MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 23,760: 504 2,543 1,681 15,909 9,589 18,095 13,813: 5,665 9,947
Old : 23,760: 504 2,543 1,681 15,909 9,589 18,095 13,813: 5,665 9,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 1,361: 225 220 120 560 636 906 976: 455 385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 10.7 7.1 67.0 40.4 76.2 58.1: 23.8 41.9
Old : 100.0: 2.1 10.7 7.1 67.0 40.4 76.2 58.1: 23.8 41.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 10 3 10 19 13 30 25:
Old : 35: 10 3 10 19 13 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 : 40.3 28.9 60.7 42.4 40.3 26.3 59.1 37.4
Old : 40.3 28.9 60.7 42.4 40.3 26.3 59.1 37.4
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 20, 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 : 125,929: 25,162 10,248 30,354 52,170 53,421 107,687 94,024: 18,242 31,906
Old : 125,554: 25,178 10,248 30,338 52,155 53,326 107,672 93,913: 17,882 31,642
Other: 375: 0 16 0 15 95 15 111: 360 264
: : :
: : Changes in Commitments from: December 13, 2005 :
: -9,867: -4,298 -1,780 -2,519 -688 -3,719 -7,504 -8,018: -2,362 -1,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 8.1 24.1 41.4 42.4 85.5 74.7: 14.5 25.3
Old : 100.0: 20.1 8.2 24.2 41.5 42.5 85.8 74.8: 14.2 25.2
Other: 100.0: 0.0 4.3 0.0 4.0 25.3 4.0 29.6: 96.0 70.4
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 67 44 76 29 44 146 133:
Old : 186: 67 44 76 29 44 146 133:
Other: 10: 0 2 0 2 6 2 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 22.5 39.2 30.4 28.6 22.4 38.7 29.1
Old : 28.7 22.5 39.3 30.5 28.7 22.4 38.8 29.2
Other: 4.0 25.3 4.0 29.6 4.0 25.3 4.0 29.6
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 2,158: 390 757 435 516 209 1,342 1,401: 817 758
Old : 2,158: 390 757 435 516 209 1,342 1,401: 817 758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 267: 94 161 101 37 66 233 328: 34 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 35.1 20.2 23.9 9.7 62.2 64.9: 37.8 35.1
Old : 100.0: 18.1 35.1 20.2 23.9 9.7 62.2 64.9: 37.8 35.1
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 : 33: 9 16 10 5 4 19 26:
Old : 33: 9 16 10 5 4 19 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 27.2 49.3 41.5 27.0 22.6 39.0 30.4
Old : 30.0 27.2 49.3 41.5 27.0 22.6 39.0 30.4
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 20, 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 : 218,872: 68,976 12,271 38,688 85,609 103,014 193,273 153,973: 25,599 64,899
Old : 218,872: 68,976 12,271 38,688 85,609 103,014 193,273 153,973: 25,599 64,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 1,350: 575 1,023 741 -1,854 -1,922 -538 -157: 1,888 1,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 5.6 17.7 39.1 47.1 88.3 70.3: 11.7 29.7
Old : 100.0: 31.5 5.6 17.7 39.1 47.1 88.3 70.3: 11.7 29.7
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 : 295: 99 34 62 86 138 221 211:
Old : 295: 99 34 62 86 138 221 211:
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 : 19.4 12.1 30.2 18.7 19.2 8.6 29.2 13.6
Old : 19.4 12.1 30.2 18.7 19.2 8.6 29.2 13.6
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 20, 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 : 5,716: 2,050 388 501 955 3,136 3,506 4,024: 2,210 1,692
Old : 5,716: 2,050 388 501 955 3,136 3,506 4,024: 2,210 1,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 117: 49 31 78 -39 -91 89 18: 29 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 6.8 8.8 16.7 54.9 61.3 70.4: 38.7 29.6
Old : 100.0: 35.9 6.8 8.8 16.7 54.9 61.3 70.4: 38.7 29.6
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 : 67: 26 7 11 18 31 48 45:
Old : 67: 26 7 11 18 31 48 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 24.9 32.9 35.7 21.7 24.9 31.2 34.1
Old : 21.7 24.9 32.9 35.7 21.7 24.9 31.2 34.1
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, December 20, 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 : 35,754: 14,627 836 6,181 9,072 10,658 29,880 17,676: 5,875 18,078
Old : 35,754: 14,627 836 6,181 9,072 10,658 29,880 17,676: 5,875 18,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 1,163: 361 -243 -102 686 1,084 944 738: 219 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 2.3 17.3 25.4 29.8 83.6 49.4: 16.4 50.6
Old : 100.0: 40.9 2.3 17.3 25.4 29.8 83.6 49.4: 16.4 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 : 156: 53 17 29 48 64 117 98:
Old : 156: 53 17 29 48 64 117 98:
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 12.6 29.1 18.3 15.6 8.1 25.1 12.4
Old : 18.6 12.6 29.1 18.3 15.6 8.1 25.1 12.4
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 20, 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 : 143,848: 56,785 8,105 2,987 47,127 105,195 106,899 116,287: 36,949 27,561
Old : 143,848: 56,785 8,105 2,987 47,127 105,195 106,899 116,287: 36,949 27,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -3,423: -10,074 -3,289 -915 11,622 -6,994 633 -11,198: -4,056 7,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 5.6 2.1 32.8 73.1 74.3 80.8: 25.7 19.2
Old : 100.0: 39.5 5.6 2.1 32.8 73.1 74.3 80.8: 25.7 19.2
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 : 84: 36 10 7 30 26 67 42:
Old : 84: 36 10 7 30 26 67 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 43.7 35.5 58.8 21.2 37.8 29.4 51.4
Old : 24.0 43.7 35.5 58.8 21.2 37.8 29.4 51.4
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 20, 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 : 76,463: 5,247 39,314 0 61,359 15,858 66,606 55,172: 9,857 21,291
Old : 76,463: 5,247 39,314 0 61,359 15,858 66,606 55,172: 9,857 21,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -37,863: -8,690 -14,496 -1,671 -25,914 -21,582 -36,274 -37,748: -1,589 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 51.4 0.0 80.2 20.7 87.1 72.2: 12.9 27.8
Old : 100.0: 6.9 51.4 0.0 80.2 20.7 87.1 72.2: 12.9 27.8
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 : 42: 4 18 0 12 13 16 31:
Old : 42: 4 18 0 12 13 16 31:
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 : 61.7 40.3 78.4 50.1 60.9 40.3 77.6 50.1
Old : 61.7 40.3 78.4 50.1 60.9 40.3 77.6 50.1
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 20, 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 : 93,933: 42,265 5,976 372 45,446 84,142 88,083 90,490: 5,850 3,443
Old : 93,933: 42,265 5,976 372 45,446 84,142 88,083 90,490: 5,850 3,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -44,413: -30,981 355 -1,614 -6,855 -41,110 -39,450 -42,368: -4,963 -2,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 6.4 0.4 48.4 89.6 93.8 96.3: 6.2 3.7
Old : 100.0: 45.0 6.4 0.4 48.4 89.6 93.8 96.3: 6.2 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 : 75: 42 10 2 14 14 56 26:
Old : 75: 42 10 2 14 14 56 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 71.1 50.8 84.5 22.2 53.5 38.7 61.4
Old : 31.2 71.1 50.8 84.5 22.2 53.5 38.7 61.4
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 20, 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 : 72,247: 9,440 17,686 649 44,531 37,064 54,620 55,399: 17,627 16,848
Old : 72,247: 9,440 17,686 649 44,531 37,064 54,620 55,399: 17,627 16,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -41,283: -4,086 -3,771 -921 -36,053 -33,429 -41,061 -38,121: -222 -3,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 24.5 0.9 61.6 51.3 75.6 76.7: 24.4 23.3
Old : 100.0: 13.1 24.5 0.9 61.6 51.3 75.6 76.7: 24.4 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 : 51: 11 13 4 19 16 31 32:
Old : 51: 11 13 4 19 16 31 32:
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 : 45.2 36.7 61.0 54.5 44.1 36.7 54.9 51.0
Old : 45.2 36.7 61.0 54.5 44.1 36.7 54.9 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 183,486: 10,388 38,932 4,699 142,325 106,772 157,413 150,404: 26,073 33,082
Old : 183,486: 10,388 38,932 4,699 142,325 106,772 157,413 150,404: 26,073 33,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -102,920: -10,688 -57,219 -947 -84,813 -41,326 -96,448 -99,492: -6,472 -3,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 21.2 2.6 77.6 58.2 85.8 82.0: 14.2 18.0
Old : 100.0: 5.7 21.2 2.6 77.6 58.2 85.8 82.0: 14.2 18.0
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 : 82: 16 32 6 21 26 41 60:
Old : 82: 16 32 6 21 26 41 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 33.6 70.1 46.0 40.6 14.7 46.8 23.4
Old : 57.7 33.6 70.1 46.0 40.6 14.7 46.8 23.4
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, December 20, 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 : 138,512: 23,645 20,398 10,688 53,032 60,829 87,366 91,916: 51,146 46,596
Old : 138,512: 23,645 20,398 10,688 53,032 60,829 87,366 91,916: 51,146 46,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -67,771: -3,457 -8,193 263 -67,362 -55,464 -70,556 -63,394: 2,785 -4,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 14.7 7.7 38.3 43.9 63.1 66.4: 36.9 33.6
Old : 100.0: 17.1 14.7 7.7 38.3 43.9 63.1 66.4: 36.9 33.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 31 35 26 27 26 72 74:
Old : 104: 31 35 26 27 26 72 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 27.9 32.6 38.9 20.1 26.4 29.4 35.8
Old : 22.7 27.9 32.6 38.9 20.1 26.4 29.4 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 42,695: 14,393 721 0 20,616 32,961 35,009 33,682: 7,686 9,013
Old : 42,695: 14,393 721 0 20,616 32,961 35,009 33,682: 7,686 9,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 1.7 0.0 48.3 77.2 82.0 78.9: 18.0 21.1
Old : 100.0: 33.7 1.7 0.0 48.3 77.2 82.0 78.9: 18.0 21.1
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 : 20: 3 1 0 8 13 11 14:
Old : 20: 3 1 0 8 13 11 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 : 64.2 38.3 77.3 60.7 64.2 34.7 70.9 54.0
Old : 64.2 38.3 77.3 60.7 64.2 34.7 70.9 54.0
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 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :13,018,961: 644,127 888,361 4,200,990 7,285,524 6,571,926 12,130,641 11,661,277: 888,320 1,357,684
Old :13,018,961: 644,127 888,361 4,200,990 7,285,524 6,571,926 12,130,641 11,661,277: 888,320 1,357,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
:-2,917,112: -127,013 -86,561 -1,371,943 -1,235,896 -1,234,920 -2,734,852 -2,693,424: -182,260 -223,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 6.8 32.3 56.0 50.5 93.2 89.6: 6.8 10.4
Old : 100.0: 4.9 6.8 32.3 56.0 50.5 93.2 89.6: 6.8 10.4
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 : 277: 58 56 98 132 143 241 257:
Old : 277: 58 56 98 132 143 241 257:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 16.1 38.7 26.0 23.6 8.8 27.8 13.6
Old : 25.1 16.1 38.7 26.0 23.6 8.8 27.8 13.6
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 20, 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 : 694,301: 57,623 46,315 29,681 461,406 496,477 548,709 572,473: 145,591 121,828
Old : 694,301: 57,623 46,315 29,681 461,406 496,477 548,709 572,473: 145,591 121,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -156,397: -4,053 -26,208 -31,012 -91,237 -59,879 -126,302 -117,099: -30,094 -39,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 6.7 4.3 66.5 71.5 79.0 82.5: 21.0 17.5
Old : 100.0: 8.3 6.7 4.3 66.5 71.5 79.0 82.5: 21.0 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 38 38 48 87 60 155 117:
Old : 189: 38 38 48 87 60 155 117:
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 : 20.0 27.5 28.7 41.1 19.9 27.4 28.6 41.0
Old : 20.0 27.5 28.7 41.1 19.9 27.4 28.6 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 1,047,094: 195,818 261,699 22,439 495,708 663,836 713,964 947,973: 333,130 99,120
Old : 1,047,094: 195,818 261,699 22,439 495,708 663,836 713,964 947,973: 333,130 99,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -542,824: -102,328 263 -141,332 -227,841 -371,083 -471,500 -512,152: -71,323 -30,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 25.0 2.1 47.3 63.4 68.2 90.5: 31.8 9.5
Old : 100.0: 18.7 25.0 2.1 47.3 63.4 68.2 90.5: 31.8 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 : 192: 50 56 26 60 55 129 118:
Old : 192: 50 56 26 60 55 129 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 35.9 30.0 50.6 19.1 34.6 25.6 47.1
Old : 21.5 35.9 30.0 50.6 19.1 34.6 25.6 47.1
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 20, 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 : 12,122: 1,624 1,052 0 5,744 10,070 7,368 11,122: 4,754 1,000
Old : 12,122: 1,624 1,052 0 5,744 10,070 7,368 11,122: 4,754 1,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -5,163: -144 -434 -41 -2,364 -3,980 -2,549 -4,455: -2,614 -708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 8.7 0.0 47.4 83.1 60.8 91.8: 39.2 8.2
Old : 100.0: 13.4 8.7 0.0 47.4 83.1 60.8 91.8: 39.2 8.2
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 : 27: 3 2 1 14 12 17 15:
Old : 27: 3 2 1 14 12 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 53.9 44.6 75.7 29.4 52.7 44.4 74.5
Old : 29.4 53.9 44.6 75.7 29.4 52.7 44.4 74.5
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 20, 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 : 41,605: 8,131 11,881 0 28,681 25,566 36,812 37,447: 4,793 4,158
Old : 41,605: 8,131 11,881 0 28,681 25,566 36,812 37,447: 4,793 4,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -17,964: -1,263 3,124 -1,533 -12,305 -7,721 -15,101 -6,130: -2,863 -11,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 28.6 0.0 68.9 61.4 88.5 90.0: 11.5 10.0
Old : 100.0: 19.5 28.6 0.0 68.9 61.4 88.5 90.0: 11.5 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 6 8 0 19 15 25 23:
Old : 43: 6 8 0 19 15 25 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 : 55.2 46.2 68.9 70.0 55.2 45.5 68.2 69.3
Old : 55.2 46.2 68.9 70.0 55.2 45.5 68.2 69.3
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, December 20, 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 : 54,448: 14,418 7,802 0 28,081 40,688 42,499 48,490: 11,949 5,958
Old : 54,448: 14,418 7,802 0 28,081 40,688 42,499 48,490: 11,949 5,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -30,028: -1,385 -1,208 -4,198 -25,302 -16,521 -30,885 -21,927: 857 -8,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 14.3 0.0 51.6 74.7 78.1 89.1: 21.9 10.9
Old : 100.0: 26.5 14.3 0.0 51.6 74.7 78.1 89.1: 21.9 10.9
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 : 76: 12 14 0 34 25 46 39:
Old : 76: 12 14 0 34 25 46 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 37.4 46.4 56.2 36.1 36.3 45.8 52.8
Old : 36.1 37.4 46.4 56.2 36.1 36.3 45.8 52.8
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 20, 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 : 285,146: 125,381 84,923 10,631 126,951 160,416 262,962 255,969: 22,184 29,177
Old : 285,146: 125,381 84,923 10,631 126,951 160,416 262,962 255,969: 22,184 29,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -221,511: -44,409 -29,962 -13,357 -125,475 -179,737 -183,240 -223,057: -38,270 1,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 29.8 3.7 44.5 56.3 92.2 89.8: 7.8 10.2
Old : 100.0: 44.0 29.8 3.7 44.5 56.3 92.2 89.8: 7.8 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 : 190: 71 54 14 43 36 120 98:
Old : 190: 71 54 14 43 36 120 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 43.8 37.4 57.5 21.0 35.3 30.1 46.8
Old : 26.1 43.8 37.4 57.5 21.0 35.3 30.1 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 43,834: 14,497 6,588 0 13,740 25,054 28,237 31,642: 15,597 12,192
Old : 43,834: 14,497 6,588 0 13,740 25,054 28,237 31,642: 15,597 12,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -39,473: -9,393 2,980 -2,150 -21,087 -39,934 -32,630 -39,104: -6,843 -369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 15.0 0.0 31.3 57.2 64.4 72.2: 35.6 27.8
Old : 100.0: 33.1 15.0 0.0 31.3 57.2 64.4 72.2: 35.6 27.8
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 : 39: 14 6 0 10 11 24 17:
Old : 39: 14 6 0 10 11 24 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 : 27.1 40.9 41.4 55.7 25.7 40.3 38.7 52.6
Old : 27.1 40.9 41.4 55.7 25.7 40.3 38.7 52.6
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 20, 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 : 28,835: 4,864 5,008 2 19,215 15,574 24,081 20,584: 4,754 8,251
Old : 28,835: 4,864 5,008 2 19,215 15,574 24,081 20,584: 4,754 8,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -21,528: 2,453 -506 -2,118 -16,211 -17,396 -15,876 -20,020: -5,652 -1,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 17.4 0.0 66.6 54.0 83.5 71.4: 16.5 28.6
Old : 100.0: 16.9 17.4 0.0 66.6 54.0 83.5 71.4: 16.5 28.6
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 : 54: 1 11 1 29 24 31 35:
Old : 54: 1 11 1 29 24 31 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 : 37.6 24.4 56.4 38.2 37.6 21.9 50.9 33.1
Old : 37.6 24.4 56.4 38.2 37.6 21.9 50.9 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 269,059: 27,400 47,056 2,256 211,068 209,343 240,724 258,655: 28,335 10,404
Old : 269,059: 27,400 47,056 2,256 211,068 209,343 240,724 258,655: 28,335 10,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -95,863: 5,574 2,125 -15,611 -88,416 -67,789 -98,453 -81,275: 2,590 -14,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 17.5 0.8 78.4 77.8 89.5 96.1: 10.5 3.9
Old : 100.0: 10.2 17.5 0.8 78.4 77.8 89.5 96.1: 10.5 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 : 153: 38 51 19 36 46 79 111:
Old : 153: 38 51 19 36 46 79 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 36.3 66.8 54.6 54.3 34.9 62.2 50.5
Old : 55.9 36.3 66.8 54.6 54.3 34.9 62.2 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 60,611: 9,655 19,860 4,881 32,704 27,476 47,240 52,217: 13,371 8,394
Old : 60,611: 9,655 19,860 4,881 32,704 27,476 47,240 52,217: 13,371 8,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 933: -599 -1,811 -550 -1,247 936 -2,396 -1,425: 3,329 2,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 32.8 8.1 54.0 45.3 77.9 86.2: 22.1 13.8
Old : 100.0: 15.9 32.8 8.1 54.0 45.3 77.9 86.2: 22.1 13.8
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 : 81: 21 20 7 19 21 46 46:
Old : 81: 21 20 7 19 21 46 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 31.9 51.3 50.6 39.2 30.6 48.9 49.2
Old : 39.5 31.9 51.3 50.6 39.2 30.6 48.9 49.2
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 20, 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 : 31,881: 18,660 2,457 0 8,627 5,808 27,287 8,265: 4,594 23,616
Old : 31,881: 18,660 2,457 0 8,627 5,808 27,287 8,265: 4,594 23,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -2,268: -2,773 -1,025 0 3,671 1,496 898 471: -3,166 -2,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 7.7 0.0 27.1 18.2 85.6 25.9: 14.4 74.1
Old : 100.0: 58.5 7.7 0.0 27.1 18.2 85.6 25.9: 14.4 74.1
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 : 37: 13 5 0 11 10 24 15:
Old : 37: 13 5 0 11 10 24 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 15.8 64.3 20.6 51.2 10.8 61.8 15.7
Old : 51.2 15.8 64.3 20.6 51.2 10.8 61.8 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 36,948: 442 1,876 1,106 17,205 27,060 18,753 30,042: 18,195 6,906
Old : 36,948: 442 1,876 1,106 17,205 27,060 18,753 30,042: 18,195 6,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -8,197: -2,225 -320 -100 -2,769 -8,366 -5,094 -8,786: -3,103 589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 5.1 3.0 46.6 73.2 50.8 81.3: 49.2 18.7
Old : 100.0: 1.2 5.1 3.0 46.6 73.2 50.8 81.3: 49.2 18.7
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 : 40: 3 8 2 18 23 23 32:
Old : 40: 3 8 2 18 23 23 32:
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 : 33.2 42.4 42.8 60.0 7.7 26.5 9.6 33.0
Old : 33.2 42.4 42.8 60.0 7.7 26.5 9.6 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 23, 2005