MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 22,027: 464 1,985 1,720 13,556 9,857 15,740 13,561: 6,287 8,466
Old : 22,027: 464 1,985 1,720 13,556 9,857 15,740 13,561: 6,287 8,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 794: 166 -2 -7 212 526 372 517: 422 277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 9.0 7.8 61.5 44.7 71.5 61.6: 28.5 38.4
Old : 100.0: 2.1 9.0 7.8 61.5 44.7 71.5 61.6: 28.5 38.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 7 4 10 18 13 28 24:
Old : 32: 7 4 10 18 13 28 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 : 41.1 28.9 57.0 44.7 41.1 26.3 54.4 38.9
Old : 41.1 28.9 57.0 44.7 41.1 26.3 54.4 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 115,967: 23,928 18,401 28,845 47,582 35,118 100,355 82,364: 15,612 33,602
Old : 115,959: 23,928 18,401 28,845 47,582 35,111 100,355 82,357: 15,604 33,601
Other: 8: 0 0 0 0 7 0 7: 8 1
: : :
: : Changes in Commitments from: October 11, 2005 :
: -13,394: -2,878 -1,176 -3,324 -3,073 -2,421 -9,275 -6,922: -4,119 -6,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 15.9 24.9 41.0 30.3 86.5 71.0: 13.5 29.0
Old : 100.0: 20.6 15.9 24.9 41.0 30.3 86.5 71.0: 13.5 29.0
Other: 100.0: 0.0 0.0 0.0 0.0 87.5 0.0 87.5: 100.0 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 60 48 66 28 38 136 117:
Old : 171: 60 48 66 28 38 136 117:
Other: 1: 0 0 0 0 1 0 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 16.7 38.8 27.5 27.3 14.3 37.9 21.7
Old : 27.3 16.7 38.8 27.5 27.3 14.3 37.9 21.7
Other: 0.0 87.5 0.0 87.5 0.0 87.5 0.0 87.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,491: 679 487 79 166 128 924 694: 567 797
Old : 1,491: 679 487 79 166 128 924 694: 567 797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -282: -354 2 44 29 5 -281 50: -1 -332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 32.7 5.3 11.1 8.6 62.0 46.6: 38.0 53.4
Old : 100.0: 45.6 32.7 5.3 11.1 8.6 62.0 46.6: 38.0 53.4
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 : 26: 9 11 4 3 3 16 14:
Old : 26: 9 11 4 3 3 16 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 : 33.7 23.5 47.9 36.0 33.7 22.3 47.9 32.9
Old : 33.7 23.5 47.9 36.0 33.7 22.3 47.9 32.9
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 18, 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 : 182,769: 50,168 8,724 35,885 75,499 86,218 161,552 130,826: 21,217 51,942
Old : 182,769: 50,168 8,724 35,885 75,499 86,218 161,552 130,826: 21,217 51,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -3,782: -3,369 -4,754 -998 1,475 1,954 -2,892 -3,798: -890 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 4.8 19.6 41.3 47.2 88.4 71.6: 11.6 28.4
Old : 100.0: 27.4 4.8 19.6 41.3 47.2 88.4 71.6: 11.6 28.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 74 42 66 75 124 192 202:
Old : 265: 74 42 66 75 124 192 202:
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 : 21.1 10.9 33.3 17.6 21.1 7.7 31.2 13.3
Old : 21.1 10.9 33.3 17.6 21.1 7.7 31.2 13.3
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 18, 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 : 4,511: 990 968 389 868 1,202 2,247 2,559: 2,263 1,952
Old : 4,511: 990 968 389 868 1,202 2,247 2,559: 2,263 1,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 43: -81 96 -38 13 -33 -106 25: 149 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 21.5 8.6 19.2 26.6 49.8 56.7: 50.2 43.3
Old : 100.0: 21.9 21.5 8.6 19.2 26.6 49.8 56.7: 50.2 43.3
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 : 59: 18 19 9 13 20 36 43:
Old : 59: 18 19 9 13 20 36 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 15.8 32.2 26.2 22.6 15.8 28.8 24.5
Old : 23.5 15.8 32.2 26.2 22.6 15.8 28.8 24.5
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 18, 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 : 30,651: 12,286 1,662 5,210 7,582 8,807 25,078 15,679: 5,574 14,973
Old : 30,651: 12,286 1,662 5,210 7,582 8,807 25,078 15,679: 5,574 14,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -1,238: -68 466 -914 249 -1,366 -732 -1,814: -506 576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 5.4 17.0 24.7 28.7 81.8 51.2: 18.2 48.8
Old : 100.0: 40.1 5.4 17.0 24.7 28.7 81.8 51.2: 18.2 48.8
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 : 142: 48 16 25 45 52 109 82:
Old : 142: 48 16 25 45 52 109 82:
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 : 15.2 16.9 26.0 22.4 13.7 11.7 23.7 15.4
Old : 15.2 16.9 26.0 22.4 13.7 11.7 23.7 15.4
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 18, 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 : 119,027: 52,260 8,606 2,153 27,864 89,614 82,276 100,373: 36,751 18,653
Old : 119,027: 52,260 8,606 2,153 27,864 89,614 82,276 100,373: 36,751 18,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 3,301: 625 1,707 -477 1,885 4,939 2,034 6,170: 1,267 -2,869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 7.2 1.8 23.4 75.3 69.1 84.3: 30.9 15.7
Old : 100.0: 43.9 7.2 1.8 23.4 75.3 69.1 84.3: 30.9 15.7
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 : 86: 32 15 6 20 29 55 47:
Old : 86: 32 15 6 20 29 55 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 35.1 36.7 56.6 23.0 35.1 36.7 56.6
Old : 23.0 35.1 36.7 56.6 23.0 35.1 36.7 56.6
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 18, 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 : 80,800: 13,958 44,940 0 58,497 10,814 72,455 55,754: 8,345 25,046
Old : 80,800: 13,958 44,940 0 58,497 10,814 72,455 55,754: 8,345 25,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 7,959: 386 6,081 0 6,211 -1,513 6,597 4,568: 1,362 3,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 55.6 0.0 72.4 13.4 89.7 69.0: 10.3 31.0
Old : 100.0: 17.3 55.6 0.0 72.4 13.4 89.7 69.0: 10.3 31.0
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 : 54: 6 28 0 16 9 22 37:
Old : 54: 6 28 0 16 9 22 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 : 44.7 27.8 70.7 38.3 43.4 27.8 69.3 38.3
Old : 44.7 27.8 70.7 38.3 43.4 27.8 69.3 38.3
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 18, 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 : 63,230: 26,899 6,589 0 30,411 50,441 57,310 57,030: 5,920 6,200
Old : 63,230: 26,899 6,589 0 30,411 50,441 57,310 57,030: 5,920 6,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -12,478: -26,544 1,080 -55 15,379 -13,414 -11,220 -12,389: -1,258 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 10.4 0.0 48.1 79.8 90.6 90.2: 9.4 9.8
Old : 100.0: 42.5 10.4 0.0 48.1 79.8 90.6 90.2: 9.4 9.8
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 : 79: 36 14 0 16 15 52 29:
Old : 79: 36 14 0 16 15 52 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 72.7 50.3 82.4 32.1 72.7 49.9 82.4
Old : 32.5 72.7 50.3 82.4 32.1 72.7 49.9 82.4
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 18, 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 : 85,594: 10,541 31,870 314 53,424 27,988 64,280 60,172: 21,314 25,422
Old : 85,594: 10,541 31,870 314 53,424 27,988 64,280 60,172: 21,314 25,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -5,568: -3,037 -4,956 48 -2,949 -4,497 -5,938 -9,406: 370 3,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 37.2 0.4 62.4 32.7 75.1 70.3: 24.9 29.7
Old : 100.0: 12.3 37.2 0.4 62.4 32.7 75.1 70.3: 24.9 29.7
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 : 53: 12 18 4 19 13 33 33:
Old : 53: 12 18 4 19 13 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 33.8 51.7 48.3 24.1 29.6 40.8 39.5
Old : 31.2 33.8 51.7 48.3 24.1 29.6 40.8 39.5
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 18, 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 : 242,611: 14,752 87,405 7,307 188,424 105,569 210,483 200,282: 32,128 42,329
Old : 242,611: 14,752 87,405 7,307 188,424 105,569 210,483 200,282: 32,128 42,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 41,757: -1,763 2,283 3,478 38,015 31,213 39,730 36,973: 2,027 4,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 36.0 3.0 77.7 43.5 86.8 82.6: 13.2 17.4
Old : 100.0: 6.1 36.0 3.0 77.7 43.5 86.8 82.6: 13.2 17.4
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 : 106: 19 49 9 30 26 54 79:
Old : 106: 19 49 9 30 26 54 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 26.3 65.1 41.3 36.5 19.6 48.8 29.8
Old : 44.6 26.3 65.1 41.3 36.5 19.6 48.8 29.8
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 18, 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 : 165,340: 24,746 25,787 10,348 77,197 72,220 112,290 108,355: 53,049 56,985
Old : 165,340: 24,746 25,787 10,348 77,197 72,220 112,290 108,355: 53,049 56,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 15,051: -4,875 -442 110 12,619 10,390 7,854 10,058: 7,197 4,993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 15.6 6.3 46.7 43.7 67.9 65.5: 32.1 34.5
Old : 100.0: 15.0 15.6 6.3 46.7 43.7 67.9 65.5: 32.1 34.5
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 : 112: 38 36 27 30 30 82 79:
Old : 112: 38 36 27 30 30 82 79:
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 : 20.5 32.1 33.2 39.4 19.8 30.7 31.1 36.4
Old : 20.5 32.1 33.2 39.4 19.8 30.7 31.1 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 10,099: 6,208 508 0 2,353 8,421 8,561 8,929: 1,538 1,170
Old : 10,099: 6,208 508 0 2,353 8,421 8,561 8,929: 1,538 1,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 661: 616 0 0 -146 566 470 566: 191 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 5.0 0.0 23.3 83.4 84.8 88.4: 15.2 11.6
Old : 100.0: 61.5 5.0 0.0 23.3 83.4 84.8 88.4: 15.2 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 : 21: 5 3 0 6 8 11 11:
Old : 21: 5 3 0 6 8 11 11:
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 : 70.6 71.3 81.0 84.0 68.3 71.3 78.7 84.0
Old : 70.6 71.3 81.0 84.0 68.3 71.3 78.7 84.0
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 18, 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 : 29,793: 8,853 1,847 450 16,713 22,213 26,016 24,510: 3,777 5,283
Old : 29,793: 8,853 1,847 450 16,713 22,213 26,016 24,510: 3,777 5,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -11,278: -752 -940 -910 -6,538 -7,044 -8,200 -8,894: -3,078 -2,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 6.2 1.5 56.1 74.6 87.3 82.3: 12.7 17.7
Old : 100.0: 29.7 6.2 1.5 56.1 74.6 87.3 82.3: 12.7 17.7
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 : 21: 4 2 1 8 11 12 14:
Old : 21: 4 2 1 8 11 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 48.8 78.3 68.5 57.2 44.5 76.8 62.5
Old : 57.6 48.8 78.3 68.5 57.2 44.5 76.8 62.5
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 18, 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 :13,245,014: 878,907 917,360 4,086,061 7,264,976 6,698,942 12,229,944 11,702,362: 1,015,070 1,542,653
Old :13,245,014: 878,907 917,360 4,086,061 7,264,976 6,698,942 12,229,944 11,702,362: 1,015,070 1,542,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -88,401: 3,178 -68,973 -115,063 50,453 78,601 -61,432 -105,436: -26,969 17,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 6.9 30.8 54.9 50.6 92.3 88.4: 7.7 11.6
Old : 100.0: 6.6 6.9 30.8 54.9 50.6 92.3 88.4: 7.7 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 : 295: 60 77 110 137 148 257 280:
Old : 295: 60 77 110 137 148 257 280:
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 : 21.5 11.6 35.0 20.7 20.1 7.4 27.2 12.2
Old : 21.5 11.6 35.0 20.7 20.1 7.4 27.2 12.2
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 18, 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 : 749,272: 67,395 71,086 58,655 479,015 491,489 605,065 621,229: 144,208 128,044
Old : 749,272: 67,395 71,086 58,655 479,015 491,489 605,065 621,229: 144,208 128,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 6,027: 8,830 -397 -1,085 6,975 -1,749 14,719 -3,230: -8,692 9,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 9.5 7.8 63.9 65.6 80.8 82.9: 19.2 17.1
Old : 100.0: 9.0 9.5 7.8 63.9 65.6 80.8 82.9: 19.2 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 60 43 64 93 70 184 146:
Old : 224: 60 43 64 93 70 184 146:
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 24.9 26.1 36.2 18.3 24.9 26.0 36.2
Old : 18.4 24.9 26.1 36.2 18.3 24.9 26.0 36.2
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 18, 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 : 1,148,001: 164,765 306,232 56,430 642,744 671,646 863,939 1,034,308: 284,062 113,693
Old : 1,148,001: 164,765 306,232 56,430 642,744 671,646 863,939 1,034,308: 284,062 113,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 86,134: -38,945 46,426 4,735 61,761 28,926 27,550 80,086: 58,585 6,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 26.7 4.9 56.0 58.5 75.3 90.1: 24.7 9.9
Old : 100.0: 14.4 26.7 4.9 56.0 58.5 75.3 90.1: 24.7 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 48 56 34 65 59 128 134:
Old : 197: 48 56 34 65 59 128 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 24.6 28.4 38.7 15.3 21.3 23.4 33.5
Old : 17.7 24.6 28.4 38.7 15.3 21.3 23.4 33.5
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 18, 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 : 12,943: 1,239 688 0 6,808 11,133 8,047 11,821: 4,896 1,122
Old : 12,943: 1,239 688 0 6,808 11,133 8,047 11,821: 4,896 1,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 151: 48 261 0 1 -145 49 116: 102 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 5.3 0.0 52.6 86.0 62.2 91.3: 37.8 8.7
Old : 100.0: 9.6 5.3 0.0 52.6 86.0 62.2 91.3: 37.8 8.7
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 : 34: 2 2 1 19 16 21 19:
Old : 34: 2 2 1 19 16 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 46.5 39.4 66.8 25.2 46.5 39.4 65.8
Old : 25.2 46.5 39.4 66.8 25.2 46.5 39.4 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 34,533: 6,073 5,888 0 24,513 21,513 30,586 27,401: 3,947 7,132
Old : 34,533: 6,073 5,888 0 24,513 21,513 30,586 27,401: 3,947 7,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 125: -1,568 889 0 883 -1,573 -685 -684: 810 809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 17.1 0.0 71.0 62.3 88.6 79.3: 11.4 20.7
Old : 100.0: 17.6 17.1 0.0 71.0 62.3 88.6 79.3: 11.4 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 : 41: 4 6 0 19 20 23 26:
Old : 41: 4 6 0 19 20 23 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 : 59.3 40.2 75.7 54.7 56.7 38.9 71.7 53.2
Old : 59.3 40.2 75.7 54.7 56.7 38.9 71.7 53.2
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 18, 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 : 64,638: 8,104 16,108 347 34,023 39,086 42,473 55,540: 22,165 9,098
Old : 64,638: 8,104 16,108 347 34,023 39,086 42,473 55,540: 22,165 9,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 4,413: 777 3,836 -1,003 3,857 2,016 3,631 4,850: 782 -437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 24.9 0.5 52.6 60.5 65.7 85.9: 34.3 14.1
Old : 100.0: 12.5 24.9 0.5 52.6 60.5 65.7 85.9: 34.3 14.1
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 : 85: 12 21 2 34 28 48 49:
Old : 85: 12 21 2 34 28 48 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 29.7 39.4 45.7 28.8 28.1 37.4 42.6
Old : 28.8 29.7 39.4 45.7 28.8 28.1 37.4 42.6
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 18, 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 : 414,807: 73,891 205,847 3,733 319,060 115,178 396,684 324,757: 18,123 90,050
Old : 414,807: 73,891 205,847 3,733 319,060 115,178 396,684 324,757: 18,123 90,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 66,405: -25,350 49,179 -145 95,595 7,422 70,100 56,456: -3,696 9,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 49.6 0.9 76.9 27.8 95.6 78.3: 4.4 21.7
Old : 100.0: 17.8 49.6 0.9 76.9 27.8 95.6 78.3: 4.4 21.7
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 : 190: 50 69 13 46 38 105 111:
Old : 190: 50 69 13 46 38 105 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 29.3 70.4 41.4 51.0 27.8 66.6 37.1
Old : 54.9 29.3 70.4 41.4 51.0 27.8 66.6 37.1
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 18, 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 : 64,516: 19,393 8,331 0 28,198 43,633 47,591 51,964: 16,925 12,552
Old : 64,516: 19,393 8,331 0 28,198 43,633 47,591 51,964: 16,925 12,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 3,814: 549 6,415 0 6,476 -5,331 7,025 1,084: -3,211 2,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 12.9 0.0 43.7 67.6 73.8 80.5: 26.2 19.5
Old : 100.0: 30.1 12.9 0.0 43.7 67.6 73.8 80.5: 26.2 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 10 8 0 11 15 21 23:
Old : 39: 10 8 0 11 15 21 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 : 39.8 42.0 56.6 58.5 39.8 41.7 54.9 58.2
Old : 39.8 42.0 56.6 58.5 39.8 41.7 54.9 58.2
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 18, 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 : 34,491: 743 7,091 0 29,544 22,743 30,287 29,834: 4,205 4,658
Old : 34,491: 743 7,091 0 29,544 22,743 30,287 29,834: 4,205 4,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 649: -123 744 0 1,804 17 1,681 761: -1,032 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 20.6 0.0 85.7 65.9 87.8 86.5: 12.2 13.5
Old : 100.0: 2.2 20.6 0.0 85.7 65.9 87.8 86.5: 12.2 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 : 65: 1 17 1 31 28 32 46:
Old : 65: 1 17 1 31 28 32 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 : 55.7 31.5 66.5 46.9 55.6 29.8 66.5 45.1
Old : 55.7 31.5 66.5 46.9 55.6 29.8 66.5 45.1
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 18, 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 : 269,182: 12,257 62,894 3,908 244,229 188,948 260,395 255,750: 8,787 13,431
Old : 269,182: 12,257 62,894 3,908 244,229 188,948 260,395 255,750: 8,787 13,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 10,143: 194 6,284 -100 13,069 10,356 13,162 16,539: -3,018 -6,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 23.4 1.5 90.7 70.2 96.7 95.0: 3.3 5.0
Old : 100.0: 4.6 23.4 1.5 90.7 70.2 96.7 95.0: 3.3 5.0
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 : 142: 23 51 19 39 49 69 112:
Old : 142: 23 51 19 39 49 69 112:
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 : 66.7 32.8 76.9 47.8 64.4 32.8 70.2 44.3
Old : 66.7 32.8 76.9 47.8 64.4 32.8 70.2 44.3
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 18, 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 : 62,148: 14,783 17,449 2,999 32,570 34,610 50,352 55,058: 11,796 7,090
Old : 62,148: 14,783 17,449 2,999 32,570 34,610 50,352 55,058: 11,796 7,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 1,162: -671 -3 -364 2,444 2,402 1,409 2,035: -247 -873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 28.1 4.8 52.4 55.7 81.0 88.6: 19.0 11.4
Old : 100.0: 23.8 28.1 4.8 52.4 55.7 81.0 88.6: 19.0 11.4
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 : 89: 26 22 7 20 24 49 52:
Old : 89: 26 22 7 20 24 49 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 : 31.9 40.6 46.1 50.7 29.0 40.6 41.4 49.5
Old : 31.9 40.6 46.1 50.7 29.0 40.6 41.4 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 37,182: 10,338 1,511 0 23,146 3,573 33,484 5,084: 3,698 32,098
Old : 37,182: 10,338 1,511 0 23,146 3,573 33,484 5,084: 3,698 32,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -2,839: -247 -559 -145 353 440 -39 -264: -2,800 -2,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 4.1 0.0 62.3 9.6 90.1 13.7: 9.9 86.3
Old : 100.0: 27.8 4.1 0.0 62.3 9.6 90.1 13.7: 9.9 86.3
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 : 33: 15 2 0 9 8 24 10:
Old : 33: 15 2 0 9 8 24 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 8.5 72.7 12.4 62.3 8.0 70.7 11.1
Old : 64.2 8.5 72.7 12.4 62.3 8.0 70.7 11.1
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, October 18, 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 : 33,872: 1,609 2,114 0 16,584 27,988 18,193 30,102: 15,679 3,770
Old : 33,872: 1,609 2,114 0 16,584 27,988 18,193 30,102: 15,679 3,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 1,017: 0 -605 0 653 653 653 48: 364 969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 6.2 0.0 49.0 82.6 53.7 88.9: 46.3 11.1
Old : 100.0: 4.8 6.2 0.0 49.0 82.6 53.7 88.9: 46.3 11.1
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 : 44: 3 11 0 18 27 21 38:
Old : 44: 3 11 0 18 27 21 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 40.7 42.3 63.0 16.3 35.6 23.0 46.6
Old : 29.2 40.7 42.3 63.0 16.3 35.6 23.0 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 21, 2005