MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, October 25, 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 : 20,002: 661 2,444 465 13,183 9,294 14,309 12,203: 5,693 7,799
Old : 20,002: 661 2,444 465 13,183 9,294 14,309 12,203: 5,693 7,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 240: 257 17 -28 47 100 276 89: -36 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 12.2 2.3 65.9 46.5 71.5 61.0: 28.5 39.0
Old : 100.0: 3.3 12.2 2.3 65.9 46.5 71.5 61.0: 28.5 39.0
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 : 33: 4 8 8 17 13 27 23:
Old : 33: 4 8 8 17 13 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 32.4 60.9 47.5 44.4 29.5 59.4 42.3
Old : 44.4 32.4 60.9 47.5 44.4 29.5 59.4 42.3
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 25, 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 : 112,411: 23,514 23,752 24,959 48,840 33,078 97,313 81,789: 15,098 30,622
Old : 112,345: 23,514 23,752 24,959 48,840 33,061 97,313 81,772: 15,032 30,573
Other: 66: 0 0 0 0 17 0 17: 66 49
: : :
: : Changes in Commitments from: October 18, 2005 :
: 2,285: -63 3,326 -114 1,936 -595 1,759 2,617: 526 -332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 21.1 22.2 43.4 29.4 86.6 72.8: 13.4 27.2
Old : 100.0: 20.9 21.1 22.2 43.5 29.4 86.6 72.8: 13.4 27.2
Other: 100.0: 0.0 0.0 0.0 0.0 25.8 0.0 25.8: 100.0 74.2
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 47 48 59 25 37 117 114:
Old : 160: 47 48 59 25 37 117 114:
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 : 28.3 17.3 40.4 28.2 28.3 14.5 39.4 22.3
Old : 28.3 17.3 40.4 28.2 28.3 14.5 39.5 22.3
Other: 0.0 25.8 0.0 25.8 0.0 25.8 0.0 25.8
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, October 25, 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 : 1,354: 517 392 57 216 132 790 581: 564 773
Old : 1,354: 517 392 57 216 132 790 581: 564 773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -79: -162 -107 6 50 4 -106 -97: 27 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 29.0 4.2 16.0 9.7 58.3 42.9: 41.7 57.1
Old : 100.0: 38.2 29.0 4.2 16.0 9.7 58.3 42.9: 41.7 57.1
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 : 24: 8 10 2 4 4 14 14:
Old : 24: 8 10 2 4 4 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 : 36.0 25.2 47.7 36.1 36.0 24.2 46.5 33.8
Old : 36.0 25.2 47.7 36.1 36.0 24.2 46.5 33.8
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 25, 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 : 168,332: 53,274 16,287 24,843 71,404 80,364 149,521 121,494: 18,811 46,838
Old : 168,332: 53,274 16,287 24,843 71,404 80,364 149,521 121,494: 18,811 46,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 3,209: 2,234 -110 1,320 -16 1,872 3,538 3,082: -329 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 9.7 14.8 42.4 47.7 88.8 72.2: 11.2 27.8
Old : 100.0: 31.6 9.7 14.8 42.4 47.7 88.8 72.2: 11.2 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 : 263: 71 54 57 64 115 178 191:
Old : 263: 71 54 57 64 115 178 191:
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 : 23.0 10.9 36.3 17.9 23.0 8.0 33.5 13.7
Old : 23.0 10.9 36.3 17.9 23.0 8.0 33.5 13.7
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 25, 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 : 3,814: 968 763 211 811 1,271 1,990 2,245: 1,824 1,569
Old : 3,814: 968 763 211 811 1,271 1,990 2,245: 1,824 1,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -82: -80 -212 73 -27 179 -34 40: -48 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 20.0 5.5 21.3 33.3 52.2 58.9: 47.8 41.1
Old : 100.0: 25.4 20.0 5.5 21.3 33.3 52.2 58.9: 47.8 41.1
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 : 49: 12 16 6 14 18 30 36:
Old : 49: 12 16 6 14 18 30 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 18.7 37.5 29.2 25.6 17.3 32.9 26.5
Old : 26.4 18.7 37.5 29.2 25.6 17.3 32.9 26.5
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 25, 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 : 27,279: 11,726 3,564 2,904 7,436 7,791 22,066 14,259: 5,213 13,020
Old : 27,279: 11,726 3,564 2,904 7,436 7,791 22,066 14,259: 5,213 13,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -200: -408 561 -237 186 -333 -459 -9: 259 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 13.1 10.6 27.3 28.6 80.9 52.3: 19.1 47.7
Old : 100.0: 43.0 13.1 10.6 27.3 28.6 80.9 52.3: 19.1 47.7
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 : 133: 45 19 20 38 45 98 73:
Old : 133: 45 19 20 38 45 98 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 : 14.7 17.8 25.0 23.1 14.7 13.8 24.5 18.6
Old : 14.7 17.8 25.0 23.1 14.7 13.8 24.5 18.6
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 25, 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 : 104,625: 43,849 6,904 793 27,732 79,945 72,374 87,642: 32,251 16,983
Old : 104,625: 43,849 6,904 793 27,732 79,945 72,374 87,642: 32,251 16,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -7,729: -7,410 -1,543 12 937 -7,450 -6,461 -8,981: -1,268 1,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 6.6 0.8 26.5 76.4 69.2 83.8: 30.8 16.2
Old : 100.0: 41.9 6.6 0.8 26.5 76.4 69.2 83.8: 30.8 16.2
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: 29 14 5 19 24 50 41:
Old : 81: 29 14 5 19 24 50 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 : 24.9 35.8 37.3 59.9 24.9 35.5 37.3 59.6
Old : 24.9 35.8 37.3 59.9 24.9 35.5 37.3 59.6
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 25, 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 : 66,764: 12,814 33,657 356 44,806 13,183 57,976 47,196: 8,788 19,568
Old : 66,764: 12,814 33,657 356 44,806 13,183 57,976 47,196: 8,788 19,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -13,558: -1,144 -11,283 356 -13,691 2,369 -14,479 -8,558: 921 -5,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 50.4 0.5 67.1 19.7 86.8 70.7: 13.2 29.3
Old : 100.0: 19.2 50.4 0.5 67.1 19.7 86.8 70.7: 13.2 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 : 51: 6 25 3 15 9 24 34:
Old : 51: 6 25 3 15 9 24 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 : 36.0 28.6 65.2 39.9 34.7 28.4 63.4 39.6
Old : 36.0 28.6 65.2 39.9 34.7 28.4 63.4 39.6
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 25, 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 : 64,329: 26,719 12,048 20 31,075 46,847 57,814 58,915: 6,515 5,414
Old : 64,329: 26,719 12,048 20 31,075 46,847 57,814 58,915: 6,515 5,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 1,229: -180 5,459 20 664 -3,594 504 1,885: 725 -656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 18.7 0.0 48.3 72.8 89.9 91.6: 10.1 8.4
Old : 100.0: 41.5 18.7 0.0 48.3 72.8 89.9 91.6: 10.1 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 35 18 1 13 16 49 34:
Old : 80: 35 18 1 13 16 49 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 : 35.6 62.6 53.7 77.2 35.2 62.6 53.3 77.2
Old : 35.6 62.6 53.7 77.2 35.2 62.6 53.3 77.2
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 25, 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 : 74,286: 12,541 26,582 180 44,302 29,131 57,023 55,893: 17,263 18,393
Old : 74,286: 12,541 26,582 180 44,302 29,131 57,023 55,893: 17,263 18,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -9,443: 1,950 -5,059 176 -9,122 1,143 -6,996 -3,740: -2,447 -5,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 35.8 0.2 59.6 39.2 76.8 75.2: 23.2 24.8
Old : 100.0: 16.9 35.8 0.2 59.6 39.2 76.8 75.2: 23.2 24.8
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 : 56: 11 17 3 21 15 35 32:
Old : 56: 11 17 3 21 15 35 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 : 34.7 39.3 52.6 55.7 23.7 34.6 38.6 44.2
Old : 34.7 39.3 52.6 55.7 23.7 34.6 38.6 44.2
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 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 195,218: 20,098 86,780 100 147,875 76,634 168,073 163,514: 27,145 31,704
Old : 195,218: 20,098 86,780 100 147,875 76,634 168,073 163,514: 27,145 31,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -4,460: -116 -75 67 -2,008 3,816 -2,057 3,808: -2,403 -8,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 44.5 0.1 75.7 39.3 86.1 83.8: 13.9 16.2
Old : 100.0: 10.3 44.5 0.1 75.7 39.3 86.1 83.8: 13.9 16.2
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 : 108: 23 46 5 29 19 54 68:
Old : 108: 23 46 5 29 19 54 68:
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 : 35.8 29.9 60.9 44.7 32.6 24.6 53.1 38.1
Old : 35.8 29.9 60.9 44.7 32.6 24.6 53.1 38.1
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 25, 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 : 151,243: 20,794 23,352 1,672 77,812 70,441 100,278 95,465: 50,965 55,778
Old : 151,243: 20,794 23,352 1,672 77,812 70,441 100,278 95,465: 50,965 55,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 6,822: -4,444 -1,031 909 4,740 2,126 1,205 2,004: 5,617 4,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 15.4 1.1 51.4 46.6 66.3 63.1: 33.7 36.9
Old : 100.0: 13.7 15.4 1.1 51.4 46.6 66.3 63.1: 33.7 36.9
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 : 99: 32 27 6 30 26 63 59:
Old : 99: 32 27 6 30 26 63 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 : 24.0 38.5 38.5 45.2 22.9 37.1 37.2 43.2
Old : 24.0 38.5 38.5 45.2 22.9 37.1 37.2 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, October 25, 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 : 38,653: 8,946 721 450 24,483 32,035 33,879 33,206: 4,774 5,447
Old : 38,653: 8,946 721 450 24,483 32,035 33,879 33,206: 4,774 5,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 8,860: 93 -1,126 0 7,770 9,822 7,863 8,696: 997 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 1.9 1.2 63.3 82.9 87.6 85.9: 12.4 14.1
Old : 100.0: 23.1 1.9 1.2 63.3 82.9 87.6 85.9: 12.4 14.1
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 : 22: 4 1 1 10 13 14 15:
Old : 22: 4 1 1 10 13 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 58.5 79.0 74.2 59.5 50.4 76.2 65.3
Old : 59.8 58.5 79.0 74.2 59.5 50.4 76.2 65.3
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 25, 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 : 8,686,840: 872,633 1,064,936 1,154,879 5,726,433 5,000,430 7,753,945 7,220,245: 932,895 1,466,595
Old : 8,686,840: 872,633 1,064,936 1,154,879 5,726,433 5,000,430 7,753,945 7,220,245: 932,895 1,466,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 260,008: -48,286 -4,538 31,641 218,066 179,237 201,421 206,340: 58,587 53,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 12.3 13.3 65.9 57.6 89.3 83.1: 10.7 16.9
Old : 100.0: 10.0 12.3 13.3 65.9 57.6 89.3 83.1: 10.7 16.9
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 : 279: 51 70 89 123 143 223 262:
Old : 279: 51 70 89 123 143 223 262:
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 14.4 49.2 22.9 31.9 10.7 42.0 17.9
Old : 32.6 14.4 49.2 22.9 31.9 10.7 42.0 17.9
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 25, 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 : 653,048: 59,764 69,179 1,600 466,880 466,894 528,244 537,673: 124,804 115,375
Old : 653,048: 59,764 69,179 1,600 466,880 466,894 528,244 537,673: 124,804 115,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 8,382: -958 1,482 -33 6,670 -1,898 5,679 -449: 2,703 8,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 10.6 0.2 71.5 71.5 80.9 82.3: 19.1 17.7
Old : 100.0: 9.2 10.6 0.2 71.5 71.5 80.9 82.3: 19.1 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 : 190: 37 35 12 83 59 126 100:
Old : 190: 37 35 12 83 59 126 100:
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 : 21.1 29.5 30.1 42.7 21.0 29.5 30.0 42.7
Old : 21.1 29.5 30.1 42.7 21.0 29.5 30.0 42.7
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 25, 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 : 1,119,100: 140,596 362,717 11,375 654,525 611,137 806,496 985,229: 312,604 133,871
Old : 1,119,100: 140,596 362,717 11,375 654,525 611,137 806,496 985,229: 312,604 133,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 68,992: -11,821 60,291 -1,251 44,889 -15,785 31,817 43,255: 37,175 25,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 32.4 1.0 58.5 54.6 72.1 88.0: 27.9 12.0
Old : 100.0: 12.6 32.4 1.0 58.5 54.6 72.1 88.0: 27.9 12.0
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 : 198: 44 58 18 62 60 116 126:
Old : 198: 44 58 18 62 60 116 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 25.7 30.4 42.3 16.5 23.1 25.3 37.9
Old : 18.7 25.7 30.4 42.3 16.5 23.1 25.3 37.9
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 25, 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 : 12,938: 1,242 661 0 6,807 11,133 8,049 11,794: 4,889 1,144
Old : 12,938: 1,242 661 0 6,807 11,133 8,049 11,794: 4,889 1,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -5: 3 -27 0 -1 0 2 -27: -7 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 5.1 0.0 52.6 86.0 62.2 91.2: 37.8 8.8
Old : 100.0: 9.6 5.1 0.0 52.6 86.0 62.2 91.2: 37.8 8.8
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 : 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 : 25.4 46.5 39.4 66.9 25.4 46.5 39.4 65.8
Old : 25.4 46.5 39.4 66.9 25.4 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 25, 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 : 35,342: 6,299 6,322 0 24,957 21,589 31,256 27,911: 4,086 7,431
Old : 35,342: 6,299 6,322 0 24,957 21,589 31,256 27,911: 4,086 7,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 809: 226 434 0 444 76 670 510: 139 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 17.9 0.0 70.6 61.1 88.4 79.0: 11.6 21.0
Old : 100.0: 17.8 17.9 0.0 70.6 61.1 88.4 79.0: 11.6 21.0
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 : 38: 4 6 0 18 17 22 23:
Old : 38: 4 6 0 18 17 22 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 : 58.5 39.5 76.7 55.9 55.7 38.8 72.2 54.9
Old : 58.5 39.5 76.7 55.9 55.7 38.8 72.2 54.9
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 25, 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 : 62,890: 9,011 13,154 754 33,392 39,280 43,157 53,188: 19,733 9,702
Old : 62,890: 9,011 13,154 754 33,392 39,280 43,157 53,188: 19,733 9,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -1,189: 907 -2,922 754 -457 361 1,204 -1,807: -2,393 618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 20.9 1.2 53.1 62.5 68.6 84.6: 31.4 15.4
Old : 100.0: 14.3 20.9 1.2 53.1 62.5 68.6 84.6: 31.4 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 : 78: 12 18 2 33 24 46 43:
Old : 78: 12 18 2 33 24 46 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 : 29.2 29.5 40.1 45.9 29.1 28.5 38.1 42.0
Old : 29.2 29.5 40.1 45.9 29.1 28.5 38.1 42.0
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 25, 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 : 403,547: 70,935 185,213 9,575 304,916 133,994 385,426 328,782: 18,121 74,765
Old : 403,547: 70,935 185,213 9,575 304,916 133,994 385,426 328,782: 18,121 74,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -9,040: -2,949 -20,790 6,917 -13,189 19,855 -9,221 5,982: 181 -15,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 45.9 2.4 75.6 33.2 95.5 81.5: 4.5 18.5
Old : 100.0: 17.6 45.9 2.4 75.6 33.2 95.5 81.5: 4.5 18.5
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 : 206: 46 88 9 45 38 99 127:
Old : 206: 46 88 9 45 38 99 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 29.1 63.9 39.1 44.2 21.7 55.9 29.4
Old : 52.2 29.1 63.9 39.1 44.2 21.7 55.9 29.4
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 25, 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 : 59,833: 15,562 7,648 0 27,250 41,155 42,812 48,803: 17,021 11,030
Old : 59,833: 15,562 7,648 0 27,250 41,155 42,812 48,803: 17,021 11,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -4,064: -3,831 -683 0 -948 -2,478 -4,779 -3,161: 715 -903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 12.8 0.0 45.5 68.8 71.6 81.6: 28.4 18.4
Old : 100.0: 26.0 12.8 0.0 45.5 68.8 71.6 81.6: 28.4 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 : 38: 10 6 0 11 15 21 21:
Old : 38: 10 6 0 11 15 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 43.3 54.9 61.1 39.9 42.6 53.5 60.5
Old : 39.9 43.3 54.9 61.1 39.9 42.6 53.5 60.5
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 25, 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 : 35,433: 852 7,087 0 31,123 22,762 31,975 29,849: 3,458 5,584
Old : 35,433: 852 7,087 0 31,123 22,762 31,975 29,849: 3,458 5,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 974: 109 -4 0 1,581 20 1,690 16: -716 958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 20.0 0.0 87.8 64.2 90.2 84.2: 9.8 15.8
Old : 100.0: 2.4 20.0 0.0 87.8 64.2 90.2 84.2: 9.8 15.8
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 : 66: 2 16 0 32 27 34 43:
Old : 66: 2 16 0 32 27 34 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 : 55.2 32.3 66.8 46.8 54.7 30.6 66.4 45.1
Old : 55.2 32.3 66.8 46.8 54.7 30.6 66.4 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, October 25, 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 : 282,186: 13,624 69,934 1,392 255,648 199,699 270,664 271,025: 11,522 11,161
Old : 282,186: 13,624 69,934 1,392 255,648 199,699 270,664 271,025: 11,522 11,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 16,188: 562 7,048 -36 12,114 11,269 12,640 18,281: 3,548 -2,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 24.8 0.5 90.6 70.8 95.9 96.0: 4.1 4.0
Old : 100.0: 4.8 24.8 0.5 90.6 70.8 95.9 96.0: 4.1 4.0
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 : 137: 15 52 6 41 49 60 103:
Old : 137: 15 52 6 41 49 60 103:
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 : 67.2 32.5 77.3 48.1 64.2 31.6 71.4 44.3
Old : 67.2 32.5 77.3 48.1 64.2 31.6 71.4 44.3
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 25, 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 : 58,092: 16,458 17,330 630 28,322 33,398 45,410 51,358: 12,682 6,734
Old : 58,092: 16,458 17,330 630 28,322 33,398 45,410 51,358: 12,682 6,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -859: -599 -119 -95 -1,051 -462 -1,745 -676: 886 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 29.8 1.1 48.8 57.5 78.2 88.4: 21.8 11.6
Old : 100.0: 28.3 29.8 1.1 48.8 57.5 78.2 88.4: 21.8 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 : 87: 26 20 3 22 23 49 45:
Old : 87: 26 20 3 22 23 49 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 42.9 42.3 54.7 25.5 42.9 37.1 53.2
Old : 30.7 42.9 42.3 54.7 25.5 42.9 37.1 53.2
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 25, 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 : 36,146: 9,985 1,531 0 21,591 4,583 31,576 6,114: 4,570 30,032
Old : 36,146: 9,985 1,531 0 21,591 4,583 31,576 6,114: 4,570 30,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -1,036: -353 20 0 -1,555 1,010 -1,908 1,030: 872 -2,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 4.2 0.0 59.7 12.7 87.4 16.9: 12.6 83.1
Old : 100.0: 27.6 4.2 0.0 59.7 12.7 87.4 16.9: 12.6 83.1
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 : 32: 12 2 0 9 10 21 12:
Old : 32: 12 2 0 9 10 21 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 8.7 74.7 14.4 62.7 8.6 72.8 13.2
Old : 64.6 8.7 74.7 14.4 62.7 8.6 72.8 13.2
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 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 35,564: 1,609 2,094 0 17,087 28,732 18,696 30,826: 16,868 4,738
Old : 35,564: 1,609 2,094 0 17,087 28,732 18,696 30,826: 16,868 4,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 1,696: 0 -20 0 503 744 503 724: 1,193 972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 5.9 0.0 48.0 80.8 52.6 86.7: 47.4 13.3
Old : 100.0: 4.5 5.9 0.0 48.0 80.8 52.6 86.7: 47.4 13.3
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 : 42: 3 9 0 18 26 21 35:
Old : 42: 3 9 0 18 26 21 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 39.3 41.8 62.1 17.2 34.3 22.1 45.0
Old : 29.6 39.3 41.8 62.1 17.2 34.3 22.1 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2005