MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 21,157: 209 2,206 1,488 13,670 8,818 15,367 12,513: 5,790 8,644
Old : 21,157: 209 2,206 1,488 13,670 8,818 15,367 12,513: 5,790 8,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -1,941: -696 190 -233 -664 -1,418 -1,593 -1,460: -348 -481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 10.4 7.0 64.6 41.7 72.6 59.1: 27.4 40.9
Old : 100.0: 1.0 10.4 7.0 64.6 41.7 72.6 59.1: 27.4 40.9
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 : 32: 3 8 9 19 13 29 23:
Old : 32: 3 8 9 19 13 29 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 30.2 58.7 45.9 43.2 27.2 56.5 39.5
Old : 43.2 30.2 58.7 45.9 43.2 27.2 56.5 39.5
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, November 8, 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 : 120,159: 25,414 20,709 27,448 49,831 38,546 102,694 86,703: 17,466 33,456
Old : 120,023: 25,414 20,736 27,416 49,823 38,502 102,654 86,654: 17,370 33,369
Other: 136: 32 5 0 8 44 40 49: 96 87
: : :
: : Changes in Commitments from: November 1, 2005 :
: -417: 1,915 -1,149 -2,747 -277 2,837 -1,109 -1,059: 691 641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 17.2 22.8 41.5 32.1 85.5 72.2: 14.5 27.8
Old : 100.0: 21.2 17.3 22.8 41.5 32.1 85.5 72.2: 14.5 27.8
Other: 100.0: 23.5 3.7 0.0 5.9 32.4 29.4 36.0: 70.6 64.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 54 51 72 31 40 139 126:
Old : 175: 54 51 72 31 40 139 126:
Other: 8: 1 1 0 1 5 2 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 14.8 38.4 24.8 26.9 13.2 37.8 21.6
Old : 26.9 14.8 38.5 24.8 26.9 13.2 37.8 21.6
Other: 29.4 30.9 29.4 36.0 29.4 30.9 29.4 36.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 1,394: 404 358 84 272 186 759 627: 635 767
Old : 1,394: 404 358 84 272 186 759 627: 635 767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -88: 3 -10 -65 -29 57 -91 -18: 3 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 25.6 6.0 19.5 13.3 54.5 45.0: 45.5 55.0
Old : 100.0: 28.9 25.6 6.0 19.5 13.3 54.5 45.0: 45.5 55.0
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 : 22: 8 9 4 3 3 14 13:
Old : 22: 8 9 4 3 3 14 13:
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 : 35.2 26.0 45.2 36.4 35.2 23.2 44.5 32.9
Old : 35.2 26.0 45.2 36.4 35.2 23.2 44.5 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, November 8, 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 : 189,639: 53,038 7,185 38,649 74,874 86,858 166,561 132,691: 23,078 56,948
Old : 189,639: 53,038 7,185 38,649 74,874 86,858 166,561 132,691: 23,078 56,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 1,085: 2,663 92 -1,175 -1,761 -1,320 -274 -2,403: 1,359 3,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 3.8 20.4 39.5 45.8 87.8 70.0: 12.2 30.0
Old : 100.0: 28.0 3.8 20.4 39.5 45.8 87.8 70.0: 12.2 30.0
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 : 264: 79 41 66 74 123 192 200:
Old : 264: 79 41 66 74 123 192 200:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 9.6 31.7 16.9 20.6 7.3 30.0 12.5
Old : 20.8 9.6 31.7 16.9 20.6 7.3 30.0 12.5
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, November 8, 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 : 5,065: 2,013 303 460 526 2,377 2,999 3,140: 2,066 1,925
Old : 5,065: 2,013 303 460 526 2,377 2,999 3,140: 2,066 1,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 904: 662 -249 77 -72 807 667 635: 236 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 6.0 9.1 10.4 46.9 59.2 62.0: 40.8 38.0
Old : 100.0: 39.7 6.0 9.1 10.4 46.9 59.2 62.0: 40.8 38.0
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 : 64: 23 12 12 12 27 42 44:
Old : 64: 23 12 12 12 27 42 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 : 24.7 19.8 34.2 30.8 24.7 18.4 33.1 27.4
Old : 24.7 19.8 34.2 30.8 24.7 18.4 33.1 27.4
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, November 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 31,109: 12,065 2,444 5,647 7,966 8,051 25,678 16,142: 5,430 14,966
Old : 31,109: 12,065 2,444 5,647 7,966 8,051 25,678 16,142: 5,430 14,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 843: 774 272 55 -34 -514 795 -186: 48 1,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 7.9 18.2 25.6 25.9 82.5 51.9: 17.5 48.1
Old : 100.0: 38.8 7.9 18.2 25.6 25.9 82.5 51.9: 17.5 48.1
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 : 145: 51 19 32 41 49 112 86:
Old : 145: 51 19 32 41 49 112 86:
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 : 14.9 12.8 25.1 20.0 13.1 8.2 23.2 12.7
Old : 14.9 12.8 25.1 20.0 13.1 8.2 23.2 12.7
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, November 8, 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 : 111,545: 38,120 11,152 2,436 37,114 66,551 77,670 80,138: 33,875 31,408
Old : 111,545: 38,120 11,152 2,436 37,114 66,551 77,670 80,138: 33,875 31,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -3,926: -7,514 4,047 -302 5,884 -18,758 -1,932 -15,014: -1,994 11,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 10.0 2.2 33.3 59.7 69.6 71.8: 30.4 28.2
Old : 100.0: 34.2 10.0 2.2 33.3 59.7 69.6 71.8: 30.4 28.2
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 : 77: 26 17 8 20 24 50 45:
Old : 77: 26 17 8 20 24 50 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 : 24.0 30.3 36.6 45.5 24.0 29.3 36.6 44.5
Old : 24.0 30.3 36.6 45.5 24.0 29.3 36.6 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 86,283: 14,106 49,399 223 63,873 12,486 78,203 62,108: 8,081 24,175
Old : 86,283: 14,106 49,399 223 63,873 12,486 78,203 62,108: 8,081 24,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 15,708: 312 13,487 44 16,471 1,076 16,827 14,607: -1,118 1,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 57.3 0.3 74.0 14.5 90.6 72.0: 9.4 28.0
Old : 100.0: 16.3 57.3 0.3 74.0 14.5 90.6 72.0: 9.4 28.0
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 : 57: 6 29 1 19 10 25 40:
Old : 57: 6 29 1 19 10 25 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 26.5 66.7 41.4 41.3 26.4 65.5 41.2
Old : 41.4 26.5 66.7 41.4 41.3 26.4 65.5 41.2
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, November 8, 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 : 91,830: 67,361 5,207 0 17,982 82,968 85,343 88,175: 6,487 3,655
Old : 91,830: 67,361 5,207 0 17,982 82,968 85,343 88,175: 6,487 3,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 21,805: 18,309 76 0 3,378 22,693 21,687 22,769: 118 -964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 5.7 0.0 19.6 90.3 92.9 96.0: 7.1 4.0
Old : 100.0: 73.4 5.7 0.0 19.6 90.3 92.9 96.0: 7.1 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 : 94: 54 9 0 17 19 71 28:
Old : 94: 54 9 0 17 19 71 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 63.0 51.0 78.7 33.0 61.4 51.0 77.0
Old : 33.0 63.0 51.0 78.7 33.0 61.4 51.0 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, November 8, 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 : 82,357: 10,489 29,894 4 53,538 28,196 64,031 58,094: 18,327 24,263
Old : 82,357: 10,489 29,894 4 53,538 28,196 64,031 58,094: 18,327 24,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 10,858: 1,379 6,256 -676 9,007 781 9,710 6,361: 1,148 4,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 36.3 0.0 65.0 34.2 77.7 70.5: 22.3 29.5
Old : 100.0: 12.7 36.3 0.0 65.0 34.2 77.7 70.5: 22.3 29.5
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 : 53: 9 16 1 22 13 32 29:
Old : 53: 9 16 1 22 13 32 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 : 38.2 33.2 58.3 47.2 29.2 28.1 45.7 37.0
Old : 38.2 33.2 58.3 47.2 29.2 28.1 45.7 37.0
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, November 8, 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 : 237,990: 16,553 84,607 5,568 188,650 112,920 210,771 203,095: 27,220 34,895
Old : 237,990: 16,553 84,607 5,568 188,650 112,920 210,771 203,095: 27,220 34,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -816: 1,015 -2,600 -1,036 686 5,274 665 1,638: -1,480 -2,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 35.6 2.3 79.3 47.4 88.6 85.3: 11.4 14.7
Old : 100.0: 7.0 35.6 2.3 79.3 47.4 88.6 85.3: 11.4 14.7
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 : 109: 18 52 9 30 26 56 79:
Old : 109: 18 52 9 30 26 56 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 : 45.9 27.5 64.8 45.0 37.4 21.7 49.3 30.8
Old : 45.9 27.5 64.8 45.0 37.4 21.7 49.3 30.8
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, November 8, 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 : 180,777: 29,879 37,159 10,517 84,043 72,315 124,439 119,991: 56,339 60,787
Old : 180,777: 29,879 37,159 10,517 84,043 72,315 124,439 119,991: 56,339 60,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 14,130: 4,694 17,202 -1,918 5,895 -6,969 8,671 8,315: 5,460 5,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 20.6 5.8 46.5 40.0 68.8 66.4: 31.2 33.6
Old : 100.0: 16.5 20.6 5.8 46.5 40.0 68.8 66.4: 31.2 33.6
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 : 109: 40 33 21 27 28 76 74:
Old : 109: 40 33 21 27 28 76 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 31.5 35.8 39.1 22.1 30.2 33.2 36.6
Old : 23.8 31.5 35.8 39.1 22.1 30.2 33.2 36.6
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, November 8, 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 : 36,994: 7,467 721 0 25,262 28,487 32,729 29,208: 4,265 7,786
Old : 36,994: 7,467 721 0 25,262 28,487 32,729 29,208: 4,265 7,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -2,949: -1,594 0 -500 -1,939 -4,591 -4,033 -5,091: 1,084 2,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 1.9 0.0 68.3 77.0 88.5 79.0: 11.5 21.0
Old : 100.0: 20.2 1.9 0.0 68.3 77.0 88.5 79.0: 11.5 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 : 22: 2 1 0 11 15 13 16:
Old : 22: 2 1 0 11 15 13 16:
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 : 55.1 52.3 77.8 66.9 54.8 49.2 74.9 62.9
Old : 55.1 52.3 77.8 66.9 54.8 49.2 74.9 62.9
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, November 8, 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 :15,166,068: 879,192 975,589 5,086,306 8,113,063 7,442,423 14,078,561 13,504,319: 1,087,506 1,661,749
Old :15,166,068: 879,192 975,589 5,086,306 8,113,063 7,442,423 14,078,561 13,504,319: 1,087,506 1,661,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 599,895: 24,521 69,130 314,635 285,130 237,130 624,286 620,895: -24,392 -21,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 6.4 33.5 53.5 49.1 92.8 89.0: 7.2 11.0
Old : 100.0: 5.8 6.4 33.5 53.5 49.1 92.8 89.0: 7.2 11.0
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 : 311: 62 79 117 144 155 272 294:
Old : 311: 62 79 117 144 155 272 294:
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 12.6 33.1 22.1 19.3 6.7 24.7 11.1
Old : 20.7 12.6 33.1 22.1 19.3 6.7 24.7 11.1
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, November 8, 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 : 731,250: 59,538 66,275 46,530 479,785 485,736 585,853 598,541: 145,397 132,709
Old : 731,250: 59,538 66,275 46,530 479,785 485,736 585,853 598,541: 145,397 132,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 2,571: -2,372 -5,113 2,527 -5,765 1,702 -5,610 -884: 8,181 3,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 9.1 6.4 65.6 66.4 80.1 81.9: 19.9 18.1
Old : 100.0: 8.1 9.1 6.4 65.6 66.4 80.1 81.9: 19.9 18.1
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 : 210: 46 46 59 93 68 173 139:
Old : 210: 46 46 59 93 68 173 139:
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 26.2 26.5 38.2 18.9 26.1 26.3 37.9
Old : 19.0 26.2 26.5 38.2 18.9 26.1 26.3 37.9
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, November 8, 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 : 1,197,742: 163,544 334,862 41,975 673,860 707,779 879,379 1,084,616: 318,363 113,126
Old : 1,197,742: 163,544 334,862 41,975 673,860 707,779 879,379 1,084,616: 318,363 113,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 35,102: 1,509 26,603 2,613 35,270 19,909 39,392 49,126: -4,290 -14,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 28.0 3.5 56.3 59.1 73.4 90.6: 26.6 9.4
Old : 100.0: 13.7 28.0 3.5 56.3 59.1 73.4 90.6: 26.6 9.4
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 : 202: 53 56 35 63 61 135 133:
Old : 202: 53 56 35 63 61 135 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 26.4 29.0 41.0 15.6 24.8 22.9 35.8
Old : 19.3 26.4 29.0 41.0 15.6 24.8 22.9 35.8
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, November 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,198: 1,277 649 0 6,676 11,318 7,953 11,967: 5,245 1,231
Old : 13,198: 1,277 649 0 6,676 11,318 7,953 11,967: 5,245 1,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 95: -46 -12 0 218 97 172 85: -77 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 4.9 0.0 50.6 85.8 60.3 90.7: 39.7 9.3
Old : 100.0: 9.7 4.9 0.0 50.6 85.8 60.3 90.7: 39.7 9.3
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 : 32: 2 2 1 17 16 19 19:
Old : 32: 2 2 1 17 16 19 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 : 25.8 46.2 41.7 66.8 25.8 46.2 41.7 65.8
Old : 25.8 46.2 41.7 66.8 25.8 46.2 41.7 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, November 8, 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 : 39,059: 7,096 9,182 0 26,679 22,935 33,775 32,117: 5,284 6,942
Old : 39,059: 7,096 9,182 0 26,679 22,935 33,775 32,117: 5,284 6,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 1,080: 286 -643 0 623 3,226 909 2,583: 171 -1,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 23.5 0.0 68.3 58.7 86.5 82.2: 13.5 17.8
Old : 100.0: 18.2 23.5 0.0 68.3 58.7 86.5 82.2: 13.5 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 : 40: 5 6 0 18 17 23 23:
Old : 40: 5 6 0 18 17 23 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 : 54.7 39.4 71.0 57.6 52.2 39.0 67.5 57.3
Old : 54.7 39.4 71.0 57.6 52.2 39.0 67.5 57.3
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, November 8, 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 : 62,675: 11,161 13,067 432 33,735 38,193 45,328 51,692: 17,347 10,983
Old : 62,675: 11,161 13,067 432 33,735 38,193 45,328 51,692: 17,347 10,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -359: 2,343 -465 31 37 -1,719 2,411 -2,154: -2,770 1,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 20.8 0.7 53.8 60.9 72.3 82.5: 27.7 17.5
Old : 100.0: 17.8 20.8 0.7 53.8 60.9 72.3 82.5: 27.7 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 13 14 3 38 25 53 40:
Old : 80: 13 14 3 38 25 53 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 26.6 39.5 44.9 28.1 25.7 39.1 41.9
Old : 28.1 26.6 39.5 44.9 28.1 25.7 39.1 41.9
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, November 8, 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 : 351,168: 109,075 95,303 4,933 216,463 192,548 330,471 292,783: 20,697 58,385
Old : 351,168: 109,075 95,303 4,933 216,463 192,548 330,471 292,783: 20,697 58,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -25,967: 40,135 -43,638 -6,520 -61,272 45,805 -27,657 -4,353: 1,689 -21,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 27.1 1.4 61.6 54.8 94.1 83.4: 5.9 16.6
Old : 100.0: 31.1 27.1 1.4 61.6 54.8 94.1 83.4: 5.9 16.6
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 : 211: 70 70 17 43 41 123 118:
Old : 211: 70 70 17 43 41 123 118:
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 : 35.9 24.3 50.0 36.5 29.7 16.7 40.0 26.5
Old : 35.9 24.3 50.0 36.5 29.7 16.7 40.0 26.5
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, November 8, 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 : 68,986: 17,183 13,112 0 36,510 39,067 53,693 52,179: 15,293 16,807
Old : 68,986: 17,183 13,112 0 36,510 39,067 53,693 52,179: 15,293 16,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 6,961: 2,560 2,525 0 4,579 635 7,139 3,160: -178 3,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 19.0 0.0 52.9 56.6 77.8 75.6: 22.2 24.4
Old : 100.0: 24.9 19.0 0.0 52.9 56.6 77.8 75.6: 22.2 24.4
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 : 44: 8 11 0 14 15 22 26:
Old : 44: 8 11 0 14 15 22 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 : 45.4 35.8 60.9 51.2 45.4 35.5 60.2 50.7
Old : 45.4 35.8 60.9 51.2 45.4 35.5 60.2 50.7
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, November 8, 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 : 37,619: 1,508 5,994 0 31,704 23,280 33,212 29,274: 4,407 8,345
Old : 37,619: 1,508 5,994 0 31,704 23,280 33,212 29,274: 4,407 8,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 1,674: 608 -433 0 306 -371 914 -804: 761 2,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 15.9 0.0 84.3 61.9 88.3 77.8: 11.7 22.2
Old : 100.0: 4.0 15.9 0.0 84.3 61.9 88.3 77.8: 11.7 22.2
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 : 65: 2 15 1 32 28 34 44:
Old : 65: 2 15 1 32 28 34 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 : 53.7 30.4 66.2 42.3 53.0 28.8 65.5 40.8
Old : 53.7 30.4 66.2 42.3 53.0 28.8 65.5 40.8
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, November 8, 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 : 287,780: 17,264 60,372 3,922 243,459 212,014 264,645 276,307: 23,135 11,473
Old : 287,780: 17,264 60,372 3,922 243,459 212,014 264,645 276,307: 23,135 11,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -1,744: 3,532 -2,262 -450 -12,167 27 -9,085 -2,685: 7,341 941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 21.0 1.4 84.6 73.7 92.0 96.0: 8.0 4.0
Old : 100.0: 6.0 21.0 1.4 84.6 73.7 92.0 96.0: 8.0 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 : 146: 21 57 19 39 49 76 109:
Old : 146: 21 57 19 39 49 76 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 33.3 71.8 48.3 58.2 32.0 65.1 44.5
Old : 63.6 33.3 71.8 48.3 58.2 32.0 65.1 44.5
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, November 8, 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 : 69,174: 18,603 23,872 3,568 36,067 36,245 58,238 63,685: 10,936 5,489
Old : 69,174: 18,603 23,872 3,568 36,067 36,245 58,238 63,685: 10,936 5,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 6,985: 2,562 6,624 899 4,402 97 7,863 7,620: -878 -635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 34.5 5.2 52.1 52.4 84.2 92.1: 15.8 7.9
Old : 100.0: 26.9 34.5 5.2 52.1 52.4 84.2 92.1: 15.8 7.9
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 : 97: 28 26 5 22 24 54 54:
Old : 97: 28 26 5 22 24 54 54:
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 : 31.5 37.8 46.5 49.6 26.3 37.3 39.4 47.6
Old : 31.5 37.8 46.5 49.6 26.3 37.3 39.4 47.6
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, November 8, 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 : 46,126: 17,192 3,618 4 24,434 7,462 41,630 11,084: 4,496 35,042
Old : 46,126: 17,192 3,618 4 24,434 7,462 41,630 11,084: 4,496 35,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 6,719: 5,528 2,021 0 1,308 1,742 6,836 3,763: -117 2,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 7.8 0.0 53.0 16.2 90.3 24.0: 9.7 76.0
Old : 100.0: 37.3 7.8 0.0 53.0 16.2 90.3 24.0: 9.7 76.0
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 : 47: 18 9 1 11 11 30 20:
Old : 47: 18 9 1 11 11 30 20:
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 : 53.6 10.9 66.6 15.5 49.1 7.6 62.1 12.1
Old : 53.6 10.9 66.6 15.5 49.1 7.6 62.1 12.1
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, November 8, 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 : 35,655: 1,579 1,694 136 18,828 28,012 20,543 29,842: 15,112 5,813
Old : 35,655: 1,579 1,694 136 18,828 28,012 20,543 29,842: 15,112 5,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -1,832: -30 -44 7 491 -1,509 468 -1,546: -2,300 -286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 4.8 0.4 52.8 78.6 57.6 83.7: 42.4 16.3
Old : 100.0: 4.4 4.8 0.4 52.8 78.6 57.6 83.7: 42.4 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 8 2 19 27 23 37:
Old : 43: 3 8 2 19 27 23 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 : 33.5 39.5 45.6 59.6 19.9 32.3 26.4 42.3
Old : 33.5 39.5 45.6 59.6 19.9 32.3 26.4 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2005