MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, October 18, 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 : 19,762: 404 2,427 493 13,136 9,194 14,033 12,114: 5,729 7,648
Old : 19,762: 404 2,427 493 13,136 9,194 14,033 12,114: 5,729 7,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 765: 179 22 -29 206 516 356 509: 409 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 12.3 2.5 66.5 46.5 71.0 61.3: 29.0 38.7
Old : 100.0: 2.0 12.3 2.5 66.5 46.5 71.0 61.3: 29.0 38.7
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 : 32: 3 8 7 17 13 26 22:
Old : 32: 3 8 7 17 13 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 32.1 60.3 47.2 44.6 29.1 59.4 41.9
Old : 44.6 32.1 60.3 47.2 44.6 29.1 59.4 41.9
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 18, 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 : 110,126: 23,577 20,426 25,073 46,904 33,673 95,554 79,172: 14,572 30,954
Old : 110,118: 23,577 20,426 25,073 46,904 33,666 95,554 79,165: 14,564 30,953
Other: 8: 0 0 0 0 7 0 7: 8 1
: : :
: : Changes in Commitments from: October 11, 2005 :
: -8,651: -3,350 -4,218 1,672 -3,108 -813 -4,786 -3,359: -3,865 -5,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 18.5 22.8 42.6 30.6 86.8 71.9: 13.2 28.1
Old : 100.0: 21.4 18.5 22.8 42.6 30.6 86.8 71.9: 13.2 28.1
Other: 100.0: 0.0 0.0 0.0 0.0 87.5 0.0 87.5: 100.0 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 56 48 57 23 37 123 112:
Old : 167: 56 48 57 23 37 123 112:
Other: 1: 0 0 0 0 1 0 1:
:----------------------------------------------------------------------------------------------------
: 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 : 28.8 17.6 40.9 29.0 28.8 15.0 39.9 22.8
Old : 28.8 17.6 40.9 29.0 28.8 15.0 39.9 22.8
Other: 0.0 87.5 0.0 87.5 0.0 87.5 0.0 87.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, October 18, 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 : 1,433: 679 499 51 166 128 896 678: 537 755
Old : 1,433: 679 499 51 166 128 896 678: 537 755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -281: -354 -1 37 29 5 -288 41: 7 -322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 34.8 3.6 11.6 8.9 62.5 47.3: 37.5 52.7
Old : 100.0: 47.4 34.8 3.6 11.6 8.9 62.5 47.3: 37.5 52.7
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 : 26: 9 11 2 3 3 14 14:
Old : 26: 9 11 2 3 3 14 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 : 35.0 24.4 49.8 37.4 35.0 23.2 49.8 34.3
Old : 35.0 24.4 49.8 37.4 35.0 23.2 49.8 34.3
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 18, 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 : 165,123: 51,040 16,397 23,523 71,420 78,492 145,983 118,412: 19,140 46,711
Old : 165,123: 51,040 16,397 23,523 71,420 78,492 145,983 118,412: 19,140 46,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -3,876: -3,450 -4,653 -857 1,252 1,873 -3,055 -3,637: -821 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 9.9 14.2 43.3 47.5 88.4 71.7: 11.6 28.3
Old : 100.0: 30.9 9.9 14.2 43.3 47.5 88.4 71.7: 11.6 28.3
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 : 260: 70 45 58 62 118 173 194:
Old : 260: 70 45 58 62 118 173 194:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 10.7 36.8 18.1 23.3 8.5 34.5 14.4
Old : 23.3 10.7 36.8 18.1 23.3 8.5 34.5 14.4
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, October 18, 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 : 3,896: 1,048 975 138 838 1,092 2,024 2,205: 1,872 1,691
Old : 3,896: 1,048 975 138 838 1,092 2,024 2,205: 1,872 1,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 13: -53 103 -46 13 1 -86 58: 99 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 25.0 3.5 21.5 28.0 52.0 56.6: 48.0 43.4
Old : 100.0: 26.9 25.0 3.5 21.5 28.0 52.0 56.6: 48.0 43.4
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 : 54: 16 17 6 13 17 33 37:
Old : 54: 16 17 6 13 17 33 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 18.3 35.3 28.2 26.3 18.3 33.5 27.5
Old : 27.2 18.3 35.3 28.2 26.3 18.3 33.5 27.5
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 18, 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 : 27,479: 12,134 3,003 3,141 7,250 8,124 22,525 14,268: 4,954 13,211
Old : 27,479: 12,134 3,003 3,141 7,250 8,124 22,525 14,268: 4,954 13,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -1,323: -32 619 -1,066 283 -1,207 -815 -1,654: -508 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 10.9 11.4 26.4 29.6 82.0 51.9: 18.0 48.1
Old : 100.0: 44.2 10.9 11.4 26.4 29.6 82.0 51.9: 18.0 48.1
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 : 133: 41 21 22 38 43 97 73:
Old : 133: 41 21 22 38 43 97 73:
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 : 17.0 18.8 29.0 23.4 15.3 13.1 26.4 17.1
Old : 17.0 18.8 29.0 23.4 15.3 13.1 26.4 17.1
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 18, 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 : 112,354: 51,259 8,447 781 26,795 87,395 78,835 96,623: 33,519 15,731
Old : 112,354: 51,259 8,447 781 26,795 87,395 78,835 96,623: 33,519 15,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 3,207: 727 1,506 -4 1,724 4,714 2,447 6,216: 760 -3,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 7.5 0.7 23.8 77.8 70.2 86.0: 29.8 14.0
Old : 100.0: 45.6 7.5 0.7 23.8 77.8 70.2 86.0: 29.8 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 32 14 4 19 25 52 42:
Old : 85: 32 14 4 19 25 52 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 : 24.4 37.2 38.8 59.9 24.4 37.2 38.8 59.9
Old : 24.4 37.2 38.8 59.9 24.4 37.2 38.8 59.9
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 18, 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 : 80,322: 13,958 44,940 0 58,497 10,814 72,455 55,754: 7,867 24,568
Old : 80,322: 13,958 44,940 0 58,497 10,814 72,455 55,754: 7,867 24,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 7,945: 386 6,081 0 6,211 -1,513 6,597 4,568: 1,348 3,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 55.9 0.0 72.8 13.5 90.2 69.4: 9.8 30.6
Old : 100.0: 17.4 55.9 0.0 72.8 13.5 90.2 69.4: 9.8 30.6
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 : 54: 6 28 0 16 9 22 37:
Old : 54: 6 28 0 16 9 22 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 27.9 71.1 38.6 43.6 27.9 69.7 38.6
Old : 44.9 27.9 71.1 38.6 43.6 27.9 69.7 38.6
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 18, 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 : 63,100: 26,899 6,589 0 30,411 50,441 57,310 57,030: 5,790 6,070
Old : 63,100: 26,899 6,589 0 30,411 50,441 57,310 57,030: 5,790 6,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -12,477: -26,544 1,080 -55 15,379 -13,414 -11,220 -12,389: -1,257 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 10.4 0.0 48.2 79.9 90.8 90.4: 9.2 9.6
Old : 100.0: 42.6 10.4 0.0 48.2 79.9 90.8 90.4: 9.2 9.6
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 : 79: 36 14 0 16 15 52 29:
Old : 79: 36 14 0 16 15 52 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 72.9 50.4 82.6 32.2 72.9 50.0 82.6
Old : 32.6 72.9 50.4 82.6 32.2 72.9 50.0 82.6
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 18, 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 : 83,729: 10,591 31,641 4 53,424 27,988 64,019 59,633: 19,710 24,096
Old : 83,729: 10,591 31,641 4 53,424 27,988 64,019 59,633: 19,710 24,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -5,671: -3,125 -5,120 0 -2,949 -4,497 -6,074 -9,617: 403 3,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 37.8 0.0 63.8 33.4 76.5 71.2: 23.5 28.8
Old : 100.0: 12.6 37.8 0.0 63.8 33.4 76.5 71.2: 23.5 28.8
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 : 51: 12 16 1 19 13 32 29:
Old : 51: 12 16 1 19 13 32 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 34.5 52.8 49.4 24.6 30.3 41.7 40.3
Old : 31.9 34.5 52.8 49.4 24.6 30.3 41.7 40.3
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 18, 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 : 199,678: 20,214 86,855 33 149,883 72,818 170,130 159,706: 29,548 39,972
Old : 199,678: 20,214 86,855 33 149,883 72,818 170,130 159,706: 29,548 39,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 23,517: 1,469 2,075 -10 20,378 16,470 21,837 18,535: 1,680 4,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 43.5 0.0 75.1 36.5 85.2 80.0: 14.8 20.0
Old : 100.0: 10.1 43.5 0.0 75.1 36.5 85.2 80.0: 14.8 20.0
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 : 104: 22 45 2 28 19 51 65:
Old : 104: 22 45 2 28 19 51 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 29.2 60.4 44.1 33.4 23.9 53.3 36.2
Old : 35.6 29.2 60.4 44.1 33.4 23.9 53.3 36.2
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 18, 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 : 144,421: 25,238 24,383 763 73,072 68,315 99,073 93,461: 45,348 50,960
Old : 144,421: 25,238 24,383 763 73,072 68,315 99,073 93,461: 45,348 50,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 13,423: -4,865 -928 -482 11,792 9,674 6,445 8,264: 6,978 5,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 16.9 0.5 50.6 47.3 68.6 64.7: 31.4 35.3
Old : 100.0: 17.5 16.9 0.5 50.6 47.3 68.6 64.7: 31.4 35.3
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 : 104: 36 30 7 28 25 67 59:
Old : 104: 36 30 7 28 25 67 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 36.7 38.0 43.7 23.0 35.2 35.9 41.6
Old : 23.4 36.7 38.0 43.7 23.0 35.2 35.9 41.6
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 18, 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 : 10,099: 6,208 508 0 2,353 8,421 8,561 8,929: 1,538 1,170
Old : 10,099: 6,208 508 0 2,353 8,421 8,561 8,929: 1,538 1,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 661: 616 0 0 -146 566 470 566: 191 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 5.0 0.0 23.3 83.4 84.8 88.4: 15.2 11.6
Old : 100.0: 61.5 5.0 0.0 23.3 83.4 84.8 88.4: 15.2 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 3 0 6 8 11 11:
Old : 21: 5 3 0 6 8 11 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 : 70.6 71.3 81.0 84.0 68.3 71.3 78.7 84.0
Old : 70.6 71.3 81.0 84.0 68.3 71.3 78.7 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, October 18, 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 : 29,793: 8,853 1,847 450 16,713 22,213 26,016 24,510: 3,777 5,283
Old : 29,793: 8,853 1,847 450 16,713 22,213 26,016 24,510: 3,777 5,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -11,278: -752 -940 -910 -6,538 -7,044 -8,200 -8,894: -3,078 -2,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 6.2 1.5 56.1 74.6 87.3 82.3: 12.7 17.7
Old : 100.0: 29.7 6.2 1.5 56.1 74.6 87.3 82.3: 12.7 17.7
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 : 21: 4 2 1 8 11 12 14:
Old : 21: 4 2 1 8 11 12 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 : 57.6 48.8 78.3 68.5 57.2 44.5 76.8 62.5
Old : 57.6 48.8 78.3 68.5 57.2 44.5 76.8 62.5
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 18, 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 : 8,426,832: 920,919 1,069,474 1,123,238 5,508,367 4,821,193 7,552,524 7,013,905: 874,308 1,412,927
Old : 8,426,832: 920,919 1,069,474 1,123,238 5,508,367 4,821,193 7,552,524 7,013,905: 874,308 1,412,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 74,836: -9,200 -18,257 35,157 76,977 48,389 102,934 65,289: -28,098 9,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 12.7 13.3 65.4 57.2 89.6 83.2: 10.4 16.8
Old : 100.0: 10.9 12.7 13.3 65.4 57.2 89.6 83.2: 10.4 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: 52 71 91 119 140 218 261:
Old : 274: 52 71 91 119 140 218 261:
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 13.9 50.2 22.7 31.8 10.8 43.7 18.2
Old : 32.5 13.9 50.2 22.7 31.8 10.8 43.7 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, October 18, 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 : 644,666: 60,722 67,697 1,633 460,210 468,792 522,565 538,122: 122,101 106,544
Old : 644,666: 60,722 67,697 1,633 460,210 468,792 522,565 538,122: 122,101 106,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 9,663: 7,288 1,877 -220 8,156 -2,708 15,224 -1,051: -5,561 10,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 10.5 0.3 71.4 72.7 81.1 83.5: 18.9 16.5
Old : 100.0: 9.4 10.5 0.3 71.4 72.7 81.1 83.5: 18.9 16.5
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 : 197: 35 43 13 83 62 128 108:
Old : 197: 35 43 13 83 62 128 108:
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 : 21.3 29.0 30.2 42.1 21.2 29.0 30.2 42.1
Old : 21.3 29.0 30.2 42.1 21.2 29.0 30.2 42.1
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 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,050,108: 152,417 302,426 12,626 609,636 626,922 774,679 941,974: 275,429 108,134
Old : 1,050,108: 152,417 302,426 12,626 609,636 626,922 774,679 941,974: 275,429 108,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 66,657: -44,400 46,414 -5,351 57,967 19,945 8,216 61,008: 58,441 5,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 28.8 1.2 58.1 59.7 73.8 89.7: 26.2 10.3
Old : 100.0: 14.5 28.8 1.2 58.1 59.7 73.8 89.7: 26.2 10.3
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 : 192: 43 56 16 62 56 114 119:
Old : 192: 43 56 16 62 56 114 119:
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 : 19.4 26.9 31.1 42.2 16.7 23.3 25.5 36.6
Old : 19.4 26.9 31.1 42.2 16.7 23.3 25.5 36.6
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 18, 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 : 12,943: 1,239 688 0 6,808 11,133 8,047 11,821: 4,896 1,122
Old : 12,943: 1,239 688 0 6,808 11,133 8,047 11,821: 4,896 1,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 151: 48 261 0 1 -145 49 116: 102 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 5.3 0.0 52.6 86.0 62.2 91.3: 37.8 8.7
Old : 100.0: 9.6 5.3 0.0 52.6 86.0 62.2 91.3: 37.8 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 2 0 19 15 21 17:
Old : 34: 2 2 0 19 15 21 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 : 25.2 46.5 39.4 66.8 25.2 46.5 39.4 65.8
Old : 25.2 46.5 39.4 66.8 25.2 46.5 39.4 65.8
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 18, 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 : 34,533: 6,073 5,888 0 24,513 21,513 30,586 27,401: 3,947 7,132
Old : 34,533: 6,073 5,888 0 24,513 21,513 30,586 27,401: 3,947 7,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 125: -1,568 889 0 883 -1,573 -685 -684: 810 809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 17.1 0.0 71.0 62.3 88.6 79.3: 11.4 20.7
Old : 100.0: 17.6 17.1 0.0 71.0 62.3 88.6 79.3: 11.4 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 : 41: 4 6 0 19 20 23 26:
Old : 41: 4 6 0 19 20 23 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 : 59.3 40.2 75.7 54.7 56.7 38.9 71.7 53.2
Old : 59.3 40.2 75.7 54.7 56.7 38.9 71.7 53.2
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 18, 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 : 64,079: 8,104 16,076 0 33,849 38,919 41,953 54,995: 22,126 9,084
Old : 64,079: 8,104 16,076 0 33,849 38,919 41,953 54,995: 22,126 9,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 4,410: 777 3,837 -1,004 3,853 2,014 3,626 4,847: 784 -437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 25.1 0.0 52.8 60.7 65.5 85.8: 34.5 14.2
Old : 100.0: 12.6 25.1 0.0 52.8 60.7 65.5 85.8: 34.5 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 : 84: 12 21 0 33 27 45 48:
Old : 84: 12 21 0 33 27 45 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 30.0 39.7 46.1 29.0 28.3 37.8 42.9
Old : 29.0 30.0 39.7 46.1 29.0 28.3 37.8 42.9
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 18, 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 : 412,587: 73,884 206,003 2,658 318,105 114,139 394,647 322,800: 17,940 89,787
Old : 412,587: 73,884 206,003 2,658 318,105 114,139 394,647 322,800: 17,940 89,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 65,606: -25,378 48,974 -413 95,046 7,193 69,255 55,754: -3,649 9,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 49.9 0.6 77.1 27.7 95.7 78.2: 4.3 21.8
Old : 100.0: 17.9 49.9 0.6 77.1 27.7 95.7 78.2: 4.3 21.8
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 : 190: 50 69 9 45 36 102 107:
Old : 190: 50 69 9 45 36 102 107:
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 : 55.2 29.5 70.8 41.6 51.3 28.0 66.9 37.3
Old : 55.2 29.5 70.8 41.6 51.3 28.0 66.9 37.3
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 18, 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 : 63,897: 19,393 8,331 0 28,198 43,633 47,591 51,964: 16,306 11,933
Old : 63,897: 19,393 8,331 0 28,198 43,633 47,591 51,964: 16,306 11,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 3,769: 549 6,415 0 6,476 -5,331 7,025 1,084: -3,256 2,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 13.0 0.0 44.1 68.3 74.5 81.3: 25.5 18.7
Old : 100.0: 30.4 13.0 0.0 44.1 68.3 74.5 81.3: 25.5 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 : 39: 10 8 0 11 15 21 23:
Old : 39: 10 8 0 11 15 21 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 : 40.2 42.4 57.1 59.0 40.2 42.2 55.5 58.8
Old : 40.2 42.4 57.1 59.0 40.2 42.2 55.5 58.8
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 18, 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 : 34,459: 743 7,091 0 29,542 22,742 30,285 29,833: 4,174 4,626
Old : 34,459: 743 7,091 0 29,542 22,742 30,285 29,833: 4,174 4,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 651: -123 744 0 1,803 17 1,680 761: -1,029 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 20.6 0.0 85.7 66.0 87.9 86.6: 12.1 13.4
Old : 100.0: 2.2 20.6 0.0 85.7 66.0 87.9 86.6: 12.1 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 : 65: 1 17 0 31 27 32 44:
Old : 65: 1 17 0 31 27 32 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 31.5 66.6 46.9 55.7 29.8 66.5 45.2
Old : 55.7 31.5 66.6 46.9 55.7 29.8 66.5 45.2
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 18, 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 : 265,998: 13,062 62,886 1,428 243,534 188,430 258,024 252,744: 7,974 13,254
Old : 265,998: 13,062 62,886 1,428 243,534 188,430 258,024 252,744: 7,974 13,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 10,104: 512 6,437 -291 12,785 10,312 13,006 16,458: -2,902 -6,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 23.6 0.5 91.6 70.8 97.0 95.0: 3.0 5.0
Old : 100.0: 4.9 23.6 0.5 91.6 70.8 97.0 95.0: 3.0 5.0
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 : 133: 13 52 5 39 47 56 100:
Old : 133: 13 52 5 39 47 56 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 33.2 77.7 48.4 65.1 33.2 71.3 44.8
Old : 67.5 33.2 77.7 48.4 65.1 33.2 71.3 44.8
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 18, 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 : 58,951: 17,057 17,449 725 29,373 33,860 47,155 52,034: 11,796 6,917
Old : 58,951: 17,057 17,449 725 29,373 33,860 47,155 52,034: 11,796 6,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 1,174: -644 -3 -391 2,456 2,402 1,421 2,008: -247 -834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 29.6 1.2 49.8 57.4 80.0 88.3: 20.0 11.7
Old : 100.0: 28.9 29.6 1.2 49.8 57.4 80.0 88.3: 20.0 11.7
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 : 89: 28 22 3 20 23 49 47:
Old : 89: 28 22 3 20 23 49 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 : 29.6 42.8 43.3 53.5 25.2 42.8 38.3 52.2
Old : 29.6 42.8 43.3 53.5 25.2 42.8 38.3 52.2
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 18, 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 : 37,182: 10,338 1,511 0 23,146 3,573 33,484 5,084: 3,698 32,098
Old : 37,182: 10,338 1,511 0 23,146 3,573 33,484 5,084: 3,698 32,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -2,839: -247 -559 -145 353 440 -39 -264: -2,800 -2,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 4.1 0.0 62.3 9.6 90.1 13.7: 9.9 86.3
Old : 100.0: 27.8 4.1 0.0 62.3 9.6 90.1 13.7: 9.9 86.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 15 2 0 9 8 24 10:
Old : 33: 15 2 0 9 8 24 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 8.5 72.7 12.4 62.3 8.0 70.7 11.1
Old : 64.2 8.5 72.7 12.4 62.3 8.0 70.7 11.1
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, October 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 33,868: 1,609 2,114 0 16,584 27,988 18,193 30,102: 15,675 3,766
Old : 33,868: 1,609 2,114 0 16,584 27,988 18,193 30,102: 15,675 3,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 1,017: 0 -605 0 653 653 653 48: 364 969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 6.2 0.0 49.0 82.6 53.7 88.9: 46.3 11.1
Old : 100.0: 4.8 6.2 0.0 49.0 82.6 53.7 88.9: 46.3 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 11 0 18 27 21 38:
Old : 44: 3 11 0 18 27 21 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 : 29.2 40.7 42.3 63.0 16.3 35.6 23.0 46.6
Old : 29.2 40.7 42.3 63.0 16.3 35.6 23.0 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 21, 2005