MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 21,364: 217 2,549 1,504 14,615 8,244 16,336 12,297: 5,028 9,067
Old : 21,364: 217 2,549 1,504 14,615 8,244 16,336 12,297: 5,028 9,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -2,002: -350 81 -266 -1,208 -1,007 -1,824 -1,193: -178 -810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 11.9 7.0 68.4 38.6 76.5 57.6: 23.5 42.4
Old : 100.0: 1.0 11.9 7.0 68.4 38.6 76.5 57.6: 23.5 42.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 6 9 18 12 28 23:
Old : 32: 6 6 9 18 12 28 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 28.7 62.2 42.5 41.5 26.2 60.7 37.6
Old : 41.6 28.7 62.2 42.5 41.5 26.2 60.7 37.6
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, December 6, 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 : 135,468: 29,798 19,158 31,073 53,861 49,666 114,731 99,897: 20,736 35,571
Old : 135,288: 29,799 19,148 31,072 53,857 49,616 114,727 99,836: 20,560 35,452
Other: 180: 0 11 0 4 50 4 61: 176 119
: : :
: : Changes in Commitments from: November 29, 2005 :
: 5,785: 1,837 -92 1,907 950 4,631 4,694 6,446: 1,091 -661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 14.1 22.9 39.8 36.7 84.7 73.7: 15.3 26.3
Old : 100.0: 22.0 14.2 23.0 39.8 36.7 84.8 73.8: 15.2 26.2
Other: 100.0: 0.0 6.1 0.0 2.2 27.8 2.2 33.9: 97.8 66.1
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 59 67 81 31 44 155 141:
Old : 194: 59 67 81 31 44 155 141:
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 : 26.0 18.3 36.2 26.4 26.0 17.5 36.1 24.9
Old : 26.0 18.3 36.2 26.4 26.0 17.5 36.2 24.9
Other: 2.2 27.8 2.2 33.9 2.2 27.8 2.2 33.9
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 1,550: 343 407 181 341 173 865 761: 685 789
Old : 1,550: 343 407 181 341 173 865 761: 685 789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 145: -22 58 94 -51 10 22 162: 124 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 26.3 11.7 22.0 11.2 55.8 49.1: 44.2 50.9
Old : 100.0: 22.1 26.3 11.7 22.0 11.2 55.8 49.1: 44.2 50.9
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 : 25: 7 12 7 4 2 15 17:
Old : 25: 7 12 7 4 2 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 22.7 46.7 34.6 31.6 22.7 42.4 32.2
Old : 31.6 22.7 46.7 34.6 31.6 22.7 42.4 32.2
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, December 6, 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 : 212,920: 67,630 9,571 37,555 84,536 104,058 189,721 151,184: 23,199 61,736
Old : 212,920: 67,630 9,571 37,555 84,536 104,058 189,721 151,184: 23,199 61,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -71: 6,490 2,507 -5,695 583 3,989 1,378 802: -1,449 -873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 4.5 17.6 39.7 48.9 89.1 71.0: 10.9 29.0
Old : 100.0: 31.8 4.5 17.6 39.7 48.9 89.1 71.0: 10.9 29.0
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 : 318: 102 37 73 89 147 233 235:
Old : 318: 102 37 73 89 147 233 235:
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 9.6 30.0 16.0 19.9 7.2 29.4 12.1
Old : 20.1 9.6 30.0 16.0 19.9 7.2 29.4 12.1
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, December 6, 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 : 5,529: 2,282 105 469 684 3,276 3,436 3,850: 2,093 1,679
Old : 5,529: 2,282 105 469 684 3,276 3,436 3,850: 2,093 1,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -316: -118 -136 -296 137 50 -278 -382: -38 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 1.9 8.5 12.4 59.2 62.1 69.6: 37.9 30.4
Old : 100.0: 41.3 1.9 8.5 12.4 59.2 62.1 69.6: 37.9 30.4
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 : 64: 24 3 11 19 32 48 43:
Old : 64: 24 3 11 19 32 48 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 : 25.6 25.6 36.7 37.2 25.6 24.8 35.1 35.2
Old : 25.6 25.6 36.7 37.2 25.6 24.8 35.1 35.2
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, December 6, 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 : 33,358: 14,514 1,817 5,835 7,994 9,236 28,343 16,889: 5,014 16,469
Old : 33,358: 14,514 1,817 5,835 7,994 9,236 28,343 16,889: 5,014 16,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 2,384: 1,543 0 437 748 300 2,729 738: -345 1,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 5.4 17.5 24.0 27.7 85.0 50.6: 15.0 49.4
Old : 100.0: 43.5 5.4 17.5 24.0 27.7 85.0 50.6: 15.0 49.4
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 : 153: 50 21 28 42 57 111 92:
Old : 153: 50 21 28 42 57 111 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 15.5 30.2 21.0 15.7 8.3 25.8 12.6
Old : 19.8 15.5 30.2 21.0 15.7 8.3 25.8 12.6
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, December 6, 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 : 128,437: 50,874 12,606 3,592 31,698 90,834 86,163 107,032: 42,273 21,405
Old : 128,437: 50,874 12,606 3,592 31,698 90,834 86,163 107,032: 42,273 21,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 5,660: 7,070 -1,010 427 -7,270 4,555 227 3,972: 5,433 1,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 9.8 2.8 24.7 70.7 67.1 83.3: 32.9 16.7
Old : 100.0: 39.6 9.8 2.8 24.7 70.7 67.1 83.3: 32.9 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 : 81: 30 14 8 25 26 56 47:
Old : 81: 30 14 8 25 26 56 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 38.7 33.9 56.2 24.4 38.5 33.9 56.0
Old : 24.4 38.7 33.9 56.2 24.4 38.5 33.9 56.0
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, December 6, 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 : 106,465: 16,290 66,066 555 79,820 16,978 96,665 83,599: 9,800 22,865
Old : 106,465: 16,290 66,066 555 79,820 16,978 96,665 83,599: 9,800 22,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 6,037: 2,357 3,268 227 1,397 3,743 3,981 7,238: 2,056 -1,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 62.1 0.5 75.0 15.9 90.8 78.5: 9.2 21.5
Old : 100.0: 15.3 62.1 0.5 75.0 15.9 90.8 78.5: 9.2 21.5
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 : 63: 5 33 2 20 12 27 45:
Old : 63: 5 33 2 20 12 27 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 : 38.9 34.7 70.0 48.6 38.5 34.7 69.0 48.4
Old : 38.9 34.7 70.0 48.6 38.5 34.7 69.0 48.4
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, December 6, 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 : 136,516: 87,749 5,159 1,022 38,295 125,995 127,067 132,176: 9,450 4,340
Old : 136,516: 87,749 5,159 1,022 38,295 125,995 127,067 132,176: 9,450 4,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -549: -2,223 909 22 -301 -1,625 -2,501 -693: 1,952 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 3.8 0.7 28.1 92.3 93.1 96.8: 6.9 3.2
Old : 100.0: 64.3 3.8 0.7 28.1 92.3 93.1 96.8: 6.9 3.2
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 : 107: 65 11 4 17 20 83 34:
Old : 107: 65 11 4 17 20 83 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 : 32.0 60.9 49.3 78.2 28.0 53.1 42.4 66.9
Old : 32.0 60.9 49.3 78.2 28.0 53.1 42.4 66.9
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, December 6, 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 : 109,720: 15,597 41,693 1,019 74,315 42,285 90,932 84,997: 18,788 24,723
Old : 109,720: 15,597 41,693 1,019 74,315 42,285 90,932 84,997: 18,788 24,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 7,457: 4,696 -2,695 624 2,395 9,130 7,715 7,058: -258 399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 38.0 0.9 67.7 38.5 82.9 77.5: 17.1 22.5
Old : 100.0: 14.2 38.0 0.9 67.7 38.5 82.9 77.5: 17.1 22.5
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 : 62: 13 22 5 21 19 36 44:
Old : 62: 13 22 5 21 19 36 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 : 40.9 38.4 57.4 53.1 28.0 26.0 42.6 35.5
Old : 40.9 38.4 57.4 53.1 28.0 26.0 42.6 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 249,082: 24,063 99,852 7,469 184,873 106,401 216,405 213,722: 32,677 35,360
Old : 249,082: 24,063 99,852 7,469 184,873 106,401 216,405 213,722: 32,677 35,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 681: 4,565 13,168 2,047 -6,134 -12,480 478 2,735: 203 -2,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 40.1 3.0 74.2 42.7 86.9 85.8: 13.1 14.2
Old : 100.0: 9.7 40.1 3.0 74.2 42.7 86.9 85.8: 13.1 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 24 49 10 32 29 64 80:
Old : 116: 24 49 10 32 29 64 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 : 44.7 26.6 60.5 42.9 38.2 24.2 50.4 35.8
Old : 44.7 26.6 60.5 42.9 38.2 24.2 50.4 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 203,361: 28,505 51,092 17,463 106,273 83,089 152,241 151,644: 51,120 51,717
Old : 203,361: 28,505 51,092 17,463 106,273 83,089 152,241 151,644: 51,120 51,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -2,272: -2,183 2,567 1,639 1,540 -4,415 995 -209: -3,267 -2,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 25.1 8.6 52.3 40.9 74.9 74.6: 25.1 25.4
Old : 100.0: 14.0 25.1 8.6 52.3 40.9 74.9 74.6: 25.1 25.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 38 48 36 31 29 90 93:
Old : 125: 38 48 36 31 29 90 93:
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 : 27.8 28.0 40.9 39.0 25.8 26.8 38.1 36.6
Old : 27.8 28.0 40.9 39.0 25.8 26.8 38.1 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 12,187: 7,606 895 0 2,485 10,136 10,091 11,031: 2,096 1,156
Old : 12,187: 7,606 895 0 2,485 10,136 10,091 11,031: 2,096 1,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 7.3 0.0 20.4 83.2 82.8 90.5: 17.2 9.5
Old : 100.0: 62.4 7.3 0.0 20.4 83.2 82.8 90.5: 17.2 9.5
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 : 22: 7 3 0 3 10 10 13:
Old : 22: 7 3 0 3 10 10 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 68.0 81.0 83.7 66.2 68.0 80.7 83.7
Old : 66.5 68.0 81.0 83.7 66.2 68.0 80.7 83.7
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, December 6, 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 :15,780,778: 796,583 984,108 5,494,419 8,438,090 7,734,118 14,729,092 14,212,645: 1,051,686 1,568,133
Old :15,780,778: 796,583 984,108 5,494,419 8,438,090 7,734,118 14,729,092 14,212,645: 1,051,686 1,568,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 417,127: 34,618 159,477 226,945 159,800 93,993 421,362 480,415: -4,236 -63,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 6.2 34.8 53.5 49.0 93.3 90.1: 6.7 9.9
Old : 100.0: 5.0 6.2 34.8 53.5 49.0 93.3 90.1: 6.7 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 65 70 113 149 159 273 291:
Old : 310: 65 70 113 149 159 273 291:
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 13.9 33.9 23.7 19.5 7.5 23.8 11.4
Old : 21.0 13.9 33.9 23.7 19.5 7.5 23.8 11.4
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, December 6, 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 : 786,164: 63,082 73,721 51,763 501,085 513,147 615,930 638,631: 170,233 147,532
Old : 786,164: 63,082 73,721 51,763 501,085 513,147 615,930 638,631: 170,233 147,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 39,002: -2,616 2,648 7,281 18,289 26,498 22,954 36,427: 16,048 2,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 9.4 6.6 63.7 65.3 78.3 81.2: 21.7 18.8
Old : 100.0: 8.0 9.4 6.6 63.7 65.3 78.3 81.2: 21.7 18.8
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 : 201: 40 45 52 94 63 166 130:
Old : 201: 40 45 52 94 63 166 130:
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 : 17.8 24.7 25.5 36.0 17.6 23.7 25.4 35.1
Old : 17.8 24.7 25.5 36.0 17.6 23.7 25.4 35.1
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, December 6, 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 : 1,359,268: 274,483 250,255 80,803 648,838 907,164 1,004,124 1,238,221: 355,144 121,046
Old : 1,359,268: 274,483 250,255 80,803 648,838 907,164 1,004,124 1,238,221: 355,144 121,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 40,041: 39,710 -24,347 36,123 -15,289 16,457 60,544 28,233: -20,504 11,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 18.4 5.9 47.7 66.7 73.9 91.1: 26.1 8.9
Old : 100.0: 20.2 18.4 5.9 47.7 66.7 73.9 91.1: 26.1 8.9
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 : 213: 68 51 41 69 68 161 136:
Old : 213: 68 51 41 69 68 161 136:
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 : 15.7 27.6 24.8 44.4 13.8 25.4 20.0 38.8
Old : 15.7 27.6 24.8 44.4 13.8 25.4 20.0 38.8
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, December 6, 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 : 15,065: 1,738 1,180 65 7,558 12,559 9,361 13,804: 5,704 1,261
Old : 15,065: 1,738 1,180 65 7,558 12,559 9,361 13,804: 5,704 1,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 2,261: 241 314 65 1,517 1,623 1,823 2,002: 438 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 7.8 0.4 50.2 83.4 62.1 91.6: 37.9 8.4
Old : 100.0: 11.5 7.8 0.4 50.2 83.4 62.1 91.6: 37.9 8.4
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 : 34: 4 4 1 18 15 22 20:
Old : 34: 4 4 1 18 15 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 45.9 39.3 68.4 23.4 39.8 35.2 58.5
Old : 25.5 45.9 39.3 68.4 23.4 39.8 35.2 58.5
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, December 6, 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 : 48,757: 8,929 9,106 372 33,606 31,585 42,907 41,063: 5,850 7,694
Old : 48,757: 8,929 9,106 372 33,606 31,585 42,907 41,063: 5,850 7,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 2,573: 317 -295 222 1,325 2,497 1,864 2,424: 709 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 18.7 0.8 68.9 64.8 88.0 84.2: 12.0 15.8
Old : 100.0: 18.3 18.7 0.8 68.9 64.8 88.0 84.2: 12.0 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 7 5 1 23 19 30 25:
Old : 44: 7 5 1 23 19 30 25:
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 : 46.8 41.5 67.5 61.8 44.0 41.4 61.1 61.5
Old : 46.8 41.5 67.5 61.8 44.0 41.4 61.1 61.5
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, December 6, 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 : 61,511: 16,258 8,285 681 33,846 38,598 50,785 47,564: 10,726 13,948
Old : 61,511: 16,258 8,285 681 33,846 38,598 50,785 47,564: 10,726 13,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 2,440: 1,144 -5,362 185 -339 3,450 991 -1,727: 1,449 4,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 13.5 1.1 55.0 62.7 82.6 77.3: 17.4 22.7
Old : 100.0: 26.4 13.5 1.1 55.0 62.7 82.6 77.3: 17.4 22.7
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 : 83: 18 12 4 39 31 59 45:
Old : 83: 18 12 4 39 31 59 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 : 27.7 23.8 43.3 39.7 25.5 20.7 37.3 33.9
Old : 27.7 23.8 43.3 39.7 25.5 20.7 37.3 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 422,258: 172,918 114,449 5,884 195,781 282,792 374,583 403,125: 47,675 19,133
Old : 422,258: 172,918 114,449 5,884 195,781 282,792 374,583 403,125: 47,675 19,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 1,219: -11,738 -12,774 -888 -4,567 10,586 -17,193 -3,076: 18,413 4,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 27.1 1.4 46.4 67.0 88.7 95.5: 11.3 4.5
Old : 100.0: 41.0 27.1 1.4 46.4 67.0 88.7 95.5: 11.3 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 : 222: 98 54 19 44 44 150 110:
Old : 222: 98 54 19 44 44 150 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 30.9 36.3 49.6 17.5 24.4 25.4 40.9
Old : 23.4 30.9 36.3 49.6 17.5 24.4 25.4 40.9
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, December 6, 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 : 72,502: 23,052 7,340 728 31,614 52,959 55,394 61,027: 17,108 11,475
Old : 72,502: 23,052 7,340 728 31,614 52,959 55,394 61,027: 17,108 11,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -7,433: 1,862 -8,108 728 -12,684 4,761 -10,094 -2,619: 2,661 -4,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 10.1 1.0 43.6 73.0 76.4 84.2: 23.6 15.8
Old : 100.0: 31.8 10.1 1.0 43.6 73.0 76.4 84.2: 23.6 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 10 9 1 15 15 26 25:
Old : 44: 10 9 1 15 15 26 25:
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 48.7 55.4 64.8 40.7 48.4 52.8 64.4
Old : 41.6 48.7 55.4 64.8 40.7 48.4 52.8 64.4
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, December 6, 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 : 41,166: 1,560 6,090 44 35,394 27,783 36,998 33,917: 4,169 7,249
Old : 41,166: 1,560 6,090 44 35,394 27,783 36,998 33,917: 4,169 7,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 4,270: 38 390 44 3,780 4,466 3,862 4,900: 409 -630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 14.8 0.1 86.0 67.5 89.9 82.4: 10.1 17.6
Old : 100.0: 3.8 14.8 0.1 86.0 67.5 89.9 82.4: 10.1 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 : 64: 2 13 1 32 30 34 44:
Old : 64: 2 13 1 32 30 34 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 32.5 64.7 45.8 49.7 30.3 61.7 43.0
Old : 52.3 32.5 64.7 45.8 49.7 30.3 61.7 43.0
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, December 6, 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 : 302,806: 24,485 47,700 4,705 252,523 239,049 281,714 291,455: 21,093 11,352
Old : 302,806: 24,485 47,700 4,705 252,523 239,049 281,714 291,455: 21,093 11,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 1,825: 1,099 -13,129 535 4,318 13,414 5,953 820: -4,128 1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 15.8 1.6 83.4 78.9 93.0 96.3: 7.0 3.7
Old : 100.0: 8.1 15.8 1.6 83.4 78.9 93.0 96.3: 7.0 3.7
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 : 153: 27 56 23 41 52 87 112:
Old : 153: 27 56 23 41 52 87 112:
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 : 56.9 34.1 68.7 49.6 53.7 33.8 61.4 46.1
Old : 56.9 34.1 68.7 49.6 53.7 33.8 61.4 46.1
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, December 6, 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 : 117,683: 15,139 23,265 19,164 57,178 51,612 91,481 94,041: 26,202 23,642
Old : 117,683: 15,139 23,265 19,164 57,178 51,612 91,481 94,041: 26,202 23,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 40,963: 1,066 -1,000 14,600 13,526 13,738 29,192 27,338: 11,771 13,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 19.8 16.3 48.6 43.9 77.7 79.9: 22.3 20.1
Old : 100.0: 12.9 19.8 16.3 48.6 43.9 77.7 79.9: 22.3 20.1
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 : 104: 30 27 24 27 28 75 66:
Old : 104: 30 27 24 27 28 75 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 26.6 38.3 40.3 21.6 22.6 28.3 29.7
Old : 25.8 26.6 38.3 40.3 21.6 22.6 28.3 29.7
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, December 6, 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 : 63,273: 16,428 7,739 4,740 26,792 8,387 47,960 20,866: 15,313 42,407
Old : 63,273: 16,428 7,739 4,740 26,792 8,387 47,960 20,866: 15,313 42,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 11,762: -2,226 3,705 4,736 1,093 -926 3,603 7,515: 8,159 4,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 12.2 7.5 42.3 13.3 75.8 33.0: 24.2 67.0
Old : 100.0: 26.0 12.2 7.5 42.3 13.3 75.8 33.0: 24.2 67.0
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 : 51: 15 12 11 14 12 34 33:
Old : 51: 15 12 11 14 12 34 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 13.8 51.0 19.9 33.0 10.7 44.6 15.1
Old : 38.2 13.8 51.0 19.9 33.0 10.7 44.6 15.1
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, December 6, 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 : 42,795: 1,792 1,846 253 19,396 30,169 21,441 32,268: 21,354 10,527
Old : 42,795: 1,792 1,846 253 19,396 30,169 21,441 32,268: 21,354 10,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 2,627: 211 -263 59 1,123 1,567 1,393 1,363: 1,234 1,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 4.3 0.6 45.3 70.5 50.1 75.4: 49.9 24.6
Old : 100.0: 4.2 4.3 0.6 45.3 70.5 50.1 75.4: 49.9 24.6
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: 5 8 3 19 25 27 35:
Old : 43: 5 8 3 19 25 27 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 34.9 38.6 53.5 11.8 22.5 14.9 31.1
Old : 28.2 34.9 38.6 53.5 11.8 22.5 14.9 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 9, 2005