MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 21,995: 226 2,203 1,618 14,321 8,951 16,165 12,772: 5,829 9,223
Old : 21,995: 226 2,203 1,618 14,321 8,951 16,165 12,772: 5,829 9,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 838: 17 -3 130 651 133 798 260: 40 578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 10.0 7.4 65.1 40.7 73.5 58.1: 26.5 41.9
Old : 100.0: 1.0 10.0 7.4 65.1 40.7 73.5 58.1: 26.5 41.9
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 : 31: 5 6 10 18 13 28 24:
Old : 31: 5 6 10 18 13 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 29.5 60.0 45.2 41.6 26.6 57.7 39.1
Old : 41.6 29.5 60.0 45.2 41.6 26.6 57.7 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, November 15, 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 : 125,086: 29,896 20,774 26,368 50,012 42,259 106,276 89,401: 18,810 35,684
Old : 124,947: 29,896 20,769 26,368 50,004 42,215 106,268 89,352: 18,679 35,594
Other: 139: 0 5 0 8 44 8 49: 131 90
: : :
: : Changes in Commitments from: November 8, 2005 :
: 4,926: 4,482 65 -1,080 181 3,713 3,582 2,698: 1,344 2,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 16.6 21.1 40.0 33.8 85.0 71.5: 15.0 28.5
Old : 100.0: 23.9 16.6 21.1 40.0 33.8 85.1 71.5: 14.9 28.5
Other: 100.0: 0.0 3.6 0.0 5.8 31.7 5.8 35.3: 94.2 64.7
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 57 54 68 27 39 138 121:
Old : 175: 57 54 68 27 39 138 121:
Other: 7: 0 1 0 1 5 1 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 : 26.1 15.6 37.1 26.2 26.1 15.1 36.4 23.9
Old : 26.1 15.6 37.1 26.2 26.1 15.1 36.4 23.9
Other: 5.8 30.2 5.8 35.3 5.8 30.2 5.8 35.3
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 1,323: 297 330 168 288 142 753 639: 570 683
Old : 1,323: 297 330 168 288 142 753 639: 570 683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -72: -107 -28 84 16 -44 -6 12: -65 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 24.9 12.7 21.8 10.7 56.9 48.3: 43.1 51.7
Old : 100.0: 22.5 24.9 12.7 21.8 10.7 56.9 48.3: 43.1 51.7
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 : 22: 7 10 6 3 2 13 15:
Old : 22: 7 10 6 3 2 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 24.3 50.1 36.7 37.3 23.1 44.0 32.7
Old : 38.6 24.3 50.1 36.7 37.3 23.1 44.0 32.7
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, November 15, 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 : 197,915: 54,139 7,608 40,899 78,829 92,360 173,868 140,867: 24,047 57,048
Old : 197,915: 54,139 7,608 40,899 78,829 92,360 173,868 140,867: 24,047 57,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 8,276: 1,101 423 2,251 3,955 5,502 7,307 8,176: 969 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 3.8 20.7 39.8 46.7 87.8 71.2: 12.2 28.8
Old : 100.0: 27.4 3.8 20.7 39.8 46.7 87.8 71.2: 12.2 28.8
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 : 280: 79 36 70 77 133 201 216:
Old : 280: 79 36 70 77 133 201 216:
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 : 20.1 9.1 30.0 16.2 19.9 7.2 28.8 12.4
Old : 20.1 9.1 30.0 16.2 19.9 7.2 28.8 12.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 5,500: 2,501 208 610 482 2,848 3,593 3,665: 1,906 1,834
Old : 5,500: 2,501 208 610 482 2,848 3,593 3,665: 1,906 1,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 435: 489 -95 150 -44 471 594 526: -160 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 3.8 11.1 8.8 51.8 65.3 66.6: 34.7 33.4
Old : 100.0: 45.5 3.8 11.1 8.8 51.8 65.3 66.6: 34.7 33.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 27 7 11 12 31 43 45:
Old : 66: 27 7 11 12 31 43 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 : 26.4 20.4 38.0 32.0 26.4 19.2 35.9 28.4
Old : 26.4 20.4 38.0 32.0 26.4 19.2 35.9 28.4
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 15, 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 : 30,332: 12,522 1,833 4,809 7,733 8,516 25,064 15,158: 5,268 15,174
Old : 30,332: 12,522 1,833 4,809 7,733 8,516 25,064 15,158: 5,268 15,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -776: 457 -611 -838 -233 465 -614 -984: -162 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 6.0 15.9 25.5 28.1 82.6 50.0: 17.4 50.0
Old : 100.0: 41.3 6.0 15.9 25.5 28.1 82.6 50.0: 17.4 50.0
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: 50 15 25 44 52 110 80:
Old : 144: 50 15 25 44 52 110 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 12.8 27.4 18.9 15.5 7.4 25.6 12.8
Old : 16.8 12.8 27.4 18.9 15.5 7.4 25.6 12.8
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 15, 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 : 109,450: 33,303 12,748 1,975 38,797 74,032 74,075 88,756: 35,375 20,695
Old : 109,450: 33,303 12,748 1,975 38,797 74,032 74,075 88,756: 35,375 20,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -2,095: -4,817 1,596 -460 1,683 7,482 -3,595 8,618: 1,500 -10,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 11.6 1.8 35.4 67.6 67.7 81.1: 32.3 18.9
Old : 100.0: 30.4 11.6 1.8 35.4 67.6 67.7 81.1: 32.3 18.9
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 : 74: 23 16 6 22 26 48 45:
Old : 74: 23 16 6 22 26 48 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 : 27.6 33.2 40.8 50.7 27.6 32.6 40.8 50.0
Old : 27.6 33.2 40.8 50.7 27.6 32.6 40.8 50.0
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 15, 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 : 99,612: 15,143 60,824 67 77,216 12,735 92,426 73,627: 7,186 25,986
Old : 99,612: 15,143 60,824 67 77,216 12,735 92,426 73,627: 7,186 25,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 13,329: 1,036 11,426 -156 13,343 249 14,224 11,519: -894 1,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 61.1 0.1 77.5 12.8 92.8 73.9: 7.2 26.1
Old : 100.0: 15.2 61.1 0.1 77.5 12.8 92.8 73.9: 7.2 26.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 6 34 1 19 11 26 45:
Old : 62: 6 34 1 19 11 26 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 : 43.7 27.3 70.3 43.0 43.6 27.3 69.6 42.9
Old : 43.7 27.3 70.3 43.0 43.6 27.3 69.6 42.9
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 15, 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 : 110,416: 84,664 4,827 0 18,758 101,832 103,422 106,659: 6,994 3,757
Old : 110,416: 84,664 4,827 0 18,758 101,832 103,422 106,659: 6,994 3,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 18,586: 17,303 -380 0 776 18,864 18,079 18,484: 507 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 4.4 0.0 17.0 92.2 93.7 96.6: 6.3 3.4
Old : 100.0: 76.7 4.4 0.0 17.0 92.2 93.7 96.6: 6.3 3.4
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 : 100: 62 7 0 17 20 79 27:
Old : 100: 62 7 0 17 20 79 27:
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 : 35.6 64.2 52.0 79.8 35.6 61.9 52.0 77.2
Old : 35.6 64.2 52.0 79.8 35.6 61.9 52.0 77.2
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 15, 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 : 86,295: 10,110 34,298 320 58,264 27,752 68,694 62,370: 17,601 23,925
Old : 86,295: 10,110 34,298 320 58,264 27,752 68,694 62,370: 17,601 23,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 3,938: -379 4,404 316 4,726 -444 4,664 4,276: -725 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 39.7 0.4 67.5 32.2 79.6 72.3: 20.4 27.7
Old : 100.0: 11.7 39.7 0.4 67.5 32.2 79.6 72.3: 20.4 27.7
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 : 57: 10 21 3 21 12 33 34:
Old : 57: 10 21 3 21 12 33 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 : 36.9 33.7 58.6 47.4 28.8 29.1 48.1 37.9
Old : 36.9 33.7 58.6 47.4 28.8 29.1 48.1 37.9
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, November 15, 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 : 244,547: 18,169 89,025 5,559 192,345 113,136 216,074 207,720: 28,473 36,827
Old : 244,547: 18,169 89,025 5,559 192,345 113,136 216,074 207,720: 28,473 36,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 6,556: 1,616 4,417 -9 3,696 216 5,303 4,624: 1,253 1,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 36.4 2.3 78.7 46.3 88.4 84.9: 11.6 15.1
Old : 100.0: 7.4 36.4 2.3 78.7 46.3 88.4 84.9: 11.6 15.1
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 : 116: 21 53 9 31 29 60 83:
Old : 116: 21 53 9 31 29 60 83:
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 : 45.8 27.0 63.6 43.2 38.0 20.6 49.0 30.2
Old : 45.8 27.0 63.6 43.2 38.0 20.6 49.0 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 198,147: 31,461 45,340 13,444 97,063 77,514 141,968 136,298: 56,178 61,848
Old : 198,147: 31,461 45,340 13,444 97,063 77,514 141,968 136,298: 56,178 61,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 17,369: 1,582 8,181 2,927 13,020 5,200 17,529 16,308: -160 1,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 22.9 6.8 49.0 39.1 71.6 68.8: 28.4 31.2
Old : 100.0: 15.9 22.9 6.8 49.0 39.1 71.6 68.8: 28.4 31.2
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 : 118: 39 39 28 30 30 84 83:
Old : 118: 39 39 28 30 30 84 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 28.8 38.1 37.3 23.0 27.1 35.3 34.9
Old : 25.1 28.8 38.1 37.3 23.0 27.1 35.3 34.9
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 15, 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 :15,210,150: 915,284 965,468 5,132,598 8,115,241 7,468,263 14,163,123 13,566,330: 1,047,027 1,643,820
Old :15,210,150: 915,284 965,468 5,132,598 8,115,241 7,468,263 14,163,123 13,566,330: 1,047,027 1,643,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 44,083: 36,092 -10,121 46,292 2,179 25,840 84,562 62,011: -40,479 -17,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 6.3 33.7 53.4 49.1 93.1 89.2: 6.9 10.8
Old : 100.0: 6.0 6.3 33.7 53.4 49.1 93.1 89.2: 6.9 10.8
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 : 307: 72 69 114 141 153 268 289:
Old : 307: 72 69 114 141 153 268 289:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 12.5 33.1 22.0 19.3 7.0 24.7 11.1
Old : 20.5 12.5 33.1 22.0 19.3 7.0 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 15, 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 : 736,247: 62,677 66,155 48,785 480,288 485,145 591,750 600,085: 144,497 136,162
Old : 736,247: 62,677 66,155 48,785 480,288 485,145 591,750 600,085: 144,497 136,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 4,997: 3,139 -120 2,255 503 -592 5,897 1,544: -900 3,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 9.0 6.6 65.2 65.9 80.4 81.5: 19.6 18.5
Old : 100.0: 8.5 9.0 6.6 65.2 65.9 80.4 81.5: 19.6 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 : 213: 49 45 59 94 67 177 138:
Old : 213: 49 45 59 94 67 177 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 26.3 26.0 38.3 18.8 26.0 25.9 38.0
Old : 18.9 26.3 26.0 38.3 18.8 26.0 25.9 38.0
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 15, 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 : 1,216,399: 164,123 316,739 43,042 654,507 734,676 861,672 1,094,457: 354,727 121,942
Old : 1,216,399: 164,123 316,739 43,042 654,507 734,676 861,672 1,094,457: 354,727 121,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 18,657: 579 -18,123 1,067 -19,353 26,897 -17,707 9,842: 36,364 8,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 26.0 3.5 53.8 60.4 70.8 90.0: 29.2 10.0
Old : 100.0: 13.5 26.0 3.5 53.8 60.4 70.8 90.0: 29.2 10.0
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 : 202: 54 56 35 64 61 140 130:
Old : 202: 54 56 35 64 61 140 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 27.2 28.1 41.6 14.1 25.6 21.3 36.8
Old : 18.8 27.2 28.1 41.6 14.1 25.6 21.3 36.8
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 15, 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 : 12,979: 1,282 649 0 6,367 11,157 7,649 11,806: 5,330 1,173
Old : 12,979: 1,282 649 0 6,367 11,157 7,649 11,806: 5,330 1,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -219: 5 0 0 -309 -161 -304 -161: 85 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 5.0 0.0 49.1 86.0 58.9 91.0: 41.1 9.0
Old : 100.0: 9.9 5.0 0.0 49.1 86.0 58.9 91.0: 41.1 9.0
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 : 31: 2 2 1 17 15 19 18:
Old : 31: 2 2 1 17 15 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 46.9 40.2 68.7 26.1 46.9 40.2 67.1
Old : 26.1 46.9 40.2 68.7 26.1 46.9 40.2 67.1
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 15, 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 : 44,023: 7,812 9,661 0 31,507 27,000 39,319 36,661: 4,704 7,362
Old : 44,023: 7,812 9,661 0 31,507 27,000 39,319 36,661: 4,704 7,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 4,964: 716 479 0 4,828 4,065 5,544 4,544: -580 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 21.9 0.0 71.6 61.3 89.3 83.3: 10.7 16.7
Old : 100.0: 17.7 21.9 0.0 71.6 61.3 89.3 83.3: 10.7 16.7
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 : 43: 6 6 0 20 18 26 24:
Old : 43: 6 6 0 20 18 26 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 : 57.4 43.3 72.3 60.4 55.3 43.2 69.4 60.3
Old : 57.4 43.3 72.3 60.4 55.3 43.2 69.4 60.3
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 15, 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 : 59,815: 14,210 12,337 437 33,562 36,877 48,209 49,651: 11,607 10,164
Old : 59,815: 14,210 12,337 437 33,562 36,877 48,209 49,651: 11,607 10,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -2,859: 3,049 -730 5 -173 -1,316 2,881 -2,041: -5,740 -818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 20.6 0.7 56.1 61.7 80.6 83.0: 19.4 17.0
Old : 100.0: 23.8 20.6 0.7 56.1 61.7 80.6 83.0: 19.4 17.0
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 : 83: 17 14 2 37 26 55 41:
Old : 83: 17 14 2 37 26 55 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 29.5 40.8 46.4 28.6 27.6 40.2 42.6
Old : 28.6 29.5 40.8 46.4 28.6 27.6 40.2 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 355,549: 147,505 89,310 5,774 177,659 232,159 330,938 327,243: 24,611 28,306
Old : 355,549: 147,505 89,310 5,774 177,659 232,159 330,938 327,243: 24,611 28,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 4,382: 38,430 -5,993 841 -38,804 39,612 467 34,460: 3,915 -30,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 25.1 1.6 50.0 65.3 93.1 92.0: 6.9 8.0
Old : 100.0: 41.5 25.1 1.6 50.0 65.3 93.1 92.0: 6.9 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 80 61 17 45 42 136 109:
Old : 215: 80 61 17 45 42 136 109:
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 : 35.0 31.2 45.3 45.0 26.8 21.6 35.9 32.8
Old : 35.0 31.2 45.3 45.0 26.8 21.6 35.9 32.8
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 15, 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 : 76,529: 18,367 18,174 0 43,292 40,805 61,659 58,979: 14,870 17,550
Old : 76,529: 18,367 18,174 0 43,292 40,805 61,659 58,979: 14,870 17,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 7,542: 1,184 5,062 0 6,782 1,738 7,966 6,800: -424 742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 23.7 0.0 56.6 53.3 80.6 77.1: 19.4 22.9
Old : 100.0: 24.0 23.7 0.0 56.6 53.3 80.6 77.1: 19.4 22.9
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 : 47: 7 15 0 15 14 22 29:
Old : 47: 7 15 0 15 14 22 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 : 47.9 34.2 64.4 48.7 47.9 33.9 63.8 48.3
Old : 47.9 34.2 64.4 48.7 47.9 33.9 63.8 48.3
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 15, 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 : 37,176: 1,516 5,836 0 31,810 23,267 33,326 29,103: 3,850 8,073
Old : 37,176: 1,516 5,836 0 31,810 23,267 33,326 29,103: 3,850 8,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -443: 8 -158 0 106 -13 114 -171: -557 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 15.7 0.0 85.6 62.6 89.6 78.3: 10.4 21.7
Old : 100.0: 4.1 15.7 0.0 85.6 62.6 89.6 78.3: 10.4 21.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 2 14 1 31 28 33 43:
Old : 64: 2 14 1 31 28 33 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 30.8 67.5 42.8 53.7 29.2 66.9 41.3
Old : 54.3 30.8 67.5 42.8 53.7 29.2 66.9 41.3
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 15, 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 : 291,529: 19,248 60,350 4,296 241,318 216,692 264,862 281,339: 26,667 10,190
Old : 291,529: 19,248 60,350 4,296 241,318 216,692 264,862 281,339: 26,667 10,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 3,748: 1,984 -21 375 -2,142 4,679 216 5,032: 3,532 -1,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 20.7 1.5 82.8 74.3 90.9 96.5: 9.1 3.5
Old : 100.0: 6.6 20.7 1.5 82.8 74.3 90.9 96.5: 9.1 3.5
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 : 153: 34 47 23 42 51 85 112:
Old : 153: 34 47 23 42 51 85 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 32.1 69.5 47.7 55.6 31.3 62.5 44.4
Old : 59.7 32.1 69.5 47.7 55.6 31.3 62.5 44.4
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 15, 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 : 71,814: 18,240 25,523 3,375 36,298 34,234 57,913 63,132: 13,901 8,682
Old : 71,814: 18,240 25,523 3,375 36,298 34,234 57,913 63,132: 13,901 8,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 2,640: -363 1,651 -193 231 -2,011 -325 -553: 2,965 3,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 35.5 4.7 50.5 47.7 80.6 87.9: 19.4 12.1
Old : 100.0: 25.4 35.5 4.7 50.5 47.7 80.6 87.9: 19.4 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 32 28 7 24 25 61 57:
Old : 105: 32 28 7 24 25 61 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 36.8 42.7 48.4 25.6 35.8 38.0 46.1
Old : 30.3 36.8 42.7 48.4 25.6 35.8 38.0 46.1
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 15, 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 : 45,105: 17,091 3,404 4 24,038 7,594 41,133 11,002: 3,972 34,103
Old : 45,105: 17,091 3,404 4 24,038 7,594 41,133 11,002: 3,972 34,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -1,021: -101 -214 0 -396 132 -497 -82: -524 -939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 7.5 0.0 53.3 16.8 91.2 24.4: 8.8 75.6
Old : 100.0: 37.9 7.5 0.0 53.3 16.8 91.2 24.4: 8.8 75.6
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 : 45: 17 7 1 11 11 29 18:
Old : 45: 17 7 1 11 11 29 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 11.8 67.4 16.6 48.4 8.2 62.4 12.7
Old : 53.4 11.8 67.4 16.6 48.4 8.2 62.4 12.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 34,728: 2,408 1,802 136 19,693 27,806 22,237 29,744: 12,491 4,984
Old : 34,728: 2,408 1,802 136 19,693 27,806 22,237 29,744: 12,491 4,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -927: 829 108 0 865 -206 1,694 -98: -2,621 -829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 5.2 0.4 56.7 80.1 64.0 85.6: 36.0 14.4
Old : 100.0: 6.9 5.2 0.4 56.7 80.1 64.0 85.6: 36.0 14.4
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 : 46: 5 9 2 20 27 26 38:
Old : 46: 5 9 2 20 27 26 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 40.0 47.6 61.3 19.5 29.6 26.8 40.7
Old : 34.5 40.0 47.6 61.3 19.5 29.6 26.8 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2005