MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 23,227: 371 2,250 1,825 15,776 9,239 17,973 13,314: 5,254 9,914
Old : 23,227: 371 2,250 1,825 15,776 9,239 17,973 13,314: 5,254 9,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 1,232: 145 46 207 1,455 288 1,807 541: -575 691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 9.7 7.9 67.9 39.8 77.4 57.3: 22.6 42.7
Old : 100.0: 1.6 9.7 7.9 67.9 39.8 77.4 57.3: 22.6 42.7
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 : 32: 5 6 10 19 13 29 24:
Old : 32: 5 6 10 19 13 29 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 28.3 61.3 43.2 40.6 25.7 58.7 37.3
Old : 40.7 28.3 61.3 43.2 40.6 25.7 58.7 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 125,238: 27,228 18,882 26,685 52,254 42,411 106,167 87,977: 19,071 37,261
Old : 125,090: 27,239 18,882 26,674 52,247 42,367 106,160 87,922: 18,930 37,168
Other: 148: 0 11 0 7 44 7 55: 141 93
: : :
: : Changes in Commitments from: November 15, 2005 :
: 152: -2,668 -1,893 317 2,243 152 -109 -1,424: 261 1,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 15.1 21.3 41.7 33.9 84.8 70.2: 15.2 29.8
Old : 100.0: 21.8 15.1 21.3 41.8 33.9 84.9 70.3: 15.1 29.7
Other: 100.0: 0.0 7.4 0.0 4.7 29.7 4.7 37.2: 95.3 62.8
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 63 45 68 32 40 142 123:
Old : 177: 63 45 68 32 40 142 123:
Other: 9: 0 2 0 2 5 2 7:
:----------------------------------------------------------------------------------------------------
: 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 : 26.6 14.9 37.6 25.1 26.6 14.1 37.0 22.7
Old : 26.7 14.9 37.7 25.2 26.7 14.2 37.1 22.7
Other: 4.7 31.8 4.7 37.2 4.7 31.8 4.7 37.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 1,416: 282 299 174 310 161 766 635: 650 781
Old : 1,416: 282 299 174 310 161 766 635: 650 781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 94: -15 -30 7 22 19 13 -5: 80 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 21.1 12.3 21.9 11.4 54.1 44.8: 45.9 55.2
Old : 100.0: 19.9 21.1 12.3 21.9 11.4 54.1 44.8: 45.9 55.2
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 : 21: 5 9 6 4 2 13 14:
Old : 21: 5 9 6 4 2 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 24.0 47.6 35.8 35.4 22.9 41.8 31.9
Old : 35.4 24.0 47.6 35.8 35.4 22.9 41.8 31.9
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 22, 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 : 201,764: 55,292 7,644 41,073 81,142 94,146 177,507 142,863: 24,258 58,901
Old : 201,764: 55,292 7,644 41,073 81,142 94,146 177,507 142,863: 24,258 58,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 3,850: 1,152 36 174 2,313 1,786 3,639 1,996: 211 1,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 3.8 20.4 40.2 46.7 88.0 70.8: 12.0 29.2
Old : 100.0: 27.4 3.8 20.4 40.2 46.7 88.0 70.8: 12.0 29.2
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 : 291: 83 41 80 81 133 217 225:
Old : 291: 83 41 80 81 133 217 225:
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 : 20.2 8.5 29.7 15.4 19.9 6.7 28.8 12.0
Old : 20.2 8.5 29.7 15.4 19.9 6.7 28.8 12.0
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 22, 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 : 5,763: 2,445 118 702 498 3,092 3,645 3,912: 2,118 1,852
Old : 5,763: 2,445 118 702 498 3,092 3,645 3,912: 2,118 1,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 264: -56 -90 92 16 244 51 246: 212 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 2.1 12.2 8.6 53.6 63.2 67.9: 36.8 32.1
Old : 100.0: 42.4 2.1 12.2 8.6 53.6 63.2 67.9: 36.8 32.1
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 : 64: 27 5 13 11 28 45 41:
Old : 64: 27 5 13 11 28 45 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 : 24.3 23.8 34.8 35.0 24.3 23.1 33.0 32.1
Old : 24.3 23.8 34.8 35.0 24.3 23.1 33.0 32.1
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 22, 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 : 27,238: 11,012 1,624 4,091 7,275 7,746 22,377 13,461: 4,861 13,777
Old : 27,238: 11,012 1,624 4,091 7,275 7,746 22,377 13,461: 4,861 13,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -3,094: -1,510 -209 -718 -458 -770 -2,687 -1,697: -407 -1,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 6.0 15.0 26.7 28.4 82.2 49.4: 17.8 50.6
Old : 100.0: 40.4 6.0 15.0 26.7 28.4 82.2 49.4: 17.8 50.6
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 : 131: 39 17 22 40 50 96 78:
Old : 131: 39 17 22 40 50 96 78:
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 : 18.1 13.5 29.8 19.1 16.3 8.0 27.5 13.1
Old : 18.1 13.5 29.8 19.1 16.3 8.0 27.5 13.1
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 22, 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 : 113,643: 35,392 18,386 2,590 40,815 72,085 78,797 93,062: 34,846 20,581
Old : 113,643: 35,392 18,386 2,590 40,815 72,085 78,797 93,062: 34,846 20,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 4,193: 2,088 5,638 615 2,018 -1,947 4,722 4,306: -529 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 16.2 2.3 35.9 63.4 69.3 81.9: 30.7 18.1
Old : 100.0: 31.1 16.2 2.3 35.9 63.4 69.3 81.9: 30.7 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 : 80: 24 20 8 23 26 50 51:
Old : 80: 24 20 8 23 26 50 51:
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 : 27.1 30.1 39.9 47.5 27.1 29.8 39.8 47.1
Old : 27.1 30.1 39.9 47.5 27.1 29.8 39.8 47.1
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 22, 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 : 101,876: 14,922 63,543 338 79,324 14,256 94,585 78,138: 7,291 23,738
Old : 101,876: 14,922 63,543 338 79,324 14,256 94,585 78,138: 7,291 23,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 2,263: -221 2,719 271 2,108 1,521 2,158 4,511: 105 -2,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 62.4 0.3 77.9 14.0 92.8 76.7: 7.2 23.3
Old : 100.0: 14.6 62.4 0.3 77.9 14.0 92.8 76.7: 7.2 23.3
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 : 61: 5 33 1 19 12 25 45:
Old : 61: 5 33 1 19 12 25 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 : 43.1 27.9 69.8 42.8 43.0 27.9 68.5 42.8
Old : 43.1 27.9 69.8 42.8 43.0 27.9 68.5 42.8
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 22, 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 : 129,824: 91,337 5,042 130 31,169 118,752 122,636 123,924: 7,188 5,900
Old : 129,824: 91,337 5,042 130 31,169 118,752 122,636 123,924: 7,188 5,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 19,408: 6,673 215 130 12,411 16,920 19,214 17,265: 194 2,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 3.9 0.1 24.0 91.5 94.5 95.5: 5.5 4.5
Old : 100.0: 70.4 3.9 0.1 24.0 91.5 94.5 95.5: 5.5 4.5
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 : 103: 64 9 1 17 19 82 28:
Old : 103: 64 9 1 17 19 82 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 : 34.1 59.7 50.5 75.9 32.1 54.5 46.9 68.9
Old : 34.1 59.7 50.5 75.9 32.1 54.5 46.9 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 91,962: 8,976 42,418 361 63,211 23,025 72,549 65,803: 19,414 26,159
Old : 91,962: 8,976 42,418 361 63,211 23,025 72,549 65,803: 19,414 26,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 5,667: -1,133 8,120 41 4,947 -4,727 3,855 3,433: 1,812 2,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 46.1 0.4 68.7 25.0 78.9 71.6: 21.1 28.4
Old : 100.0: 9.8 46.1 0.4 68.7 25.0 78.9 71.6: 21.1 28.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 8 24 2 21 11 30 36:
Old : 56: 8 24 2 21 11 30 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 31.6 58.1 46.8 31.3 28.1 49.3 39.6
Old : 38.3 31.6 58.1 46.8 31.3 28.1 49.3 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 246,295: 17,989 87,052 5,626 191,758 116,856 215,372 209,533: 30,923 36,762
Old : 246,295: 17,989 87,052 5,626 191,758 116,856 215,372 209,533: 30,923 36,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 1,748: -180 -1,973 66 -588 3,720 -702 1,814: 2,450 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 35.3 2.3 77.9 47.4 87.4 85.1: 12.6 14.9
Old : 100.0: 7.3 35.3 2.3 77.9 47.4 87.4 85.1: 12.6 14.9
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 : 110: 24 46 9 30 27 58 78:
Old : 110: 24 46 9 30 27 58 78:
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 : 45.0 27.6 63.4 44.0 37.4 21.6 48.7 31.4
Old : 45.0 27.6 63.4 44.0 37.4 21.6 48.7 31.4
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 22, 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 : 209,126: 35,196 45,989 15,961 99,956 83,730 151,113 145,680: 58,013 63,446
Old : 209,126: 35,196 45,989 15,961 99,956 83,730 151,113 145,680: 58,013 63,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 10,979: 3,735 649 2,517 2,893 6,216 9,145 9,382: 1,835 1,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 22.0 7.6 47.8 40.0 72.3 69.7: 27.7 30.3
Old : 100.0: 16.8 22.0 7.6 47.8 40.0 72.3 69.7: 27.7 30.3
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 : 120: 40 39 33 28 32 83 90:
Old : 120: 40 39 33 28 32 83 90:
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 : 24.8 26.4 38.3 35.1 23.6 25.5 37.1 33.5
Old : 24.8 26.4 38.3 35.1 23.6 25.5 37.1 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 :15,224,168: 720,066 895,489 5,099,805 8,284,223 7,593,078 14,104,094 13,588,372: 1,120,074 1,635,796
Old :15,224,168: 720,066 895,489 5,099,805 8,284,223 7,593,078 14,104,094 13,588,372: 1,120,074 1,635,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 14,018: -195,218 -69,979 -32,793 168,982 124,814 -59,029 22,043: 73,047 -8,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 5.9 33.5 54.4 49.9 92.6 89.3: 7.4 10.7
Old : 100.0: 4.7 5.9 33.5 54.4 49.9 92.6 89.3: 7.4 10.7
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 : 310: 69 69 117 144 157 273 293:
Old : 310: 69 69 117 144 157 273 293:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 13.0 33.9 22.5 19.6 7.3 24.1 11.3
Old : 21.0 13.0 33.9 22.5 19.6 7.3 24.1 11.3
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 22, 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 : 743,600: 64,412 68,716 42,070 478,515 485,628 584,997 596,414: 158,604 147,186
Old : 743,600: 64,412 68,716 42,070 478,515 485,628 584,997 596,414: 158,604 147,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 7,353: 1,735 2,561 -6,715 -1,773 483 -6,753 -3,671: 14,107 11,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 9.2 5.7 64.4 65.3 78.7 80.2: 21.3 19.8
Old : 100.0: 8.7 9.2 5.7 64.4 65.3 78.7 80.2: 21.3 19.8
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 : 197: 40 44 48 89 64 159 127:
Old : 197: 40 44 48 89 64 159 127:
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 : 18.6 25.6 26.0 37.6 18.5 25.3 25.9 37.3
Old : 18.6 25.6 26.0 37.6 18.5 25.3 25.9 37.3
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 22, 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 : 1,275,549: 212,623 322,465 45,891 657,749 776,737 916,263 1,145,092: 359,286 130,456
Old : 1,275,549: 212,623 322,465 45,891 657,749 776,737 916,263 1,145,092: 359,286 130,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 59,149: 48,500 5,726 2,848 3,242 42,061 54,591 50,635: 4,559 8,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 25.3 3.6 51.6 60.9 71.8 89.8: 28.2 10.2
Old : 100.0: 16.7 25.3 3.6 51.6 60.9 71.8 89.8: 28.2 10.2
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 : 213: 58 62 36 65 62 147 136:
Old : 213: 58 62 36 65 62 147 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 28.8 27.4 43.8 14.1 25.9 21.7 37.5
Old : 17.7 28.8 27.4 43.8 14.1 25.9 21.7 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 12,914: 1,277 649 0 6,284 11,021 7,561 11,670: 5,353 1,244
Old : 12,914: 1,277 649 0 6,284 11,021 7,561 11,670: 5,353 1,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -65: -5 0 0 -83 -136 -88 -136: 23 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 5.0 0.0 48.7 85.3 58.5 90.4: 41.5 9.6
Old : 100.0: 9.9 5.0 0.0 48.7 85.3 58.5 90.4: 41.5 9.6
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 : 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 : 26.3 47.2 40.2 69.1 26.3 47.2 40.2 67.5
Old : 26.3 47.2 40.2 69.1 26.3 47.2 40.2 67.5
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 22, 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 : 44,248: 8,473 9,188 0 30,437 29,181 38,910 38,369: 5,338 5,879
Old : 44,248: 8,473 9,188 0 30,437 29,181 38,910 38,369: 5,338 5,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 225: 661 -473 0 -1,070 2,181 -409 1,708: 634 -1,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 20.8 0.0 68.8 65.9 87.9 86.7: 12.1 13.3
Old : 100.0: 19.1 20.8 0.0 68.8 65.9 87.9 86.7: 12.1 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 7 7 0 21 17 28 24:
Old : 45: 7 7 0 21 17 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 : 50.0 46.8 66.4 66.4 48.1 46.7 63.8 66.3
Old : 50.0 46.8 66.4 66.4 48.1 46.7 63.8 66.3
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 22, 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 : 59,450: 14,529 14,373 509 35,530 32,322 50,567 47,204: 8,883 12,246
Old : 59,450: 14,529 14,373 509 35,530 32,322 50,567 47,204: 8,883 12,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -365: 319 2,036 72 1,969 -4,554 2,359 -2,447: -2,724 2,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 24.2 0.9 59.8 54.4 85.1 79.4: 14.9 20.6
Old : 100.0: 24.4 24.2 0.9 59.8 54.4 85.1 79.4: 14.9 20.6
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 : 86: 17 15 4 39 26 57 44:
Old : 86: 17 15 4 39 26 57 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 27.6 42.5 43.1 28.3 25.7 40.8 39.3
Old : 28.3 27.6 42.5 43.1 28.3 25.7 40.8 39.3
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 22, 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 : 424,302: 183,435 127,852 4,191 204,122 275,887 391,748 407,930: 32,555 16,373
Old : 424,302: 183,435 127,852 4,191 204,122 275,887 391,748 407,930: 32,555 16,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 68,753: 35,929 38,542 -1,583 26,463 43,728 60,810 80,687: 7,944 -11,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 30.1 1.0 48.1 65.0 92.3 96.1: 7.7 3.9
Old : 100.0: 43.2 30.1 1.0 48.1 65.0 92.3 96.1: 7.7 3.9
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 : 217: 86 57 13 45 43 138 106:
Old : 217: 86 57 13 45 43 138 106:
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 29.9 45.5 46.9 28.7 24.5 37.0 38.0
Old : 33.0 29.9 45.5 46.9 28.7 24.5 37.0 38.0
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 22, 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 : 80,785: 19,690 18,941 0 46,121 44,046 65,811 62,987: 14,974 17,798
Old : 80,785: 19,690 18,941 0 46,121 44,046 65,811 62,987: 14,974 17,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 4,257: 1,323 767 0 2,829 3,241 4,152 4,008: 105 249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 23.4 0.0 57.1 54.5 81.5 78.0: 18.5 22.0
Old : 100.0: 24.4 23.4 0.0 57.1 54.5 81.5 78.0: 18.5 22.0
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: 6 16 0 16 14 22 30:
Old : 47: 6 16 0 16 14 22 30:
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 : 50.2 38.0 67.2 51.7 50.2 37.8 66.6 51.3
Old : 50.2 38.0 67.2 51.7 50.2 37.8 66.6 51.3
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 22, 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 : 36,936: 1,523 5,940 0 31,439 22,659 32,962 28,600: 3,974 8,336
Old : 36,936: 1,523 5,940 0 31,439 22,659 32,962 28,600: 3,974 8,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -240: 7 104 0 -371 -607 -364 -503: 123 263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 16.1 0.0 85.1 61.3 89.2 77.4: 10.8 22.6
Old : 100.0: 4.1 16.1 0.0 85.1 61.3 89.2 77.4: 10.8 22.6
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 : 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 : 53.4 30.0 66.7 41.8 52.7 28.4 66.0 40.2
Old : 53.4 30.0 66.7 41.8 52.7 28.4 66.0 40.2
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 22, 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 : 292,761: 23,505 58,267 3,959 237,149 219,908 264,613 282,134: 28,148 10,628
Old : 292,761: 23,505 58,267 3,959 237,149 219,908 264,613 282,134: 28,148 10,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 1,233: 4,257 -2,084 -337 -4,168 3,216 -248 795: 1,481 438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 19.9 1.4 81.0 75.1 90.4 96.4: 9.6 3.6
Old : 100.0: 8.0 19.9 1.4 81.0 75.1 90.4 96.4: 9.6 3.6
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 : 148: 25 52 16 42 50 80 105:
Old : 148: 25 52 16 42 50 80 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 33.4 67.0 49.3 52.5 33.2 60.4 46.9
Old : 56.2 33.4 67.0 49.3 52.5 33.2 60.4 46.9
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 22, 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 : 76,850: 16,722 27,102 4,274 41,587 36,664 62,583 68,040: 14,267 8,810
Old : 76,850: 16,722 27,102 4,274 41,587 36,664 62,583 68,040: 14,267 8,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 5,036: -1,518 1,579 899 5,289 2,430 4,670 4,908: 366 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 35.3 5.6 54.1 47.7 81.4 88.5: 18.6 11.5
Old : 100.0: 21.8 35.3 5.6 54.1 47.7 81.4 88.5: 18.6 11.5
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 : 101: 32 27 8 21 26 59 57:
Old : 101: 32 27 8 21 26 59 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 : 34.3 37.6 45.7 48.8 29.4 34.9 38.4 44.7
Old : 34.3 37.6 45.7 48.8 29.4 34.9 38.4 44.7
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 22, 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 : 49,715: 19,345 3,227 4 24,565 9,202 43,914 12,433: 5,801 37,282
Old : 49,715: 19,345 3,227 4 24,565 9,202 43,914 12,433: 5,801 37,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 4,610: 2,254 -177 0 527 1,608 2,781 1,431: 1,829 3,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 6.5 0.0 49.4 18.5 88.3 25.0: 11.7 75.0
Old : 100.0: 38.9 6.5 0.0 49.4 18.5 88.3 25.0: 11.7 75.0
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 7 1 12 11 31 18:
Old : 47: 18 7 1 12 11 31 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 : 48.8 12.1 62.9 17.5 43.6 8.2 57.5 13.1
Old : 48.8 12.1 62.9 17.5 43.6 8.2 57.5 13.1
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 22, 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 : 35,541: 1,929 1,904 106 19,800 27,292 21,835 29,302: 13,706 6,239
Old : 35,541: 1,929 1,904 106 19,800 27,292 21,835 29,302: 13,706 6,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 813: -479 102 -30 107 -514 -402 -442: 1,215 1,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 5.4 0.3 55.7 76.8 61.4 82.4: 38.6 17.6
Old : 100.0: 5.4 5.4 0.3 55.7 76.8 61.4 82.4: 38.6 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 4 9 1 19 26 24 36:
Old : 43: 4 9 1 19 26 24 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 41.7 47.6 58.7 17.9 26.6 24.5 35.5
Old : 34.7 41.7 47.6 58.7 17.9 26.6 24.5 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 28, 2005