MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 22,801: 1,397 2,126 2,207 14,540 11,614 18,144 15,947: 4,657 6,853
Old : 22,801: 1,397 2,126 2,207 14,540 11,614 18,144 15,947: 4,657 6,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 288: 313 368 -194 276 125 395 298: -107 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 9.3 9.7 63.8 50.9 79.6 69.9: 20.4 30.1
Old : 100.0: 6.1 9.3 9.7 63.8 50.9 79.6 69.9: 20.4 30.1
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 : 44: 13 6 15 22 17 39 34:
Old : 44: 13 6 15 22 17 39 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 : 40.8 28.5 56.7 47.4 40.8 26.0 54.3 41.7
Old : 40.8 28.5 56.7 47.4 40.8 26.0 54.3 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 94,959: 14,279 21,488 20,125 48,393 25,861 82,797 67,474: 12,163 27,485
Old : 62,128: 12,843 35,411 2,000 41,624 10,780 56,466 48,191: 5,662 13,937
Other: 32,831: 16,431 1,071 3,130 6,769 15,081 26,331 19,283: 6,500 13,548
: : :
: : Changes in Commitments from: August 9, 2005 :
: -6,323: -1,428 748 -2,398 -508 -1,352 -4,334 -3,003: -1,989 -3,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 22.6 21.2 51.0 27.2 87.2 71.1: 12.8 28.9
Old : 100.0: 20.7 57.0 3.2 67.0 17.4 90.9 77.6: 9.1 22.4
Other: 100.0: 50.0 3.3 9.5 20.6 45.9 80.2 58.7: 19.8 41.3
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 36 48 46 27 31 99 96:
Old : 134: 34 56 19 21 29 67 92:
Other: 82: 39 7 17 18 26 62 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 : 30.9 18.5 45.5 29.8 30.9 16.0 45.0 24.2
Old : 47.1 24.2 66.1 36.6 47.1 24.1 66.1 36.6
Other: 31.1 23.7 47.2 32.9 28.1 23.0 44.1 30.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 146,767: 34,578 42,025 18,340 75,578 57,863 128,496 118,227: 18,271 28,540
Old : 146,767: 34,578 42,025 18,340 75,578 57,863 128,496 118,227: 18,271 28,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 3,253: 1,284 5,185 -857 1,044 -758 1,470 3,570: 1,783 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 28.6 12.5 51.5 39.4 87.6 80.6: 12.4 19.4
Old : 100.0: 23.6 28.6 12.5 51.5 39.4 87.6 80.6: 12.4 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 50 69 51 60 83 136 184:
Old : 221: 50 69 51 60 83 136 184:
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 13.1 39.5 22.1 24.0 10.8 39.0 19.2
Old : 24.0 13.1 39.5 22.1 24.0 10.8 39.0 19.2
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, August 16, 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 : 4,606: 898 1,352 432 1,218 724 2,547 2,508: 2,058 2,098
Old : 4,606: 898 1,352 432 1,218 724 2,547 2,508: 2,058 2,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 21: -122 227 -26 84 -317 -65 -116: 86 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 29.4 9.4 26.4 15.7 55.3 54.4: 44.7 45.6
Old : 100.0: 19.5 29.4 9.4 26.4 15.7 55.3 54.4: 44.7 45.6
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 : 48: 11 19 6 15 11 29 33:
Old : 48: 11 19 6 15 11 29 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 18.0 32.4 27.5 18.2 16.8 27.8 24.0
Old : 18.6 18.0 32.4 27.5 18.2 16.8 27.8 24.0
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 16, 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 : 33,429: 10,599 3,951 6,810 9,680 8,816 27,090 19,577: 6,339 13,852
Old : 33,429: 10,599 3,951 6,810 9,680 8,816 27,090 19,577: 6,339 13,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,718: 1,483 1,182 105 -239 577 1,349 1,864: 369 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 11.8 20.4 29.0 26.4 81.0 58.6: 19.0 41.4
Old : 100.0: 31.7 11.8 20.4 29.0 26.4 81.0 58.6: 19.0 41.4
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 : 153: 41 24 30 59 55 119 98:
Old : 153: 41 24 30 59 55 119 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 20.4 25.2 27.4 13.7 15.3 22.7 19.0
Old : 15.2 20.4 25.2 27.4 13.7 15.3 22.7 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 117,038: 45,327 18,548 1,295 32,900 78,308 79,522 98,151: 37,516 18,887
Old : 117,038: 45,327 18,548 1,295 32,900 78,308 79,522 98,151: 37,516 18,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 17,806: 10,793 -1,213 -55 3,581 17,925 14,319 16,658: 3,487 1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 15.8 1.1 28.1 66.9 67.9 83.9: 32.1 16.1
Old : 100.0: 38.7 15.8 1.1 28.1 66.9 67.9 83.9: 32.1 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 26 15 3 26 27 53 44:
Old : 82: 26 15 3 26 27 53 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 29.5 31.4 49.6 18.4 29.4 31.4 49.3
Old : 18.4 29.5 31.4 49.6 18.4 29.4 31.4 49.3
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 16, 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 : 67,410: 6,485 34,107 407 48,828 15,343 55,720 49,857: 11,690 17,553
Old : 67,410: 6,485 34,107 407 48,828 15,343 55,720 49,857: 11,690 17,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -4,411: 440 -4,149 373 -7,391 2,936 -6,578 -840: 2,167 -3,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 50.6 0.6 72.4 22.8 82.7 74.0: 17.3 26.0
Old : 100.0: 9.6 50.6 0.6 72.4 22.8 82.7 74.0: 17.3 26.0
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 : 35: 4 16 2 7 11 13 27:
Old : 35: 4 16 2 7 11 13 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 33.6 79.4 47.9 65.5 33.4 75.7 46.8
Old : 65.5 33.6 79.4 47.9 65.5 33.4 75.7 46.8
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 16, 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 : 99,095: 75,044 858 262 15,027 92,175 90,333 93,295: 8,762 5,800
Old : 99,095: 75,044 858 262 15,027 92,175 90,333 93,295: 8,762 5,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,636: -694 -542 -166 1,595 1,917 736 1,209: 901 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 0.9 0.3 15.2 93.0 91.2 94.1: 8.8 5.9
Old : 100.0: 75.7 0.9 0.3 15.2 93.0 91.2 94.1: 8.8 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 : 94: 63 5 3 17 14 81 21:
Old : 94: 63 5 3 17 14 81 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 : 26.5 74.1 42.8 89.9 26.5 73.7 42.8 89.4
Old : 26.5 74.1 42.8 89.9 26.5 73.7 42.8 89.4
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 16, 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 : 76,127: 20,468 18,208 776 34,538 36,214 55,781 55,198: 20,346 20,929
Old : 76,127: 20,468 18,208 776 34,538 36,214 55,781 55,198: 20,346 20,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 928: 9,374 -8,386 15 -10,243 11,663 -854 3,292: 1,783 -2,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 23.9 1.0 45.4 47.6 73.3 72.5: 26.7 27.5
Old : 100.0: 26.9 23.9 1.0 45.4 47.6 73.3 72.5: 26.7 27.5
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 : 64: 15 15 3 17 24 33 41:
Old : 64: 15 15 3 17 24 33 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 : 32.5 26.5 48.1 41.7 26.7 26.5 40.6 38.5
Old : 32.5 26.5 48.1 41.7 26.7 26.5 40.6 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 195,062: 10,471 39,202 5,123 147,883 122,186 163,476 166,511: 31,586 28,551
Old : 195,062: 10,471 39,202 5,123 147,883 122,186 163,476 166,511: 31,586 28,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -10,226: -235 -22,711 113 -13,489 19,735 -13,611 -2,864: 3,385 -7,362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 20.1 2.6 75.8 62.6 83.8 85.4: 16.2 14.6
Old : 100.0: 5.4 20.1 2.6 75.8 62.6 83.8 85.4: 16.2 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 : 82: 10 30 7 27 33 42 65:
Old : 82: 10 30 7 27 33 42 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 43.5 65.4 53.8 36.9 29.5 49.5 37.5
Old : 49.7 43.5 65.4 53.8 36.9 29.5 49.5 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 175,793: 26,335 26,584 13,720 80,716 83,966 120,770 124,270: 55,022 51,523
Old : 175,793: 26,335 26,584 13,720 80,716 83,966 120,770 124,270: 55,022 51,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 4,192: -1,779 2,380 809 3,605 3,512 2,635 6,701: 1,557 -2,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 15.1 7.8 45.9 47.8 68.7 70.7: 31.3 29.3
Old : 100.0: 15.0 15.1 7.8 45.9 47.8 68.7 70.7: 31.3 29.3
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 : 103: 32 35 26 29 26 74 74:
Old : 103: 32 35 26 29 26 74 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 29.9 37.6 40.6 20.4 19.8 30.1 28.7
Old : 25.6 29.9 37.6 40.6 20.4 19.8 30.1 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 9,004: 4,581 0 0 3,125 8,020 7,706 8,020: 1,298 984
Old : 9,004: 4,581 0 0 3,125 8,020 7,706 8,020: 1,298 984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 0.0 0.0 34.7 89.1 85.6 89.1: 14.4 10.9
Old : 100.0: 50.9 0.0 0.0 34.7 89.1 85.6 89.1: 14.4 10.9
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 : 20: 7 0 0 5 10 12 10:
Old : 20: 7 0 0 5 10 12 10:
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 69.7 81.1 85.4 64.8 69.6 76.6 83.3
Old : 69.2 69.7 81.1 85.4 64.8 69.6 76.6 83.3
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 16, 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 :13,206,863: 744,900 1,009,087 4,037,144 7,427,024 6,456,721 12,209,067 11,502,952: 997,796 1,703,911
Old :13,206,863: 744,900 1,009,087 4,037,144 7,427,024 6,456,721 12,209,067 11,502,952: 997,796 1,703,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -229,264: 76,842 44,597 -291,400 32,329 38,325 -182,228 -208,478: -47,036 -20,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 7.6 30.6 56.2 48.9 92.4 87.1: 7.6 12.9
Old : 100.0: 5.6 7.6 30.6 56.2 48.9 92.4 87.1: 7.6 12.9
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 : 291: 59 67 108 141 150 256 277:
Old : 291: 59 67 108 141 150 256 277:
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 : 20.6 15.0 35.9 23.8 19.3 6.3 25.1 10.2
Old : 20.6 15.0 35.9 23.8 19.3 6.3 25.1 10.2
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 16, 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 : 731,200: 55,862 53,659 47,054 480,467 520,934 583,382 621,647: 147,818 109,554
Old : 731,200: 55,862 53,659 47,054 480,467 520,934 583,382 621,647: 147,818 109,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 8,669: 2,773 6,193 2,261 -848 1,393 4,186 9,847: 4,484 -1,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 7.3 6.4 65.7 71.2 79.8 85.0: 20.2 15.0
Old : 100.0: 7.6 7.3 6.4 65.7 71.2 79.8 85.0: 20.2 15.0
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 : 218: 58 37 63 99 71 185 143:
Old : 218: 58 37 63 99 71 185 143:
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 31.0 27.8 43.8 18.9 30.4 27.7 43.2
Old : 18.9 31.0 27.8 43.8 18.9 30.4 27.7 43.2
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 16, 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 : 1,076,505: 200,007 337,782 28,124 585,504 629,610 813,634 995,515: 262,871 80,990
Old : 1,076,505: 200,007 337,782 28,124 585,504 629,610 813,634 995,515: 262,871 80,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 21,122: 6,643 51,795 2,078 48,471 9,165 57,192 63,038: -36,070 -41,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 31.4 2.6 54.4 58.5 75.6 92.5: 24.4 7.5
Old : 100.0: 18.6 31.4 2.6 54.4 58.5 75.6 92.5: 24.4 7.5
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 : 203: 48 60 34 63 64 130 139:
Old : 203: 48 60 34 63 64 130 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 22.1 34.8 34.0 19.1 17.6 28.4 28.0
Old : 22.2 22.1 34.8 34.0 19.1 17.6 28.4 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 12,323: 1,053 0 0 6,439 10,551 7,492 10,551: 4,831 1,772
Old : 12,323: 1,053 0 0 6,439 10,551 7,492 10,551: 4,831 1,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 125: 0 0 0 -491 -1 -491 -1: 616 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.0 0.0 52.3 85.6 60.8 85.6: 39.2 14.4
Old : 100.0: 8.5 0.0 0.0 52.3 85.6 60.8 85.6: 39.2 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 0 15 15 17 15:
Old : 27: 2 0 0 15 15 17 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 : 28.1 38.4 44.2 65.0 27.3 37.9 41.2 64.0
Old : 28.1 38.4 44.2 65.0 27.3 37.9 41.2 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 32,397: 7,266 1,604 0 18,671 27,737 25,937 29,341: 6,460 3,056
Old : 32,397: 7,266 1,604 0 18,671 27,737 25,937 29,341: 6,460 3,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -640: -58 -255 -5 -1,004 -434 -1,067 -694: 427 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 5.0 0.0 57.6 85.6 80.1 90.6: 19.9 9.4
Old : 100.0: 22.4 5.0 0.0 57.6 85.6 80.1 90.6: 19.9 9.4
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 : 36: 4 4 0 15 19 19 23:
Old : 36: 4 4 0 15 19 19 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 : 52.3 56.8 67.3 74.5 52.3 55.3 66.5 70.1
Old : 52.3 56.8 67.3 74.5 52.3 55.3 66.5 70.1
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 16, 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 : 54,572: 7,176 10,783 419 29,458 34,646 37,054 45,849: 17,518 8,722
Old : 54,572: 7,176 10,783 419 29,458 34,646 37,054 45,849: 17,518 8,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 5,667: -1 2,278 -6 2,236 2,664 2,228 4,936: 3,439 732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 19.8 0.8 54.0 63.5 67.9 84.0: 32.1 16.0
Old : 100.0: 13.1 19.8 0.8 54.0 63.5 67.9 84.0: 32.1 16.0
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 : 79: 13 16 2 33 28 48 44:
Old : 79: 13 16 2 33 28 48 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 37.6 34.2 52.0 21.3 32.6 31.2 45.5
Old : 23.1 37.6 34.2 52.0 21.3 32.6 31.2 45.5
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 16, 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 : 324,520: 116,728 75,214 2,782 184,983 194,873 304,493 272,869: 20,028 51,651
Old : 324,520: 116,728 75,214 2,782 184,983 194,873 304,493 272,869: 20,028 51,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 5,296: -16,555 10,931 620 24,882 -24,440 8,946 -12,889: -3,650 18,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 23.2 0.9 57.0 60.0 93.8 84.1: 6.2 15.9
Old : 100.0: 36.0 23.2 0.9 57.0 60.0 93.8 84.1: 6.2 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 : 194: 60 63 16 44 38 114 108:
Old : 194: 60 63 16 44 38 114 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 33.3 55.8 43.2 31.8 17.6 42.3 25.3
Old : 40.1 33.3 55.8 43.2 31.8 17.6 42.3 25.3
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 16, 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 : 75,027: 27,090 786 0 23,815 65,167 50,905 65,953: 24,122 9,075
Old : 75,027: 27,090 786 0 23,815 65,167 50,905 65,953: 24,122 9,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,356: -2,957 -1,243 0 671 3,846 -2,286 2,603: 3,642 -1,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 1.0 0.0 31.7 86.9 67.8 87.9: 32.2 12.1
Old : 100.0: 36.1 1.0 0.0 31.7 86.9 67.8 87.9: 32.2 12.1
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 : 45: 15 1 0 12 22 27 23:
Old : 45: 15 1 0 12 22 27 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 : 36.5 40.7 49.4 64.9 36.5 40.2 49.4 64.1
Old : 36.5 40.7 49.4 64.9 36.5 40.2 49.4 64.1
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 16, 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 : 32,014: 220 4,338 0 27,736 22,214 27,956 26,552: 4,058 5,462
Old : 32,014: 220 4,338 0 27,736 22,214 27,956 26,552: 4,058 5,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,189: -232 209 0 2,349 1,630 2,117 1,838: -928 -649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 13.6 0.0 86.6 69.4 87.3 82.9: 12.7 17.1
Old : 100.0: 0.7 13.6 0.0 86.6 69.4 87.3 82.9: 12.7 17.1
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 : 56: 1 10 0 30 27 31 37:
Old : 56: 1 10 0 30 27 31 37:
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 : 56.2 33.7 67.2 47.7 55.5 33.7 66.4 47.7
Old : 56.2 33.7 67.2 47.7 55.5 33.7 66.4 47.7
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 16, 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 : 230,214: 12,935 46,883 2,812 202,246 169,797 217,993 219,492: 12,221 10,722
Old : 230,214: 12,935 46,883 2,812 202,246 169,797 217,993 219,492: 12,221 10,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 7,333: -1,983 2,572 1,295 10,569 2,863 9,881 6,730: -2,547 604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 20.4 1.2 87.9 73.8 94.7 95.3: 5.3 4.7
Old : 100.0: 5.6 20.4 1.2 87.9 73.8 94.7 95.3: 5.3 4.7
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 : 128: 21 42 14 35 51 62 101:
Old : 128: 21 42 14 35 51 62 101:
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 : 62.5 36.5 71.5 53.5 58.3 33.6 65.6 48.3
Old : 62.5 36.5 71.5 53.5 58.3 33.6 65.6 48.3
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 16, 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 : 50,746: 18,892 9,824 748 16,961 29,386 36,601 39,958: 14,145 10,788
Old : 50,746: 18,892 9,824 748 16,961 29,386 36,601 39,958: 14,145 10,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 5,343: 3,864 2,811 -73 1,339 3,341 5,130 6,079: 213 -736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 19.4 1.5 33.4 57.9 72.1 78.7: 27.9 21.3
Old : 100.0: 37.2 19.4 1.5 33.4 57.9 72.1 78.7: 27.9 21.3
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 : 82: 29 16 3 20 21 51 39:
Old : 82: 29 16 3 20 21 51 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 : 16.2 37.6 28.7 48.5 16.2 37.6 28.7 47.4
Old : 16.2 37.6 28.7 48.5 16.2 37.6 28.7 47.4
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 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 28,589: 6,599 268 0 17,477 9,437 24,076 9,705: 4,513 18,884
Old : 28,589: 6,599 268 0 17,477 9,437 24,076 9,705: 4,513 18,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 2,081: 276 -17 0 1,948 722 2,224 705: -143 1,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 0.9 0.0 61.1 33.0 84.2 33.9: 15.8 66.1
Old : 100.0: 23.1 0.9 0.0 61.1 33.0 84.2 33.9: 15.8 66.1
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 : 26: 9 1 0 9 8 18 9:
Old : 26: 9 1 0 9 8 18 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 27.9 70.1 33.0 56.5 25.3 67.6 29.9
Old : 57.6 27.9 70.1 33.0 56.5 25.3 67.6 29.9
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 16, 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 : 35,614: 2,218 2,502 0 16,425 24,240 18,643 26,742: 16,971 8,872
Old : 35,614: 2,218 2,502 0 16,425 24,240 18,643 26,742: 16,971 8,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 2,131: 715 -494 -29 462 -356 1,148 -879: 983 3,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 7.0 0.0 46.1 68.1 52.3 75.1: 47.7 24.9
Old : 100.0: 6.2 7.0 0.0 46.1 68.1 52.3 75.1: 47.7 24.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 9 0 15 20 18 29:
Old : 36: 3 9 0 15 20 18 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 33.5 37.8 56.7 16.0 29.3 24.0 40.1
Old : 25.6 33.5 37.8 56.7 16.0 29.3 24.0 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 19, 2005