MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, November 1, 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 : 20,781: 879 2,457 497 13,866 9,574 15,242 12,528: 5,539 8,253
Old : 20,781: 879 2,457 497 13,866 9,574 15,242 12,528: 5,539 8,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 779: 218 13 32 683 280 933 325: -154 454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 11.8 2.4 66.7 46.1 73.3 60.3: 26.7 39.7
Old : 100.0: 4.2 11.8 2.4 66.7 46.1 73.3 60.3: 26.7 39.7
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 : 33: 4 8 8 16 13 26 23:
Old : 33: 4 8 8 16 13 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 33.0 62.9 47.9 45.4 30.2 61.5 42.2
Old : 45.4 33.0 62.9 47.9 45.4 30.2 61.5 42.2
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, November 1, 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 : 113,354: 22,840 23,866 25,815 49,247 33,569 97,902 83,250: 15,452 30,104
Old : 113,244: 22,840 23,866 25,815 49,237 33,540 97,892 83,221: 15,352 30,023
Other: 110: 0 0 0 10 29 10 29: 100 81
: : :
: : Changes in Commitments from: October 25, 2005 :
: 943: -674 114 856 407 491 589 1,461: 354 -518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 21.1 22.8 43.4 29.6 86.4 73.4: 13.6 26.6
Old : 100.0: 20.2 21.1 22.8 43.5 29.6 86.4 73.5: 13.6 26.5
Other: 100.0: 0.0 0.0 0.0 9.1 26.4 9.1 26.4: 90.9 73.6
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 42 48 61 27 40 122 117:
Old : 163: 42 48 61 27 40 122 117:
Other: 4: 0 0 0 1 3 1 3:
:----------------------------------------------------------------------------------------------------
: 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 17.0 40.4 27.2 28.3 13.9 39.6 22.1
Old : 28.4 17.0 40.5 27.2 28.4 13.9 39.7 22.1
Other: 9.1 26.4 9.1 26.4 9.1 26.4 9.1 26.4
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, November 1, 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 : 1,411: 389 369 119 301 129 809 617: 602 794
Old : 1,411: 389 369 119 301 129 809 617: 602 794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 57: -128 -23 62 85 -3 19 36: 38 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 26.2 8.4 21.3 9.1 57.3 43.7: 42.7 56.3
Old : 100.0: 27.6 26.2 8.4 21.3 9.1 57.3 43.7: 42.7 56.3
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 : 22: 8 8 4 3 3 13 14:
Old : 22: 8 8 4 3 3 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 21.0 50.7 32.2 36.1 20.6 44.9 30.5
Old : 37.6 21.0 50.7 32.2 36.1 20.6 44.9 30.5
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, November 1, 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 : 168,060: 51,425 16,782 24,876 72,303 79,170 148,604 120,828: 19,456 47,232
Old : 168,060: 51,425 16,782 24,876 72,303 79,170 148,604 120,828: 19,456 47,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -272: -1,849 495 33 899 -1,194 -917 -666: 645 394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 10.0 14.8 43.0 47.1 88.4 71.9: 11.6 28.1
Old : 100.0: 30.6 10.0 14.8 43.0 47.1 88.4 71.9: 11.6 28.1
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 : 254: 70 47 53 65 111 174 182:
Old : 254: 70 47 53 65 111 174 182:
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 : 23.2 10.4 36.4 17.4 23.2 7.4 33.7 13.4
Old : 23.2 10.4 36.4 17.4 23.2 7.4 33.7 13.4
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, November 1, 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 : 3,679: 1,470 555 150 563 1,485 2,183 2,190: 1,496 1,489
Old : 3,679: 1,470 555 150 563 1,485 2,183 2,190: 1,496 1,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -135: 502 -208 -61 -248 214 193 -55: -328 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 15.1 4.1 15.3 40.4 59.3 59.5: 40.7 40.5
Old : 100.0: 40.0 15.1 4.1 15.3 40.4 59.3 59.5: 40.7 40.5
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 : 51: 20 11 7 7 18 31 32:
Old : 51: 20 11 7 7 18 31 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 : 27.2 19.6 39.5 31.9 27.2 19.6 38.7 31.3
Old : 27.2 19.6 39.5 31.9 27.2 19.6 38.7 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, November 1, 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 : 27,532: 11,163 3,373 3,790 7,716 7,804 22,669 14,967: 4,863 12,565
Old : 27,532: 11,163 3,373 3,790 7,716 7,804 22,669 14,967: 4,863 12,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 253: -563 -191 886 280 13 603 708: -350 -455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 12.3 13.8 28.0 28.3 82.3 54.4: 17.7 45.6
Old : 100.0: 40.5 12.3 13.8 28.0 28.3 82.3 54.4: 17.7 45.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 42 23 20 33 49 92 80:
Old : 136: 42 23 20 33 49 92 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 14.7 25.7 21.1 13.7 9.8 23.7 14.8
Old : 15.2 14.7 25.7 21.1 13.7 9.8 23.7 14.8
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, November 1, 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 : 108,226: 44,435 7,275 792 30,161 82,796 75,388 90,863: 32,838 17,363
Old : 108,226: 44,435 7,275 792 30,161 82,796 75,388 90,863: 32,838 17,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 3,601: 586 371 -1 2,429 2,851 3,014 3,221: 587 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 6.7 0.7 27.9 76.5 69.7 84.0: 30.3 16.0
Old : 100.0: 41.1 6.7 0.7 27.9 76.5 69.7 84.0: 30.3 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 28 13 6 21 23 52 39:
Old : 79: 28 13 6 21 23 52 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 38.2 37.9 60.0 24.7 37.8 37.9 59.6
Old : 24.7 38.2 37.9 60.0 24.7 37.8 37.9 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, November 1, 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 : 69,574: 13,637 35,416 55 47,185 11,374 60,877 46,845: 8,697 22,729
Old : 69,574: 13,637 35,416 55 47,185 11,374 60,877 46,845: 8,697 22,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 2,810: 823 1,759 -301 2,379 -1,809 2,901 -351: -91 3,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 50.9 0.1 67.8 16.3 87.5 67.3: 12.5 32.7
Old : 100.0: 19.6 50.9 0.1 67.8 16.3 87.5 67.3: 12.5 32.7
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 : 47: 6 20 1 18 9 24 30:
Old : 47: 6 20 1 18 9 24 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 33.4 65.4 45.2 37.5 33.4 64.2 45.0
Old : 37.5 33.4 65.4 45.2 37.5 33.4 64.2 45.0
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, November 1, 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 : 69,890: 49,052 5,131 0 14,604 60,275 63,656 65,406: 6,234 4,484
Old : 69,890: 49,052 5,131 0 14,604 60,275 63,656 65,406: 6,234 4,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 5,561: 22,333 -6,917 -20 -16,471 13,428 5,842 6,491: -281 -930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 7.3 0.0 20.9 86.2 91.1 93.6: 8.9 6.4
Old : 100.0: 70.2 7.3 0.0 20.9 86.2 91.1 93.6: 8.9 6.4
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 : 83: 45 9 0 15 17 60 26:
Old : 83: 45 9 0 15 17 60 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 : 33.7 62.5 51.8 80.1 33.7 62.5 51.8 79.8
Old : 33.7 62.5 51.8 80.1 33.7 62.5 51.8 79.8
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, November 1, 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 : 69,583: 9,163 23,472 6 44,419 27,284 53,588 50,762: 15,995 18,821
Old : 69,583: 9,163 23,472 6 44,419 27,284 53,588 50,762: 15,995 18,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -4,703: -3,378 -3,110 -174 117 -1,847 -3,435 -5,131: -1,268 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 33.7 0.0 63.8 39.2 77.0 73.0: 23.0 27.0
Old : 100.0: 13.2 33.7 0.0 63.8 39.2 77.0 73.0: 23.0 27.0
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 : 52: 9 16 2 22 11 33 27:
Old : 52: 9 16 2 22 11 33 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 37.0 56.5 53.3 28.4 30.5 41.4 41.0
Old : 41.3 37.0 56.5 53.3 28.4 30.5 41.4 41.0
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, November 1, 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 : 195,803: 19,862 86,164 75 150,226 74,757 170,163 160,996: 25,640 34,807
Old : 195,803: 19,862 86,164 75 150,226 74,757 170,163 160,996: 25,640 34,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 585: -236 -616 -25 2,351 -1,877 2,090 -2,518: -1,505 3,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 44.0 0.0 76.7 38.2 86.9 82.2: 13.1 17.8
Old : 100.0: 10.1 44.0 0.0 76.7 38.2 86.9 82.2: 13.1 17.8
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 : 105: 22 44 4 29 18 52 65:
Old : 105: 22 44 4 29 18 52 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 : 36.4 30.1 60.3 44.4 32.6 25.7 52.6 36.8
Old : 36.4 30.1 60.3 44.4 32.6 25.7 52.6 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, November 1, 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 : 144,306: 26,432 19,434 918 73,569 75,190 100,919 95,542: 43,387 48,764
Old : 144,306: 26,432 19,434 918 73,569 75,190 100,919 95,542: 43,387 48,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -6,937: 5,638 -3,918 -754 -4,243 4,749 641 77: -7,578 -7,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 13.5 0.6 51.0 52.1 69.9 66.2: 30.1 33.8
Old : 100.0: 18.3 13.5 0.6 51.0 52.1 69.9 66.2: 30.1 33.8
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 : 98: 37 23 7 26 26 65 55:
Old : 98: 37 23 7 26 26 65 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 41.8 39.7 48.8 23.5 40.4 37.7 46.6
Old : 25.2 41.8 39.7 48.8 23.5 40.4 37.7 46.6
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, November 1, 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 : 39,943: 9,061 721 500 27,201 33,078 36,762 34,299: 3,181 5,644
Old : 39,943: 9,061 721 500 27,201 33,078 36,762 34,299: 3,181 5,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,290: 115 0 50 2,718 1,043 2,883 1,093: -1,593 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 1.8 1.3 68.1 82.8 92.0 85.9: 8.0 14.1
Old : 100.0: 22.7 1.8 1.3 68.1 82.8 92.0 85.9: 8.0 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 : 23: 4 1 1 12 14 16 16:
Old : 23: 4 1 1 12 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 58.7 76.2 75.0 55.3 50.7 73.2 66.3
Old : 55.6 58.7 76.2 75.0 55.3 50.7 73.2 66.3
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, November 1, 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 : 8,897,347: 918,705 1,107,938 1,248,132 5,799,593 5,034,515 7,966,430 7,390,585: 930,917 1,506,762
Old : 8,897,347: 918,705 1,107,938 1,248,132 5,799,593 5,034,515 7,966,430 7,390,585: 930,917 1,506,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 210,507: 46,072 43,002 93,253 73,160 34,085 212,485 170,340: -1,978 40,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 12.5 14.0 65.2 56.6 89.5 83.1: 10.5 16.9
Old : 100.0: 10.3 12.5 14.0 65.2 56.6 89.5 83.1: 10.5 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 : 286: 63 63 92 122 140 226 263:
Old : 286: 63 63 92 122 140 226 263:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 14.8 47.4 23.0 32.1 10.4 40.6 17.7
Old : 32.9 14.8 47.4 23.0 32.1 10.4 40.6 17.7
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, November 1, 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 : 651,988: 58,443 70,304 3,507 469,850 467,449 531,800 541,260: 120,188 110,728
Old : 651,988: 58,443 70,304 3,507 469,850 467,449 531,800 541,260: 120,188 110,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -1,060: -1,321 1,125 1,907 2,970 555 3,556 3,587: -4,616 -4,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 10.8 0.5 72.1 71.7 81.6 83.0: 18.4 17.0
Old : 100.0: 9.0 10.8 0.5 72.1 71.7 81.6 83.0: 18.4 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 37 38 13 87 63 130 108:
Old : 195: 37 38 13 87 63 130 108:
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 : 21.0 29.5 29.5 42.8 20.9 29.3 29.4 42.6
Old : 21.0 29.5 29.5 42.8 20.9 29.3 29.4 42.6
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, November 1, 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 : 1,107,973: 161,135 307,586 19,482 609,982 659,513 790,599 986,581: 317,374 121,392
Old : 1,107,973: 161,135 307,586 19,482 609,982 659,513 790,599 986,581: 317,374 121,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -11,127: 20,539 -55,131 8,107 -44,543 48,376 -15,897 1,352: 4,770 -12,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 27.8 1.8 55.1 59.5 71.4 89.0: 28.6 11.0
Old : 100.0: 14.5 27.8 1.8 55.1 59.5 71.4 89.0: 28.6 11.0
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 : 195: 49 54 15 60 57 118 117:
Old : 195: 49 54 15 60 57 118 117:
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 : 19.7 27.9 29.8 43.5 16.3 25.5 23.9 37.7
Old : 19.7 27.9 29.8 43.5 16.3 25.5 23.9 37.7
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, November 1, 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 : 13,103: 1,323 661 0 6,458 11,221 7,781 11,882: 5,322 1,221
Old : 13,103: 1,323 661 0 6,458 11,221 7,781 11,882: 5,322 1,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 165: 81 0 0 -349 88 -268 88: 433 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 5.0 0.0 49.3 85.6 59.4 90.7: 40.6 9.3
Old : 100.0: 10.1 5.0 0.0 49.3 85.6 59.4 90.7: 40.6 9.3
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 : 32: 2 2 0 17 15 19 17:
Old : 32: 2 2 0 17 15 19 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 : 25.5 46.5 40.6 66.6 25.5 46.5 40.6 65.5
Old : 25.5 46.5 40.6 66.6 25.5 46.5 40.6 65.5
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, November 1, 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 : 37,979: 6,810 9,825 0 26,056 19,709 32,866 29,534: 5,113 8,445
Old : 37,979: 6,810 9,825 0 26,056 19,709 32,866 29,534: 5,113 8,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 2,637: 511 3,503 0 1,099 -1,880 1,610 1,623: 1,027 1,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 25.9 0.0 68.6 51.9 86.5 77.8: 13.5 22.2
Old : 100.0: 17.9 25.9 0.0 68.6 51.9 86.5 77.8: 13.5 22.2
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 : 38: 4 7 0 19 15 23 22:
Old : 38: 4 7 0 19 15 23 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 : 56.2 40.0 72.3 56.9 53.6 39.6 68.7 56.5
Old : 56.2 40.0 72.3 56.9 53.6 39.6 68.7 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, November 1, 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 : 62,439: 8,818 13,591 0 33,559 39,692 42,377 53,283: 20,062 9,156
Old : 62,439: 8,818 13,591 0 33,559 39,692 42,377 53,283: 20,062 9,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -451: -193 437 -754 167 412 -780 95: 329 -546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 21.8 0.0 53.7 63.6 67.9 85.3: 32.1 14.7
Old : 100.0: 14.1 21.8 0.0 53.7 63.6 67.9 85.3: 32.1 14.7
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 : 77: 12 17 0 33 25 45 42:
Old : 77: 12 17 0 33 25 45 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 : 30.0 30.7 41.2 46.8 29.5 30.0 38.5 43.7
Old : 30.0 30.7 41.2 46.8 29.5 30.0 38.5 43.7
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, November 1, 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 : 375,609: 68,630 138,627 11,341 276,807 145,832 356,778 295,800: 18,831 79,809
Old : 375,609: 68,630 138,627 11,341 276,807 145,832 356,778 295,800: 18,831 79,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -27,938: -2,305 -46,586 1,766 -28,109 11,838 -28,648 -32,982: 710 5,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 36.9 3.0 73.7 38.8 95.0 78.8: 5.0 21.2
Old : 100.0: 18.3 36.9 3.0 73.7 38.8 95.0 78.8: 5.0 21.2
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 : 202: 59 72 12 43 37 110 113:
Old : 202: 59 72 12 43 37 110 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 30.0 61.0 39.4 41.4 23.2 52.8 30.7
Old : 49.3 30.0 61.0 39.4 41.4 23.2 52.8 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, November 1, 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 : 61,243: 14,623 10,587 0 31,931 38,432 46,554 49,019: 14,689 12,224
Old : 61,243: 14,623 10,587 0 31,931 38,432 46,554 49,019: 14,689 12,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,410: -939 2,939 0 4,681 -2,723 3,742 216: -2,332 1,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 17.3 0.0 52.1 62.8 76.0 80.0: 24.0 20.0
Old : 100.0: 23.9 17.3 0.0 52.1 62.8 76.0 80.0: 24.0 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 : 41: 9 8 0 12 15 21 23:
Old : 41: 9 8 0 12 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 : 45.4 38.0 58.6 56.5 45.4 37.4 58.0 56.0
Old : 45.4 38.0 58.6 56.5 45.4 37.4 58.0 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, November 1, 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 : 35,941: 900 6,427 0 31,395 23,650 32,295 30,077: 3,646 5,864
Old : 35,941: 900 6,427 0 31,395 23,650 32,295 30,077: 3,646 5,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 508: 48 -660 0 272 888 320 228: 188 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 17.9 0.0 87.4 65.8 89.9 83.7: 10.1 16.3
Old : 100.0: 2.5 17.9 0.0 87.4 65.8 89.9 83.7: 10.1 16.3
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 : 66: 2 15 0 33 29 35 44:
Old : 66: 2 15 0 33 29 35 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 : 55.6 31.7 68.2 44.2 54.9 30.5 67.5 42.9
Old : 55.6 31.7 68.2 44.2 54.9 30.5 67.5 42.9
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, November 1, 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 : 286,803: 13,484 62,320 2,747 255,089 211,554 271,320 276,621: 15,483 10,182
Old : 286,803: 13,484 62,320 2,747 255,089 211,554 271,320 276,621: 15,483 10,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 4,617: -140 -7,614 1,355 -559 11,855 656 5,596: 3,961 -979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 21.7 1.0 88.9 73.8 94.6 96.4: 5.4 3.6
Old : 100.0: 4.7 21.7 1.0 88.9 73.8 94.6 96.4: 5.4 3.6
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 : 137: 16 53 8 38 47 60 102:
Old : 137: 16 53 8 38 47 60 102:
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 : 67.1 33.3 77.1 49.1 63.9 31.4 70.4 44.9
Old : 67.1 33.3 77.1 49.1 63.9 31.4 70.4 44.9
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, November 1, 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 : 59,019: 18,288 17,248 422 28,495 35,398 47,205 53,068: 11,814 5,951
Old : 59,019: 18,288 17,248 422 28,495 35,398 47,205 53,068: 11,814 5,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 927: 1,830 -82 -208 173 2,000 1,795 1,710: -868 -783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 29.2 0.7 48.3 60.0 80.0 89.9: 20.0 10.1
Old : 100.0: 31.0 29.2 0.7 48.3 60.0 80.0 89.9: 20.0 10.1
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 : 88: 29 21 3 20 23 49 47:
Old : 88: 29 21 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 : 28.9 42.8 42.5 55.7 23.1 42.8 36.6 53.8
Old : 28.9 42.8 42.5 55.7 23.1 42.8 36.6 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, November 1, 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 : 39,407: 11,664 1,597 4 23,126 5,720 34,794 7,321: 4,613 32,086
Old : 39,407: 11,664 1,597 4 23,126 5,720 34,794 7,321: 4,613 32,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 3,261: 1,679 66 4 1,535 1,137 3,218 1,207: 43 2,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 4.1 0.0 58.7 14.5 88.3 18.6: 11.7 81.4
Old : 100.0: 29.6 4.1 0.0 58.7 14.5 88.3 18.6: 11.7 81.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 15 4 1 10 8 26 12:
Old : 36: 15 4 1 10 8 26 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 : 60.7 10.9 70.8 15.9 58.3 10.1 68.5 14.4
Old : 60.7 10.9 70.8 15.9 58.3 10.1 68.5 14.4
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, November 1, 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 : 37,484: 1,609 1,738 129 18,337 29,521 20,075 31,388: 17,409 6,096
Old : 37,484: 1,609 1,738 129 18,337 29,521 20,075 31,388: 17,409 6,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,920: 0 -356 129 1,250 789 1,379 562: 541 1,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 4.6 0.3 48.9 78.8 53.6 83.7: 46.4 16.3
Old : 100.0: 4.3 4.6 0.3 48.9 78.8 53.6 83.7: 46.4 16.3
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 1 18 26 22 35:
Old : 42: 3 9 1 18 26 22 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 : 31.3 39.1 42.9 61.0 16.8 32.6 22.3 42.8
Old : 31.3 39.1 42.9 61.0 16.8 32.6 22.3 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 4, 2005