MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 13, 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 : 20,006: 163 2,721 469 14,823 8,249 15,455 11,439: 4,551 8,567
Old : 20,006: 163 2,721 469 14,823 8,249 15,455 11,439: 4,551 8,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 882: 55 -215 -2 654 689 707 472: 175 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 13.6 2.3 74.1 41.2 77.3 57.2: 22.7 42.8
Old : 100.0: 0.8 13.6 2.3 74.1 41.2 77.3 57.2: 22.7 42.8
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 : 32: 3 8 7 16 13 24 23:
Old : 32: 3 8 7 16 13 24 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 32.3 66.5 44.9 44.3 30.0 66.3 40.9
Old : 44.3 32.3 66.5 44.9 44.3 30.0 66.3 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, December 13, 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 : 128,225: 29,193 15,104 27,552 51,960 54,394 108,705 97,050: 19,520 31,175
Old : 127,988: 29,148 15,089 27,551 51,959 54,319 108,658 96,959: 19,330 31,029
Other: 237: 46 16 0 1 75 47 91: 190 146
: : :
: : Changes in Commitments from: December 6, 2005 :
: 944: -300 -7,207 2,437 -1,054 7,441 1,083 2,671: -139 -1,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 11.8 21.5 40.5 42.4 84.8 75.7: 15.2 24.3
Old : 100.0: 22.8 11.8 21.5 40.6 42.4 84.9 75.8: 15.1 24.2
Other: 100.0: 19.4 6.8 0.0 0.4 31.6 19.8 38.4: 80.2 61.6
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 65 60 77 29 47 155 142:
Old : 202: 64 60 77 29 47 155 142:
Other: 10: 1 2 0 1 6 2 8:
:----------------------------------------------------------------------------------------------------
: 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 23.2 38.6 30.4 27.9 22.9 38.2 29.3
Old : 28.0 23.2 38.6 30.4 28.0 22.9 38.3 29.4
Other: 19.8 29.5 19.8 38.4 19.8 29.5 19.8 38.4
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, December 13, 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 : 1,817: 303 607 287 479 143 1,069 1,037: 748 780
Old : 1,817: 303 607 287 479 143 1,069 1,037: 748 780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 337: -49 184 157 138 -30 246 311: 91 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 33.4 15.8 26.4 7.9 58.8 57.1: 41.2 42.9
Old : 100.0: 16.7 33.4 15.8 26.4 7.9 58.8 57.1: 41.2 42.9
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 : 29: 7 14 5 5 3 16 19:
Old : 29: 7 14 5 5 3 16 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 : 32.3 27.2 49.5 41.4 31.5 24.9 40.4 32.6
Old : 32.3 27.2 49.5 41.4 31.5 24.9 40.4 32.6
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 13, 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 : 199,166: 68,011 17,929 26,878 82,523 96,681 177,412 141,488: 21,754 57,678
Old : 199,166: 68,011 17,929 26,878 82,523 96,681 177,412 141,488: 21,754 57,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 2,752: 527 1,680 35 2,110 344 2,672 2,059: 80 693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 9.0 13.5 41.4 48.5 89.1 71.0: 10.9 29.0
Old : 100.0: 34.1 9.0 13.5 41.4 48.5 89.1 71.0: 10.9 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 : 308: 97 43 66 71 134 215 213:
Old : 308: 97 43 66 71 134 215 213:
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 : 21.8 9.9 32.7 16.6 21.8 7.7 32.3 13.1
Old : 21.8 9.9 32.7 16.6 21.8 7.7 32.3 13.1
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 13, 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 : 5,088: 2,020 357 205 963 3,075 3,188 3,637: 1,900 1,451
Old : 5,088: 2,020 357 205 963 3,075 3,188 3,637: 1,900 1,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 105: -277 231 -18 301 -55 6 158: 99 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 7.0 4.0 18.9 60.4 62.7 71.5: 37.3 28.5
Old : 100.0: 39.7 7.0 4.0 18.9 60.4 62.7 71.5: 37.3 28.5
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 : 62: 23 6 8 17 30 43 41:
Old : 62: 23 6 8 17 30 43 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 27.4 35.9 38.2 24.5 27.4 35.0 37.9
Old : 24.5 27.4 35.9 38.2 24.5 27.4 35.0 37.9
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 13, 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 : 31,053: 14,283 2,901 3,612 8,037 8,551 25,932 15,064: 5,121 15,989
Old : 31,053: 14,283 2,901 3,612 8,037 8,551 25,932 15,064: 5,121 15,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 953: -237 -656 231 364 276 358 -149: 595 1,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 9.3 11.6 25.9 27.5 83.5 48.5: 16.5 51.5
Old : 100.0: 46.0 9.3 11.6 25.9 27.5 83.5 48.5: 16.5 51.5
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 : 133: 48 16 20 32 47 91 76:
Old : 133: 48 16 20 32 47 91 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 : 23.5 14.9 34.8 21.2 17.1 9.2 27.7 14.8
Old : 23.5 14.9 34.8 21.2 17.1 9.2 27.7 14.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, December 13, 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 : 142,450: 66,468 10,285 3,291 33,897 111,552 103,656 125,128: 38,794 17,322
Old : 142,450: 66,468 10,285 3,291 33,897 111,552 103,656 125,128: 38,794 17,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 24,113: 17,404 -1,462 1,371 4,742 23,099 23,517 23,008: 596 1,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 7.2 2.3 23.8 78.3 72.8 87.8: 27.2 12.2
Old : 100.0: 46.7 7.2 2.3 23.8 78.3 72.8 87.8: 27.2 12.2
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 : 86: 35 13 10 24 25 60 47:
Old : 86: 35 13 10 24 25 60 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 : 25.4 43.4 36.8 61.5 25.4 43.3 35.7 60.8
Old : 25.4 43.4 36.8 61.5 25.4 43.3 35.7 60.8
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 13, 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 : 113,909: 13,937 53,798 1,635 87,271 37,406 102,843 92,839: 11,066 21,070
Old : 113,909: 13,937 53,798 1,635 87,271 37,406 102,843 92,839: 11,066 21,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 8,496: -2,613 -12,111 1,410 7,853 20,457 6,650 9,756: 1,846 -1,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 47.2 1.4 76.6 32.8 90.3 81.5: 9.7 18.5
Old : 100.0: 12.2 47.2 1.4 76.6 32.8 90.3 81.5: 9.7 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 6 26 6 20 13 30 41:
Old : 54: 6 26 6 20 13 30 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 : 45.3 37.1 69.0 53.6 32.4 31.9 53.1 42.0
Old : 45.3 37.1 69.0 53.6 32.4 31.9 53.1 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, December 13, 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 : 138,274: 73,239 5,649 1,957 52,301 125,252 127,497 132,858: 10,777 5,416
Old : 138,274: 73,239 5,649 1,957 52,301 125,252 127,497 132,858: 10,777 5,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 1,901: -14,510 490 971 14,006 -743 467 718: 1,434 1,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 4.1 1.4 37.8 90.6 92.2 96.1: 7.8 3.9
Old : 100.0: 53.0 4.1 1.4 37.8 90.6 92.2 96.1: 7.8 3.9
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 : 97: 58 11 7 14 20 75 35:
Old : 97: 58 11 7 14 20 75 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 : 37.9 61.0 53.4 80.8 25.1 45.3 37.2 59.0
Old : 37.9 61.0 53.4 80.8 25.1 45.3 37.2 59.0
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 13, 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 : 111,268: 13,586 21,442 824 79,828 69,931 94,238 92,197: 17,030 19,071
Old : 111,268: 13,586 21,442 824 79,828 69,931 94,238 92,197: 17,030 19,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 4,044: -1,981 -19,904 440 5,780 28,103 4,239 8,639: -195 -4,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 19.3 0.7 71.7 62.8 84.7 82.9: 15.3 17.1
Old : 100.0: 12.2 19.3 0.7 71.7 62.8 84.7 82.9: 15.3 17.1
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: 15 14 3 24 22 40 38:
Old : 60: 15 14 3 24 22 40 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 38.4 59.4 57.8 30.5 26.5 40.9 38.0
Old : 43.7 38.4 59.4 57.8 30.5 26.5 40.9 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, December 13, 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 : 243,599: 22,221 94,284 2,301 188,591 112,913 213,113 209,498: 30,486 34,101
Old : 243,599: 22,221 94,284 2,301 188,591 112,913 213,113 209,498: 30,486 34,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 23,286: -4,491 -4,071 618 26,116 25,107 22,243 21,654: 1,043 1,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 38.7 0.9 77.4 46.4 87.5 86.0: 12.5 14.0
Old : 100.0: 9.1 38.7 0.9 77.4 46.4 87.5 86.0: 12.5 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 25 39 6 33 27 60 70:
Old : 104: 25 39 6 33 27 60 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 31.7 54.9 44.4 33.2 25.7 46.0 35.9
Old : 35.5 31.7 54.9 44.4 33.2 25.7 46.0 35.9
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 13, 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 : 192,392: 28,088 29,151 2,760 117,671 114,350 148,519 146,261: 43,873 46,131
Old : 192,392: 28,088 29,151 2,760 117,671 114,350 148,519 146,261: 43,873 46,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 13,039: -696 -22,205 -616 14,568 34,642 13,256 11,821: -217 1,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 15.2 1.4 61.2 59.4 77.2 76.0: 22.8 24.0
Old : 100.0: 14.6 15.2 1.4 61.2 59.4 77.2 76.0: 22.8 24.0
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 : 101: 33 27 12 32 27 68 64:
Old : 101: 33 27 12 32 27 68 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 37.2 43.1 51.4 26.4 32.4 38.6 43.3
Old : 29.2 37.2 43.1 51.4 26.4 32.4 38.6 43.3
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 13, 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 : 13,233: 6,980 973 155 4,220 10,764 11,355 11,892: 1,878 1,341
Old : 13,233: 6,980 973 155 4,220 10,764 11,355 11,892: 1,878 1,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 1,046: -626 78 155 1,735 628 1,264 861: -218 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 7.4 1.2 31.9 81.3 85.8 89.9: 14.2 10.1
Old : 100.0: 52.7 7.4 1.2 31.9 81.3 85.8 89.9: 14.2 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 3 1 9 11 15 15:
Old : 25: 5 3 1 9 11 15 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 : 63.2 63.0 78.3 81.0 62.8 63.0 75.3 78.4
Old : 63.2 63.0 78.3 81.0 62.8 63.0 75.3 78.4
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 13, 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 : 9,477,654: 1,034,430 1,247,897 1,374,615 6,166,015 5,455,794 8,575,060 8,078,306: 902,594 1,399,348
Old : 9,477,654: 1,034,430 1,247,897 1,374,615 6,166,015 5,455,794 8,575,060 8,078,306: 902,594 1,399,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: -213,558: -39,565 19,489 -186,529 40,449 -12,360 -185,645 -179,400: -27,913 -34,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 13.2 14.5 65.1 57.6 90.5 85.2: 9.5 14.8
Old : 100.0: 10.9 13.2 14.5 65.1 57.6 90.5 85.2: 9.5 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 : 288: 59 57 88 136 148 241 258:
Old : 288: 59 57 88 136 148 241 258:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 15.9 46.1 24.9 31.7 12.5 38.3 19.9
Old : 32.5 15.9 46.1 24.9 31.7 12.5 38.3 19.9
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 13, 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 : 756,332: 58,137 70,821 14,867 525,309 532,285 598,313 617,973: 158,019 138,359
Old : 756,332: 58,137 70,821 14,867 525,309 532,285 598,313 617,973: 158,019 138,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 60,735: -1,590 -1,100 6,164 48,954 41,280 53,528 46,344: 7,207 14,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 9.4 2.0 69.5 70.4 79.1 81.7: 20.9 18.3
Old : 100.0: 7.7 9.4 2.0 69.5 70.4 79.1 81.7: 20.9 18.3
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 : 185: 32 38 26 90 67 140 115:
Old : 185: 32 38 26 90 67 140 115:
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 : 18.6 26.2 27.4 38.6 18.3 23.2 26.3 35.6
Old : 18.6 26.2 27.4 38.6 18.3 23.2 26.3 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, December 13, 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 : 1,502,276: 294,630 255,096 134,172 674,627 990,013 1,103,429 1,379,281: 398,847 122,995
Old : 1,502,276: 294,630 255,096 134,172 674,627 990,013 1,103,429 1,379,281: 398,847 122,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 224,907: 23,488 11,519 79,431 71,264 124,066 174,183 215,016: 50,724 9,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 17.0 8.9 44.9 65.9 73.5 91.8: 26.5 8.2
Old : 100.0: 19.6 17.0 8.9 44.9 65.9 73.5 91.8: 26.5 8.2
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 : 228: 77 54 47 77 73 173 156:
Old : 228: 77 54 47 77 73 173 156:
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 30.3 28.5 47.1 12.5 27.5 17.9 40.3
Old : 18.7 30.3 28.5 47.1 12.5 27.5 17.9 40.3
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 13, 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 : 17,285: 1,768 1,486 41 8,108 14,050 9,917 15,577: 7,368 1,708
Old : 17,285: 1,768 1,486 41 8,108 14,050 9,917 15,577: 7,368 1,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 2,220: 30 306 -24 550 1,491 556 1,773: 1,664 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 8.6 0.2 46.9 81.3 57.4 90.1: 42.6 9.9
Old : 100.0: 10.2 8.6 0.2 46.9 81.3 57.4 90.1: 42.6 9.9
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 : 34: 4 4 2 20 17 25 22:
Old : 34: 4 4 2 20 17 25 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 : 23.2 41.9 35.5 64.9 20.3 34.4 30.9 54.8
Old : 23.2 41.9 35.5 64.9 20.3 34.4 30.9 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, December 13, 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 : 59,569: 9,394 8,757 1,533 40,986 33,287 51,913 43,577: 7,656 15,992
Old : 59,569: 9,394 8,757 1,533 40,986 33,287 51,913 43,577: 7,656 15,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 10,812: 465 -349 1,161 7,380 1,702 9,006 2,514: 1,806 8,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 14.7 2.6 68.8 55.9 87.1 73.2: 12.9 26.8
Old : 100.0: 15.8 14.7 2.6 68.8 55.9 87.1 73.2: 12.9 26.8
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 : 45: 8 5 3 23 18 33 24:
Old : 45: 8 5 3 23 18 33 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 : 38.3 32.7 58.7 51.8 36.6 27.6 52.2 42.7
Old : 38.3 32.7 58.7 51.8 36.6 27.6 52.2 42.7
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 13, 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 : 83,821: 15,803 9,303 3,668 53,296 56,849 72,767 69,820: 11,054 14,001
Old : 83,821: 15,803 9,303 3,668 53,296 56,849 72,767 69,820: 11,054 14,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 22,963: -409 778 3,468 19,512 18,605 22,571 22,851: 392 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 11.1 4.4 63.6 67.8 86.8 83.3: 13.2 16.7
Old : 100.0: 18.9 11.1 4.4 63.6 67.8 86.8 83.3: 13.2 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 17 14 9 45 36 69 54:
Old : 89: 17 14 9 45 36 69 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 25.9 42.3 40.8 18.6 16.1 27.9 25.8
Old : 24.4 25.9 42.3 40.8 18.6 16.1 27.9 25.8
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 13, 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 : 502,412: 170,799 114,970 21,686 249,579 338,307 442,064 474,963: 60,348 27,449
Old : 502,412: 170,799 114,970 21,686 249,579 338,307 442,064 474,963: 60,348 27,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 83,540: -2,670 480 17,354 56,059 57,219 70,743 75,053: 12,797 8,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 22.9 4.3 49.7 67.3 88.0 94.5: 12.0 5.5
Old : 100.0: 34.0 22.9 4.3 49.7 67.3 88.0 94.5: 12.0 5.5
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 : 218: 92 53 30 49 53 155 123:
Old : 218: 92 53 30 49 53 155 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 33.9 40.7 51.8 13.6 20.7 19.9 32.8
Old : 29.6 33.9 40.7 51.8 13.6 20.7 19.9 32.8
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 13, 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 : 82,817: 23,890 3,608 2,150 34,827 64,988 60,867 70,746: 21,950 12,071
Old : 82,817: 23,890 3,608 2,150 34,827 64,988 60,867 70,746: 21,950 12,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 11,180: 838 -3,732 1,422 3,213 12,029 5,473 9,719: 5,707 1,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 4.4 2.6 42.1 78.5 73.5 85.4: 26.5 14.6
Old : 100.0: 28.8 4.4 2.6 42.1 78.5 73.5 85.4: 26.5 14.6
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 : 41: 16 3 5 13 17 30 25:
Old : 41: 16 3 5 13 17 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 : 34.2 46.8 51.7 64.5 31.0 45.5 43.2 62.7
Old : 34.2 46.8 51.7 64.5 31.0 45.5 43.2 62.7
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 13, 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 : 50,319: 2,411 5,514 2,120 35,422 32,968 39,953 40,602: 10,366 9,717
Old : 50,319: 2,411 5,514 2,120 35,422 32,968 39,953 40,602: 10,366 9,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 9,195: 851 -576 2,076 32 5,186 2,959 6,686: 6,236 2,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 11.0 4.2 70.4 65.5 79.4 80.7: 20.6 19.3
Old : 100.0: 4.8 11.0 4.2 70.4 65.5 79.4 80.7: 20.6 19.3
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 : 64: 2 13 3 35 32 38 47:
Old : 64: 2 13 3 35 32 38 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 : 43.1 27.7 55.0 43.4 34.5 24.6 43.7 34.8
Old : 43.1 27.7 55.0 43.4 34.5 24.6 43.7 34.8
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 13, 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 : 360,800: 22,069 44,688 15,383 297,907 276,376 335,359 336,447: 25,441 24,353
Old : 360,800: 22,069 44,688 15,383 297,907 276,376 335,359 336,447: 25,441 24,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 61,799: -2,003 -2,516 12,586 46,544 38,005 57,127 48,075: 4,672 13,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 12.4 4.3 82.6 76.6 92.9 93.3: 7.1 6.7
Old : 100.0: 6.1 12.4 4.3 82.6 76.6 92.9 93.3: 7.1 6.7
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 : 145: 30 44 16 41 53 78 108:
Old : 145: 30 44 16 41 53 78 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 30.0 68.4 47.6 45.4 25.7 52.3 35.9
Old : 55.0 30.0 68.4 47.6 45.4 25.7 52.3 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, December 13, 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 : 53,008: 15,685 21,671 0 27,281 25,915 42,966 47,586: 10,042 5,422
Old : 53,008: 15,685 21,671 0 27,281 25,915 42,966 47,586: 10,042 5,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: -53,255: -6,862 -1,494 -11,756 -23,827 -24,116 -42,445 -37,366: -10,810 -15,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 40.9 0.0 51.5 48.9 81.1 89.8: 18.9 10.2
Old : 100.0: 29.6 40.9 0.0 51.5 48.9 81.1 89.8: 18.9 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 : 75: 25 20 0 18 17 43 37:
Old : 75: 25 20 0 18 17 43 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 : 36.2 36.4 49.4 59.8 35.4 36.4 48.7 58.5
Old : 36.2 36.4 49.4 59.8 35.4 36.4 48.7 58.5
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 13, 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 : 34,149: 21,433 3,482 0 4,956 4,312 26,389 7,794: 7,760 26,355
Old : 34,149: 21,433 3,482 0 4,956 4,312 26,389 7,794: 7,760 26,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: -29,124: 5,005 -4,257 -4,740 -21,836 -4,075 -21,571 -13,072: -7,553 -16,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 10.2 0.0 14.5 12.6 77.3 22.8: 22.7 77.2
Old : 100.0: 62.8 10.2 0.0 14.5 12.6 77.3 22.8: 22.7 77.2
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 : 31: 14 7 0 6 6 20 13:
Old : 31: 14 7 0 6 6 20 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 : 48.6 14.3 63.1 19.2 48.6 10.6 61.3 15.6
Old : 48.6 14.3 63.1 19.2 48.6 10.6 61.3 15.6
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 13, 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 : 45,144: 2,667 2,196 1,206 19,974 35,426 23,847 38,828: 21,297 6,316
Old : 45,144: 2,667 2,196 1,206 19,974 35,426 23,847 38,828: 21,297 6,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 2,350: 875 350 953 578 5,257 2,406 6,560: -56 -4,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 4.9 2.7 44.2 78.5 52.8 86.0: 47.2 14.0
Old : 100.0: 5.9 4.9 2.7 44.2 78.5 52.8 86.0: 47.2 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 7 8 3 20 29 29 39:
Old : 48: 7 8 3 20 29 29 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 : 27.6 36.4 37.6 57.0 11.2 24.9 14.9 36.4
Old : 27.6 36.4 37.6 57.0 11.2 24.9 14.9 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2005