MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, November 22, 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 : 20,706: 177 2,578 703 15,255 8,501 16,135 11,782: 4,571 8,924
Old : 20,706: 177 2,578 703 15,255 8,501 16,135 11,782: 4,571 8,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 1,081: 48 117 155 1,491 185 1,694 457: -613 624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 12.5 3.4 73.7 41.1 77.9 56.9: 22.1 43.1
Old : 100.0: 0.9 12.5 3.4 73.7 41.1 77.9 56.9: 22.1 43.1
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: 3 8 7 18 13 26 23:
Old : 32: 3 8 7 18 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 : 44.3 31.6 65.0 45.3 44.2 29.0 64.6 40.6
Old : 44.3 31.6 65.0 45.3 44.2 29.0 64.6 40.6
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 22, 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 : 117,449: 27,144 21,993 20,944 51,496 40,204 99,584 83,141: 17,865 34,308
Old : 117,301: 27,155 21,993 20,933 51,489 40,160 99,577 83,086: 17,724 34,215
Other: 148: 0 11 0 7 44 7 55: 141 93
: : :
: : Changes in Commitments from: November 15, 2005 :
: 790: -2,426 -2,114 533 2,272 623 379 -958: 411 1,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 18.7 17.8 43.8 34.2 84.8 70.8: 15.2 29.2
Old : 100.0: 23.1 18.7 17.8 43.9 34.2 84.9 70.8: 15.1 29.2
Other: 100.0: 0.0 7.4 0.0 4.7 29.7 4.7 37.2: 95.3 62.8
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 55 48 53 29 40 125 118:
Old : 173: 55 48 53 29 40 125 118:
Other: 9: 0 2 0 2 5 2 7:
:----------------------------------------------------------------------------------------------------
: 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 : 28.4 15.9 40.1 26.7 28.4 15.1 39.5 23.9
Old : 28.4 15.9 40.2 26.7 28.4 15.1 39.5 23.9
Other: 4.7 31.8 4.7 37.2 4.7 31.8 4.7 37.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, November 22, 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 : 1,343: 286 313 125 310 161 721 599: 622 744
Old : 1,343: 286 313 125 310 161 721 599: 622 744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 96: -16 -32 9 22 19 15 -4: 81 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 23.3 9.3 23.1 12.0 53.7 44.6: 46.3 55.4
Old : 100.0: 21.3 23.3 9.3 23.1 12.0 53.7 44.6: 46.3 55.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 8 3 4 2 11 12:
Old : 20: 5 8 3 4 2 11 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 : 37.3 25.2 49.1 37.2 37.3 24.2 44.2 33.7
Old : 37.3 25.2 49.1 37.2 37.3 24.2 44.2 33.7
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 22, 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 : 178,002: 56,751 19,241 22,890 76,288 83,426 155,929 125,557: 22,073 52,445
Old : 178,002: 56,751 19,241 22,890 76,288 83,426 155,929 125,557: 22,073 52,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 4,670: 1,232 -89 539 2,374 2,042 4,145 2,492: 525 2,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 10.8 12.9 42.9 46.9 87.6 70.5: 12.4 29.5
Old : 100.0: 31.9 10.8 12.9 42.9 46.9 87.6 70.5: 12.4 29.5
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 : 282: 78 42 69 63 123 188 213:
Old : 282: 78 42 69 63 123 188 213:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 7.9 33.2 14.5 22.9 7.0 32.9 13.0
Old : 22.9 7.9 33.2 14.5 22.9 7.0 32.9 13.0
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 22, 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 : 5,196: 2,468 159 436 475 2,947 3,379 3,542: 1,817 1,654
Old : 5,196: 2,468 159 436 475 2,947 3,379 3,542: 1,817 1,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 298: -65 -66 97 12 243 44 274: 254 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 3.1 8.4 9.1 56.7 65.0 68.2: 35.0 31.8
Old : 100.0: 47.5 3.1 8.4 9.1 56.7 65.0 68.2: 35.0 31.8
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 : 61: 24 6 9 10 27 41 37:
Old : 61: 24 6 9 10 27 41 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 25.4 37.4 36.2 27.0 25.4 36.6 35.0
Old : 27.0 25.4 37.4 36.2 27.0 25.4 36.6 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, November 22, 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 : 24,242: 10,828 2,860 2,093 6,959 7,014 19,880 11,967: 4,362 12,275
Old : 24,242: 10,828 2,860 2,093 6,959 7,014 19,880 11,967: 4,362 12,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -2,978: -1,680 -424 -401 -515 -685 -2,596 -1,510: -382 -1,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 11.8 8.6 28.7 28.9 82.0 49.4: 18.0 50.6
Old : 100.0: 44.7 11.8 8.6 28.7 28.9 82.0 49.4: 18.0 50.6
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 : 121: 37 17 15 29 44 79 69:
Old : 121: 37 17 15 29 44 79 69:
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 : 19.9 13.7 32.6 19.9 17.9 9.1 30.2 15.0
Old : 19.9 13.7 32.6 19.9 17.9 9.1 30.2 15.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, November 22, 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 : 106,006: 33,585 17,860 1,346 39,485 69,963 74,416 89,169: 31,590 16,837
Old : 106,006: 33,585 17,860 1,346 39,485 69,963 74,416 89,169: 31,590 16,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 3,456: 1,098 5,542 615 1,600 -1,868 3,313 4,289: 143 -833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 16.8 1.3 37.2 66.0 70.2 84.1: 29.8 15.9
Old : 100.0: 31.7 16.8 1.3 37.2 66.0 70.2 84.1: 29.8 15.9
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 : 78: 23 19 6 22 25 48 47:
Old : 78: 23 19 6 22 25 48 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 32.3 42.7 50.9 29.0 31.9 42.7 50.5
Old : 29.0 32.3 42.7 50.9 29.0 31.9 42.7 50.5
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 22, 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 : 100,881: 15,191 63,398 0 78,940 14,203 94,131 77,601: 6,750 23,280
Old : 100,881: 15,191 63,398 0 78,940 14,203 94,131 77,601: 6,750 23,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 2,435: 59 3,232 0 2,281 1,532 2,340 4,764: 95 -2,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 62.8 0.0 78.3 14.1 93.3 76.9: 6.7 23.1
Old : 100.0: 15.1 62.8 0.0 78.3 14.1 93.3 76.9: 6.7 23.1
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 : 60: 5 32 0 19 10 24 42:
Old : 60: 5 32 0 19 10 24 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 : 43.5 28.2 70.5 43.2 43.5 28.2 69.2 43.2
Old : 43.5 28.2 70.5 43.2 43.5 28.2 69.2 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, November 22, 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 : 129,683: 91,337 5,043 129 31,169 118,752 122,635 123,924: 7,048 5,759
Old : 129,683: 91,337 5,043 129 31,169 118,752 122,635 123,924: 7,048 5,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 19,407: 6,673 216 129 12,411 16,920 19,213 17,265: 194 2,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 3.9 0.1 24.0 91.6 94.6 95.6: 5.4 4.4
Old : 100.0: 70.4 3.9 0.1 24.0 91.6 94.6 95.6: 5.4 4.4
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 : 103: 64 9 1 17 19 82 28:
Old : 103: 64 9 1 17 19 82 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 59.8 50.6 76.0 32.2 54.6 47.0 69.0
Old : 34.2 59.8 50.6 76.0 32.2 54.6 47.0 69.0
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 89,837: 9,056 42,076 0 63,136 22,728 72,192 64,804: 17,645 25,033
Old : 89,837: 9,056 42,076 0 63,136 22,728 72,192 64,804: 17,645 25,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 5,396: -1,119 8,084 -4 4,926 -4,809 3,803 3,271: 1,593 2,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 46.8 0.0 70.3 25.3 80.4 72.1: 19.6 27.9
Old : 100.0: 10.1 46.8 0.0 70.3 25.3 80.4 72.1: 19.6 27.9
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 : 54: 9 21 0 20 11 29 32:
Old : 54: 9 21 0 20 11 29 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 : 39.2 32.3 59.5 48.0 32.1 28.8 50.5 40.5
Old : 39.2 32.3 59.5 48.0 32.1 28.8 50.5 40.5
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 22, 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 : 204,816: 21,037 86,921 575 155,228 83,522 176,840 171,018: 27,976 33,798
Old : 204,816: 21,037 86,921 575 155,228 83,522 176,840 171,018: 27,976 33,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 1,679: -110 -1,457 -92 -448 3,489 -650 1,940: 2,329 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 42.4 0.3 75.8 40.8 86.3 83.5: 13.7 16.5
Old : 100.0: 10.3 42.4 0.3 75.8 40.8 86.3 83.5: 13.7 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 26 44 4 29 19 55 67:
Old : 109: 26 44 4 29 19 55 67:
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 : 37.4 30.7 59.3 44.1 34.0 26.0 51.2 37.0
Old : 37.4 30.7 59.3 44.1 34.0 26.0 51.2 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, November 22, 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 : 185,618: 35,452 46,579 3,216 97,074 80,164 135,742 129,959: 49,876 55,659
Old : 185,618: 35,452 46,579 3,216 97,074 80,164 135,742 129,959: 49,876 55,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 10,353: 3,965 1,870 1,120 2,596 6,358 7,681 9,348: 2,672 1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 25.1 1.7 52.3 43.2 73.1 70.0: 26.9 30.0
Old : 100.0: 19.1 25.1 1.7 52.3 43.2 73.1 70.0: 26.9 30.0
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 : 112: 32 40 14 26 29 65 77:
Old : 112: 32 40 14 26 29 65 77:
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 : 27.9 29.7 43.0 38.8 26.7 28.7 41.8 37.8
Old : 27.9 29.7 43.0 38.8 26.7 28.7 41.8 37.8
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 22, 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 : 9,455,007: 1,015,872 1,095,961 1,420,214 6,058,733 5,441,113 8,494,819 7,957,288: 960,188 1,497,719
Old : 9,455,007: 1,015,872 1,095,961 1,420,214 6,058,733 5,441,113 8,494,819 7,957,288: 960,188 1,497,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 119,540: -9,940 -107,913 -20,039 81,915 231,707 51,936 103,755: 67,604 15,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 11.6 15.0 64.1 57.5 89.8 84.2: 10.2 15.8
Old : 100.0: 10.7 11.6 15.0 64.1 57.5 89.8 84.2: 10.2 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 : 287: 56 64 94 129 148 236 268:
Old : 287: 56 64 94 129 148 236 268:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 15.2 46.2 23.6 31.1 11.3 38.0 18.5
Old : 31.9 15.2 46.2 23.6 31.1 11.3 38.0 18.5
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 22, 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 : 660,513: 60,512 68,879 5,309 454,469 464,827 520,290 539,015: 140,223 121,498
Old : 660,513: 60,512 68,879 5,309 454,469 464,827 520,290 539,015: 140,223 121,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 4,062: 891 1,514 815 -8,084 -2,716 -6,378 -387: 10,440 4,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 10.4 0.8 68.8 70.4 78.8 81.6: 21.2 18.4
Old : 100.0: 9.2 10.4 0.8 68.8 70.4 78.8 81.6: 21.2 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 : 181: 33 36 12 80 59 120 101:
Old : 181: 33 36 12 80 59 120 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 28.8 29.2 42.3 20.8 28.5 29.1 42.0
Old : 20.9 28.8 29.2 42.3 20.8 28.5 29.1 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, November 22, 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 : 1,210,541: 209,791 316,772 26,703 619,638 743,582 856,132 1,087,057: 354,409 123,484
Old : 1,210,541: 209,791 316,772 26,703 619,638 743,582 856,132 1,087,057: 354,409 123,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 65,833: 46,245 7,408 7,268 6,595 41,745 60,108 56,421: 5,725 9,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 26.2 2.2 51.2 61.4 70.7 89.8: 29.3 10.2
Old : 100.0: 17.3 26.2 2.2 51.2 61.4 70.7 89.8: 29.3 10.2
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 : 211: 59 59 18 62 62 130 130:
Old : 211: 59 59 18 62 62 130 130:
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 30.4 28.8 46.1 14.9 27.2 22.9 39.5
Old : 18.7 30.4 28.8 46.1 14.9 27.2 22.9 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, November 22, 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 : 12,914: 1,277 649 0 6,284 11,021 7,561 11,670: 5,353 1,244
Old : 12,914: 1,277 649 0 6,284 11,021 7,561 11,670: 5,353 1,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -65: -5 0 0 -83 -136 -88 -136: 23 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 5.0 0.0 48.7 85.3 58.5 90.4: 41.5 9.6
Old : 100.0: 9.9 5.0 0.0 48.7 85.3 58.5 90.4: 41.5 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 2 0 17 14 19 16:
Old : 31: 2 2 0 17 14 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 47.2 40.2 69.1 26.3 47.2 40.2 67.5
Old : 26.3 47.2 40.2 69.1 26.3 47.2 40.2 67.5
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 22, 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 : 44,248: 8,473 9,188 0 30,437 29,181 38,910 38,369: 5,338 5,879
Old : 44,248: 8,473 9,188 0 30,437 29,181 38,910 38,369: 5,338 5,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 225: 661 -473 0 -1,070 2,181 -409 1,708: 634 -1,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 20.8 0.0 68.8 65.9 87.9 86.7: 12.1 13.3
Old : 100.0: 19.1 20.8 0.0 68.8 65.9 87.9 86.7: 12.1 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 : 45: 7 7 0 21 17 28 24:
Old : 45: 7 7 0 21 17 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 46.8 66.4 66.4 48.1 46.7 63.8 66.3
Old : 50.0 46.8 66.4 66.4 48.1 46.7 63.8 66.3
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 22, 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 : 58,829: 14,517 14,620 18 35,468 31,987 50,003 46,625: 8,826 12,204
Old : 58,829: 14,517 14,620 18 35,468 31,987 50,003 46,625: 8,826 12,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -316: 360 2,133 18 1,992 -4,576 2,370 -2,425: -2,686 2,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 24.9 0.0 60.3 54.4 85.0 79.3: 15.0 20.7
Old : 100.0: 24.7 24.9 0.0 60.3 54.4 85.0 79.3: 15.0 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 16 15 1 38 24 54 40:
Old : 84: 16 15 1 38 24 54 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 27.9 42.9 43.5 28.6 26.0 41.4 39.4
Old : 28.6 27.9 42.9 43.5 28.6 26.0 41.4 39.4
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 22, 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 : 421,971: 184,072 128,163 2,956 202,547 274,769 389,575 405,888: 32,396 16,083
Old : 421,971: 184,072 128,163 2,956 202,547 274,769 389,575 405,888: 32,396 16,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 71,655: 36,194 39,950 -715 28,171 44,385 63,650 83,620: 8,005 -11,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 30.4 0.7 48.0 65.1 92.3 96.2: 7.7 3.8
Old : 100.0: 43.6 30.4 0.7 48.0 65.1 92.3 96.2: 7.7 3.8
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 : 217: 86 57 10 44 41 136 102:
Old : 217: 86 57 10 44 41 136 102:
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 : 33.2 30.1 45.8 47.1 28.9 24.6 37.2 38.3
Old : 33.2 30.1 45.8 47.1 28.9 24.6 37.2 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, November 22, 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 : 79,829: 19,690 18,941 0 46,121 44,046 65,811 62,987: 14,018 16,842
Old : 79,829: 19,690 18,941 0 46,121 44,046 65,811 62,987: 14,018 16,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 4,248: 1,323 767 0 2,829 3,241 4,152 4,008: 96 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 23.7 0.0 57.8 55.2 82.4 78.9: 17.6 21.1
Old : 100.0: 24.7 23.7 0.0 57.8 55.2 82.4 78.9: 17.6 21.1
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 : 47: 6 16 0 16 14 22 30:
Old : 47: 6 16 0 16 14 22 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 : 50.8 38.5 68.0 52.3 50.8 38.2 67.4 51.9
Old : 50.8 38.5 68.0 52.3 50.8 38.2 67.4 51.9
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 22, 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 : 36,897: 1,523 5,940 0 31,436 22,659 32,959 28,599: 3,938 8,298
Old : 36,897: 1,523 5,940 0 31,436 22,659 32,959 28,599: 3,938 8,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -244: 7 104 0 -370 -607 -363 -503: 119 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 16.1 0.0 85.2 61.4 89.3 77.5: 10.7 22.5
Old : 100.0: 4.1 16.1 0.0 85.2 61.4 89.3 77.5: 10.7 22.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 2 14 0 31 27 33 41:
Old : 64: 2 14 0 31 27 33 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 : 53.4 30.1 66.7 41.8 52.7 28.5 66.1 40.2
Old : 53.4 30.1 66.7 41.8 52.7 28.5 66.1 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, November 22, 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 : 290,149: 22,809 57,725 2,962 236,407 219,499 262,178 280,186: 27,971 9,963
Old : 290,149: 22,809 57,725 2,962 236,407 219,499 262,178 280,186: 27,971 9,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 1,966: 4,326 -1,954 143 -4,247 3,615 222 1,804: 1,744 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 19.9 1.0 81.5 75.7 90.4 96.6: 9.6 3.4
Old : 100.0: 7.9 19.9 1.0 81.5 75.7 90.4 96.6: 9.6 3.4
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 : 144: 28 45 5 40 50 72 96:
Old : 144: 28 45 5 40 50 72 96:
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 : 56.7 33.7 67.6 49.7 52.9 33.5 60.9 47.3
Old : 56.7 33.7 67.6 49.7 52.9 33.5 60.9 47.3
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, November 22, 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 : 72,180: 19,790 27,102 1,206 36,917 35,768 57,913 64,076: 14,267 8,104
Old : 72,180: 19,790 27,102 1,206 36,917 35,768 57,913 64,076: 14,267 8,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 3,936: -593 1,579 -26 4,189 2,430 3,570 3,983: 366 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 37.5 1.7 51.1 49.6 80.2 88.8: 19.8 11.2
Old : 100.0: 27.4 37.5 1.7 51.1 49.6 80.2 88.8: 19.8 11.2
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 : 101: 34 27 5 21 25 59 53:
Old : 101: 34 27 5 21 25 59 53:
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 40.1 42.2 51.9 24.8 37.2 34.6 47.6
Old : 30.0 40.1 42.2 51.9 24.8 37.2 34.6 47.6
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 22, 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 : 49,715: 19,345 3,227 4 24,565 9,202 43,914 12,433: 5,801 37,282
Old : 49,715: 19,345 3,227 4 24,565 9,202 43,914 12,433: 5,801 37,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 4,610: 2,254 -177 0 527 1,608 2,781 1,431: 1,829 3,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 6.5 0.0 49.4 18.5 88.3 25.0: 11.7 75.0
Old : 100.0: 38.9 6.5 0.0 49.4 18.5 88.3 25.0: 11.7 75.0
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 : 47: 18 7 1 12 11 31 18:
Old : 47: 18 7 1 12 11 31 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 12.1 62.9 17.5 43.6 8.2 57.5 13.1
Old : 48.8 12.1 62.9 17.5 43.6 8.2 57.5 13.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, November 22, 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 : 35,540: 1,929 1,904 106 19,800 27,292 21,835 29,302: 13,705 6,238
Old : 35,540: 1,929 1,904 106 19,800 27,292 21,835 29,302: 13,705 6,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 815: -479 102 -30 107 -514 -402 -442: 1,217 1,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 5.4 0.3 55.7 76.8 61.4 82.4: 38.6 17.6
Old : 100.0: 5.4 5.4 0.3 55.7 76.8 61.4 82.4: 38.6 17.6
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 : 43: 4 9 1 19 26 24 36:
Old : 43: 4 9 1 19 26 24 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 : 34.7 41.7 47.6 58.7 17.9 26.6 24.5 35.5
Old : 34.7 41.7 47.6 58.7 17.9 26.6 24.5 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 28, 2005