MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, September 20, 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 : 19,635: 792 2,136 448 12,692 10,703 13,932 13,287: 5,703 6,348
Old : 19,635: 792 2,136 448 12,692 10,703 13,932 13,287: 5,703 6,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 462: -380 -196 -41 215 548 -206 311: 668 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 10.9 2.3 64.6 54.5 71.0 67.7: 29.0 32.3
Old : 100.0: 4.0 10.9 2.3 64.6 54.5 71.0 67.7: 29.0 32.3
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 : 36: 6 6 7 19 16 28 26:
Old : 36: 6 6 7 19 16 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 33.6 59.9 50.9 43.1 31.4 58.8 45.1
Old : 43.1 33.6 59.9 50.9 43.1 31.4 58.8 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, September 20, 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 : 107,630: 20,299 21,061 23,202 47,944 30,959 91,445 75,222: 16,185 32,408
Old : 24,840: 13,152 11,159 297 4,999 4,529 18,448 15,985: 6,392 8,855
Other: 82,790: 14,209 16,964 15,843 42,945 26,430 72,997 59,237: 9,793 23,553
: : :
: : Changes in Commitments from: September 13, 2005 :
: 3,845: 737 99 4,043 -132 -236 4,648 3,906: -803 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 19.6 21.6 44.5 28.8 85.0 69.9: 15.0 30.1
Old : 100.0: 52.9 44.9 1.2 20.1 18.2 74.3 64.4: 25.7 35.6
Other: 100.0: 17.2 20.5 19.1 51.9 31.9 88.2 71.6: 11.8 28.4
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 53 38 56 25 38 121 105:
Old : 119: 52 24 3 17 26 70 52:
Other: 141: 39 47 42 20 37 94 97:
:----------------------------------------------------------------------------------------------------
: 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 15.5 39.3 26.6 28.1 12.8 39.1 22.1
Old : 19.9 30.3 33.1 40.1 19.9 30.2 33.1 40.0
Other: 35.1 16.6 49.4 27.8 35.1 14.4 48.8 23.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 20, 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 : 148,681: 38,893 22,237 19,735 71,168 67,373 129,796 109,345: 18,885 39,336
Old : 148,681: 38,893 22,237 19,735 71,168 67,373 129,796 109,345: 18,885 39,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 6,316: 2,441 -1,253 1,536 2,295 5,097 6,272 5,380: 44 936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 15.0 13.3 47.9 45.3 87.3 73.5: 12.7 26.5
Old : 100.0: 26.2 15.0 13.3 47.9 45.3 87.3 73.5: 12.7 26.5
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 : 232: 57 49 58 57 99 152 184:
Old : 232: 57 49 58 57 99 152 184:
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 : 24.7 13.1 39.2 21.5 24.7 12.5 37.3 20.4
Old : 24.7 13.1 39.2 21.5 24.7 12.5 37.3 20.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,809: 1,230 1,517 82 643 545 1,955 2,144: 1,854 1,665
Old : 3,809: 1,230 1,517 82 643 545 1,955 2,144: 1,854 1,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -73: -96 -124 31 27 89 -38 -4: -35 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 39.8 2.2 16.9 14.3 51.3 56.3: 48.7 43.7
Old : 100.0: 32.3 39.8 2.2 16.9 14.3 51.3 56.3: 48.7 43.7
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 : 42: 13 12 4 12 11 27 26:
Old : 42: 13 12 4 12 11 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 33.6 38.5 41.1 27.6 33.6 38.5 41.0
Old : 27.6 33.6 38.5 41.1 27.6 33.6 38.5 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, September 20, 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 : 29,063: 12,181 2,945 4,530 7,304 8,818 24,015 16,293: 5,048 12,770
Old : 29,063: 12,181 2,945 4,530 7,304 8,818 24,015 16,293: 5,048 12,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 944: -1,125 -549 769 764 598 408 818: 536 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 10.1 15.6 25.1 30.3 82.6 56.1: 17.4 43.9
Old : 100.0: 41.9 10.1 15.6 25.1 30.3 82.6 56.1: 17.4 43.9
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 : 136: 45 26 24 34 42 99 75:
Old : 136: 45 26 24 34 42 99 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 23.7 25.6 28.7 14.2 18.2 23.3 22.0
Old : 14.6 23.7 25.6 28.7 14.2 18.2 23.3 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, September 20, 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 : 148,171: 45,536 19,033 2,731 62,809 104,222 111,076 125,986: 37,095 22,185
Old : 148,171: 45,536 19,033 2,731 62,809 104,222 111,076 125,986: 37,095 22,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 6,952: -421 2,668 1,082 3,140 -1,401 3,801 2,349: 3,151 4,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 12.8 1.8 42.4 70.3 75.0 85.0: 25.0 15.0
Old : 100.0: 30.7 12.8 1.8 42.4 70.3 75.0 85.0: 25.0 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 : 86: 27 18 7 28 30 58 52:
Old : 86: 27 18 7 28 30 58 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 28.4 38.9 47.1 18.2 23.4 27.3 37.1
Old : 22.9 28.4 38.9 47.1 18.2 23.4 27.3 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, September 20, 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 : 57,198: 2,488 33,398 0 45,590 6,728 48,078 40,126: 9,120 17,072
Old : 57,198: 2,488 33,398 0 45,590 6,728 48,078 40,126: 9,120 17,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -3,647: -1,687 14,257 -147 2,220 -22,808 386 -8,698: -4,033 5,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 58.4 0.0 79.7 11.8 84.1 70.2: 15.9 29.8
Old : 100.0: 4.3 58.4 0.0 79.7 11.8 84.1 70.2: 15.9 29.8
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 : 36: 2 17 0 14 6 16 23:
Old : 36: 2 17 0 14 6 16 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 36.7 72.9 51.3 54.1 36.7 68.8 50.2
Old : 58.2 36.7 72.9 51.3 54.1 36.7 68.8 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, September 20, 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 : 74,609: 39,820 4,517 127 28,981 63,710 68,928 68,354: 5,681 6,255
Old : 74,609: 39,820 4,517 127 28,981 63,710 68,928 68,354: 5,681 6,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -13,734: -5,190 -887 -1,386 -5,199 -9,847 -11,775 -12,120: -1,959 -1,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 6.1 0.2 38.8 85.4 92.4 91.6: 7.6 8.4
Old : 100.0: 53.4 6.1 0.2 38.8 85.4 92.4 91.6: 7.6 8.4
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: 40 7 1 14 17 55 24:
Old : 75: 40 7 1 14 17 55 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 : 34.4 76.8 53.6 85.3 34.1 76.8 53.3 85.3
Old : 34.4 76.8 53.6 85.3 34.1 76.8 53.3 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 67,785: 24,572 13,994 4 22,488 41,168 47,064 55,166: 20,721 12,619
Old : 67,785: 24,572 13,994 4 22,488 41,168 47,064 55,166: 20,721 12,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -23,916: -2,838 5,059 -764 -18,370 -25,986 -21,972 -21,691: -1,944 -2,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 20.6 0.0 33.2 60.7 69.4 81.4: 30.6 18.6
Old : 100.0: 36.2 20.6 0.0 33.2 60.7 69.4 81.4: 30.6 18.6
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 : 51: 17 10 1 12 18 30 28:
Old : 51: 17 10 1 12 18 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 36.6 50.0 56.1 29.4 35.2 44.1 51.8
Old : 34.6 36.6 50.0 56.1 29.4 35.2 44.1 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, September 20, 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 : 127,850: 11,954 59,583 43 93,551 39,459 105,548 99,085: 22,302 28,765
Old : 127,850: 11,954 59,583 43 93,551 39,459 105,548 99,085: 22,302 28,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -61,397: 1,674 14,369 -2,442 -55,626 -74,546 -56,394 -62,619: -5,003 1,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 46.6 0.0 73.2 30.9 82.6 77.5: 17.4 22.5
Old : 100.0: 9.4 46.6 0.0 73.2 30.9 82.6 77.5: 17.4 22.5
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 : 80: 15 29 2 26 17 42 47:
Old : 80: 15 29 2 26 17 42 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 29.5 58.4 44.9 43.6 28.4 58.4 43.0
Old : 43.6 29.5 58.4 44.9 43.6 28.4 58.4 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, September 20, 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 : 118,666: 29,052 30,480 832 52,941 47,456 82,825 78,768: 35,841 39,898
Old : 118,666: 29,052 30,480 832 52,941 47,456 82,825 78,768: 35,841 39,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -44,077: -269 8,744 -762 -35,756 -54,177 -36,787 -46,195: -7,290 2,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 25.7 0.7 44.6 40.0 69.8 66.4: 30.2 33.6
Old : 100.0: 24.5 25.7 0.7 44.6 40.0 69.8 66.4: 30.2 33.6
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 : 95: 32 29 11 25 20 62 55:
Old : 95: 32 29 11 25 20 62 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 33.3 35.9 45.3 21.5 32.0 35.8 43.2
Old : 21.5 33.3 35.9 45.3 21.5 32.0 35.8 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, September 20, 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 : 30,652: 7,964 3,482 285 16,112 20,982 24,361 24,749: 6,291 5,903
Old : 30,652: 7,964 3,482 285 16,112 20,982 24,361 24,749: 6,291 5,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -12,867: 6,754 678 -895 -19,994 -14,487 -14,135 -14,704: 1,268 1,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 11.4 0.9 52.6 68.5 79.5 80.7: 20.5 19.3
Old : 100.0: 26.0 11.4 0.9 52.6 68.5 79.5 80.7: 20.5 19.3
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 : 21: 2 2 2 10 12 13 15:
Old : 21: 2 2 2 10 12 13 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 : 55.3 43.5 72.5 64.6 53.9 43.4 70.1 63.1
Old : 55.3 43.5 72.5 64.6 53.9 43.4 70.1 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, September 20, 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 : 7,460,909: 865,517 712,783 854,753 4,935,775 4,541,392 6,656,045 6,108,928: 804,864 1,351,981
Old : 7,460,909: 865,517 712,783 854,753 4,935,775 4,541,392 6,656,045 6,108,928: 804,864 1,351,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -805,864: -352,139 -88,559 -100,438 -271,188 -504,589 -723,765 -693,586: -82,099 -112,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 9.6 11.5 66.2 60.9 89.2 81.9: 10.8 18.1
Old : 100.0: 11.6 9.6 11.5 66.2 60.9 89.2 81.9: 10.8 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 45 61 81 121 143 210 244:
Old : 257: 45 61 81 121 143 210 244:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 14.4 50.3 23.9 33.8 11.5 43.5 18.6
Old : 34.6 14.4 50.3 23.9 33.8 11.5 43.5 18.6
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 Code-138741
Commitments of Traders - Futures Only, September 20, 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 : 631,616: 45,453 56,510 2,717 461,303 464,989 509,473 524,216: 122,143 107,400
Old : 631,616: 45,453 56,510 2,717 461,303 464,989 509,473 524,216: 122,143 107,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -111,806: -1,481 -6,135 -12,420 -60,662 -74,647 -74,563 -93,202: -37,243 -18,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 8.9 0.4 73.0 73.6 80.7 83.0: 19.3 17.0
Old : 100.0: 7.2 8.9 0.4 73.0 73.6 80.7 83.0: 19.3 17.0
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 : 181: 29 33 16 81 62 120 101:
Old : 181: 29 33 16 81 62 120 101:
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 : 22.0 30.3 31.8 44.3 21.9 30.3 31.7 44.3
Old : 22.0 30.3 31.8 44.3 21.9 30.3 31.7 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, September 20, 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 : 902,479: 152,951 259,300 22,536 448,167 550,450 623,654 832,286: 278,825 70,193
Old : 902,479: 152,951 259,300 22,536 448,167 550,450 623,654 832,286: 278,825 70,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -525,836: -61,311 -129,740 -40,737 -403,191 -273,120 -505,239 -443,597: -20,597 -82,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 28.7 2.5 49.7 61.0 69.1 92.2: 30.9 7.8
Old : 100.0: 16.9 28.7 2.5 49.7 61.0 69.1 92.2: 30.9 7.8
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 : 177: 33 61 12 55 51 96 116:
Old : 177: 33 61 12 55 51 96 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 29.1 31.8 43.9 20.5 28.0 29.4 40.5
Old : 20.5 29.1 31.8 43.9 20.5 28.0 29.4 40.5
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 Code-338741
Commitments of Traders - Futures Only, September 20, 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 : 12,501: 1,551 427 0 6,556 11,128 8,107 11,555: 4,394 946
Old : 12,501: 1,551 427 0 6,556 11,128 8,107 11,555: 4,394 946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -7,813: 400 0 -505 -6,652 -4,666 -6,757 -5,171: -1,056 -2,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 3.4 0.0 52.4 89.0 64.9 92.4: 35.1 7.6
Old : 100.0: 12.4 3.4 0.0 52.4 89.0 64.9 92.4: 35.1 7.6
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 : 34: 3 1 0 18 15 21 16:
Old : 34: 3 1 0 18 15 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 48.3 41.5 67.6 26.6 47.6 41.5 66.3
Old : 26.6 48.3 41.5 67.6 26.6 47.6 41.5 66.3
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 Code-33874A
Commitments of Traders - Futures Only, September 20, 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 : 27,055: 6,028 4,029 0 17,525 17,867 23,553 21,896: 3,502 5,159
Old : 27,055: 6,028 4,029 0 17,525 17,867 23,553 21,896: 3,502 5,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -21,799: -1,677 1,261 -3,059 -7,337 -18,676 -12,073 -20,474: -9,726 -1,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 14.9 0.0 64.8 66.0 87.1 80.9: 12.9 19.1
Old : 100.0: 22.3 14.9 0.0 64.8 66.0 87.1 80.9: 12.9 19.1
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 : 36: 4 5 0 18 16 22 21:
Old : 36: 4 5 0 18 16 22 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 : 56.8 44.7 71.5 60.9 56.8 44.3 71.2 57.5
Old : 56.8 44.7 71.5 60.9 56.8 44.3 71.2 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, September 20, 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 : 51,728: 5,820 11,790 0 30,614 32,899 36,434 44,689: 15,294 7,039
Old : 51,728: 5,820 11,790 0 30,614 32,899 36,434 44,689: 15,294 7,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -25,032: -1,364 -5,791 -1,131 -19,585 -14,101 -22,080 -21,023: -2,952 -4,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 22.8 0.0 59.2 63.6 70.4 86.4: 29.6 13.6
Old : 100.0: 11.3 22.8 0.0 59.2 63.6 70.4 86.4: 29.6 13.6
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 : 78: 10 18 0 34 24 44 42:
Old : 78: 10 18 0 34 24 44 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 33.4 39.9 48.7 28.5 28.7 37.6 43.8
Old : 29.9 33.4 39.9 48.7 28.5 28.7 37.6 43.8
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 Code-209742
Commitments of Traders - Futures Only, September 20, 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 : 230,722: 100,590 71,916 2,511 112,454 108,647 215,555 183,074: 15,167 47,648
Old : 230,722: 100,590 71,916 2,511 112,454 108,647 215,555 183,074: 15,167 47,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -163,413: -24,593 -10,153 -9,532 -118,577 -129,595 -152,702 -149,280: -10,711 -14,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 31.2 1.1 48.7 47.1 93.4 79.3: 6.6 20.7
Old : 100.0: 43.6 31.2 1.1 48.7 47.1 93.4 79.3: 6.6 20.7
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 : 166: 47 61 11 34 32 90 95:
Old : 166: 47 61 11 34 32 90 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 23.3 46.0 34.5 30.6 17.0 44.2 26.1
Old : 30.7 23.3 46.0 34.5 30.6 17.0 44.2 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, September 20, 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 : 78,632: 36,201 0 0 16,360 72,611 52,561 72,611: 26,071 6,021
Old : 78,632: 36,201 0 0 16,360 72,611 52,561 72,611: 26,071 6,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -17,735: -84 -3,043 -1,395 -15,910 -10,201 -17,389 -14,639: -346 -3,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 0.0 0.0 20.8 92.3 66.8 92.3: 33.2 7.7
Old : 100.0: 46.0 0.0 0.0 20.8 92.3 66.8 92.3: 33.2 7.7
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 : 40: 18 0 0 9 17 27 17:
Old : 40: 18 0 0 9 17 27 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 51.1 51.2 76.1 40.1 51.1 51.2 76.0
Old : 40.1 51.1 51.2 76.1 40.1 51.1 51.2 76.0
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 Code-239741
Commitments of Traders - Futures Only, September 20, 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 : 31,176: 1,178 5,677 0 25,739 20,853 26,917 26,530: 4,259 4,646
Old : 31,176: 1,178 5,677 0 25,739 20,853 26,917 26,530: 4,259 4,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -15,302: 393 -489 -896 -13,561 -11,462 -14,064 -12,847: -1,238 -2,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 18.2 0.0 82.6 66.9 86.3 85.1: 13.7 14.9
Old : 100.0: 3.8 18.2 0.0 82.6 66.9 86.3 85.1: 13.7 14.9
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 : 62: 3 13 0 30 27 33 40:
Old : 62: 3 13 0 30 27 33 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 31.9 62.0 47.6 52.0 30.0 61.9 45.6
Old : 52.0 31.9 62.0 47.6 52.0 30.0 61.9 45.6
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 Code-239742
Commitments of Traders - Futures Only, September 20, 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 : 213,561: 16,580 50,413 208 189,325 151,820 206,113 202,441: 7,448 11,120
Old : 213,561: 16,580 50,413 208 189,325 151,820 206,113 202,441: 7,448 11,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -74,842: -4,491 1,493 -5,195 -45,960 -61,939 -55,646 -65,641: -19,196 -9,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 23.6 0.1 88.7 71.1 96.5 94.8: 3.5 5.2
Old : 100.0: 7.8 23.6 0.1 88.7 71.1 96.5 94.8: 3.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 20 41 3 34 46 56 88:
Old : 121: 20 41 3 34 46 56 88:
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 : 58.0 42.4 72.2 58.5 55.2 40.7 65.8 52.7
Old : 58.0 42.4 72.2 58.5 55.2 40.7 65.8 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, September 20, 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 : 47,160: 18,756 18,613 107 18,054 24,149 36,917 42,869: 10,243 4,291
Old : 47,160: 18,756 18,613 107 18,054 24,149 36,917 42,869: 10,243 4,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 3,667: 1,658 2,606 0 3,083 1,985 4,741 4,591: -1,074 -924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 39.5 0.2 38.3 51.2 78.3 90.9: 21.7 9.1
Old : 100.0: 39.8 39.5 0.2 38.3 51.2 78.3 90.9: 21.7 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 : 82: 29 16 1 23 17 52 34:
Old : 82: 29 16 1 23 17 52 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 : 21.4 49.0 35.3 61.0 20.8 49.0 34.2 61.0
Old : 21.4 49.0 35.3 61.0 20.8 49.0 34.2 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, September 20, 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 : 34,289: 12,465 1,533 236 16,961 1,490 29,662 3,259: 4,627 31,030
Old : 34,289: 12,465 1,533 236 16,961 1,490 29,662 3,259: 4,627 31,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 5,706: 488 -409 -2 3,749 151 4,235 -260: 1,471 5,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 4.5 0.7 49.5 4.3 86.5 9.5: 13.5 90.5
Old : 100.0: 36.4 4.5 0.7 49.5 4.3 86.5 9.5: 13.5 90.5
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 : 24: 12 2 1 7 4 19 7:
Old : 24: 12 2 1 7 4 19 7:
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 : 61.3 7.1 73.4 9.5 60.6 7.1 72.6 8.1
Old : 61.3 7.1 73.4 9.5 60.6 7.1 72.6 8.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, September 20, 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 : 39,395: 2,809 2,696 0 15,467 31,093 18,276 33,789: 21,119 5,606
Old : 39,395: 2,809 2,696 0 15,467 31,093 18,276 33,789: 21,119 5,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -2,299: 1,311 -391 -80 -5,844 1,746 -4,613 1,275: 2,314 -3,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 6.8 0.0 39.3 78.9 46.4 85.8: 53.6 14.2
Old : 100.0: 7.1 6.8 0.0 39.3 78.9 46.4 85.8: 53.6 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 4 9 0 14 23 18 32:
Old : 40: 4 9 0 14 23 18 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 : 24.6 38.8 36.3 63.5 13.4 33.0 16.9 46.0
Old : 24.6 38.8 36.3 63.5 13.4 33.0 16.9 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2005