MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 22,014: 593 1,757 1,825 13,250 11,413 15,669 14,996: 6,346 7,018
Old : 22,014: 593 1,757 1,825 13,250 11,413 15,669 14,996: 6,346 7,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 609: -351 -268 42 215 605 -94 378: 703 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 8.0 8.3 60.2 51.8 71.2 68.1: 28.8 31.9
Old : 100.0: 2.7 8.0 8.3 60.2 51.8 71.2 68.1: 28.8 31.9
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 : 36: 10 2 9 21 18 32 28:
Old : 36: 10 2 9 21 18 32 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 : 39.8 30.6 55.9 47.0 39.8 28.4 52.9 41.6
Old : 39.8 30.6 55.9 47.0 39.8 28.4 52.9 41.6
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 with Delta-adjusted Options and Futures Combined, September 20, 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 : 116,569: 21,649 17,682 29,184 48,466 33,913 99,299 80,779: 17,270 35,790
Old : 29,442: 14,364 10,000 3,127 5,119 5,978 22,610 19,105: 6,832 10,337
Other: 87,127: 14,225 14,621 19,117 43,347 27,935 76,689 61,673: 10,438 25,453
: : :
: : Changes in Commitments from: September 13, 2005 :
: 4,513: 936 -33 4,418 -67 20 5,286 4,405: -773 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 15.2 25.0 41.6 29.1 85.2 69.3: 14.8 30.7
Old : 100.0: 48.8 34.0 10.6 17.4 20.3 76.8 64.9: 23.2 35.1
Other: 100.0: 16.3 16.8 21.9 49.8 32.1 88.0 70.8: 12.0 29.2
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 57 36 61 31 40 132 109:
Old : 122: 55 23 17 21 31 83 64:
Other: 144: 41 46 51 24 39 105 102:
:----------------------------------------------------------------------------------------------------
: 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 : 26.0 14.4 36.3 24.6 26.0 11.9 36.1 20.4
Old : 21.0 25.5 32.6 35.1 20.7 25.4 30.5 33.1
Other: 33.4 15.8 47.0 26.4 33.4 13.7 46.4 21.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 169,731: 38,271 18,238 33,166 76,747 74,442 148,185 125,846: 21,545 43,884
Old : 169,731: 38,271 18,238 33,166 76,747 74,442 148,185 125,846: 21,545 43,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 8,482: 1,016 -3,130 5,040 2,322 5,046 8,378 6,956: 103 1,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 10.7 19.5 45.2 43.9 87.3 74.1: 12.7 25.9
Old : 100.0: 22.5 10.7 19.5 45.2 43.9 87.3 74.1: 12.7 25.9
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 : 248: 63 48 64 72 110 174 198:
Old : 248: 63 48 64 72 110 174 198:
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 12.6 34.4 20.1 21.7 10.5 32.8 17.4
Old : 21.7 12.6 34.4 20.1 21.7 10.5 32.8 17.4
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 20, 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 : 4,405: 1,163 1,510 337 643 695 2,143 2,542: 2,262 1,863
Old : 4,405: 1,163 1,510 337 643 695 2,143 2,542: 2,262 1,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 68: -116 -123 80 22 123 -14 80: 82 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 34.3 7.7 14.6 15.8 48.7 57.7: 51.3 42.3
Old : 100.0: 26.4 34.3 7.7 14.6 15.8 48.7 57.7: 51.3 42.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 14 13 7 12 13 29 30:
Old : 45: 14 13 7 12 13 29 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 : 23.9 29.2 34.5 39.1 23.9 29.2 33.3 37.4
Old : 23.9 29.2 34.5 39.1 23.9 29.2 33.3 37.4
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 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 31,867: 12,281 1,939 6,308 7,678 9,621 26,267 17,868: 5,600 13,999
Old : 31,867: 12,281 1,939 6,308 7,678 9,621 26,267 17,868: 5,600 13,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 1,013: -1,131 -483 779 839 587 487 883: 525 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 6.1 19.8 24.1 30.2 82.4 56.1: 17.6 43.9
Old : 100.0: 38.5 6.1 19.8 24.1 30.2 82.4 56.1: 17.6 43.9
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 : 153: 55 20 28 44 53 116 87:
Old : 153: 55 20 28 44 53 116 87:
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 : 13.3 21.7 23.3 26.9 13.0 16.5 21.3 19.9
Old : 13.3 21.7 23.3 26.9 13.0 16.5 21.3 19.9
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 20, 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 : 154,519: 46,935 19,247 3,846 63,801 106,306 114,582 129,398: 39,938 25,122
Old : 154,519: 46,935 19,247 3,846 63,801 106,306 114,582 129,398: 39,938 25,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 7,853: -28 2,865 1,039 3,392 -1,227 4,402 2,676: 3,451 5,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 12.5 2.5 41.3 68.8 74.2 83.7: 25.8 16.3
Old : 100.0: 30.4 12.5 2.5 41.3 68.8 74.2 83.7: 25.8 16.3
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 : 87: 27 19 9 28 32 59 56:
Old : 87: 27 19 9 28 32 59 56:
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 : 21.9 27.2 37.3 45.2 17.4 22.4 26.2 35.5
Old : 21.9 27.2 37.3 45.2 17.4 22.4 26.2 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 57,622: 2,488 33,398 0 45,590 6,728 48,078 40,126: 9,544 17,496
Old : 57,622: 2,488 33,398 0 45,590 6,728 48,078 40,126: 9,544 17,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -3,620: -1,687 14,257 -147 2,220 -22,808 386 -8,698: -4,006 5,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 58.0 0.0 79.1 11.7 83.4 69.6: 16.6 30.4
Old : 100.0: 4.3 58.0 0.0 79.1 11.7 83.4 69.6: 16.6 30.4
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 : 36: 2 17 0 14 6 16 23:
Old : 36: 2 17 0 14 6 16 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 : 57.8 36.5 72.4 51.0 53.7 36.5 68.3 49.8
Old : 57.8 36.5 72.4 51.0 53.7 36.5 68.3 49.8
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 20, 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 : 74,737: 39,820 4,517 127 28,981 63,710 68,928 68,354: 5,809 6,383
Old : 74,737: 39,820 4,517 127 28,981 63,710 68,928 68,354: 5,809 6,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -13,735: -5,190 -880 -1,422 -5,199 -9,847 -11,811 -12,149: -1,924 -1,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 6.0 0.2 38.8 85.2 92.2 91.5: 7.8 8.5
Old : 100.0: 53.3 6.0 0.2 38.8 85.2 92.2 91.5: 7.8 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 : 75: 40 7 1 14 17 55 24:
Old : 75: 40 7 1 14 17 55 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 76.7 53.5 85.1 34.0 76.7 53.2 85.1
Old : 34.4 76.7 53.5 85.1 34.0 76.7 53.2 85.1
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 20, 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 : 69,431: 24,443 13,999 489 22,636 41,312 47,568 55,800: 21,862 13,631
Old : 69,431: 24,443 13,999 489 22,636 41,312 47,568 55,800: 21,862 13,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -24,067: -2,806 5,065 -858 -18,565 -26,074 -22,229 -21,867: -1,838 -2,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 20.2 0.7 32.6 59.5 68.5 80.4: 31.5 19.6
Old : 100.0: 35.2 20.2 0.7 32.6 59.5 68.5 80.4: 31.5 19.6
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 : 51: 15 12 4 13 18 31 31:
Old : 51: 15 12 4 13 18 31 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 : 33.8 35.8 48.8 54.7 28.7 34.4 43.1 50.6
Old : 33.8 35.8 48.8 54.7 28.7 34.4 43.1 50.6
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 20, 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 : 152,415: 9,692 59,851 3,822 114,393 57,664 127,907 121,337: 24,508 31,078
Old : 152,415: 9,692 59,851 3,822 114,393 57,664 127,907 121,337: 24,508 31,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -61,386: 1,055 14,004 -1,937 -55,603 -74,738 -56,484 -62,671: -4,902 1,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 39.3 2.5 75.1 37.8 83.9 79.6: 16.1 20.4
Old : 100.0: 6.4 39.3 2.5 75.1 37.8 83.9 79.6: 16.1 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 : 82: 13 31 6 30 24 46 58:
Old : 82: 13 31 6 30 24 46 58:
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 29.2 60.2 45.2 39.5 23.8 51.9 36.1
Old : 42.8 29.2 60.2 45.2 39.5 23.8 51.9 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 138,361: 28,933 31,074 10,751 55,615 50,849 95,299 92,674: 43,062 45,688
Old : 138,361: 28,933 31,074 10,751 55,615 50,849 95,299 92,674: 43,062 45,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -41,036: 443 9,077 574 -35,594 -53,350 -34,576 -43,699: -6,460 2,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 22.5 7.8 40.2 36.8 68.9 67.0: 31.1 33.0
Old : 100.0: 20.9 22.5 7.8 40.2 36.8 68.9 67.0: 31.1 33.0
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 : 106: 39 31 30 28 25 79 74:
Old : 106: 39 31 30 28 25 79 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 : 18.4 28.6 30.8 39.4 18.4 27.5 30.7 37.2
Old : 18.4 28.6 30.8 39.4 18.4 27.5 30.7 37.2
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 with Delta-adjusted Options and Futures Combined, September 20, 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 : 30,652: 7,964 3,482 285 16,112 20,982 24,361 24,749: 6,291 5,903
Old : 30,652: 7,964 3,482 285 16,112 20,982 24,361 24,749: 6,291 5,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -12,867: 6,754 678 -895 -19,994 -14,487 -14,135 -14,704: 1,268 1,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 11.4 0.9 52.6 68.5 79.5 80.7: 20.5 19.3
Old : 100.0: 26.0 11.4 0.9 52.6 68.5 79.5 80.7: 20.5 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 2 2 10 12 13 15:
Old : 21: 2 2 2 10 12 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 43.5 72.5 64.6 53.9 43.4 70.1 63.1
Old : 55.3 43.5 72.5 64.6 53.9 43.4 70.1 63.1
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 20, 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 :11,523,019: 856,973 678,156 3,297,902 6,449,237 6,088,046 10,604,112 10,064,104: 918,907 1,458,914
Old :11,523,019: 856,973 678,156 3,297,902 6,449,237 6,088,046 10,604,112 10,064,104: 918,907 1,458,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
:-2,535,917: -76,587 -2,349 -1,544,131 -818,013 -847,345 -2,438,731 -2,393,825: -97,186 -142,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 5.9 28.6 56.0 52.8 92.0 87.3: 8.0 12.7
Old : 100.0: 7.4 5.9 28.6 56.0 52.8 92.0 87.3: 8.0 12.7
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 : 276: 62 55 100 141 149 245 264:
Old : 276: 62 55 100 141 149 245 264:
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 12.9 36.4 22.3 21.8 7.6 28.0 12.5
Old : 23.3 12.9 36.4 22.3 21.8 7.6 28.0 12.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 694,670: 47,181 57,698 38,683 473,095 477,059 558,958 573,440: 135,711 121,230
Old : 694,670: 47,181 57,698 38,683 473,095 477,059 558,958 573,440: 135,711 121,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -120,864: -2,952 -5,977 -15,647 -64,003 -78,011 -82,603 -99,635: -38,261 -21,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 8.3 5.6 68.1 68.7 80.5 82.5: 19.5 17.5
Old : 100.0: 6.8 8.3 5.6 68.1 68.7 80.5 82.5: 19.5 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 47 38 56 90 64 166 129:
Old : 204: 47 38 56 90 64 166 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 27.6 28.9 40.3 19.9 27.5 28.8 40.3
Old : 20.0 27.6 28.9 40.3 19.9 27.5 28.8 40.3
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 20, 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 : 931,325: 153,792 257,580 35,133 459,104 564,049 648,028 856,762: 283,297 74,563
Old : 931,325: 153,792 257,580 35,133 459,104 564,049 648,028 856,762: 283,297 74,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -537,463: -60,845 -129,701 -47,105 -409,037 -277,596 -516,987 -454,401: -20,476 -83,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 27.7 3.8 49.3 60.6 69.6 92.0: 30.4 8.0
Old : 100.0: 16.5 27.7 3.8 49.3 60.6 69.6 92.0: 30.4 8.0
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 : 182: 38 61 31 58 53 114 127:
Old : 182: 38 61 31 58 53 114 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 28.2 30.8 42.5 19.9 27.2 28.5 39.2
Old : 19.9 28.2 30.8 42.5 19.9 27.2 28.5 39.2
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 20, 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 : 12,501: 1,551 427 0 6,556 11,128 8,107 11,555: 4,394 946
Old : 12,501: 1,551 427 0 6,556 11,128 8,107 11,555: 4,394 946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -7,813: 400 0 -505 -6,652 -4,666 -6,757 -5,171: -1,056 -2,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 3.4 0.0 52.4 89.0 64.9 92.4: 35.1 7.6
Old : 100.0: 12.4 3.4 0.0 52.4 89.0 64.9 92.4: 35.1 7.6
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 : 34: 3 1 1 18 16 21 18:
Old : 34: 3 1 1 18 16 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 48.3 41.5 67.6 26.6 47.6 41.5 66.3
Old : 26.6 48.3 41.5 67.6 26.6 47.6 41.5 66.3
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 20, 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 : 27,055: 6,028 4,029 0 17,525 17,867 23,553 21,896: 3,502 5,159
Old : 27,055: 6,028 4,029 0 17,525 17,867 23,553 21,896: 3,502 5,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -21,799: -1,677 1,261 -3,059 -7,337 -18,676 -12,073 -20,474: -9,726 -1,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 14.9 0.0 64.8 66.0 87.1 80.9: 12.9 19.1
Old : 100.0: 22.3 14.9 0.0 64.8 66.0 87.1 80.9: 12.9 19.1
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 : 36: 4 5 0 18 16 22 21:
Old : 36: 4 5 0 18 16 22 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 : 56.8 44.7 71.5 60.9 56.8 44.3 71.2 57.5
Old : 56.8 44.7 71.5 60.9 56.8 44.3 71.2 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 52,278: 5,820 11,718 397 30,742 33,106 36,959 45,221: 15,319 7,057
Old : 52,278: 5,820 11,718 397 30,742 33,106 36,959 45,221: 15,319 7,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -25,062: -1,401 -5,761 -1,132 -19,589 -14,122 -22,122 -21,015: -2,940 -4,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 22.4 0.8 58.8 63.3 70.7 86.5: 29.3 13.5
Old : 100.0: 11.1 22.4 0.8 58.8 63.3 70.7 86.5: 29.3 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 : 79: 10 18 2 35 26 47 44:
Old : 79: 10 18 2 35 26 47 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 : 29.6 33.0 39.5 48.2 28.2 28.4 37.3 43.4
Old : 29.6 33.0 39.5 48.2 28.2 28.4 37.3 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 231,253: 100,508 71,699 2,845 112,548 108,914 215,901 183,459: 15,352 47,794
Old : 231,253: 100,508 71,699 2,845 112,548 108,914 215,901 183,459: 15,352 47,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -163,716: -24,441 -10,249 -9,702 -118,849 -129,572 -152,992 -149,523: -10,724 -14,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 31.0 1.2 48.7 47.1 93.4 79.3: 6.6 20.7
Old : 100.0: 43.5 31.0 1.2 48.7 47.1 93.4 79.3: 6.6 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 47 61 12 34 32 90 96:
Old : 166: 47 61 12 34 32 90 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 23.2 45.9 34.4 30.5 16.9 44.0 26.0
Old : 30.6 23.2 45.9 34.4 30.5 16.9 44.0 26.0
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 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 79,139: 36,201 0 0 16,360 72,611 52,561 72,611: 26,578 6,528
Old : 79,139: 36,201 0 0 16,360 72,611 52,561 72,611: 26,578 6,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -17,780: -84 -3,043 -1,395 -15,910 -10,201 -17,389 -14,639: -391 -3,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 0.0 0.0 20.7 91.8 66.4 91.8: 33.6 8.2
Old : 100.0: 45.7 0.0 0.0 20.7 91.8 66.4 91.8: 33.6 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 18 0 0 9 17 27 17:
Old : 40: 18 0 0 9 17 27 17:
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 : 39.8 50.7 50.9 75.6 39.8 50.7 50.9 75.5
Old : 39.8 50.7 50.9 75.6 39.8 50.7 50.9 75.5
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 20, 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 : 31,195: 1,178 5,677 0 25,740 20,853 26,918 26,530: 4,277 4,664
Old : 31,195: 1,178 5,677 0 25,740 20,853 26,918 26,530: 4,277 4,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -15,300: 393 -489 -896 -13,564 -11,463 -14,067 -12,848: -1,233 -2,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 18.2 0.0 82.5 66.8 86.3 85.0: 13.7 15.0
Old : 100.0: 3.8 18.2 0.0 82.5 66.8 86.3 85.0: 13.7 15.0
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 : 62: 3 13 1 30 28 33 42:
Old : 62: 3 13 1 30 28 33 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 31.9 61.9 47.5 51.9 29.9 61.9 45.6
Old : 52.0 31.9 61.9 47.5 51.9 29.9 61.9 45.6
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 with Delta-adjusted Options and Futures Combined, September 20, 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 : 215,078: 16,260 50,131 1,413 189,659 152,042 207,331 203,586: 7,747 11,493
Old : 215,078: 16,260 50,131 1,413 189,659 152,042 207,331 203,586: 7,747 11,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -76,029: -4,042 1,899 -6,381 -46,510 -62,131 -56,933 -66,612: -19,096 -9,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 23.3 0.7 88.2 70.7 96.4 94.7: 3.6 5.3
Old : 100.0: 7.6 23.3 0.7 88.2 70.7 96.4 94.7: 3.6 5.3
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 : 127: 24 43 12 34 47 64 96:
Old : 127: 24 43 12 34 47 64 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 42.1 71.7 58.1 54.8 40.4 65.3 52.3
Old : 57.6 42.1 71.7 58.1 54.8 40.4 65.3 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 49,052: 17,507 18,613 1,356 19,946 24,589 38,809 44,558: 10,243 4,494
Old : 49,052: 17,507 18,613 1,356 19,946 24,589 38,809 44,558: 10,243 4,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 3,868: 1,533 2,606 125 3,295 1,985 4,953 4,716: -1,085 -848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 37.9 2.8 40.7 50.1 79.1 90.8: 20.9 9.2
Old : 100.0: 35.7 37.9 2.8 40.7 50.1 79.1 90.8: 20.9 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 : 82: 27 16 3 23 17 52 36:
Old : 82: 27 16 3 23 17 52 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 47.1 37.7 58.8 23.8 47.1 36.7 58.7
Old : 24.4 47.1 37.7 58.8 23.8 47.1 36.7 58.7
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 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 34,289: 12,465 1,533 236 16,961 1,490 29,662 3,259: 4,627 31,030
Old : 34,289: 12,465 1,533 236 16,961 1,490 29,662 3,259: 4,627 31,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 5,706: 488 -409 -2 3,749 151 4,235 -260: 1,471 5,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 4.5 0.7 49.5 4.3 86.5 9.5: 13.5 90.5
Old : 100.0: 36.4 4.5 0.7 49.5 4.3 86.5 9.5: 13.5 90.5
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 : 24: 12 2 1 7 4 19 7:
Old : 24: 12 2 1 7 4 19 7:
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 : 61.3 7.1 73.4 9.5 60.6 7.1 72.6 8.1
Old : 61.3 7.1 73.4 9.5 60.6 7.1 72.6 8.1
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 20, 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 : 39,399: 2,809 2,696 0 15,467 31,093 18,276 33,789: 21,123 5,610
Old : 39,399: 2,809 2,696 0 15,467 31,093 18,276 33,789: 21,123 5,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -2,299: 1,311 -391 -80 -5,844 1,746 -4,613 1,275: 2,314 -3,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 6.8 0.0 39.3 78.9 46.4 85.8: 53.6 14.2
Old : 100.0: 7.1 6.8 0.0 39.3 78.9 46.4 85.8: 53.6 14.2
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 : 40: 4 9 0 14 23 18 32:
Old : 40: 4 9 0 14 23 18 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 : 24.6 38.8 36.3 63.5 13.4 33.0 16.9 46.0
Old : 24.6 38.8 36.3 63.5 13.4 33.0 16.9 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2005