MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 27, 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 : 21,720: 1,172 3,043 536 15,381 9,184 17,089 12,763: 4,631 8,957
Old : 21,720: 1,172 3,043 536 15,381 9,184 17,089 12,763: 4,631 8,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 823: 643 138 154 333 467 1,130 759: -307 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 14.0 2.5 70.8 42.3 78.7 58.8: 21.3 41.2
Old : 100.0: 5.4 14.0 2.5 70.8 42.3 78.7 58.8: 21.3 41.2
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 : 36: 5 9 9 16 14 26 27:
Old : 36: 5 9 9 16 14 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 31.0 65.3 43.1 42.8 28.8 65.1 39.6
Old : 42.8 31.0 65.3 43.1 42.8 28.8 65.1 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, December 27, 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 : 121,168: 25,090 12,258 26,565 52,192 51,176 103,847 89,999: 17,321 31,169
Old : 120,743: 25,091 12,258 26,564 52,177 51,066 103,832 89,888: 16,911 30,855
Other: 425: 0 1 0 15 110 15 111: 410 314
: : :
: : Changes in Commitments from: December 20, 2005 :
: 710: 198 95 -479 999 -171 718 -555: -8 1,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 10.1 21.9 43.1 42.2 85.7 74.3: 14.3 25.7
Old : 100.0: 20.8 10.2 22.0 43.2 42.3 86.0 74.4: 14.0 25.6
Other: 100.0: 0.0 0.2 0.0 3.5 25.9 3.5 26.1: 96.5 73.9
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 56 45 69 26 39 134 126:
Old : 178: 56 45 69 26 39 134 126:
Other: 9: 0 1 0 2 6 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 : 30.6 23.8 41.6 31.4 30.6 23.8 41.2 30.1
Old : 30.7 23.9 41.8 31.5 30.7 23.8 41.4 30.2
Other: 3.5 23.5 3.5 26.1 3.5 23.5 3.5 26.1
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, December 27, 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 : 2,159: 477 781 373 563 232 1,413 1,386: 746 773
Old : 2,159: 477 781 373 563 232 1,413 1,386: 746 773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 81: 89 23 -13 47 23 123 33: -42 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 36.2 17.3 26.1 10.7 65.4 64.2: 34.6 35.8
Old : 100.0: 22.1 36.2 17.3 26.1 10.7 65.4 64.2: 34.6 35.8
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: 8 14 5 6 4 17 22:
Old : 32: 8 14 5 6 4 17 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 : 32.4 28.6 52.7 43.3 30.9 24.9 44.0 33.7
Old : 32.4 28.6 52.7 43.3 30.9 24.9 44.0 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 27, 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 : 195,778: 67,113 20,035 25,927 82,077 93,558 175,117 139,520: 20,661 56,258
Old : 195,778: 67,113 20,035 25,927 82,077 93,558 175,117 139,520: 20,661 56,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -2,467: -1,735 451 103 2,021 -377 389 177: -2,856 -2,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 10.2 13.2 41.9 47.8 89.4 71.3: 10.6 28.7
Old : 100.0: 34.3 10.2 13.2 41.9 47.8 89.4 71.3: 10.6 28.7
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 : 288: 94 39 58 67 127 198 200:
Old : 288: 94 39 58 67 127 198 200:
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 : 22.6 11.4 33.9 18.2 22.6 8.6 33.8 13.9
Old : 22.6 11.4 33.9 18.2 22.6 8.6 33.8 13.9
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 27, 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 : 5,493: 2,396 384 171 856 3,274 3,423 3,829: 2,070 1,664
Old : 5,493: 2,396 384 171 856 3,274 3,423 3,829: 2,070 1,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 380: 317 -16 -52 -82 293 183 225: 197 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 7.0 3.1 15.6 59.6 62.3 69.7: 37.7 30.3
Old : 100.0: 43.6 7.0 3.1 15.6 59.6 62.3 69.7: 37.7 30.3
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 : 61: 22 7 6 16 28 42 37:
Old : 61: 22 7 6 16 28 42 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 : 25.4 27.3 36.8 37.7 25.4 27.3 36.6 37.0
Old : 25.4 27.3 36.8 37.7 25.4 27.3 36.6 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, December 27, 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 : 32,042: 14,300 3,001 2,806 9,503 10,186 26,609 15,993: 5,433 16,049
Old : 32,042: 14,300 3,001 2,806 9,503 10,186 26,609 15,993: 5,433 16,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 48: -357 179 -521 795 665 -83 323: 131 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 9.4 8.8 29.7 31.8 83.0 49.9: 17.0 50.1
Old : 100.0: 44.6 9.4 8.8 29.7 31.8 83.0 49.9: 17.0 50.1
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 : 152: 41 28 19 45 59 101 94:
Old : 152: 41 28 19 45 59 101 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 10.7 30.1 16.7 17.4 9.6 27.9 15.0
Old : 19.1 10.7 30.1 16.7 17.4 9.6 27.9 15.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, December 27, 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 : 103,040: 49,468 7,176 727 21,536 80,374 71,731 88,277: 31,309 14,763
Old : 103,040: 49,468 7,176 727 21,536 80,374 71,731 88,277: 31,309 14,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -34,579: -6,074 -255 -1,162 -24,621 -22,971 -31,857 -24,388: -2,722 -10,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 7.0 0.7 20.9 78.0 69.6 85.7: 30.4 14.3
Old : 100.0: 48.0 7.0 0.7 20.9 78.0 69.6 85.7: 30.4 14.3
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 : 75: 33 9 3 20 20 53 32:
Old : 75: 33 9 3 20 20 53 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 48.7 39.8 66.6 30.1 48.1 39.8 65.3
Old : 30.1 48.7 39.8 66.6 30.1 48.1 39.8 65.3
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 27, 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 : 86,551: 9,032 47,358 0 69,968 17,768 79,000 65,126: 7,551 21,425
Old : 86,551: 9,032 47,358 0 69,968 17,768 79,000 65,126: 7,551 21,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 10,647: 3,785 8,044 0 8,609 1,910 12,394 9,954: -1,747 693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 54.7 0.0 80.8 20.5 91.3 75.2: 8.7 24.8
Old : 100.0: 10.4 54.7 0.0 80.8 20.5 91.3 75.2: 8.7 24.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 7 20 0 13 12 20 32:
Old : 47: 7 20 0 13 12 20 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 42.0 78.3 53.0 59.5 42.0 77.3 53.0
Old : 59.5 42.0 78.3 53.0 59.5 42.0 77.3 53.0
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 27, 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 : 91,636: 38,295 7,660 373 47,237 79,959 85,905 87,992: 5,731 3,644
Old : 91,636: 38,295 7,660 373 47,237 79,959 85,905 87,992: 5,731 3,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -2,219: -3,970 1,684 1 1,791 -4,183 -2,178 -2,498: -41 279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 8.4 0.4 51.5 87.3 93.7 96.0: 6.3 4.0
Old : 100.0: 41.8 8.4 0.4 51.5 87.3 93.7 96.0: 6.3 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 39 12 2 17 14 57 27:
Old : 76: 39 12 2 17 14 57 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 71.9 52.1 85.4 22.8 53.9 40.5 62.6
Old : 31.6 71.9 52.1 85.4 22.8 53.9 40.5 62.6
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 27, 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 : 62,736: 9,474 21,067 0 37,989 25,091 47,463 46,158: 15,273 16,578
Old : 62,736: 9,474 21,067 0 37,989 25,091 47,463 46,158: 15,273 16,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -7,494: 49 3,450 -95 -6,008 -11,532 -6,054 -8,177: -1,440 683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 33.6 0.0 60.6 40.0 75.7 73.6: 24.3 26.4
Old : 100.0: 15.1 33.6 0.0 60.6 40.0 75.7 73.6: 24.3 26.4
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 : 51: 10 16 0 19 12 29 28:
Old : 51: 10 16 0 19 12 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 37.9 57.0 51.0 42.2 35.0 49.6 46.2
Old : 42.9 37.9 57.0 51.0 42.2 35.0 49.6 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, December 27, 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 : 148,945: 16,998 39,127 122 104,516 81,452 121,636 120,701: 27,309 28,244
Old : 148,945: 16,998 39,127 122 104,516 81,452 121,636 120,701: 27,309 28,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 9,442: 4,676 700 50 851 10,640 5,577 11,390: 3,865 -1,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 26.3 0.1 70.2 54.7 81.7 81.0: 18.3 19.0
Old : 100.0: 11.4 26.3 0.1 70.2 54.7 81.7 81.0: 18.3 19.0
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 : 81: 21 26 1 20 23 42 49:
Old : 81: 21 26 1 20 23 42 49:
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 : 46.7 30.2 61.8 44.4 38.6 20.9 49.5 32.9
Old : 46.7 30.2 61.8 44.4 38.6 20.9 49.5 32.9
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 27, 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 : 112,370: 25,937 21,359 2,384 44,261 50,356 72,582 74,099: 39,788 38,271
Old : 112,370: 25,937 21,359 2,384 44,261 50,356 72,582 74,099: 39,788 38,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -11,075: 1,085 1,011 -59 -6,253 -8,152 -5,227 -7,200: -5,848 -3,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 19.0 2.1 39.4 44.8 64.6 65.9: 35.4 34.1
Old : 100.0: 23.1 19.0 2.1 39.4 44.8 64.6 65.9: 35.4 34.1
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 : 96: 31 28 7 23 22 58 54:
Old : 96: 31 28 7 23 22 58 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 : 25.0 30.2 34.5 40.5 21.5 28.3 31.1 36.6
Old : 25.0 30.2 34.5 40.5 21.5 28.3 31.1 36.6
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 27, 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 : 10,731: 6,328 1,887 0 3,366 8,226 9,694 10,113: 1,037 618
Old : 10,731: 6,328 1,887 0 3,366 8,226 9,694 10,113: 1,037 618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -2,502: -652 914 -155 -854 -2,538 -1,661 -1,779: -841 -723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 17.6 0.0 31.4 76.7 90.3 94.2: 9.7 5.8
Old : 100.0: 59.0 17.6 0.0 31.4 76.7 90.3 94.2: 9.7 5.8
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 : 21: 5 3 0 8 6 13 9:
Old : 21: 5 3 0 8 6 13 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 86.6 80.2 93.3 60.0 86.6 79.2 93.3
Old : 60.0 86.6 80.2 93.3 60.0 86.6 79.2 93.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, December 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 45,300: 17,244 721 0 20,401 36,277 37,645 36,998: 7,655 8,302
Old : 45,300: 17,244 721 0 20,401 36,277 37,645 36,998: 7,655 8,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 2,605: 2,851 0 0 -215 3,316 2,636 3,316: -31 -711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 1.6 0.0 45.0 80.1 83.1 81.7: 16.9 18.3
Old : 100.0: 38.1 1.6 0.0 45.0 80.1 83.1 81.7: 16.9 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 : 21: 4 1 0 8 13 12 14:
Old : 21: 4 1 0 8 13 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 43.6 76.3 64.9 61.6 37.4 73.2 57.3
Old : 61.6 43.6 76.3 64.9 61.6 37.4 73.2 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, December 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 8,505,743: 980,684 963,370 1,102,475 5,614,622 5,136,395 7,697,781 7,202,240: 807,962 1,303,503
Old : 8,505,743: 980,684 963,370 1,102,475 5,614,622 5,136,395 7,697,781 7,202,240: 807,962 1,303,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 37,783: 2,107 -25,552 -48,330 74,496 94,567 28,273 20,685: 9,510 17,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 11.3 13.0 66.0 60.4 90.5 84.7: 9.5 15.3
Old : 100.0: 11.5 11.3 13.0 66.0 60.4 90.5 84.7: 9.5 15.3
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 : 265: 54 53 83 120 139 218 243:
Old : 265: 54 53 83 120 139 218 243:
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 : 35.3 17.1 48.2 26.1 34.4 12.9 40.4 20.3
Old : 35.3 17.1 48.2 26.1 34.4 12.9 40.4 20.3
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 27, 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 : 633,845: 58,338 39,142 869 447,319 485,363 506,526 525,374: 127,319 108,471
Old : 633,845: 58,338 39,142 869 447,319 485,363 506,526 525,374: 127,319 108,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -5,168: 3,729 -5,053 -1,034 -802 1,467 1,893 -4,620: -7,061 -548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 6.2 0.1 70.6 76.6 79.9 82.9: 20.1 17.1
Old : 100.0: 9.2 6.2 0.1 70.6 76.6 79.9 82.9: 20.1 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 : 174: 34 29 7 79 57 118 88:
Old : 174: 34 29 7 79 57 118 88:
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 30.1 30.7 45.1 21.7 30.0 30.7 44.9
Old : 21.8 30.1 30.7 45.1 21.7 30.0 30.7 44.9
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 27, 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 : 1,039,230: 155,209 248,706 11,456 515,432 682,278 682,097 942,440: 357,133 96,790
Old : 1,039,230: 155,209 248,706 11,456 515,432 682,278 682,097 942,440: 357,133 96,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 25,865: -39,917 -14,195 4,172 33,608 34,279 -2,137 24,256: 28,002 1,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 23.9 1.1 49.6 65.7 65.6 90.7: 34.4 9.3
Old : 100.0: 14.9 23.9 1.1 49.6 65.7 65.6 90.7: 34.4 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 48 49 11 57 56 110 111:
Old : 184: 48 49 11 57 56 110 111:
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 37.7 31.0 53.5 19.0 36.3 26.0 50.6
Old : 23.5 37.7 31.0 53.5 19.0 36.3 26.0 50.6
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 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 12,178: 2,022 1,052 0 5,774 10,008 7,796 11,060: 4,382 1,118
Old : 12,178: 2,022 1,052 0 5,774 10,008 7,796 11,060: 4,382 1,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 56: 398 0 0 30 -62 428 -62: -372 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 8.6 0.0 47.4 82.2 64.0 90.8: 36.0 9.2
Old : 100.0: 16.6 8.6 0.0 47.4 82.2 64.0 90.8: 36.0 9.2
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 : 28: 4 2 0 15 12 19 14:
Old : 28: 4 2 0 15 12 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 53.6 45.0 74.8 29.1 52.4 44.9 73.2
Old : 29.2 53.6 45.0 74.8 29.1 52.4 44.9 73.2
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 27, 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 : 41,469: 8,513 10,193 0 27,982 27,430 36,495 37,623: 4,974 3,846
Old : 41,469: 8,513 10,193 0 27,982 27,430 36,495 37,623: 4,974 3,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -136: 382 -1,688 0 -699 1,864 -317 176: 181 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 24.6 0.0 67.5 66.1 88.0 90.7: 12.0 9.3
Old : 100.0: 20.5 24.6 0.0 67.5 66.1 88.0 90.7: 12.0 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 7 6 0 20 17 27 23:
Old : 44: 7 6 0 20 17 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 48.4 68.2 71.1 55.2 47.7 67.3 70.4
Old : 55.2 48.4 68.2 71.1 55.2 47.7 67.3 70.4
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 27, 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 : 55,255: 14,032 8,349 286 28,224 40,374 42,542 49,009: 12,713 6,246
Old : 55,255: 14,032 8,349 286 28,224 40,374 42,542 49,009: 12,713 6,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 879: -386 549 286 172 -274 72 561: 807 318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 15.1 0.5 51.1 73.1 77.0 88.7: 23.0 11.3
Old : 100.0: 25.4 15.1 0.5 51.1 73.1 77.0 88.7: 23.0 11.3
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 : 73: 14 11 1 32 24 47 35:
Old : 73: 14 11 1 32 24 47 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 : 35.2 37.0 46.0 55.3 35.2 33.9 44.2 49.6
Old : 35.2 37.0 46.0 55.3 35.2 33.9 44.2 49.6
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 27, 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 : 274,778: 113,257 88,141 3,583 134,787 150,798 251,627 242,522: 23,151 32,256
Old : 274,778: 113,257 88,141 3,583 134,787 150,798 251,627 242,522: 23,151 32,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -7,720: -12,315 3,121 -5,569 9,031 -8,449 -8,853 -10,897: 1,133 3,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 32.1 1.3 49.1 54.9 91.6 88.3: 8.4 11.7
Old : 100.0: 41.2 32.1 1.3 49.1 54.9 91.6 88.3: 8.4 11.7
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 : 179: 66 51 9 41 33 112 88:
Old : 179: 66 51 9 41 33 112 88:
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 45.2 40.6 58.5 23.2 35.6 33.5 45.8
Old : 29.2 45.2 40.6 58.5 23.2 35.6 33.5 45.8
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 27, 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 : 57,071: 13,691 12,787 2 29,658 28,100 43,351 40,889: 13,720 16,182
Old : 57,071: 13,691 12,787 2 29,658 28,100 43,351 40,889: 13,720 16,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 13,756: -806 6,199 2 15,918 3,046 15,114 9,247: -1,358 4,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 22.4 0.0 52.0 49.2 76.0 71.6: 24.0 28.4
Old : 100.0: 24.0 22.4 0.0 52.0 49.2 76.0 71.6: 24.0 28.4
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 : 40: 11 9 1 12 10 24 19:
Old : 40: 11 9 1 12 10 24 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 : 38.0 42.3 56.5 55.6 35.2 42.3 52.9 54.6
Old : 38.0 42.3 56.5 55.6 35.2 42.3 52.9 54.6
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 27, 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 : 29,119: 4,864 5,007 2 19,342 15,511 24,208 20,520: 4,911 8,599
Old : 29,119: 4,864 5,007 2 19,342 15,511 24,208 20,520: 4,911 8,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 285: 0 -1 0 127 -62 127 -63: 158 348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 17.2 0.0 66.4 53.3 83.1 70.5: 16.9 29.5
Old : 100.0: 16.7 17.2 0.0 66.4 53.3 83.1 70.5: 16.9 29.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 1 11 1 28 22 30 33:
Old : 53: 1 11 1 28 22 30 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 : 37.3 24.0 56.8 37.7 37.3 21.5 51.3 32.6
Old : 37.3 24.0 56.8 37.7 37.3 21.5 51.3 32.6
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 27, 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 : 268,723: 27,765 47,474 1,113 212,212 210,047 241,090 258,634: 27,633 10,089
Old : 268,723: 27,765 47,474 1,113 212,212 210,047 241,090 258,634: 27,633 10,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 1,991: 337 487 125 1,701 1,355 2,163 1,967: -172 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 17.7 0.4 79.0 78.2 89.7 96.2: 10.3 3.8
Old : 100.0: 10.3 17.7 0.4 79.0 78.2 89.7 96.2: 10.3 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 28 51 3 35 46 63 100:
Old : 145: 28 51 3 35 46 63 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 35.4 68.5 53.0 55.7 34.7 63.6 49.5
Old : 57.7 35.4 68.5 53.0 55.7 34.7 63.6 49.5
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 27, 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 : 54,362: 13,578 17,460 424 26,849 28,214 40,851 46,098: 13,511 8,264
Old : 54,362: 13,578 17,460 424 26,849 28,214 40,851 46,098: 13,511 8,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 421: -728 -2,400 194 815 1,395 281 -811: 140 1,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 32.1 0.8 49.4 51.9 75.1 84.8: 24.9 15.2
Old : 100.0: 25.0 32.1 0.8 49.4 51.9 75.1 84.8: 24.9 15.2
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 : 78: 23 17 3 20 21 45 39:
Old : 78: 23 17 3 20 21 45 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 : 31.0 37.1 44.8 57.0 31.0 35.6 44.8 55.6
Old : 31.0 37.1 44.8 57.0 31.0 35.6 44.8 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, December 27, 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 : 31,423: 16,655 2,588 14 10,226 7,260 26,895 9,862: 4,528 21,561
Old : 31,423: 16,655 2,588 14 10,226 7,260 26,895 9,862: 4,528 21,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -458: -2,005 131 14 1,599 1,452 -392 1,597: -66 -2,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 8.2 0.0 32.5 23.1 85.6 31.4: 14.4 68.6
Old : 100.0: 53.0 8.2 0.0 32.5 23.1 85.6 31.4: 14.4 68.6
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 : 36: 11 5 1 12 10 23 16:
Old : 36: 11 5 1 12 10 23 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 19.2 63.2 25.2 46.4 11.9 58.8 17.9
Old : 49.7 19.2 63.2 25.2 46.4 11.9 58.8 17.9
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 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 37,721: 442 1,754 1,206 17,355 29,703 19,003 32,663: 18,718 5,058
Old : 37,721: 442 1,754 1,206 17,355 29,703 19,003 32,663: 18,718 5,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 773: 0 -122 100 150 2,643 250 2,621: 523 -1,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 4.6 3.2 46.0 78.7 50.4 86.6: 49.6 13.4
Old : 100.0: 1.2 4.6 3.2 46.0 78.7 50.4 86.6: 49.6 13.4
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 : 41: 3 8 3 18 24 24 33:
Old : 41: 3 8 3 18 24 24 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 : 32.9 41.9 42.3 62.4 8.6 30.4 10.5 38.5
Old : 32.9 41.9 42.3 62.4 8.6 30.4 10.5 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2005