MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, October 11, 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 : 18,997: 225 2,405 522 12,930 8,678 13,677 11,605: 5,320 7,392
Old : 18,997: 225 2,405 522 12,930 8,678 13,677 11,605: 5,320 7,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,320: -141 309 121 921 195 901 625: 419 695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 12.7 2.7 68.1 45.7 72.0 61.1: 28.0 38.9
Old : 100.0: 1.2 12.7 2.7 68.1 45.7 72.0 61.1: 28.0 38.9
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 : 33: 3 9 8 18 13 28 23:
Old : 33: 3 9 8 18 13 28 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 : 45.6 32.3 61.0 48.0 45.6 29.3 60.4 42.4
Old : 45.6 32.3 61.0 48.0 45.6 29.3 60.4 42.4
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, October 11, 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 : 118,777: 26,927 24,644 23,401 50,012 34,486 100,340 82,531: 18,437 36,246
Old : 118,777: 26,927 24,644 23,401 50,012 34,486 100,340 82,531: 18,437 36,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 5,334: 2,442 1,288 944 1,107 410 4,493 2,642: 841 2,692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 20.7 19.7 42.1 29.0 84.5 69.5: 15.5 30.5
Old : 100.0: 22.7 20.7 19.7 42.1 29.0 84.5 69.5: 15.5 30.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 57 46 54 26 42 128 108:
Old : 169: 57 46 54 26 42 128 108:
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 : 26.4 15.9 37.5 27.0 26.4 13.9 36.6 21.6
Old : 26.4 15.9 37.5 27.0 26.4 13.9 36.6 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,714: 1,033 500 14 137 123 1,184 637: 530 1,077
Old : 1,714: 1,033 500 14 137 123 1,184 637: 530 1,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 629: 449 153 7 112 77 568 237: 61 392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 29.2 0.8 8.0 7.2 69.1 37.2: 30.9 62.8
Old : 100.0: 60.3 29.2 0.8 8.0 7.2 69.1 37.2: 30.9 62.8
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 : 26: 10 11 1 2 3 13 14:
Old : 26: 10 11 1 2 3 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 18.4 60.5 27.7 48.8 17.9 60.5 26.9
Old : 48.8 18.4 60.5 27.7 48.8 17.9 60.5 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 11, 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 : 168,999: 54,490 21,050 24,380 70,168 76,619 149,038 122,049: 19,961 46,950
Old : 168,999: 54,490 21,050 24,380 70,168 76,619 149,038 122,049: 19,961 46,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 4,290: 3,619 -1,600 2,452 -1,488 1,047 4,583 1,899: -293 2,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 12.5 14.4 41.5 45.3 88.2 72.2: 11.8 27.8
Old : 100.0: 32.2 12.5 14.4 41.5 45.3 88.2 72.2: 11.8 27.8
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 : 261: 77 48 56 60 108 173 192:
Old : 261: 77 48 56 60 108 173 192:
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 : 22.6 10.6 37.0 18.0 22.6 9.1 35.0 14.8
Old : 22.6 10.6 37.0 18.0 22.6 9.1 35.0 14.8
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, October 11, 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 : 3,883: 1,101 872 184 825 1,091 2,110 2,147: 1,773 1,736
Old : 3,883: 1,101 872 184 825 1,091 2,110 2,147: 1,773 1,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -85: -83 99 -27 121 -226 11 -154: -96 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 22.5 4.7 21.2 28.1 54.3 55.3: 45.7 44.7
Old : 100.0: 28.4 22.5 4.7 21.2 28.1 54.3 55.3: 45.7 44.7
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 : 53: 16 16 8 11 19 32 38:
Old : 53: 16 16 8 11 19 32 38:
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 : 27.2 18.3 37.4 28.4 27.0 18.3 36.3 27.3
Old : 27.2 18.3 37.4 28.4 27.0 18.3 36.3 27.3
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, October 11, 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 : 28,802: 12,166 2,384 4,207 6,967 9,331 23,340 15,922: 5,462 12,880
Old : 28,802: 12,166 2,384 4,207 6,967 9,331 23,340 15,922: 5,462 12,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -1,474: 401 -95 -916 -644 -727 -1,159 -1,738: -315 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 8.3 14.6 24.2 32.4 81.0 55.3: 19.0 44.7
Old : 100.0: 42.2 8.3 14.6 24.2 32.4 81.0 55.3: 19.0 44.7
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 : 138: 45 22 25 32 44 95 79:
Old : 138: 45 22 25 32 44 95 79:
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 : 15.7 21.9 27.2 26.6 14.7 16.1 25.4 19.3
Old : 15.7 21.9 27.2 26.6 14.7 16.1 25.4 19.3
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, October 11, 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 : 109,147: 50,532 6,941 785 25,071 82,681 76,388 90,407: 32,759 18,740
Old : 109,147: 50,532 6,941 785 25,071 82,681 76,388 90,407: 32,759 18,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 969: 3,506 -2,054 23 -214 30 3,315 -2,001: -2,346 2,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 6.4 0.7 23.0 75.8 70.0 82.8: 30.0 17.2
Old : 100.0: 46.3 6.4 0.7 23.0 75.8 70.0 82.8: 30.0 17.2
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 : 81: 31 15 5 18 22 51 40:
Old : 81: 31 15 5 18 22 51 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 : 25.7 33.9 38.8 56.6 25.7 33.5 38.8 56.2
Old : 25.7 33.9 38.8 56.6 25.7 33.5 38.8 56.2
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, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 72,377: 13,572 38,859 0 52,286 12,327 65,858 51,186: 6,519 21,191
Old : 72,377: 13,572 38,859 0 52,286 12,327 65,858 51,186: 6,519 21,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -15,402: 3,599 -18,240 0 -17,667 3,443 -14,068 -14,797: -1,334 -605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 53.7 0.0 72.2 17.0 91.0 70.7: 9.0 29.3
Old : 100.0: 18.8 53.7 0.0 72.2 17.0 91.0 70.7: 9.0 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 : 46: 4 24 0 15 8 19 32:
Old : 46: 4 24 0 15 8 19 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 : 49.4 28.7 73.3 41.2 48.6 28.7 70.7 41.2
Old : 49.4 28.7 73.3 41.2 48.6 28.7 70.7 41.2
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, October 11, 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 : 75,577: 53,443 5,509 55 15,032 63,855 68,530 69,419: 7,047 6,158
Old : 75,577: 53,443 5,509 55 15,032 63,855 68,530 69,419: 7,047 6,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -5,709: -6,725 1,615 55 672 -8,805 -5,998 -7,135: 289 1,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 7.3 0.1 19.9 84.5 90.7 91.9: 9.3 8.1
Old : 100.0: 70.7 7.3 0.1 19.9 84.5 90.7 91.9: 9.3 8.1
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 : 86: 48 8 1 18 15 66 24:
Old : 86: 48 8 1 18 15 66 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 : 31.9 72.5 50.8 84.0 31.9 72.5 50.8 83.9
Old : 31.9 72.5 50.8 84.0 31.9 72.5 50.8 83.9
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, October 11, 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 : 89,400: 13,716 36,761 4 56,373 32,485 70,093 69,250: 19,307 20,150
Old : 89,400: 13,716 36,761 4 56,373 32,485 70,093 69,250: 19,307 20,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -489: -6,358 -173 0 2,816 -2,105 -3,542 -2,278: 3,053 1,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 41.1 0.0 63.1 36.3 78.4 77.5: 21.6 22.5
Old : 100.0: 15.3 41.1 0.0 63.1 36.3 78.4 77.5: 21.6 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 : 54: 13 16 1 19 14 33 30:
Old : 54: 13 16 1 19 14 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 35.8 52.1 53.2 26.3 35.6 43.8 47.4
Old : 31.2 35.8 52.1 53.2 26.3 35.6 43.8 47.4
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, October 11, 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 : 176,161: 18,745 84,780 43 129,505 56,348 148,293 141,171: 27,868 34,990
Old : 176,161: 18,745 84,780 43 129,505 56,348 148,293 141,171: 27,868 34,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 8,182: 2,393 5,129 0 3,524 -68 5,917 5,061: 2,265 3,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 48.1 0.0 73.5 32.0 84.2 80.1: 15.8 19.9
Old : 100.0: 10.6 48.1 0.0 73.5 32.0 84.2 80.1: 15.8 19.9
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 : 102: 23 42 2 28 18 52 61:
Old : 102: 23 42 2 28 18 52 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 29.1 60.9 45.2 39.4 29.1 60.9 43.8
Old : 39.5 29.1 60.9 45.2 39.4 29.1 60.9 43.8
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, October 11, 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 : 130,998: 30,103 25,311 1,245 61,280 58,641 92,628 85,197: 38,370 45,801
Old : 130,998: 30,103 25,311 1,245 61,280 58,641 92,628 85,197: 38,370 45,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -12,340: -4,543 -11,233 433 -7,498 2,445 -11,608 -8,355: -732 -3,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 19.3 1.0 46.8 44.8 70.7 65.0: 29.3 35.0
Old : 100.0: 23.0 19.3 1.0 46.8 44.8 70.7 65.0: 29.3 35.0
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 : 100: 36 27 10 27 24 66 58:
Old : 100: 36 27 10 27 24 66 58:
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 : 21.9 36.5 36.0 43.0 21.6 35.0 34.4 41.3
Old : 21.9 36.5 36.0 43.0 21.6 35.0 34.4 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, October 11, 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 : 9,438: 5,592 508 0 2,499 7,855 8,091 8,363: 1,347 1,075
Old : 9,438: 5,592 508 0 2,499 7,855 8,091 8,363: 1,347 1,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 5.4 0.0 26.5 83.2 85.7 88.6: 14.3 11.4
Old : 100.0: 59.2 5.4 0.0 26.5 83.2 85.7 88.6: 14.3 11.4
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 : 20: 4 3 0 6 8 10 11:
Old : 20: 4 3 0 6 8 10 11:
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 : 70.7 73.6 83.3 84.6 69.8 73.6 80.5 83.5
Old : 70.7 73.6 83.3 84.6 69.8 73.6 80.5 83.5
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, October 11, 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 : 41,071: 9,605 2,787 1,360 23,251 29,257 34,216 33,404: 6,855 7,667
Old : 41,071: 9,605 2,787 1,360 23,251 29,257 34,216 33,404: 6,855 7,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,987: 583 -614 1,354 -276 3,576 1,661 4,316: 326 -2,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 6.8 3.3 56.6 71.2 83.3 81.3: 16.7 18.7
Old : 100.0: 23.4 6.8 3.3 56.6 71.2 83.3 81.3: 16.7 18.7
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 : 22: 3 3 2 11 14 15 18:
Old : 22: 3 3 2 11 14 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 48.5 69.5 63.5 47.7 43.4 59.5 56.4
Old : 50.4 48.5 69.5 63.5 47.7 43.4 59.5 56.4
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, October 11, 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 : 8,351,996: 930,119 1,087,731 1,088,081 5,431,390 4,772,804 7,449,590 6,948,616: 902,406 1,403,380
Old : 8,351,996: 930,119 1,087,731 1,088,081 5,431,390 4,772,804 7,449,590 6,948,616: 902,406 1,403,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 179,480: 94,342 3,484 48,333 96,576 183,141 239,251 234,958: -59,771 -55,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 13.0 13.0 65.0 57.1 89.2 83.2: 10.8 16.8
Old : 100.0: 11.1 13.0 13.0 65.0 57.1 89.2 83.2: 10.8 16.8
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 : 274: 53 65 90 120 146 218 263:
Old : 274: 53 65 90 120 146 218 263:
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 14.0 50.4 22.5 31.6 10.3 43.6 17.4
Old : 32.5 14.0 50.4 22.5 31.6 10.3 43.6 17.4
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, October 11, 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 : 635,003: 53,434 65,820 1,853 452,054 471,500 507,341 539,173: 127,662 95,830
Old : 635,003: 53,434 65,820 1,853 452,054 471,500 507,341 539,173: 127,662 95,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 4,501: 3,657 4,741 -53 4,087 1,847 7,691 6,535: -3,190 -2,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 10.4 0.3 71.2 74.3 79.9 84.9: 20.1 15.1
Old : 100.0: 8.4 10.4 0.3 71.2 74.3 79.9 84.9: 20.1 15.1
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 : 189: 30 42 15 80 64 119 112:
Old : 189: 30 42 15 80 64 119 112:
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 29.6 30.5 43.0 21.5 29.6 30.4 43.0
Old : 21.5 29.6 30.5 43.0 21.5 29.6 30.4 43.0
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, October 11, 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 : 983,451: 196,817 256,012 17,977 551,669 606,977 766,463 880,966: 216,988 102,485
Old : 983,451: 196,817 256,012 17,977 551,669 606,977 766,463 880,966: 216,988 102,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 26,602: 9,601 10,154 -2,503 50,402 34,781 57,500 42,432: -30,898 -15,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 26.0 1.8 56.1 61.7 77.9 89.6: 22.1 10.4
Old : 100.0: 20.0 26.0 1.8 56.1 61.7 77.9 89.6: 22.1 10.4
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 : 189: 44 54 16 64 54 118 114:
Old : 189: 44 54 16 64 54 118 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 27.4 33.0 42.7 18.2 24.0 29.7 37.0
Old : 19.3 27.4 33.0 42.7 18.2 24.0 29.7 37.0
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 Code-338741
Commitments of Traders - Futures Only, October 11, 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 : 12,792: 1,191 427 0 6,807 11,278 7,998 11,705: 4,794 1,087
Old : 12,792: 1,191 427 0 6,807 11,278 7,998 11,705: 4,794 1,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 12: -749 0 0 147 -46 -602 -46: 614 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 3.3 0.0 53.2 88.2 62.5 91.5: 37.5 8.5
Old : 100.0: 9.3 3.3 0.0 53.2 88.2 62.5 91.5: 37.5 8.5
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 : 33: 2 1 0 19 15 21 16:
Old : 33: 2 1 0 19 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 : 25.2 48.7 39.5 68.8 25.2 48.1 39.5 67.7
Old : 25.2 48.7 39.5 68.8 25.2 48.1 39.5 67.7
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, October 11, 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 : 34,408: 7,641 4,999 0 23,630 23,086 31,271 28,085: 3,137 6,323
Old : 34,408: 7,641 4,999 0 23,630 23,086 31,271 28,085: 3,137 6,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,057: 318 1,318 -98 1,975 -2,426 2,195 -1,206: -1,138 2,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 14.5 0.0 68.7 67.1 90.9 81.6: 9.1 18.4
Old : 100.0: 22.2 14.5 0.0 68.7 67.1 90.9 81.6: 9.1 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 6 5 0 20 18 26 23:
Old : 42: 6 5 0 20 18 26 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 : 58.6 39.7 74.9 54.9 56.0 39.0 70.7 54.0
Old : 58.6 39.7 74.9 54.9 56.0 39.0 70.7 54.0
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, October 11, 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 : 59,669: 7,327 12,239 1,004 29,996 36,905 38,327 50,148: 21,342 9,521
Old : 59,669: 7,327 12,239 1,004 29,996 36,905 38,327 50,148: 21,342 9,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 3,303: -2,125 2,617 -194 1,415 1,359 -904 3,782: 4,207 -479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 20.5 1.7 50.3 61.8 64.2 84.0: 35.8 16.0
Old : 100.0: 12.3 20.5 1.7 50.3 61.8 64.2 84.0: 35.8 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 : 80: 12 18 2 30 28 44 46:
Old : 80: 12 18 2 30 28 44 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 27.9 35.6 45.2 24.9 25.0 33.8 39.9
Old : 26.4 27.9 35.6 45.2 24.9 25.0 33.8 39.9
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, October 11, 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 : 346,981: 99,262 157,029 3,071 223,059 106,946 325,392 267,046: 21,589 79,935
Old : 346,981: 99,262 157,029 3,071 223,059 106,946 325,392 267,046: 21,589 79,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 77,148: -6,942 75,419 503 94,751 -12,686 88,312 63,236: -11,164 13,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 45.3 0.9 64.3 30.8 93.8 77.0: 6.2 23.0
Old : 100.0: 28.6 45.3 0.9 64.3 30.8 93.8 77.0: 6.2 23.0
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 : 189: 63 59 10 46 29 117 90:
Old : 189: 63 59 10 46 29 117 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 30.1 57.6 41.8 40.6 28.7 54.4 37.7
Old : 43.8 30.1 57.6 41.8 40.6 28.7 54.4 37.7
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, October 11, 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 : 60,128: 18,844 1,916 0 21,722 48,964 40,566 50,880: 19,562 9,248
Old : 60,128: 18,844 1,916 0 21,722 48,964 40,566 50,880: 19,562 9,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -9,459: -10,608 1,334 0 4,923 -11,580 -5,685 -10,246: -3,774 787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 3.2 0.0 36.1 81.4 67.5 84.6: 32.5 15.4
Old : 100.0: 31.3 3.2 0.0 36.1 81.4 67.5 84.6: 32.5 15.4
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 : 37: 11 2 0 13 15 24 17:
Old : 37: 11 2 0 13 15 24 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 : 38.1 51.3 49.2 71.5 38.1 51.0 48.2 71.2
Old : 38.1 51.3 49.2 71.5 38.1 51.0 48.2 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, October 11, 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 : 33,808: 866 6,347 0 27,739 22,725 28,605 29,072: 5,203 4,736
Old : 33,808: 866 6,347 0 27,739 22,725 28,605 29,072: 5,203 4,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,610: 197 302 0 995 1,151 1,192 1,453: 418 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 18.8 0.0 82.0 67.2 84.6 86.0: 15.4 14.0
Old : 100.0: 2.6 18.8 0.0 82.0 67.2 84.6 86.0: 15.4 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 1 14 0 31 27 32 41:
Old : 62: 1 14 0 31 27 32 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 : 54.5 31.6 63.7 47.3 54.5 29.8 63.6 45.5
Old : 54.5 31.6 63.7 47.3 54.5 29.8 63.6 45.5
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, October 11, 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 : 255,894: 12,550 56,449 1,719 230,749 178,118 245,018 236,286: 10,876 19,608
Old : 255,894: 12,550 56,449 1,719 230,749 178,118 245,018 236,286: 10,876 19,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 25,328: -4,476 3,591 1,597 26,096 16,234 23,217 21,422: 2,111 3,906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 22.1 0.7 90.2 69.6 95.7 92.3: 4.3 7.7
Old : 100.0: 4.9 22.1 0.7 90.2 69.6 95.7 92.3: 4.3 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 : 126: 17 44 5 36 46 58 90:
Old : 126: 17 44 5 36 46 58 90:
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 : 65.4 35.2 77.7 50.0 62.7 34.1 71.0 45.1
Old : 65.4 35.2 77.7 50.0 62.7 34.1 71.0 45.1
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, October 11, 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 : 57,777: 17,701 17,452 1,116 26,917 31,458 45,734 50,026: 12,043 7,751
Old : 57,777: 17,701 17,452 1,116 26,917 31,458 45,734 50,026: 12,043 7,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 4,786: 668 148 -24 4,568 2,450 5,212 2,574: -426 2,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 30.2 1.9 46.6 54.4 79.2 86.6: 20.8 13.4
Old : 100.0: 30.6 30.2 1.9 46.6 54.4 79.2 86.6: 20.8 13.4
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 : 85: 29 19 3 20 22 50 43:
Old : 85: 29 19 3 20 22 50 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 44.0 40.6 52.8 23.3 44.0 37.5 52.8
Old : 26.5 44.0 40.6 52.8 23.3 44.0 37.5 52.8
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, October 11, 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 : 40,021: 10,585 2,070 145 22,793 3,133 33,523 5,348: 6,498 34,673
Old : 40,021: 10,585 2,070 145 22,793 3,133 33,523 5,348: 6,498 34,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 5,008: 2,037 -1,049 -481 686 607 2,242 -923: 2,766 5,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 5.2 0.4 57.0 7.8 83.8 13.4: 16.2 86.6
Old : 100.0: 26.4 5.2 0.4 57.0 7.8 83.8 13.4: 16.2 86.6
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 : 31: 15 3 1 8 6 24 9:
Old : 31: 15 3 1 8 6 24 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 : 56.8 9.4 66.4 12.8 54.8 9.0 64.5 11.0
Old : 56.8 9.4 66.4 12.8 54.8 9.0 64.5 11.0
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, October 11, 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 : 32,851: 1,609 2,719 0 15,931 27,335 17,540 30,054: 15,311 2,797
Old : 32,851: 1,609 2,719 0 15,931 27,335 17,540 30,054: 15,311 2,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -3,448: -210 -77 -150 -1,648 -1,808 -2,008 -2,035: -1,440 -1,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 8.3 0.0 48.5 83.2 53.4 91.5: 46.6 8.5
Old : 100.0: 4.9 8.3 0.0 48.5 83.2 53.4 91.5: 46.6 8.5
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 : 41: 3 10 0 16 24 19 34:
Old : 41: 3 10 0 16 24 19 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 43.2 41.1 67.9 14.7 35.8 18.9 45.9
Old : 27.6 43.2 41.1 67.9 14.7 35.8 18.9 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2005