MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 19,124: 108 2,936 471 14,169 7,560 14,748 10,967: 4,376 8,157
Old : 19,124: 108 2,936 471 14,169 7,560 14,748 10,967: 4,376 8,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -1,799: -283 151 -197 -1,190 -991 -1,670 -1,037: -129 -762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 15.4 2.5 74.1 39.5 77.1 57.3: 22.9 42.7
Old : 100.0: 0.6 15.4 2.5 74.1 39.5 77.1 57.3: 22.9 42.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 10 6 16 12 24 22:
Old : 32: 2 10 6 16 12 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 32.0 66.3 45.0 44.8 29.6 66.1 40.8
Old : 44.9 32.0 66.3 45.0 44.8 29.6 66.1 40.8
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, December 6, 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 : 127,281: 29,493 22,311 25,115 53,014 46,953 107,622 94,379: 19,659 32,902
Old : 127,101: 29,494 22,301 25,114 53,010 46,903 107,618 94,318: 19,483 32,783
Other: 180: 0 11 0 4 50 4 61: 176 119
: : :
: : Changes in Commitments from: November 29, 2005 :
: 5,730: 1,756 -310 1,904 845 4,386 4,505 5,980: 1,225 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 17.5 19.7 41.7 36.9 84.6 74.2: 15.4 25.8
Old : 100.0: 23.2 17.5 19.8 41.7 36.9 84.7 74.2: 15.3 25.8
Other: 100.0: 0.0 6.1 0.0 2.2 27.8 2.2 33.9: 97.8 66.1
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 52 70 69 27 42 140 135:
Old : 190: 52 70 69 27 42 140 135:
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 : 27.7 19.4 38.5 27.4 27.7 18.6 38.5 26.0
Old : 27.7 19.5 38.5 27.5 27.7 18.6 38.5 26.0
Other: 2.2 27.8 2.2 33.9 2.2 27.8 2.2 33.9
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, December 6, 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 : 1,480: 352 423 130 341 173 823 726: 657 754
Old : 1,480: 352 423 130 341 173 823 726: 657 754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 146: -15 64 88 -51 10 22 162: 124 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 28.6 8.8 23.0 11.7 55.6 49.1: 44.4 50.9
Old : 100.0: 23.8 28.6 8.8 23.0 11.7 55.6 49.1: 44.4 50.9
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 : 24: 7 11 4 4 2 13 15:
Old : 24: 7 11 4 4 2 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 23.8 48.7 35.8 33.1 23.8 44.4 33.7
Old : 33.1 23.8 48.7 35.8 33.1 23.8 44.4 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, December 6, 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 : 196,414: 67,484 16,249 26,843 80,413 96,337 174,740 139,429: 21,674 56,985
Old : 196,414: 67,484 16,249 26,843 80,413 96,337 174,740 139,429: 21,674 56,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 9,070: 6,095 -2,357 1,821 1,335 8,884 9,251 8,348: -181 722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 8.3 13.7 40.9 49.0 89.0 71.0: 11.0 29.0
Old : 100.0: 34.4 8.3 13.7 40.9 49.0 89.0 71.0: 11.0 29.0
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 : 311: 91 46 61 73 137 208 220:
Old : 311: 91 46 61 73 137 208 220:
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 : 21.8 8.6 32.2 15.4 21.8 7.3 32.0 12.7
Old : 21.8 8.6 32.2 15.4 21.8 7.3 32.0 12.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, December 6, 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 : 4,983: 2,297 126 223 662 3,130 3,182 3,479: 1,801 1,504
Old : 4,983: 2,297 126 223 662 3,130 3,182 3,479: 1,801 1,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -313: -120 -114 -310 137 41 -293 -383: -20 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 2.5 4.5 13.3 62.8 63.9 69.8: 36.1 30.2
Old : 100.0: 46.1 2.5 4.5 13.3 62.8 63.9 69.8: 36.1 30.2
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 : 61: 20 5 7 18 31 44 39:
Old : 61: 20 5 7 18 31 44 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 : 28.4 27.6 39.3 38.7 28.4 27.4 38.9 37.7
Old : 28.4 27.6 39.3 38.7 28.4 27.4 38.9 37.7
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, December 6, 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 : 30,100: 14,520 3,557 3,381 7,673 8,275 25,574 15,213: 4,526 14,887
Old : 30,100: 14,520 3,557 3,381 7,673 8,275 25,574 15,213: 4,526 14,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 2,170: 1,699 126 181 622 326 2,502 633: -332 1,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 11.8 11.2 25.5 27.5 85.0 50.5: 15.0 49.5
Old : 100.0: 48.2 11.8 11.2 25.5 27.5 85.0 50.5: 15.0 49.5
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 : 142: 48 19 19 33 49 93 80:
Old : 142: 48 19 19 33 49 93 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 : 21.6 16.0 33.1 21.6 17.1 8.9 28.2 14.0
Old : 21.6 16.0 33.1 21.6 17.1 8.9 28.2 14.0
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, December 6, 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 : 118,337: 49,064 11,747 1,920 29,155 88,453 80,139 102,120: 38,198 16,217
Old : 118,337: 49,064 11,747 1,920 29,155 88,453 80,139 102,120: 38,198 16,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 3,184: 6,753 -1,554 480 -8,185 4,164 -952 3,090: 4,136 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 9.9 1.6 24.6 74.7 67.7 86.3: 32.3 13.7
Old : 100.0: 41.5 9.9 1.6 24.6 74.7 67.7 86.3: 32.3 13.7
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 : 79: 29 13 5 23 25 52 43:
Old : 79: 29 13 5 23 25 52 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 42.0 36.8 61.0 26.4 41.8 36.8 60.7
Old : 26.5 42.0 36.8 61.0 26.4 41.8 36.8 60.7
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, December 6, 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 : 105,413: 16,550 65,909 225 79,418 16,949 96,193 83,083: 9,220 22,330
Old : 105,413: 16,550 65,909 225 79,418 16,949 96,193 83,083: 9,220 22,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 6,050: 2,355 3,298 225 1,413 3,752 3,993 7,275: 2,057 -1,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 62.5 0.2 75.3 16.1 91.3 78.8: 8.7 21.2
Old : 100.0: 15.7 62.5 0.2 75.3 16.1 91.3 78.8: 8.7 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 : 62: 5 32 1 20 10 26 42:
Old : 62: 5 32 1 20 10 26 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 : 39.2 35.1 70.7 49.1 38.9 35.1 69.7 48.9
Old : 39.2 35.1 70.7 49.1 38.9 35.1 69.7 48.9
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, December 6, 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 : 136,373: 87,749 5,159 986 38,295 125,995 127,030 132,140: 9,343 4,233
Old : 136,373: 87,749 5,159 986 38,295 125,995 127,030 132,140: 9,343 4,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -552: -2,221 909 21 -301 -1,625 -2,501 -695: 1,949 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 3.8 0.7 28.1 92.4 93.1 96.9: 6.9 3.1
Old : 100.0: 64.3 3.8 0.7 28.1 92.4 93.1 96.9: 6.9 3.1
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 : 107: 64 11 4 17 20 83 34:
Old : 107: 64 11 4 17 20 83 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 61.0 49.4 78.3 28.1 53.1 42.5 67.0
Old : 32.0 61.0 49.4 78.3 28.1 53.1 42.5 67.0
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, December 6, 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 : 107,224: 15,567 41,346 384 74,048 41,828 89,999 83,558: 17,225 23,666
Old : 107,224: 15,567 41,346 384 74,048 41,828 89,999 83,558: 17,225 23,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 7,177: 4,631 -2,677 333 2,290 9,180 7,254 6,836: -77 341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 38.6 0.4 69.1 39.0 83.9 77.9: 16.1 22.1
Old : 100.0: 14.5 38.6 0.4 69.1 39.0 83.9 77.9: 16.1 22.1
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: 12 21 3 20 19 34 41:
Old : 60: 12 21 3 20 19 34 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 : 41.9 39.3 58.8 54.4 28.6 26.6 43.5 36.4
Old : 41.9 39.3 58.8 54.4 28.6 26.6 43.5 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, December 6, 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 : 220,313: 26,712 98,355 1,683 162,475 87,806 190,870 187,844: 29,443 32,469
Old : 220,313: 26,712 98,355 1,683 162,475 87,806 190,870 187,844: 29,443 32,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 13,435: 4,086 11,729 1,195 8,079 2,202 13,360 15,126: 75 -1,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 44.6 0.8 73.7 39.9 86.6 85.3: 13.4 14.7
Old : 100.0: 12.1 44.6 0.8 73.7 39.9 86.6 85.3: 13.4 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 : 113: 28 44 7 30 24 60 73:
Old : 113: 28 44 7 30 24 60 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 30.0 59.3 44.9 34.3 27.4 51.8 40.1
Old : 41.7 30.0 59.3 44.9 34.3 27.4 51.8 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, December 6, 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 : 179,353: 28,784 51,356 3,376 103,103 79,708 135,263 134,440: 44,090 44,913
Old : 179,353: 28,784 51,356 3,376 103,103 79,708 135,263 134,440: 44,090 44,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -2,778: -1,683 2,757 324 1,211 -4,283 -148 -1,202: -2,630 -1,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 28.6 1.9 57.5 44.4 75.4 75.0: 24.6 25.0
Old : 100.0: 16.0 28.6 1.9 57.5 44.4 75.4 75.0: 24.6 25.0
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 : 116: 34 44 13 29 26 71 76:
Old : 116: 34 44 13 29 26 71 76:
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 : 31.4 31.8 46.4 43.6 29.3 30.4 43.2 41.5
Old : 31.4 31.8 46.4 43.6 29.3 30.4 43.2 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, December 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 12,187: 7,606 895 0 2,485 10,136 10,091 11,031: 2,096 1,156
Old : 12,187: 7,606 895 0 2,485 10,136 10,091 11,031: 2,096 1,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 7.3 0.0 20.4 83.2 82.8 90.5: 17.2 9.5
Old : 100.0: 62.4 7.3 0.0 20.4 83.2 82.8 90.5: 17.2 9.5
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 : 22: 7 3 0 3 10 10 13:
Old : 22: 7 3 0 3 10 10 13:
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 : 66.5 68.0 81.0 83.7 66.2 68.0 80.7 83.7
Old : 66.5 68.0 81.0 83.7 66.2 68.0 80.7 83.7
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, December 6, 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 : 9,691,212: 1,073,995 1,228,408 1,561,144 6,125,566 5,468,154 8,760,705 8,257,706: 930,507 1,433,506
Old : 9,691,212: 1,073,995 1,228,408 1,561,144 6,125,566 5,468,154 8,760,705 8,257,706: 930,507 1,433,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 291,784: 77,469 174,156 92,560 103,476 84,103 273,505 350,819: 18,279 -59,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 12.7 16.1 63.2 56.4 90.4 85.2: 9.6 14.8
Old : 100.0: 11.1 12.7 16.1 63.2 56.4 90.4 85.2: 9.6 14.8
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: 57 60 88 133 148 235 262:
Old : 287: 57 60 88 133 148 235 262:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 15.4 45.7 23.9 30.7 12.0 37.2 18.9
Old : 31.6 15.4 45.7 23.9 30.7 12.0 37.2 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, December 6, 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 : 695,597: 59,727 71,921 8,703 476,355 491,005 544,785 571,629: 150,812 123,968
Old : 695,597: 59,727 71,921 8,703 476,355 491,005 544,785 571,629: 150,812 123,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 30,869: -2,310 1,432 3,068 15,729 24,419 16,487 28,919: 14,382 1,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 10.3 1.3 68.5 70.6 78.3 82.2: 21.7 17.8
Old : 100.0: 8.6 10.3 1.3 68.5 70.6 78.3 82.2: 21.7 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 : 184: 31 38 20 86 59 132 104:
Old : 184: 31 38 20 86 59 132 104:
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 : 20.1 27.9 28.8 40.7 19.9 26.8 28.7 39.7
Old : 20.1 27.9 28.8 40.7 19.9 26.8 28.7 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, December 6, 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 : 1,277,369: 271,142 243,577 54,741 603,363 865,947 929,246 1,164,265: 348,123 113,104
Old : 1,277,369: 271,142 243,577 54,741 603,363 865,947 929,246 1,164,265: 348,123 113,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 30,664: 38,957 -25,750 33,517 -20,574 11,867 51,900 19,634: -21,236 11,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 19.1 4.3 47.2 67.8 72.7 91.1: 27.3 8.9
Old : 100.0: 21.2 19.1 4.3 47.2 67.8 72.7 91.1: 27.3 8.9
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 : 209: 68 47 20 66 67 143 125:
Old : 209: 68 47 20 66 67 143 125:
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 : 16.7 29.3 26.3 47.2 14.7 27.0 21.3 41.3
Old : 16.7 29.3 26.3 47.2 14.7 27.0 21.3 41.3
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, December 6, 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 : 15,065: 1,738 1,180 65 7,558 12,559 9,361 13,804: 5,704 1,261
Old : 15,065: 1,738 1,180 65 7,558 12,559 9,361 13,804: 5,704 1,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 2,261: 241 314 65 1,517 1,623 1,823 2,002: 438 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 7.8 0.4 50.2 83.4 62.1 91.6: 37.9 8.4
Old : 100.0: 11.5 7.8 0.4 50.2 83.4 62.1 91.6: 37.9 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 4 1 18 14 22 19:
Old : 34: 4 4 1 18 14 22 19:
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 45.9 39.3 68.4 23.4 39.8 35.2 58.5
Old : 25.5 45.9 39.3 68.4 23.4 39.8 35.2 58.5
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, December 6, 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 : 48,757: 8,929 9,106 372 33,606 31,585 42,907 41,063: 5,850 7,694
Old : 48,757: 8,929 9,106 372 33,606 31,585 42,907 41,063: 5,850 7,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 2,573: 317 -295 222 1,325 2,497 1,864 2,424: 709 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 18.7 0.8 68.9 64.8 88.0 84.2: 12.0 15.8
Old : 100.0: 18.3 18.7 0.8 68.9 64.8 88.0 84.2: 12.0 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 : 44: 7 5 1 23 19 30 25:
Old : 44: 7 5 1 23 19 30 25:
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 : 46.8 41.5 67.5 61.8 44.0 41.4 61.1 61.5
Old : 46.8 41.5 67.5 61.8 44.0 41.4 61.1 61.5
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, December 6, 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 : 60,858: 16,212 8,525 200 33,784 38,244 50,196 46,969: 10,662 13,889
Old : 60,858: 16,212 8,525 200 33,784 38,244 50,196 46,969: 10,662 13,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 2,413: 1,113 -5,373 200 -340 3,433 973 -1,740: 1,440 4,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 14.0 0.3 55.5 62.8 82.5 77.2: 17.5 22.8
Old : 100.0: 26.6 14.0 0.3 55.5 62.8 82.5 77.2: 17.5 22.8
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 : 81: 17 12 1 38 30 56 42:
Old : 81: 17 12 1 38 30 56 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 : 28.0 24.1 43.8 40.1 25.8 20.9 37.9 33.9
Old : 28.0 24.1 43.8 40.1 25.8 20.9 37.9 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, December 6, 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 : 418,872: 173,469 114,490 4,332 193,520 281,088 371,321 399,910: 47,551 18,962
Old : 418,872: 173,469 114,490 4,332 193,520 281,088 371,321 399,910: 47,551 18,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 897: -11,820 -13,269 -561 -5,143 10,464 -17,524 -3,366: 18,421 4,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 27.3 1.0 46.2 67.1 88.6 95.5: 11.4 4.5
Old : 100.0: 41.4 27.3 1.0 46.2 67.1 88.6 95.5: 11.4 4.5
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 : 221: 98 53 14 43 41 147 103:
Old : 221: 98 53 14 43 41 147 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 31.1 36.6 50.0 17.6 24.6 25.6 41.2
Old : 23.6 31.1 36.6 50.0 17.6 24.6 25.6 41.2
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, December 6, 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 : 71,637: 23,052 7,340 728 31,614 52,959 55,394 61,027: 16,243 10,610
Old : 71,637: 23,052 7,340 728 31,614 52,959 55,394 61,027: 16,243 10,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -7,336: 1,862 -8,108 728 -12,684 4,761 -10,094 -2,619: 2,758 -4,717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 10.2 1.0 44.1 73.9 77.3 85.2: 22.7 14.8
Old : 100.0: 32.2 10.2 1.0 44.1 73.9 77.3 85.2: 22.7 14.8
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 : 44: 10 9 1 15 15 26 25:
Old : 44: 10 9 1 15 15 26 25:
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 : 42.1 49.3 56.1 65.6 41.2 49.0 53.4 65.2
Old : 42.1 49.3 56.1 65.6 41.2 49.0 53.4 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, December 6, 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 : 41,124: 1,560 6,090 44 35,390 27,782 36,994 33,916: 4,130 7,208
Old : 41,124: 1,560 6,090 44 35,390 27,782 36,994 33,916: 4,130 7,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 4,266: 38 390 44 3,779 4,466 3,861 4,900: 405 -634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 14.8 0.1 86.1 67.6 90.0 82.5: 10.0 17.5
Old : 100.0: 3.8 14.8 0.1 86.1 67.6 90.0 82.5: 10.0 17.5
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 13 1 32 29 34 43:
Old : 64: 2 13 1 32 29 34 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 32.5 64.8 45.8 49.8 30.3 61.7 43.0
Old : 52.3 32.5 64.8 45.8 49.8 30.3 61.7 43.0
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, December 6, 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 : 299,001: 24,072 47,204 2,797 251,363 238,371 278,232 288,372: 20,769 10,629
Old : 299,001: 24,072 47,204 2,797 251,363 238,371 278,232 288,372: 20,769 10,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 668: 936 -13,336 20 3,865 13,205 4,821 -111: -4,153 779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 15.8 0.9 84.1 79.7 93.1 96.4: 6.9 3.6
Old : 100.0: 8.1 15.8 0.9 84.1 79.7 93.1 96.4: 6.9 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 : 143: 30 43 6 39 52 72 98:
Old : 143: 30 43 6 39 52 72 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 34.5 69.5 50.2 54.4 34.2 62.2 46.7
Old : 57.7 34.5 69.5 50.2 54.4 34.2 62.2 46.7
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, December 6, 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 : 106,263: 22,547 23,165 11,756 51,108 50,031 85,411 84,952: 20,852 21,311
Old : 106,263: 22,547 23,165 11,756 51,108 50,031 85,411 84,952: 20,852 21,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 34,513: 5,126 -1,100 10,540 12,426 13,053 28,092 22,493: 6,421 12,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 21.8 11.1 48.1 47.1 80.4 79.9: 19.6 20.1
Old : 100.0: 21.2 21.8 11.1 48.1 47.1 80.4 79.9: 19.6 20.1
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 : 104: 32 26 21 27 27 75 62:
Old : 104: 32 26 21 27 27 75 62:
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 29.4 36.7 43.1 19.3 25.0 29.3 32.9
Old : 22.9 29.4 36.7 43.1 19.3 25.0 29.3 32.9
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, December 6, 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 : 63,273: 16,428 7,739 4,740 26,792 8,387 47,960 20,866: 15,313 42,407
Old : 63,273: 16,428 7,739 4,740 26,792 8,387 47,960 20,866: 15,313 42,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 11,762: -2,226 3,705 4,736 1,093 -926 3,603 7,515: 8,159 4,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 12.2 7.5 42.3 13.3 75.8 33.0: 24.2 67.0
Old : 100.0: 26.0 12.2 7.5 42.3 13.3 75.8 33.0: 24.2 67.0
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 : 51: 15 12 11 14 12 34 33:
Old : 51: 15 12 11 14 12 34 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 13.8 51.0 19.9 33.0 10.7 44.6 15.1
Old : 38.2 13.8 51.0 19.9 33.0 10.7 44.6 15.1
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, December 6, 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 : 42,794: 1,792 1,846 253 19,396 30,169 21,441 32,268: 21,353 10,526
Old : 42,794: 1,792 1,846 253 19,396 30,169 21,441 32,268: 21,353 10,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 2,627: 211 -263 59 1,123 1,567 1,393 1,363: 1,234 1,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 4.3 0.6 45.3 70.5 50.1 75.4: 49.9 24.6
Old : 100.0: 4.2 4.3 0.6 45.3 70.5 50.1 75.4: 49.9 24.6
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: 5 8 3 19 25 27 35:
Old : 43: 5 8 3 19 25 27 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 : 28.2 34.9 38.6 53.5 11.8 22.5 14.9 31.1
Old : 28.2 34.9 38.6 53.5 11.8 22.5 14.9 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 9, 2005