9, 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 : 97,459: 75,737 1,400 428 13,432 90,258 89,597 92,086: 7,862 5,373
Old : 97,459: 75,737 1,400 428 13,432 90,258 89,597 92,086: 7,862 5,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,414: 887 -157 217 1,358 2,779 2,462 2,839: -1,048 -1,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 1.4 0.4 13.8 92.6 91.9 94.5: 8.1 5.5
Old : 100.0: 77.7 1.4 0.4 13.8 92.6 91.9 94.5: 8.1 5.5
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 : 96: 64 6 3 17 13 81 22:
Old : 96: 64 6 3 17 13 81 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 69.3 44.9 88.1 29.6 68.9 44.9 87.6
Old : 29.6 69.3 44.9 88.1 29.6 68.9 44.9 87.6
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, August 9, 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 : 75,199: 11,094 26,594 761 44,781 24,551 56,635 51,906: 18,564 23,293
Old : 75,199: 11,094 26,594 761 44,781 24,551 56,635 51,906: 18,564 23,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -1,653: -1,287 -2,811 -272 702 1,121 -856 -1,962: -797 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 35.4 1.0 59.6 32.6 75.3 69.0: 24.7 31.0
Old : 100.0: 14.8 35.4 1.0 59.6 32.6 75.3 69.0: 24.7 31.0
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 : 58: 11 19 4 17 20 31 40:
Old : 58: 11 19 4 17 20 31 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 : 39.8 31.6 56.6 44.4 37.5 31.6 50.8 41.8
Old : 39.8 31.6 56.6 44.4 37.5 31.6 50.8 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 205,288: 10,706 61,913 5,010 161,372 102,452 177,087 169,375: 28,201 35,913
Old : 205,288: 10,706 61,913 5,010 161,372 102,452 177,087 169,375: 28,201 35,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 11,937: 3,753 9,055 -674 8,886 -899 11,966 7,483: -29 4,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 30.2 2.4 78.6 49.9 86.3 82.5: 13.7 17.5
Old : 100.0: 5.2 30.2 2.4 78.6 49.9 86.3 82.5: 13.7 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 12 36 6 28 29 44 67:
Old : 89: 12 36 6 28 29 44 67:
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 : 48.5 36.3 68.5 47.4 37.1 24.0 49.5 33.0
Old : 48.5 36.3 68.5 47.4 37.1 24.0 49.5 33.0
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, August 9, 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 : 171,601: 28,114 24,204 12,911 77,110 80,454 118,136 117,569: 53,465 54,032
Old : 171,601: 28,114 24,204 12,911 77,110 80,454 118,136 117,569: 53,465 54,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -1,433: 3,982 -737 -1,950 -2,923 -1,442 -892 -4,130: -541 2,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 14.1 7.5 44.9 46.9 68.8 68.5: 31.2 31.5
Old : 100.0: 16.4 14.1 7.5 44.9 46.9 68.8 68.5: 31.2 31.5
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 : 98: 31 31 23 27 27 70 69:
Old : 98: 31 31 23 27 27 70 69:
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 28.1 37.4 39.1 20.8 19.1 30.6 28.0
Old : 25.5 28.1 37.4 39.1 20.8 19.1 30.6 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 74,357: 5,110 1,000 770 63,212 66,389 69,092 68,159: 5,265 6,198
Old : 74,357: 5,110 1,000 770 63,212 66,389 69,092 68,159: 5,265 6,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,921: 226 0 -25 1,722 1,569 1,923 1,544: -2 377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 1.3 1.0 85.0 89.3 92.9 91.7: 7.1 8.3
Old : 100.0: 6.9 1.3 1.0 85.0 89.3 92.9 91.7: 7.1 8.3
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 : 24: 2 1 1 12 16 14 18:
Old : 24: 2 1 1 12 16 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 60.4 83.5 81.7 53.8 53.1 71.6 70.4
Old : 62.2 60.4 83.5 81.7 53.8 53.1 71.6 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :13,436,127: 668,058 964,491 4,328,543 7,394,695 6,418,396 12,391,296 11,711,430: 1,044,831 1,724,697
Old :13,436,127: 668,058 964,491 4,328,543 7,394,695 6,418,396 12,391,296 11,711,430: 1,044,831 1,724,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 513,965: -6,953 6,646 246,384 255,708 180,816 495,138 433,846: 18,827 80,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 7.2 32.2 55.0 47.8 92.2 87.2: 7.8 12.8
Old : 100.0: 5.0 7.2 32.2 55.0 47.8 92.2 87.2: 7.8 12.8
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 : 288: 60 70 103 142 148 252 273:
Old : 288: 60 70 103 142 148 252 273:
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 : 20.0 14.6 35.3 23.3 18.1 6.0 23.7 10.0
Old : 20.0 14.6 35.3 23.3 18.1 6.0 23.7 10.0
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, August 9, 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 : 722,531: 53,089 47,466 44,793 481,315 519,540 579,197 611,800: 143,334 110,731
Old : 722,531: 53,089 47,466 44,793 481,315 519,540 579,197 611,800: 143,334 110,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,042: 474 1,662 1,082 -2,161 1,725 -604 4,470: 1,647 -3,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 6.6 6.2 66.6 71.9 80.2 84.7: 19.8 15.3
Old : 100.0: 7.3 6.6 6.2 66.6 71.9 80.2 84.7: 19.8 15.3
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 : 209: 49 41 58 94 70 175 137:
Old : 209: 49 41 58 94 70 175 137:
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 : 18.9 31.8 27.8 44.8 18.8 31.0 27.7 43.9
Old : 18.9 31.8 27.8 44.8 18.8 31.0 27.7 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 1,055,383: 193,364 285,987 26,046 537,032 620,445 756,442 932,478: 298,941 122,905
Old : 1,055,383: 193,364 285,987 26,046 537,032 620,445 756,442 932,478: 298,941 122,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 12,523: 5,508 -10,286 -125 15,457 10,222 20,839 -190: -8,316 12,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 27.1 2.5 50.9 58.8 71.7 88.4: 28.3 11.6
Old : 100.0: 18.3 27.1 2.5 50.9 58.8 71.7 88.4: 28.3 11.6
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 : 188: 40 54 32 57 66 119 130:
Old : 188: 40 54 32 57 66 119 130:
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 23.4 34.1 34.6 19.9 18.9 29.0 29.5
Old : 23.5 23.4 34.1 34.6 19.9 18.9 29.0 29.5
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, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 12,198: 1,053 0 0 6,930 10,552 7,983 10,552: 4,215 1,646
Old : 12,198: 1,053 0 0 6,930 10,552 7,983 10,552: 4,215 1,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -143: -226 -452 0 -97 -375 -323 -827: 180 684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 0.0 0.0 56.8 86.5 65.4 86.5: 34.6 13.5
Old : 100.0: 8.6 0.0 0.0 56.8 86.5 65.4 86.5: 34.6 13.5
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 : 29: 2 0 0 17 15 19 15:
Old : 29: 2 0 0 17 15 19 15:
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 : 28.4 38.8 44.1 65.7 27.1 38.3 41.1 64.6
Old : 28.4 38.8 44.1 65.7 27.1 38.3 41.1 64.6
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, August 9, 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 : 33,037: 7,324 1,859 5 19,675 28,171 27,004 30,035: 6,033 3,002
Old : 33,037: 7,324 1,859 5 19,675 28,171 27,004 30,035: 6,033 3,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -406: -1,754 441 5 -596 -1,906 -2,345 -1,460: 1,939 1,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 5.6 0.0 59.6 85.3 81.7 90.9: 18.3 9.1
Old : 100.0: 22.2 5.6 0.0 59.6 85.3 81.7 90.9: 18.3 9.1
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 : 37: 5 5 1 16 18 21 24:
Old : 37: 5 5 1 16 18 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 56.4 67.9 72.9 54.2 55.1 67.3 68.7
Old : 54.2 56.4 67.9 72.9 54.2 55.1 67.3 68.7
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, August 9, 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 : 48,904: 7,177 8,506 426 27,222 31,982 34,825 40,913: 14,079 7,991
Old : 48,904: 7,177 8,506 426 27,222 31,982 34,825 40,913: 14,079 7,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -918: 447 1,046 -418 -370 -1,046 -341 -418: -576 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 17.4 0.9 55.7 65.4 71.2 83.7: 28.8 16.3
Old : 100.0: 14.7 17.4 0.9 55.7 65.4 71.2 83.7: 28.8 16.3
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 : 75: 14 14 2 32 25 47 40:
Old : 75: 14 14 2 32 25 47 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 : 24.0 39.1 36.0 55.0 22.0 33.6 32.8 47.8
Old : 24.0 39.1 36.0 55.0 22.0 33.6 32.8 47.8
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, August 9, 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 : 319,224: 133,283 64,283 2,162 160,101 219,313 295,546 285,758: 23,678 33,466
Old : 319,224: 133,283 64,283 2,162 160,101 219,313 295,546 285,758: 23,678 33,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 10,384: -11,531 482 23 19,926 9,329 8,418 9,834: 1,966 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 20.1 0.7 50.2 68.7 92.6 89.5: 7.4 10.5
Old : 100.0: 41.8 20.1 0.7 50.2 68.7 92.6 89.5: 7.4 10.5
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 : 191: 69 54 12 37 41 116 97:
Old : 191: 69 54 12 37 41 116 97:
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 : 37.8 36.5 50.5 49.6 30.3 25.9 39.6 35.3
Old : 37.8 36.5 50.5 49.6 30.3 25.9 39.6 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 73,671: 30,047 2,029 0 23,144 61,320 53,191 63,349: 20,480 10,322
Old : 73,671: 30,047 2,029 0 23,144 61,320 53,191 63,349: 20,480 10,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 11,645: 9,498 -1,203 0 1,645 13,011 11,143 11,808: 501 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 2.8 0.0 31.4 83.2 72.2 86.0: 27.8 14.0
Old : 100.0: 40.8 2.8 0.0 31.4 83.2 72.2 86.0: 27.8 14.0
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 : 43: 15 2 0 13 19 28 21:
Old : 43: 15 2 0 13 19 28 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 37.1 54.5 62.0 41.8 36.8 54.5 61.4
Old : 41.8 37.1 54.5 62.0 41.8 36.8 54.5 61.4
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, August 9, 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 : 30,825: 452 4,129 0 25,387 20,584 25,839 24,713: 4,986 6,111
Old : 30,825: 452 4,129 0 25,387 20,584 25,839 24,713: 4,986 6,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 52: -6 57 0 340 228 334 285: -282 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 13.4 0.0 82.4 66.8 83.8 80.2: 16.2 19.8
Old : 100.0: 1.5 13.4 0.0 82.4 66.8 83.8 80.2: 16.2 19.8
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 : 53: 2 9 0 28 24 30 33:
Old : 53: 2 9 0 28 24 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 34.9 63.3 49.1 52.9 34.9 62.9 49.1
Old : 53.4 34.9 63.3 49.1 52.9 34.9 62.9 49.1
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, August 9, 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 : 222,881: 14,918 44,311 1,517 191,677 166,934 208,112 212,762: 14,768 10,119
Old : 222,881: 14,918 44,311 1,517 191,677 166,934 208,112 212,762: 14,768 10,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -5,283: -10,357 113 225 6,557 -4,568 -3,575 -4,230: -1,708 -1,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 19.9 0.7 86.0 74.9 93.4 95.5: 6.6 4.5
Old : 100.0: 6.7 19.9 0.7 86.0 74.9 93.4 95.5: 6.6 4.5
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 : 120: 20 38 11 30 50 55 94:
Old : 120: 20 38 11 30 50 55 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 36.2 70.9 52.4 56.8 33.9 64.3 47.8
Old : 61.6 36.2 70.9 52.4 56.8 33.9 64.3 47.8
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, August 9, 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 : 45,403: 15,028 7,013 821 15,622 26,045 31,471 33,879: 13,932 11,524
Old : 45,403: 15,028 7,013 821 15,622 26,045 31,471 33,879: 13,932 11,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 4: -832 286 153 68 -711 -611 -272: 615 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 15.4 1.8 34.4 57.4 69.3 74.6: 30.7 25.4
Old : 100.0: 33.1 15.4 1.8 34.4 57.4 69.3 74.6: 30.7 25.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 28 12 3 19 21 48 36:
Old : 75: 28 12 3 19 21 48 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 : 19.2 38.7 30.0 48.4 19.2 38.7 29.9 47.3
Old : 19.2 38.7 30.0 48.4 19.2 38.7 29.9 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 26,508: 6,323 285 0 15,529 8,715 21,852 9,000: 4,656 17,508
Old : 26,508: 6,323 285 0 15,529 8,715 21,852 9,000: 4,656 17,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,157: -182 285 0 1,030 674 848 959: 309 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 1.1 0.0 58.6 32.9 82.4 34.0: 17.6 66.0
Old : 100.0: 23.9 1.1 0.0 58.6 32.9 82.4 34.0: 17.6 66.0
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 : 25: 10 1 0 8 7 18 8:
Old : 25: 10 1 0 8 7 18 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 29.5 70.1 34.0 56.2 26.5 65.8 29.6
Old : 59.7 29.5 70.1 34.0 56.2 26.5 65.8 29.6
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, August 9, 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 : 33,483: 1,503 2,996 29 15,963 24,596 17,495 27,621: 15,988 5,862
Old : 33,483: 1,503 2,996 29 15,963 24,596 17,495 27,621: 15,988 5,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 2,672: -112 -555 0 700 2,425 588 1,870: 2,084 802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 8.9 0.1 47.7 73.5 52.3 82.5: 47.7 17.5
Old : 100.0: 4.5 8.9 0.1 47.7 73.5 52.3 82.5: 47.7 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 12 2 15 20 20 32:
Old : 39: 3 12 2 15 20 20 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 : 25.3 38.8 38.4 62.1 15.7 33.9 22.5 44.0
Old : 25.3 38.8 38.4 62.1 15.7 33.9 22.5 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2005