MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 20,965: 893 2,239 1,796 13,168 10,593 15,857 14,628: 5,108 6,337
Old : 20,965: 893 2,239 1,796 13,168 10,593 15,857 14,628: 5,108 6,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -3,076: -296 -196 -387 -2,076 -1,751 -2,759 -2,333: -317 -743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 10.7 8.6 62.8 50.5 75.6 69.8: 24.4 30.2
Old : 100.0: 4.3 10.7 8.6 62.8 50.5 75.6 69.8: 24.4 30.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 9 4 11 21 18 33 30:
Old : 37: 9 4 11 21 18 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 30.7 56.2 49.0 38.8 28.4 54.5 43.2
Old : 38.8 30.7 56.2 49.0 38.8 28.4 54.5 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 112,600: 20,557 18,294 27,456 48,431 32,025 96,444 77,775: 16,156 34,826
Old : 60,663: 17,583 33,850 2,732 34,267 10,195 54,583 46,777: 6,080 13,886
Other: 51,937: 22,059 3,530 5,639 14,164 21,829 41,861 30,998: 10,076 20,939
: : :
: : Changes in Commitments from: August 30, 2005 :
: 3,304: 2,374 -1,417 1,009 -879 2,095 2,504 1,686: 800 1,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 16.2 24.4 43.0 28.4 85.7 69.1: 14.3 30.9
Old : 100.0: 29.0 55.8 4.5 56.5 16.8 90.0 77.1: 10.0 22.9
Other: 100.0: 42.5 6.8 10.9 27.3 42.0 80.6 59.7: 19.4 40.3
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 46 43 58 27 34 119 101:
Old : 141: 45 51 16 20 30 76 86:
Other: 113: 52 17 29 22 30 84 67:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 18.0 38.2 30.0 26.5 14.7 37.0 22.2
Old : 39.0 30.8 57.1 43.9 39.0 30.8 56.8 43.9
Other: 21.3 19.7 37.7 26.9 20.9 19.1 35.9 26.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 153,261: 37,098 33,509 21,038 74,551 62,507 132,686 117,054: 20,574 36,207
Old : 153,261: 37,098 33,509 21,038 74,551 62,507 132,686 117,054: 20,574 36,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 1,271: 2,005 -1,645 559 -2,181 126 383 -959: 888 2,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 21.9 13.7 48.6 40.8 86.6 76.4: 13.4 23.6
Old : 100.0: 24.2 21.9 13.7 48.6 40.8 86.6 76.4: 13.4 23.6
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 : 223: 44 66 54 70 93 149 185:
Old : 223: 44 66 54 70 93 149 185:
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 : 23.3 13.1 38.7 21.1 23.3 10.8 37.1 18.6
Old : 23.3 13.1 38.7 21.1 23.3 10.8 37.1 18.6
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 with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,477: 971 1,598 374 863 632 2,208 2,604: 2,269 1,873
Old : 4,477: 971 1,598 374 863 632 2,208 2,604: 2,269 1,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -378: -22 -305 96 -352 -80 -278 -290: -99 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 35.7 8.3 19.3 14.1 49.3 58.2: 50.7 41.8
Old : 100.0: 21.7 35.7 8.3 19.3 14.1 49.3 58.2: 50.7 41.8
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: 16 12 8 13 12 30 31:
Old : 45: 16 12 8 13 12 30 31:
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 : 21.7 26.5 32.9 36.8 19.9 26.5 28.7 35.8
Old : 21.7 26.5 32.9 36.8 19.9 26.5 28.7 35.8
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 with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 29,377: 12,443 3,440 4,912 7,052 8,945 24,407 17,297: 4,970 12,080
Old : 29,377: 12,443 3,440 4,912 7,052 8,945 24,407 17,297: 4,970 12,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 100: 475 -614 -212 -208 485 55 -342: 44 441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 11.7 16.7 24.0 30.5 83.1 58.9: 16.9 41.1
Old : 100.0: 42.4 11.7 16.7 24.0 30.5 83.1 58.9: 16.9 41.1
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 : 128: 46 20 31 37 35 105 70:
Old : 128: 46 20 31 37 35 105 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 : 17.4 26.1 28.0 32.7 16.3 23.9 26.2 28.5
Old : 17.4 26.1 28.0 32.7 16.3 23.9 26.2 28.5
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 with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 126,451: 47,550 16,892 2,802 44,619 89,886 94,971 109,580: 31,480 16,871
Old : 126,451: 47,550 16,892 2,802 44,619 89,886 94,971 109,580: 31,480 16,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 6,812: 1,172 127 1,489 3,600 6,561 6,261 8,177: 551 -1,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 13.4 2.2 35.3 71.1 75.1 86.7: 24.9 13.3
Old : 100.0: 37.6 13.4 2.2 35.3 71.1 75.1 86.7: 24.9 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 28 15 10 26 26 61 44:
Old : 83: 28 15 10 26 26 61 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 28.8 37.2 51.2 22.3 28.6 32.0 49.3
Old : 23.3 28.8 37.2 51.2 22.3 28.6 32.0 49.3
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 with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 62,100: 14,944 15,729 522 36,899 37,451 52,365 53,702: 9,735 8,398
Old : 62,100: 14,944 15,729 522 36,899 37,451 52,365 53,702: 9,735 8,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -6,165: 10,936 -20,155 521 -26,682 14,716 -15,225 -4,918: 9,060 -1,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 25.3 0.8 59.4 60.3 84.3 86.5: 15.7 13.5
Old : 100.0: 24.1 25.3 0.8 59.4 60.3 84.3 86.5: 15.7 13.5
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 : 39: 9 12 2 7 16 17 29:
Old : 39: 9 12 2 7 16 17 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 41.8 73.5 56.5 43.3 27.6 56.4 39.6
Old : 56.3 41.8 73.5 56.5 43.3 27.6 56.4 39.6
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 with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 75,882: 45,022 1,944 687 26,283 66,784 71,993 69,415: 3,890 6,467
Old : 75,882: 45,022 1,944 687 26,283 66,784 71,993 69,415: 3,890 6,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 5,040: 5,247 -2,951 194 -1,327 8,373 4,114 5,616: 926 -576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 2.6 0.9 34.6 88.0 94.9 91.5: 5.1 8.5
Old : 100.0: 59.3 2.6 0.9 34.6 88.0 94.9 91.5: 5.1 8.5
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 : 81: 43 9 5 19 16 64 28:
Old : 81: 43 9 5 19 16 64 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 : 30.0 68.2 47.8 81.4 30.0 65.4 47.2 78.0
Old : 30.0 68.2 47.8 81.4 30.0 65.4 47.2 78.0
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 with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 84,622: 25,861 14,842 1,564 38,817 62,622 66,242 79,028: 18,380 5,594
Old : 84,622: 25,861 14,842 1,564 38,817 62,622 66,242 79,028: 18,380 5,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 4,213: 7,492 -6,019 880 -6,650 14,809 1,722 9,670: 2,490 -5,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 17.5 1.8 45.9 74.0 78.3 93.4: 21.7 6.6
Old : 100.0: 30.6 17.5 1.8 45.9 74.0 78.3 93.4: 21.7 6.6
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 : 65: 16 18 6 20 24 41 43:
Old : 65: 16 18 6 20 24 41 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 37.8 51.1 56.5 21.1 27.6 34.3 42.1
Old : 35.5 37.8 51.1 56.5 21.1 27.6 34.3 42.1
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 with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 204,091: 6,334 42,715 5,718 174,048 141,357 186,100 189,789: 17,991 14,301
Old : 204,091: 6,334 42,715 5,718 174,048 141,357 186,100 189,789: 17,991 14,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -1,413: 350 -13,567 377 -4,846 14,691 -4,120 1,500: 2,707 -2,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 20.9 2.8 85.3 69.3 91.2 93.0: 8.8 7.0
Old : 100.0: 3.1 20.9 2.8 85.3 69.3 91.2 93.0: 8.8 7.0
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 : 85: 12 30 9 28 35 46 68:
Old : 85: 12 30 9 28 35 46 68:
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 : 46.9 44.6 68.7 59.6 35.6 28.9 49.0 36.5
Old : 46.9 44.6 68.7 59.6 35.6 28.9 49.0 36.5
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 with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 193,835: 38,968 15,060 16,820 87,970 116,549 143,758 148,430: 50,077 45,405
Old : 193,835: 38,968 15,060 16,820 87,970 116,549 143,758 148,430: 50,077 45,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 12,455: 13,501 -15,405 2,691 -9,743 21,814 6,449 9,099: 6,006 3,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 7.8 8.7 45.4 60.1 74.2 76.6: 25.8 23.4
Old : 100.0: 20.1 7.8 8.7 45.4 60.1 74.2 76.6: 25.8 23.4
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 : 107: 43 25 32 32 31 89 74:
Old : 107: 43 25 32 32 31 89 74:
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 : 22.3 30.4 33.1 43.4 18.2 26.8 27.0 36.4
Old : 22.3 30.4 33.1 43.4 18.2 26.8 27.0 36.4
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 with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 9,596: 5,251 0 0 3,051 8,610 8,302 8,610: 1,294 986
Old : 9,596: 5,251 0 0 3,051 8,610 8,302 8,610: 1,294 986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 186: 374 0 0 -201 415 173 415: 13 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 0.0 0.0 31.8 89.7 86.5 89.7: 13.5 10.3
Old : 100.0: 54.7 0.0 0.0 31.8 89.7 86.5 89.7: 13.5 10.3
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 : 20: 7 0 0 5 10 12 10:
Old : 20: 7 0 0 5 10 12 10:
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 : 68.0 71.1 81.0 87.0 63.5 71.1 76.5 83.2
Old : 68.0 71.1 81.0 87.0 63.5 71.1 76.5 83.2
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 with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :14,067,830: 980,159 734,213 4,705,793 7,158,314 6,810,125 12,844,266 12,250,131: 1,223,564 1,817,699
Old :14,067,830: 980,159 734,213 4,705,793 7,158,314 6,810,125 12,844,266 12,250,131: 1,223,564 1,817,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 138,477: 142,171 -327,860 442,474 -533,117 1,696 51,529 116,310: 86,948 22,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 5.2 33.5 50.9 48.4 91.3 87.1: 8.7 12.9
Old : 100.0: 7.0 5.2 33.5 50.9 48.4 91.3 87.1: 8.7 12.9
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 : 295: 61 67 107 154 154 271 275:
Old : 295: 61 67 107 154 154 271 275:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 14.0 33.1 24.0 18.0 6.7 23.7 11.0
Old : 19.7 14.0 33.1 24.0 18.0 6.7 23.7 11.0
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 with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 754,759: 46,392 58,867 49,959 499,849 527,987 596,201 636,813: 158,559 117,946
Old : 754,759: 46,392 58,867 49,959 499,849 527,987 596,201 636,813: 158,559 117,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 22,436: -4,891 -3,813 1,402 18,256 14,224 14,767 11,813: 7,669 10,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 7.8 6.6 66.2 70.0 79.0 84.4: 21.0 15.6
Old : 100.0: 6.1 7.8 6.6 66.2 70.0 79.0 84.4: 21.0 15.6
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 : 207: 45 46 63 91 70 174 142:
Old : 207: 45 46 63 91 70 174 142:
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 : 18.1 30.0 26.7 42.6 18.0 28.0 26.3 40.4
Old : 18.1 30.0 26.7 42.6 18.0 28.0 26.3 40.4
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 with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,237,813: 208,712 359,203 69,030 690,012 699,708 967,753 1,127,940: 270,061 109,873
Old : 1,237,813: 208,712 359,203 69,030 690,012 699,708 967,753 1,127,940: 270,061 109,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 100,330: 23,591 36,073 27,185 21,885 43,094 72,661 106,353: 27,669 -6,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 29.0 5.6 55.7 56.5 78.2 91.1: 21.8 8.9
Old : 100.0: 16.9 29.0 5.6 55.7 56.5 78.2 91.1: 21.8 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 45 70 38 66 72 141 150:
Old : 217: 45 70 38 66 72 141 150:
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 : 22.0 18.9 35.3 31.8 17.6 14.5 27.0 23.0
Old : 22.0 18.9 35.3 31.8 17.6 14.5 27.0 23.0
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 with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,498: 1,439 530 0 7,579 10,344 9,018 10,874: 4,480 2,624
Old : 13,498: 1,439 530 0 7,579 10,344 9,018 10,874: 4,480 2,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 664: 410 0 0 728 119 1,138 119: -474 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 3.9 0.0 56.1 76.6 66.8 80.6: 33.2 19.4
Old : 100.0: 10.7 3.9 0.0 56.1 76.6 66.8 80.6: 33.2 19.4
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 : 32: 4 1 0 18 14 22 15:
Old : 32: 4 1 0 18 14 22 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 : 25.8 35.0 41.1 60.1 25.4 34.2 38.0 57.9
Old : 25.8 35.0 41.1 60.1 25.4 34.2 38.0 57.9
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 with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 35,682: 7,610 1,751 116 18,016 31,618 25,742 33,485: 9,940 2,197
Old : 35,682: 7,610 1,751 116 18,016 31,618 25,742 33,485: 9,940 2,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 1,186: 171 -416 115 -1,128 1,525 -842 1,224: 2,028 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 4.9 0.3 50.5 88.6 72.1 93.8: 27.9 6.2
Old : 100.0: 21.3 4.9 0.3 50.5 88.6 72.1 93.8: 27.9 6.2
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 : 39: 5 4 2 20 17 26 22:
Old : 39: 5 4 2 20 17 26 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 : 40.8 59.6 55.7 80.4 40.6 58.4 53.0 75.0
Old : 40.8 59.6 55.7 80.4 40.6 58.4 53.0 75.0
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 with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 58,947: 6,429 16,164 433 34,433 33,722 41,295 50,318: 17,652 8,629
Old : 58,947: 6,429 16,164 433 34,433 33,722 41,295 50,318: 17,652 8,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 384: 365 107 42 3,646 494 4,053 643: -3,670 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 27.4 0.7 58.4 57.2 70.1 85.4: 29.9 14.6
Old : 100.0: 10.9 27.4 0.7 58.4 57.2 70.1 85.4: 29.9 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 : 83: 12 21 2 35 31 48 53:
Old : 83: 12 21 2 35 31 48 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 30.1 37.1 48.1 23.9 24.4 32.9 40.5
Old : 26.8 30.1 37.1 48.1 23.9 24.4 32.9 40.5
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 with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 335,346: 114,184 79,329 3,399 197,324 196,425 314,907 279,152: 20,440 56,194
Old : 335,346: 114,184 79,329 3,399 197,324 196,425 314,907 279,152: 20,440 56,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -55: 7,819 -12,164 1,729 -14,032 22,328 -4,484 11,893: 4,429 -11,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 23.7 1.0 58.8 58.6 93.9 83.2: 6.1 16.8
Old : 100.0: 34.0 23.7 1.0 58.8 58.6 93.9 83.2: 6.1 16.8
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 : 199: 70 57 15 44 41 123 105:
Old : 199: 70 57 15 44 41 123 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 29.0 55.2 40.2 29.9 17.7 40.7 25.9
Old : 39.9 29.0 55.2 40.2 29.9 17.7 40.7 25.9
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 with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 66,254: 20,798 1,465 0 31,270 56,690 52,068 58,155: 14,186 8,099
Old : 66,254: 20,798 1,465 0 31,270 56,690 52,068 58,155: 14,186 8,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 3,673: 6,656 -1,812 0 -4,059 6,584 2,597 4,772: 1,076 -1,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 2.2 0.0 47.2 85.6 78.6 87.8: 21.4 12.2
Old : 100.0: 31.4 2.2 0.0 47.2 85.6 78.6 87.8: 21.4 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 : 42: 14 2 0 15 19 29 21:
Old : 42: 14 2 0 15 19 29 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 42.5 55.0 69.9 31.9 37.1 45.0 60.4
Old : 39.0 42.5 55.0 69.9 31.9 37.1 45.0 60.4
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 with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 38,156: 221 6,145 55 32,158 25,855 32,434 32,055: 5,722 6,100
Old : 38,156: 221 6,145 55 32,158 25,855 32,434 32,055: 5,722 6,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 932: -559 -77 55 988 1,160 484 1,138: 448 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 16.1 0.1 84.3 67.8 85.0 84.0: 15.0 16.0
Old : 100.0: 0.6 16.1 0.1 84.3 67.8 85.0 84.0: 15.0 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 1 15 1 29 28 31 43:
Old : 58: 1 15 1 29 28 31 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 33.4 69.9 46.8 59.3 32.8 66.7 46.0
Old : 62.5 33.4 69.9 46.8 59.3 32.8 66.7 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 243,437: 19,952 49,184 3,705 205,963 179,112 229,620 232,002: 13,817 11,435
Old : 243,437: 19,952 49,184 3,705 205,963 179,112 229,620 232,002: 13,817 11,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -8,304: 4,001 -4,433 1,186 -15,142 -4,727 -9,954 -7,974: 1,650 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 20.2 1.5 84.6 73.6 94.3 95.3: 5.7 4.7
Old : 100.0: 8.2 20.2 1.5 84.6 73.6 94.3 95.3: 5.7 4.7
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 : 134: 24 45 21 37 50 75 103:
Old : 134: 24 45 21 37 50 75 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 36.8 68.8 53.8 54.6 33.8 62.1 47.2
Old : 58.7 36.8 68.8 53.8 54.6 33.8 62.1 47.2
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 with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 67,196: 19,760 13,132 6,800 22,698 34,741 49,258 54,673: 17,938 12,523
Old : 67,196: 19,760 13,132 6,800 22,698 34,741 49,258 54,673: 17,938 12,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 12,164: 369 202 6,293 3,639 3,101 10,301 9,596: 1,863 2,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 19.5 10.1 33.8 51.7 73.3 81.4: 26.7 18.6
Old : 100.0: 29.4 19.5 10.1 33.8 51.7 73.3 81.4: 26.7 18.6
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 : 86: 24 20 16 23 28 58 55:
Old : 86: 24 20 16 23 28 58 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 35.7 29.7 48.4 14.7 35.7 25.6 44.0
Old : 17.7 35.7 29.7 48.4 14.7 35.7 25.6 44.0
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 with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 39,046: 6,944 2,485 3,489 20,827 10,982 31,260 16,956: 7,786 22,090
Old : 39,046: 6,944 2,485 3,489 20,827 10,982 31,260 16,956: 7,786 22,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 7,513: 388 596 3,310 1,649 -385 5,347 3,521: 2,166 3,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 6.4 8.9 53.3 28.1 80.1 43.4: 19.9 56.6
Old : 100.0: 17.8 6.4 8.9 53.3 28.1 80.1 43.4: 19.9 56.6
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 : 39: 13 5 9 13 10 28 23:
Old : 39: 13 5 9 13 10 28 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 : 46.6 22.3 57.6 30.7 45.9 21.0 55.2 27.1
Old : 46.6 22.3 57.6 30.7 45.9 21.0 55.2 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 39,488: 1,498 2,906 0 19,548 28,546 21,046 31,452: 18,442 8,036
Old : 39,488: 1,498 2,906 0 19,548 28,546 21,046 31,452: 18,442 8,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 2,039: -212 -164 -45 929 3,391 672 3,182: 1,367 -1,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 7.4 0.0 49.5 72.3 53.3 79.6: 46.7 20.4
Old : 100.0: 3.8 7.4 0.0 49.5 72.3 53.3 79.6: 46.7 20.4
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 : 42: 4 10 0 16 24 20 34:
Old : 42: 4 10 0 16 24 20 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 41.8 40.6 61.3 14.2 31.2 19.6 38.0
Old : 29.4 41.8 40.6 61.3 14.2 31.2 19.6 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 9, 2005