MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 19,707: 496 1,849 1,375 12,331 9,090 14,202 12,313: 5,505 7,394
Old : 19,707: 496 1,849 1,375 12,331 9,090 14,202 12,313: 5,505 7,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -2,895: -154 28 -526 -1,281 -2,561 -1,961 -3,059: -934 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 9.4 7.0 62.6 46.1 72.1 62.5: 27.9 37.5
Old : 100.0: 2.5 9.4 7.0 62.6 46.1 72.1 62.5: 27.9 37.5
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 : 32: 7 5 10 18 12 29 23:
Old : 32: 7 5 10 18 12 29 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 : 42.6 30.8 56.5 46.2 42.6 27.7 54.6 40.3
Old : 42.6 30.8 56.5 46.2 42.6 27.7 54.6 40.3
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, October 4, 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 : 123,965: 25,691 19,321 29,959 49,376 37,330 105,026 86,611: 18,939 37,354
Old : 123,965: 25,691 19,321 29,959 49,376 37,330 105,026 86,611: 18,939 37,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 3,218: 1,768 66 538 -822 1,875 1,484 2,479: 1,734 739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 15.6 24.2 39.8 30.1 84.7 69.9: 15.3 30.1
Old : 100.0: 20.7 15.6 24.2 39.8 30.1 84.7 69.9: 15.3 30.1
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 : 167: 57 45 58 30 42 135 109:
Old : 167: 57 45 58 30 42 135 109:
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 : 25.3 14.3 35.5 25.0 25.3 12.9 34.8 21.1
Old : 25.3 14.3 35.5 25.0 25.3 12.9 34.8 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 192,705: 50,594 16,288 40,934 78,048 85,259 169,577 142,482: 23,128 50,224
Old : 192,705: 50,594 16,288 40,934 78,048 85,259 169,577 142,482: 23,128 50,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 14,604: 7,054 -3,547 5,354 889 7,979 13,296 9,786: 1,308 4,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 8.5 21.2 40.5 44.2 88.0 73.9: 12.0 26.1
Old : 100.0: 26.3 8.5 21.2 40.5 44.2 88.0 73.9: 12.0 26.1
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 : 262: 74 48 63 77 117 191 200:
Old : 262: 74 48 63 77 117 191 200:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 12.5 32.1 19.8 19.8 9.2 30.3 15.1
Old : 19.8 12.5 32.1 19.8 19.8 9.2 30.3 15.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 4,612: 1,161 714 482 704 1,498 2,348 2,694: 2,264 1,918
Old : 4,612: 1,161 714 482 704 1,498 2,348 2,694: 2,264 1,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 33: -57 -267 28 45 408 17 169: 16 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 15.5 10.5 15.3 32.5 50.9 58.4: 49.1 41.6
Old : 100.0: 25.2 15.5 10.5 15.3 32.5 50.9 58.4: 49.1 41.6
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 : 55: 16 12 9 11 24 32 40:
Old : 55: 16 12 9 11 24 32 40:
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 : 24.7 17.3 35.3 29.4 24.6 17.3 31.3 26.8
Old : 24.7 17.3 35.3 29.4 24.6 17.3 31.3 26.8
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, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 32,820: 11,904 1,546 6,743 7,830 10,577 26,477 18,865: 6,343 13,954
Old : 32,820: 11,904 1,546 6,743 7,830 10,577 26,477 18,865: 6,343 13,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -484: -382 -409 170 -515 35 -727 -204: 243 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 4.7 20.5 23.9 32.2 80.7 57.5: 19.3 42.5
Old : 100.0: 36.3 4.7 20.5 23.9 32.2 80.7 57.5: 19.3 42.5
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 : 154: 57 13 31 44 57 115 95:
Old : 154: 57 13 31 44 57 115 95:
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 : 13.9 20.5 24.5 25.2 12.6 14.0 21.8 17.0
Old : 13.9 20.5 24.5 25.2 12.6 14.0 21.8 17.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 115,220: 48,323 8,781 2,953 26,348 84,898 77,624 96,631: 37,596 18,589
Old : 115,220: 48,323 8,781 2,953 26,348 84,898 77,624 96,631: 37,596 18,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -1,463: -3,389 1,612 177 872 -2,480 -2,340 -691: 877 -772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 7.6 2.6 22.9 73.7 67.4 83.9: 32.6 16.1
Old : 100.0: 41.9 7.6 2.6 22.9 73.7 67.4 83.9: 32.6 16.1
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 : 84: 29 17 11 18 28 51 52:
Old : 84: 29 17 11 18 28 51 52:
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 : 25.1 30.4 38.0 51.4 25.1 29.7 38.0 50.7
Old : 25.1 30.4 38.0 51.4 25.1 29.7 38.0 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 88,230: 9,973 57,099 0 69,953 8,884 79,926 65,983: 8,304 22,247
Old : 88,230: 9,973 57,099 0 69,953 8,884 79,926 65,983: 8,304 22,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 11,020: 3,835 7,230 0 5,671 2,588 9,506 9,818: 1,514 1,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 64.7 0.0 79.3 10.1 90.6 74.8: 9.4 25.2
Old : 100.0: 11.3 64.7 0.0 79.3 10.1 90.6 74.8: 9.4 25.2
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 : 52: 4 30 0 15 7 19 37:
Old : 52: 4 30 0 15 7 19 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 33.3 76.0 46.0 53.6 33.3 74.4 46.0
Old : 55.0 33.3 76.0 46.0 53.6 33.3 74.4 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 81,422: 60,168 3,894 0 14,360 72,660 74,528 76,554: 6,894 4,868
Old : 81,422: 60,168 3,894 0 14,360 72,660 74,528 76,554: 6,894 4,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 1,321: 20,091 -3,521 -53 -20,491 5,852 -453 2,278: 1,774 -957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 4.8 0.0 17.6 89.2 91.5 94.0: 8.5 6.0
Old : 100.0: 73.9 4.8 0.0 17.6 89.2 91.5 94.0: 8.5 6.0
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 : 91: 53 8 0 16 17 69 25:
Old : 91: 53 8 0 16 17 69 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 73.6 51.0 86.0 30.5 73.5 51.0 85.9
Old : 30.5 73.6 51.0 86.0 30.5 73.5 51.0 85.9
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, October 4, 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 : 91,960: 19,908 37,159 669 53,630 34,747 74,207 72,575: 17,754 19,385
Old : 91,960: 19,908 37,159 669 53,630 34,747 74,207 72,575: 17,754 19,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 12,599: -7,529 11,984 -13 23,148 -1,259 15,606 10,712: -3,007 1,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 40.4 0.7 58.3 37.8 80.7 78.9: 19.3 21.1
Old : 100.0: 21.6 40.4 0.7 58.3 37.8 80.7 78.9: 19.3 21.1
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 : 62: 13 20 6 21 16 40 36:
Old : 62: 13 20 6 21 16 40 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 : 30.3 36.1 50.4 53.2 26.5 36.1 45.2 48.6
Old : 30.3 36.1 50.4 53.2 26.5 36.1 45.2 48.6
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, October 4, 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 : 193,871: 13,676 80,004 4,593 147,267 74,700 165,535 159,297: 28,336 34,574
Old : 193,871: 13,676 80,004 4,593 147,267 74,700 165,535 159,297: 28,336 34,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 30,131: 2,733 7,106 354 24,636 22,934 27,724 30,395: 2,407 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 41.3 2.4 76.0 38.5 85.4 82.2: 14.6 17.8
Old : 100.0: 7.1 41.3 2.4 76.0 38.5 85.4 82.2: 14.6 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 18 44 7 29 25 51 72:
Old : 100: 18 44 7 29 25 51 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 28.2 63.0 44.1 44.0 25.3 56.7 38.2
Old : 45.5 28.2 63.0 44.1 44.0 25.3 56.7 38.2
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, October 4, 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 : 169,924: 34,068 36,865 14,455 72,557 61,915 121,080 113,235: 48,844 56,689
Old : 169,924: 34,068 36,865 14,455 72,557 61,915 121,080 113,235: 48,844 56,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 11,643: 1,613 2,018 2,131 5,211 799 8,954 4,948: 2,689 6,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 21.7 8.5 42.7 36.4 71.3 66.6: 28.7 33.4
Old : 100.0: 20.0 21.7 8.5 42.7 36.4 71.3 66.6: 28.7 33.4
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 : 122: 47 33 32 31 30 88 85:
Old : 122: 47 33 32 31 30 88 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 28.2 28.2 37.7 16.2 27.0 27.3 34.7
Old : 16.2 28.2 28.2 37.7 16.2 27.0 27.3 34.7
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, October 4, 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 : 39,084: 9,022 3,401 6 23,527 25,681 32,555 29,088: 6,529 9,996
Old : 39,084: 9,022 3,401 6 23,527 25,681 32,555 29,088: 6,529 9,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 2,468: -308 873 0 3,851 -7 3,543 866: -1,075 1,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 8.7 0.0 60.2 65.7 83.3 74.4: 16.7 25.6
Old : 100.0: 23.1 8.7 0.0 60.2 65.7 83.3 74.4: 16.7 25.6
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 : 21: 2 2 1 10 13 13 15:
Old : 21: 2 2 1 10 13 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 : 52.1 51.7 72.3 66.4 51.3 48.1 68.0 61.6
Old : 52.1 51.7 72.3 66.4 51.3 48.1 68.0 61.6
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, October 4, 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 :13,098,630: 817,897 979,094 4,100,532 7,076,292 6,435,219 11,994,722 11,514,845: 1,103,909 1,583,785
Old :13,098,630: 817,897 979,094 4,100,532 7,076,292 6,435,219 11,994,722 11,514,845: 1,103,909 1,583,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 819,013: -52,044 198,003 474,780 264,546 96,012 687,283 768,795: 131,731 50,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 7.5 31.3 54.0 49.1 91.6 87.9: 8.4 12.1
Old : 100.0: 6.2 7.5 31.3 54.0 49.1 91.6 87.9: 8.4 12.1
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 : 286: 60 69 105 136 148 246 276:
Old : 286: 60 69 105 136 148 246 276:
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 : 21.2 12.2 34.8 20.9 19.6 6.5 27.0 10.8
Old : 21.2 12.2 34.8 20.9 19.6 6.5 27.0 10.8
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, October 4, 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 : 705,593: 52,688 63,314 44,581 461,460 483,885 558,730 591,780: 146,863 113,813
Old : 705,593: 52,688 63,314 44,581 461,460 483,885 558,730 591,780: 146,863 113,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 5,110: 2,428 2,010 4,639 -1,732 1,262 5,336 7,912: -226 -2,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 9.0 6.3 65.4 68.6 79.2 83.9: 20.8 16.1
Old : 100.0: 7.5 9.0 6.3 65.4 68.6 79.2 83.9: 20.8 16.1
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 : 208: 51 38 58 90 66 168 135:
Old : 208: 51 38 58 90 66 168 135:
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 : 19.3 27.1 27.4 39.4 19.3 27.1 27.3 39.4
Old : 19.3 27.1 27.4 39.4 19.3 27.1 27.3 39.4
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, October 4, 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 : 1,006,727: 190,112 246,094 41,517 521,751 596,598 753,381 884,210: 253,346 122,517
Old : 1,006,727: 190,112 246,094 41,517 521,751 596,598 753,381 884,210: 253,346 122,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 21,280: 8,780 9,866 15,319 13,120 -20,072 37,219 5,113: -15,939 16,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 24.4 4.1 51.8 59.3 74.8 87.8: 25.2 12.2
Old : 100.0: 18.9 24.4 4.1 51.8 59.3 74.8 87.8: 25.2 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 49 54 31 59 61 126 128:
Old : 191: 49 54 31 59 61 126 128:
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 26.4 31.3 40.8 18.9 24.8 28.9 36.4
Old : 19.7 26.4 31.3 40.8 18.9 24.8 28.9 36.4
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, October 4, 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 : 12,780: 1,940 427 0 6,660 11,324 8,600 11,751: 4,180 1,029
Old : 12,780: 1,940 427 0 6,660 11,324 8,600 11,751: 4,180 1,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 159: 154 0 0 -332 -145 -178 -145: 337 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 3.3 0.0 52.1 88.6 67.3 91.9: 32.7 8.1
Old : 100.0: 15.2 3.3 0.0 52.1 88.6 67.3 91.9: 32.7 8.1
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 : 35: 5 1 1 18 15 23 17:
Old : 35: 5 1 1 18 15 23 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 : 25.0 49.5 38.9 69.6 25.0 48.9 38.9 68.6
Old : 25.0 49.5 38.9 69.6 25.0 48.9 38.9 68.6
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, October 4, 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 : 33,351: 7,323 3,681 98 21,655 25,512 29,076 29,291: 4,275 4,060
Old : 33,351: 7,323 3,681 98 21,655 25,512 29,076 29,291: 4,275 4,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 3,322: 1,126 -1,427 30 1,708 5,267 2,864 3,870: 458 -548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 11.0 0.3 64.9 76.5 87.2 87.8: 12.8 12.2
Old : 100.0: 22.0 11.0 0.3 64.9 76.5 87.2 87.8: 12.8 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 : 44: 7 4 1 20 21 27 26:
Old : 44: 7 4 1 20 21 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 44.4 70.2 61.2 52.3 44.3 66.1 60.8
Old : 55.0 44.4 70.2 61.2 52.3 44.3 66.1 60.8
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, October 4, 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 : 56,929: 9,460 9,527 1,604 28,696 35,769 39,760 46,900: 17,169 10,028
Old : 56,929: 9,460 9,527 1,604 28,696 35,769 39,760 46,900: 17,169 10,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -45: 3,942 -3,197 974 -1,316 852 3,600 -1,371: -3,644 1,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 16.7 2.8 50.4 62.8 69.8 82.4: 30.2 17.6
Old : 100.0: 16.6 16.7 2.8 50.4 62.8 69.8 82.4: 30.2 17.6
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 : 78: 14 15 3 33 25 49 41:
Old : 78: 14 15 3 33 25 49 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 27.6 37.1 43.5 25.6 23.4 34.9 38.6
Old : 26.9 27.6 37.1 43.5 25.6 23.4 34.9 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 270,515: 105,990 81,409 3,090 128,565 119,850 237,645 204,349: 32,870 66,166
Old : 270,515: 105,990 81,409 3,090 128,565 119,850 237,645 204,349: 32,870 66,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 4,290: 17,481 -3,797 29 -31,771 15,836 -14,261 12,068: 18,551 -7,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 30.1 1.1 47.5 44.3 87.8 75.5: 12.2 24.5
Old : 100.0: 39.2 30.1 1.1 47.5 44.3 87.8 75.5: 12.2 24.5
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 : 186: 66 60 13 38 37 110 104:
Old : 186: 66 60 13 38 37 110 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 19.8 45.8 31.4 27.4 14.4 39.7 24.1
Old : 32.9 19.8 45.8 31.4 27.4 14.4 39.7 24.1
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, October 4, 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 : 70,271: 29,452 582 0 16,799 60,544 46,251 61,126: 24,020 9,145
Old : 70,271: 29,452 582 0 16,799 60,544 46,251 61,126: 24,020 9,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 6,372: 5,925 0 0 96 6,432 6,021 6,432: 351 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 0.8 0.0 23.9 86.2 65.8 87.0: 34.2 13.0
Old : 100.0: 41.9 0.8 0.0 23.9 86.2 65.8 87.0: 34.2 13.0
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 : 35: 16 1 0 9 13 25 14:
Old : 35: 16 1 0 9 13 25 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 55.4 51.8 76.6 43.9 55.2 51.7 76.4
Old : 43.9 55.4 51.8 76.6 43.9 55.2 51.7 76.4
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, October 4, 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 : 32,231: 669 6,045 0 26,746 21,574 27,415 27,619: 4,817 4,612
Old : 32,231: 669 6,045 0 26,746 21,574 27,415 27,619: 4,817 4,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 601: -3 156 0 580 376 577 532: 24 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 18.8 0.0 83.0 66.9 85.1 85.7: 14.9 14.3
Old : 100.0: 2.1 18.8 0.0 83.0 66.9 85.1 85.7: 14.9 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 1 14 1 31 29 32 44:
Old : 64: 1 14 1 31 29 32 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 : 54.1 30.9 63.1 46.3 54.1 29.0 63.1 44.4
Old : 54.1 30.9 63.1 46.3 54.1 29.0 63.1 44.4
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, October 4, 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 : 232,510: 16,982 52,928 1,417 205,084 162,142 223,482 216,487: 9,027 16,023
Old : 232,510: 16,982 52,928 1,417 205,084 162,142 223,482 216,487: 9,027 16,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 10,069: 3,333 3,753 -161 5,218 3,956 8,390 7,547: 1,679 2,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 22.8 0.6 88.2 69.7 96.1 93.1: 3.9 6.9
Old : 100.0: 7.3 22.8 0.6 88.2 69.7 96.1 93.1: 3.9 6.9
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 : 136: 21 51 18 37 48 70 105:
Old : 136: 21 51 18 37 48 70 105:
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 : 62.3 38.1 73.7 53.2 60.6 37.6 68.0 48.3
Old : 62.3 38.1 73.7 53.2 60.6 37.6 68.0 48.3
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, October 4, 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 : 56,203: 14,634 17,304 3,539 25,561 29,498 43,734 50,341: 12,469 5,862
Old : 56,203: 14,634 17,304 3,539 25,561 29,498 43,734 50,341: 12,469 5,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 1,154: -3,886 -2,076 1,566 2,810 2,043 490 1,533: 664 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 30.8 6.3 45.5 52.5 77.8 89.6: 22.2 10.4
Old : 100.0: 26.0 30.8 6.3 45.5 52.5 77.8 89.6: 22.2 10.4
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 : 85: 28 18 5 19 23 48 46:
Old : 85: 28 18 5 19 23 48 46:
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 : 30.7 44.3 43.1 53.1 27.6 43.9 39.1 52.2
Old : 30.7 44.3 43.1 53.1 27.6 43.9 39.1 52.2
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, October 4, 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 : 35,013: 8,548 3,119 626 22,107 2,526 31,281 6,271: 3,732 28,742
Old : 35,013: 8,548 3,119 626 22,107 2,526 31,281 6,271: 3,732 28,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 1,307: -2,502 1,246 305 2,745 488 548 2,039: 759 -732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 8.9 1.8 63.1 7.2 89.3 17.9: 10.7 82.1
Old : 100.0: 24.4 8.9 1.8 63.1 7.2 89.3 17.9: 10.7 82.1
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 : 30: 14 3 1 10 4 24 8:
Old : 30: 14 3 1 10 4 24 8:
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 : 56.5 13.0 67.0 17.9 53.1 10.8 63.6 12.7
Old : 56.5 13.0 67.0 17.9 53.1 10.8 63.6 12.7
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, October 4, 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 : 36,303: 1,819 2,796 150 17,579 29,143 19,548 32,089: 16,755 4,214
Old : 36,303: 1,819 2,796 150 17,579 29,143 19,548 32,089: 16,755 4,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -1,820: -465 100 150 1,474 -1,569 1,159 -1,319: -2,979 -501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 7.7 0.4 48.4 80.3 53.8 88.4: 46.2 11.6
Old : 100.0: 5.0 7.7 0.4 48.4 80.3 53.8 88.4: 46.2 11.6
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 : 46: 4 10 1 20 26 24 37:
Old : 46: 4 10 1 20 26 24 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 40.0 37.2 63.4 13.3 34.4 20.1 46.3
Old : 25.1 40.0 37.2 63.4 13.3 34.4 20.1 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 7, 2005