MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 22,244: 700 2,011 1,638 13,656 9,854 15,995 13,503: 6,250 8,741
Old : 22,244: 700 2,011 1,638 13,656 9,854 15,995 13,503: 6,250 8,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 217: 236 26 -81 100 -3 254 -58: -37 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 9.0 7.4 61.4 44.3 71.9 60.7: 28.1 39.3
Old : 100.0: 3.1 9.0 7.4 61.4 44.3 71.9 60.7: 28.1 39.3
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: 7 5 10 18 13 29 24:
Old : 33: 7 5 10 18 13 29 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 : 41.0 29.2 57.5 44.9 41.0 26.2 54.6 39.1
Old : 41.0 29.2 57.5 44.9 41.0 26.2 54.6 39.1
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 25, 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 : 119,284: 24,068 21,631 29,273 49,632 35,156 102,973 86,060: 16,311 33,224
Old : 119,218: 24,068 21,631 29,273 49,632 35,139 102,973 86,043: 16,245 33,175
Other: 66: 0 0 0 0 17 0 17: 66 49
: : :
: : Changes in Commitments from: October 18, 2005 :
: 3,317: 140 3,231 427 2,050 37 2,618 3,696: 700 -378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 18.1 24.5 41.6 29.5 86.3 72.1: 13.7 27.9
Old : 100.0: 20.2 18.1 24.6 41.6 29.5 86.4 72.2: 13.6 27.8
Other: 100.0: 0.0 0.0 0.0 0.0 25.8 0.0 25.8: 100.0 74.2
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 52 47 68 30 38 129 120:
Old : 164: 52 47 68 30 38 129 120:
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 : 26.7 16.3 38.0 26.6 26.7 13.6 37.2 21.0
Old : 26.7 16.3 38.0 26.6 26.7 13.6 37.2 21.0
Other: 0.0 25.8 0.0 25.8 0.0 25.8 0.0 25.8
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 1,424: 517 381 99 216 132 832 612: 592 813
Old : 1,424: 517 381 99 216 132 832 612: 592 813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -66: -162 -106 20 50 4 -92 -82: 26 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 26.7 7.0 15.2 9.3 58.4 43.0: 41.6 57.0
Old : 100.0: 36.3 26.7 7.0 15.2 9.3 58.4 43.0: 41.6 57.0
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 : 24: 8 10 5 4 4 17 14:
Old : 24: 8 10 5 4 4 17 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 : 34.3 24.4 45.4 34.8 34.3 23.0 44.2 31.7
Old : 34.3 24.4 45.4 34.8 34.3 23.0 44.2 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 187,363: 52,202 7,410 38,595 75,490 89,057 166,287 135,062: 21,076 52,301
Old : 187,363: 52,202 7,410 38,595 75,490 89,057 166,287 135,062: 21,076 52,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 4,595: 2,034 -1,314 2,711 -9 2,838 4,735 4,235: -141 359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 4.0 20.6 40.3 47.5 88.8 72.1: 11.2 27.9
Old : 100.0: 27.9 4.0 20.6 40.3 47.5 88.8 72.1: 11.2 27.9
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 : 269: 74 52 66 76 123 197 201:
Old : 269: 74 52 66 76 123 197 201:
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 : 20.7 11.1 32.6 17.7 20.7 7.5 30.1 12.7
Old : 20.7 11.1 32.6 17.7 20.7 7.5 30.1 12.7
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 25, 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 : 4,429: 895 749 474 849 1,385 2,218 2,608: 2,211 1,821
Old : 4,429: 895 749 474 849 1,385 2,218 2,608: 2,211 1,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -82: -95 -219 85 -19 183 -29 49: -53 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 16.9 10.7 19.2 31.3 50.1 58.9: 49.9 41.1
Old : 100.0: 20.2 16.9 10.7 19.2 31.3 50.1 58.9: 49.9 41.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 13 18 9 14 21 33 42:
Old : 54: 13 18 9 14 21 33 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 16.1 34.1 26.9 22.0 14.9 28.2 23.4
Old : 22.7 16.1 34.1 26.9 22.0 14.9 28.2 23.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 30,811: 11,869 2,272 5,117 7,934 8,521 24,920 15,910: 5,891 14,901
Old : 30,811: 11,869 2,272 5,117 7,934 8,521 24,920 15,910: 5,891 14,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 160: -417 610 -92 352 -285 -158 232: 318 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 7.4 16.6 25.7 27.7 80.9 51.6: 19.1 48.4
Old : 100.0: 38.5 7.4 16.6 25.7 27.7 80.9 51.6: 19.1 48.4
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 : 145: 50 18 27 47 52 116 82:
Old : 145: 50 18 27 47 52 116 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 : 13.0 16.2 22.2 22.1 13.0 12.2 21.7 16.2
Old : 13.0 16.2 22.2 22.1 13.0 12.2 21.7 16.2
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 25, 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 : 111,455: 44,982 6,730 2,691 28,836 82,198 76,509 91,619: 34,946 19,836
Old : 111,455: 44,982 6,730 2,691 28,836 82,198 76,509 91,619: 34,946 19,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -7,571: -7,277 -1,877 539 972 -7,416 -5,766 -8,754: -1,805 1,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 6.0 2.4 25.9 73.7 68.6 82.2: 31.4 17.8
Old : 100.0: 40.4 6.0 2.4 25.9 73.7 68.6 82.2: 31.4 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 : 82: 29 15 9 20 28 54 47:
Old : 82: 29 15 9 20 28 54 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 : 23.4 33.6 35.2 56.2 23.4 33.3 35.2 55.9
Old : 23.4 33.6 35.2 56.2 23.4 33.3 35.2 55.9
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 25, 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 : 67,299: 12,814 33,657 356 44,806 13,183 57,976 47,196: 9,323 20,103
Old : 67,299: 12,814 33,657 356 44,806 13,183 57,976 47,196: 9,323 20,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -13,501: -1,144 -11,283 356 -13,691 2,369 -14,479 -8,558: 978 -4,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 50.0 0.5 66.6 19.6 86.1 70.1: 13.9 29.9
Old : 100.0: 19.0 50.0 0.5 66.6 19.6 86.1 70.1: 13.9 29.9
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 : 51: 6 25 3 15 9 24 34:
Old : 51: 6 25 3 15 9 24 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 28.4 64.7 39.5 34.4 28.2 62.9 39.3
Old : 35.7 28.4 64.7 39.5 34.4 28.2 62.9 39.3
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 25, 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 : 64,459: 26,719 12,048 20 31,075 46,847 57,814 58,915: 6,645 5,544
Old : 64,459: 26,719 12,048 20 31,075 46,847 57,814 58,915: 6,645 5,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 1,228: -180 5,459 20 664 -3,594 504 1,885: 724 -657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 18.7 0.0 48.2 72.7 89.7 91.4: 10.3 8.6
Old : 100.0: 41.5 18.7 0.0 48.2 72.7 89.7 91.4: 10.3 8.6
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 : 80: 35 18 1 13 16 49 34:
Old : 80: 35 18 1 13 16 49 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 62.4 53.6 77.0 35.1 62.4 53.2 77.0
Old : 35.5 62.4 53.6 77.0 35.1 62.4 53.2 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 76,537: 12,542 26,701 1,053 44,567 29,318 58,162 57,073: 18,375 19,465
Old : 76,537: 12,542 26,701 1,053 44,567 29,318 58,162 57,073: 18,375 19,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -9,056: 2,001 -5,169 739 -8,857 1,330 -6,118 -3,100: -2,939 -5,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 34.9 1.4 58.2 38.3 76.0 74.6: 24.0 25.4
Old : 100.0: 16.4 34.9 1.4 58.2 38.3 76.0 74.6: 24.0 25.4
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 : 58: 12 18 6 22 15 39 34:
Old : 58: 12 18 6 22 15 39 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 38.1 51.1 54.1 23.0 33.6 37.5 42.9
Old : 33.7 38.1 51.1 54.1 23.0 33.6 37.5 42.9
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 25, 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 : 237,857: 15,227 87,396 7,177 185,620 109,459 208,024 204,031: 29,833 33,826
Old : 237,857: 15,227 87,396 7,177 185,620 109,459 208,024 204,031: 29,833 33,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -4,754: 475 -10 -131 -2,803 3,889 -2,459 3,749: -2,295 -8,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 36.7 3.0 78.0 46.0 87.5 85.8: 12.5 14.2
Old : 100.0: 6.4 36.7 3.0 78.0 46.0 87.5 85.8: 12.5 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 21 49 12 31 27 58 82:
Old : 110: 21 49 12 31 27 58 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 : 44.6 26.7 65.2 42.1 36.0 20.2 48.9 31.3
Old : 44.6 26.7 65.2 42.1 36.0 20.2 48.9 31.3
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 25, 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 : 172,335: 20,138 24,154 11,183 82,714 74,355 114,035 109,692: 58,299 62,643
Old : 172,335: 20,138 24,154 11,183 82,714 74,355 114,035 109,692: 58,299 62,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 6,995: -4,607 -1,633 835 5,517 2,135 1,745 1,337: 5,250 5,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 14.0 6.5 48.0 43.1 66.2 63.7: 33.8 36.3
Old : 100.0: 11.7 14.0 6.5 48.0 43.1 66.2 63.7: 33.8 36.3
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 : 108: 31 36 26 33 30 80 77:
Old : 108: 31 36 26 33 30 80 77:
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 33.8 33.9 40.7 19.7 32.6 32.2 37.9
Old : 21.2 33.8 33.9 40.7 19.7 32.6 32.2 37.9
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 25, 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 : 38,653: 8,946 721 450 24,483 32,035 33,879 33,206: 4,774 5,447
Old : 38,653: 8,946 721 450 24,483 32,035 33,879 33,206: 4,774 5,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 8,860: 93 -1,126 0 7,770 9,822 7,863 8,696: 997 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 1.9 1.2 63.3 82.9 87.6 85.9: 12.4 14.1
Old : 100.0: 23.1 1.9 1.2 63.3 82.9 87.6 85.9: 12.4 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 : 22: 4 1 1 10 13 14 15:
Old : 22: 4 1 1 10 13 14 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 : 59.8 58.5 79.0 74.2 59.5 50.4 76.2 65.3
Old : 59.8 58.5 79.0 74.2 59.5 50.4 76.2 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 :13,831,084: 841,956 900,528 4,336,929 7,572,170 6,974,365 12,751,054 12,211,821: 1,080,029 1,619,262
Old :13,831,084: 841,956 900,528 4,336,929 7,572,170 6,974,365 12,751,054 12,211,821: 1,080,029 1,619,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 586,069: -36,952 -16,832 250,868 307,194 275,424 521,110 509,460: 64,959 76,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 6.5 31.4 54.7 50.4 92.2 88.3: 7.8 11.7
Old : 100.0: 6.1 6.5 31.4 54.7 50.4 92.2 88.3: 7.8 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 60 74 110 139 151 257 285:
Old : 299: 60 74 110 139 151 257 285:
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 : 21.3 11.9 34.4 20.9 19.9 7.2 26.2 11.9
Old : 21.3 11.9 34.4 20.9 19.9 7.2 26.2 11.9
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 25, 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 : 726,184: 63,568 71,459 40,231 481,108 482,463 584,907 594,154: 141,277 132,030
Old : 726,184: 63,568 71,459 40,231 481,108 482,463 584,907 594,154: 141,277 132,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -23,089: -3,827 373 -18,424 2,093 -9,025 -20,158 -27,075: -2,931 3,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 9.8 5.5 66.3 66.4 80.5 81.8: 19.5 18.2
Old : 100.0: 8.8 9.8 5.5 66.3 66.4 80.5 81.8: 19.5 18.2
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 : 206: 49 38 51 93 65 168 128:
Old : 206: 49 38 51 93 65 168 128:
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 : 19.0 26.5 27.1 38.4 18.9 26.5 27.0 38.4
Old : 19.0 26.5 27.1 38.4 18.9 26.5 27.0 38.4
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 25, 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 : 1,166,673: 142,785 363,447 28,426 678,032 636,476 849,243 1,028,350: 317,430 138,323
Old : 1,166,673: 142,785 363,447 28,426 678,032 636,476 849,243 1,028,350: 317,430 138,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 18,671: -21,980 57,215 -28,004 35,288 -35,170 -14,696 -5,959: 33,368 24,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 31.2 2.4 58.1 54.6 72.8 88.1: 27.2 11.9
Old : 100.0: 12.2 31.2 2.4 58.1 54.6 72.8 88.1: 27.2 11.9
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 : 200: 46 58 33 65 61 127 136:
Old : 200: 46 58 33 65 61 127 136:
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 : 17.9 24.7 29.2 40.6 15.9 22.2 24.2 36.3
Old : 17.9 24.7 29.2 40.6 15.9 22.2 24.2 36.3
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 25, 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 : 12,938: 1,242 661 0 6,807 11,133 8,049 11,794: 4,889 1,144
Old : 12,938: 1,242 661 0 6,807 11,133 8,049 11,794: 4,889 1,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -5: 3 -27 0 -1 0 2 -27: -7 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 5.1 0.0 52.6 86.0 62.2 91.2: 37.8 8.8
Old : 100.0: 9.6 5.1 0.0 52.6 86.0 62.2 91.2: 37.8 8.8
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 : 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 : 25.4 46.5 39.4 66.9 25.4 46.5 39.4 65.8
Old : 25.4 46.5 39.4 66.9 25.4 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 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 35,342: 6,299 6,322 0 24,957 21,589 31,256 27,911: 4,086 7,431
Old : 35,342: 6,299 6,322 0 24,957 21,589 31,256 27,911: 4,086 7,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 809: 226 434 0 444 76 670 510: 139 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 17.9 0.0 70.6 61.1 88.4 79.0: 11.6 21.0
Old : 100.0: 17.8 17.9 0.0 70.6 61.1 88.4 79.0: 11.6 21.0
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 : 38: 4 6 0 18 17 22 23:
Old : 38: 4 6 0 18 17 22 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 : 58.5 39.5 76.7 55.9 55.7 38.8 72.2 54.9
Old : 58.5 39.5 76.7 55.9 55.7 38.8 72.2 54.9
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 25, 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 : 63,467: 9,011 13,069 1,164 33,524 39,497 43,699 53,730: 19,769 9,737
Old : 63,467: 9,011 13,069 1,164 33,524 39,497 43,699 53,730: 19,769 9,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -1,171: 907 -3,039 817 -499 411 1,225 -1,810: -2,396 639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 20.6 1.8 52.8 62.2 68.9 84.7: 31.1 15.3
Old : 100.0: 14.2 20.6 1.8 52.8 62.2 68.9 84.7: 31.1 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 12 18 4 34 25 49 44:
Old : 79: 12 18 4 34 25 49 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 : 28.9 29.3 39.8 45.5 28.8 28.3 37.7 41.7
Old : 28.9 29.3 39.8 45.5 28.8 28.3 37.7 41.7
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 25, 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 : 404,606: 70,935 185,360 9,681 305,725 134,671 386,341 329,711: 18,265 74,895
Old : 404,606: 70,935 185,360 9,681 305,725 134,671 386,341 329,711: 18,265 74,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -10,201: -2,956 -20,487 5,948 -13,335 19,493 -10,343 4,954: 143 -15,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 45.8 2.4 75.6 33.3 95.5 81.5: 4.5 18.5
Old : 100.0: 17.5 45.8 2.4 75.6 33.3 95.5 81.5: 4.5 18.5
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 : 206: 46 88 11 47 40 103 129:
Old : 206: 46 88 11 47 40 103 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 29.0 63.7 39.0 44.1 21.7 55.8 29.3
Old : 52.0 29.0 63.7 39.0 44.1 21.7 55.8 29.3
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 25, 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 : 60,467: 15,562 7,648 0 27,250 41,155 42,812 48,803: 17,655 11,664
Old : 60,467: 15,562 7,648 0 27,250 41,155 42,812 48,803: 17,655 11,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -4,050: -3,831 -683 0 -948 -2,478 -4,779 -3,161: 729 -889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 12.6 0.0 45.1 68.1 70.8 80.7: 29.2 19.3
Old : 100.0: 25.7 12.6 0.0 45.1 68.1 70.8 80.7: 29.2 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 10 6 0 11 15 21 21:
Old : 38: 10 6 0 11 15 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 42.8 54.3 60.5 39.5 42.2 53.0 59.8
Old : 39.5 42.8 54.3 60.5 39.5 42.2 53.0 59.8
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 25, 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 : 35,435: 852 7,087 0 31,125 22,763 31,977 29,850: 3,458 5,585
Old : 35,435: 852 7,087 0 31,125 22,763 31,977 29,850: 3,458 5,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 944: 109 -4 0 1,581 20 1,690 16: -746 928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 20.0 0.0 87.8 64.2 90.2 84.2: 9.8 15.8
Old : 100.0: 2.4 20.0 0.0 87.8 64.2 90.2 84.2: 9.8 15.8
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 : 66: 2 16 1 32 28 34 45:
Old : 66: 2 16 1 32 28 34 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 32.3 66.8 46.8 54.7 30.6 66.4 45.1
Old : 55.2 32.3 66.8 46.8 54.7 30.6 66.4 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 25, 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 : 284,188: 13,556 70,108 2,591 256,172 200,017 272,319 272,717: 11,869 11,472
Old : 284,188: 13,556 70,108 2,591 256,172 200,017 272,319 272,717: 11,869 11,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 15,007: 1,299 7,214 -1,317 11,943 11,070 11,925 16,966: 3,082 -1,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 24.7 0.9 90.1 70.4 95.8 96.0: 4.2 4.0
Old : 100.0: 4.8 24.7 0.9 90.1 70.4 95.8 96.0: 4.2 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 20 54 17 41 51 70 113:
Old : 144: 20 54 17 41 51 70 113:
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 : 66.8 32.3 76.7 47.7 63.7 31.4 70.9 44.0
Old : 66.8 32.3 76.7 47.7 63.7 31.4 70.9 44.0
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 25, 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 : 61,262: 14,211 17,330 2,877 31,492 34,148 48,580 54,355: 12,682 6,907
Old : 61,262: 14,211 17,330 2,877 31,492 34,148 48,580 54,355: 12,682 6,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -886: -572 -119 -122 -1,078 -462 -1,772 -703: 886 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 28.3 4.7 51.4 55.7 79.3 88.7: 20.7 11.3
Old : 100.0: 23.2 28.3 4.7 51.4 55.7 79.3 88.7: 20.7 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 24 20 6 22 24 49 49:
Old : 87: 24 20 6 22 24 49 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 : 30.7 40.6 44.9 51.8 27.8 40.6 40.1 50.4
Old : 30.7 40.6 44.9 51.8 27.8 40.6 40.1 50.4
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 25, 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 : 36,146: 9,985 1,531 0 21,591 4,583 31,576 6,114: 4,570 30,032
Old : 36,146: 9,985 1,531 0 21,591 4,583 31,576 6,114: 4,570 30,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -1,036: -353 20 0 -1,555 1,010 -1,908 1,030: 872 -2,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 4.2 0.0 59.7 12.7 87.4 16.9: 12.6 83.1
Old : 100.0: 27.6 4.2 0.0 59.7 12.7 87.4 16.9: 12.6 83.1
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 : 32: 12 2 0 9 10 21 12:
Old : 32: 12 2 0 9 10 21 12:
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 : 64.6 8.7 74.7 14.4 62.7 8.6 72.8 13.2
Old : 64.6 8.7 74.7 14.4 62.7 8.6 72.8 13.2
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 25, 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 : 35,567: 1,609 2,094 0 17,087 28,732 18,696 30,826: 16,871 4,741
Old : 35,567: 1,609 2,094 0 17,087 28,732 18,696 30,826: 16,871 4,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 1,696: 0 -20 0 503 744 503 724: 1,193 972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 5.9 0.0 48.0 80.8 52.6 86.7: 47.4 13.3
Old : 100.0: 4.5 5.9 0.0 48.0 80.8 52.6 86.7: 47.4 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 9 0 18 26 21 35:
Old : 42: 3 9 0 18 26 21 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 39.3 41.7 62.1 17.2 34.3 22.1 45.0
Old : 29.6 39.3 41.7 62.1 17.2 34.3 22.1 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2005