MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 24,635: 1,196 2,640 1,829 16,272 10,067 19,297 14,536: 5,338 10,098
Old : 24,635: 1,196 2,640 1,829 16,272 10,067 19,297 14,536: 5,338 10,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 875: 691 97 147 363 479 1,202 723: -327 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 10.7 7.4 66.1 40.9 78.3 59.0: 21.7 41.0
Old : 100.0: 4.9 10.7 7.4 66.1 40.9 78.3 59.0: 21.7 41.0
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 : 37: 7 7 11 19 14 31 27:
Old : 37: 7 7 11 19 14 31 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 27.6 61.2 40.7 39.9 25.3 59.7 35.7
Old : 40.0 27.6 61.2 40.7 39.9 25.3 59.7 35.7
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 27, 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 : 126,734: 25,296 10,313 30,045 53,153 53,186 108,494 93,544: 18,239 33,190
Old : 126,309: 25,297 10,313 30,044 53,138 53,076 108,479 93,433: 17,829 32,876
Other: 425: 0 1 0 15 110 15 111: 410 314
: : :
: : Changes in Commitments from: December 20, 2005 :
: 805: 134 65 -309 983 -235 807 -480: -3 1,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 8.1 23.7 41.9 42.0 85.6 73.8: 14.4 26.2
Old : 100.0: 20.0 8.2 23.8 42.1 42.0 85.9 74.0: 14.1 26.0
Other: 100.0: 0.0 0.2 0.0 3.5 25.9 3.5 26.1: 96.5 73.9
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 63 42 77 30 39 147 129:
Old : 182: 63 42 77 30 39 147 129:
Other: 9: 0 1 0 2 6 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 : 29.2 22.8 39.8 30.8 29.2 22.7 39.4 29.3
Old : 29.3 22.9 39.9 30.9 29.3 22.8 39.6 29.4
Other: 3.5 23.5 3.5 26.1 3.5 23.5 3.5 26.1
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 2,241: 478 783 430 563 232 1,471 1,445: 770 796
Old : 2,241: 478 783 430 563 232 1,471 1,445: 770 796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 82: 88 26 -5 47 23 129 44: -47 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 34.9 19.2 25.1 10.4 65.6 64.5: 34.4 35.5
Old : 100.0: 21.3 34.9 19.2 25.1 10.4 65.6 64.5: 34.4 35.5
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 : 34: 7 17 10 6 4 20 26:
Old : 34: 7 17 10 6 4 20 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 27.6 50.8 41.8 29.8 24.0 42.4 32.4
Old : 31.2 27.6 50.8 41.8 29.8 24.0 42.4 32.4
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 27, 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 : 217,062: 66,704 12,402 39,671 87,969 103,012 194,345 155,085: 22,718 61,977
Old : 217,062: 66,704 12,402 39,671 87,969 103,012 194,345 155,085: 22,718 61,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -1,810: -2,272 131 983 2,360 -2 1,071 1,112: -2,881 -2,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 5.7 18.3 40.5 47.5 89.5 71.4: 10.5 28.6
Old : 100.0: 30.7 5.7 18.3 40.5 47.5 89.5 71.4: 10.5 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 : 294: 97 37 65 85 137 220 214:
Old : 294: 97 37 65 85 137 220 214:
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 : 20.3 12.0 31.0 18.8 20.0 7.9 30.1 12.8
Old : 20.3 12.0 31.0 18.8 20.0 7.9 30.1 12.8
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 27, 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 : 6,296: 2,383 285 603 868 3,501 3,854 4,389: 2,443 1,907
Old : 6,296: 2,383 285 603 868 3,501 3,854 4,389: 2,443 1,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 580: 332 -103 102 -87 366 347 365: 233 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 4.5 9.6 13.8 55.6 61.2 69.7: 38.8 30.3
Old : 100.0: 37.8 4.5 9.6 13.8 55.6 61.2 69.7: 38.8 30.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 25 6 10 18 31 47 43:
Old : 65: 25 6 10 18 31 47 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 : 22.5 24.4 34.2 35.5 22.2 23.8 32.0 32.5
Old : 22.5 24.4 34.2 35.5 22.2 23.8 32.0 32.5
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 27, 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 : 35,976: 14,264 985 5,769 9,909 11,294 29,942 18,049: 6,034 17,927
Old : 35,976: 14,264 985 5,769 9,909 11,294 29,942 18,049: 6,034 17,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 221: -363 149 -412 837 636 62 373: 159 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 2.7 16.0 27.5 31.4 83.2 50.2: 16.8 49.8
Old : 100.0: 39.7 2.7 16.0 27.5 31.4 83.2 50.2: 16.8 49.8
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 : 163: 50 23 28 53 69 119 107:
Old : 163: 50 23 28 53 69 119 107:
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 : 17.3 10.8 27.8 16.4 15.8 8.4 25.3 12.6
Old : 17.3 10.8 27.8 16.4 15.8 8.4 25.3 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 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 109,331: 50,889 7,882 1,745 22,455 82,455 75,089 92,082: 34,242 17,249
Old : 109,331: 50,889 7,882 1,745 22,455 82,455 75,089 92,082: 34,242 17,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -34,518: -5,896 -224 -1,242 -24,672 -22,740 -31,810 -24,206: -2,708 -10,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 7.2 1.6 20.5 75.4 68.7 84.2: 31.3 15.8
Old : 100.0: 46.5 7.2 1.6 20.5 75.4 68.7 84.2: 31.3 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 : 77: 33 11 4 22 21 56 35:
Old : 77: 33 11 4 22 21 56 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 : 28.4 45.9 37.9 62.8 28.4 45.4 37.5 61.6
Old : 28.4 45.9 37.9 62.8 28.4 45.4 37.5 61.6
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 27, 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 : 87,128: 9,032 47,358 0 69,968 17,768 79,000 65,126: 8,128 22,002
Old : 87,128: 9,032 47,358 0 69,968 17,768 79,000 65,126: 8,128 22,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 10,665: 3,785 8,044 0 8,609 1,910 12,394 9,954: -1,729 711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 54.4 0.0 80.3 20.4 90.7 74.7: 9.3 25.3
Old : 100.0: 10.4 54.4 0.0 80.3 20.4 90.7 74.7: 9.3 25.3
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 : 47: 7 20 0 13 12 20 32:
Old : 47: 7 20 0 13 12 20 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 : 59.1 41.7 77.7 52.7 59.1 41.7 76.8 52.7
Old : 59.1 41.7 77.7 52.7 59.1 41.7 76.8 52.7
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 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 91,711: 38,295 7,660 373 47,237 79,959 85,905 87,992: 5,806 3,719
Old : 91,711: 38,295 7,660 373 47,237 79,959 85,905 87,992: 5,806 3,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -2,222: -3,970 1,684 1 1,791 -4,183 -2,178 -2,498: -44 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 8.4 0.4 51.5 87.2 93.7 95.9: 6.3 4.1
Old : 100.0: 41.8 8.4 0.4 51.5 87.2 93.7 95.9: 6.3 4.1
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 : 76: 39 12 2 17 14 57 27:
Old : 76: 39 12 2 17 14 57 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 71.8 52.1 85.4 22.8 53.8 40.5 62.6
Old : 31.5 71.8 52.1 85.4 22.8 53.8 40.5 62.6
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 27, 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 : 64,597: 9,377 21,086 690 38,292 25,428 48,360 47,204: 16,237 17,393
Old : 64,597: 9,377 21,086 690 38,292 25,428 48,360 47,204: 16,237 17,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -7,650: -63 3,400 41 -6,238 -11,636 -6,260 -8,195: -1,390 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 32.6 1.1 59.3 39.4 74.9 73.1: 25.1 26.9
Old : 100.0: 14.5 32.6 1.1 59.3 39.4 74.9 73.1: 25.1 26.9
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 : 54: 11 17 4 20 13 32 33:
Old : 54: 11 17 4 20 13 32 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 : 41.7 36.8 55.4 49.5 41.0 34.0 48.2 44.9
Old : 41.7 36.8 55.4 49.5 41.0 34.0 48.2 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 192,877: 14,842 39,630 4,799 143,132 117,283 162,773 161,711: 30,104 31,166
Old : 192,877: 14,842 39,630 4,799 143,132 117,283 162,773 161,711: 30,104 31,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 9,391: 4,454 697 100 806 10,510 5,360 11,308: 4,031 -1,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 20.5 2.5 74.2 60.8 84.4 83.8: 15.6 16.2
Old : 100.0: 7.7 20.5 2.5 74.2 60.8 84.4 83.8: 15.6 16.2
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: 19 30 6 21 27 44 59:
Old : 84: 19 30 6 21 27 44 59:
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 : 55.0 31.7 67.0 46.6 38.8 16.2 45.3 26.7
Old : 55.0 31.7 67.0 46.6 38.8 16.2 45.3 26.7
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 27, 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 : 128,556: 24,795 21,390 11,670 46,760 52,774 83,225 85,833: 45,331 42,723
Old : 128,556: 24,795 21,390 11,670 46,760 52,774 83,225 85,833: 45,331 42,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -9,956: 1,150 991 981 -6,272 -8,056 -4,141 -6,083: -5,815 -3,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 16.6 9.1 36.4 41.1 64.7 66.8: 35.3 33.2
Old : 100.0: 19.3 16.6 9.1 36.4 41.1 64.7 66.8: 35.3 33.2
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 : 105: 32 34 27 28 27 73 76:
Old : 105: 32 34 27 28 27 73 76:
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 : 21.9 26.4 30.3 36.1 18.9 24.8 26.8 32.0
Old : 21.9 26.4 30.3 36.1 18.9 24.8 26.8 32.0
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 27, 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 : 10,731: 6,328 1,887 0 3,366 8,226 9,694 10,113: 1,037 618
Old : 10,731: 6,328 1,887 0 3,366 8,226 9,694 10,113: 1,037 618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -2,502: -652 914 -155 -854 -2,538 -1,661 -1,779: -841 -723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 17.6 0.0 31.4 76.7 90.3 94.2: 9.7 5.8
Old : 100.0: 59.0 17.6 0.0 31.4 76.7 90.3 94.2: 9.7 5.8
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 : 21: 5 3 0 8 6 13 9:
Old : 21: 5 3 0 8 6 13 9:
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 : 60.0 86.6 80.2 93.3 60.0 86.6 79.2 93.3
Old : 60.0 86.6 80.2 93.3 60.0 86.6 79.2 93.3
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 27, 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 : 45,300: 17,244 721 0 20,401 36,277 37,645 36,998: 7,655 8,302
Old : 45,300: 17,244 721 0 20,401 36,277 37,645 36,998: 7,655 8,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 2,605: 2,851 0 0 -215 3,316 2,636 3,316: -31 -711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 1.6 0.0 45.0 80.1 83.1 81.7: 16.9 18.3
Old : 100.0: 38.1 1.6 0.0 45.0 80.1 83.1 81.7: 16.9 18.3
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 : 21: 4 1 0 8 13 12 14:
Old : 21: 4 1 0 8 13 12 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 : 61.6 43.6 76.3 64.9 61.6 37.4 73.2 57.3
Old : 61.6 43.6 76.3 64.9 61.6 37.4 73.2 57.3
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 27, 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 :13,189,227: 658,920 910,216 4,180,051 7,440,372 6,721,659 12,279,344 11,811,926: 909,884 1,377,302
Old :13,189,227: 658,920 910,216 4,180,051 7,440,372 6,721,659 12,279,344 11,811,926: 909,884 1,377,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 170,267: 14,794 21,855 -20,939 154,848 149,733 148,703 150,649: 21,564 19,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 6.9 31.7 56.4 51.0 93.1 89.6: 6.9 10.4
Old : 100.0: 5.0 6.9 31.7 56.4 51.0 93.1 89.6: 6.9 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 : 282: 53 65 100 134 146 246 262:
Old : 282: 53 65 100 134 146 246 262:
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 : 25.2 16.0 38.6 26.3 23.3 8.6 27.8 13.6
Old : 25.2 16.0 38.6 26.3 23.3 8.6 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 27, 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 : 688,003: 61,712 42,097 27,252 460,191 497,871 549,155 567,220: 138,848 120,783
Old : 688,003: 61,712 42,097 27,252 460,191 497,871 549,155 567,220: 138,848 120,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -6,297: 4,089 -4,218 -2,429 -1,214 1,394 446 -5,253: -6,743 -1,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 6.1 4.0 66.9 72.4 79.8 82.4: 20.2 17.6
Old : 100.0: 9.0 6.1 4.0 66.9 72.4 79.8 82.4: 20.2 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 : 191: 44 35 48 87 60 158 116:
Old : 191: 44 35 48 87 60 158 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 27.8 28.4 41.5 20.1 27.6 28.3 41.4
Old : 20.2 27.8 28.4 41.5 20.1 27.6 28.3 41.4
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 27, 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 : 1,074,480: 156,041 248,665 27,506 529,966 698,235 713,512 974,406: 360,968 100,074
Old : 1,074,480: 156,041 248,665 27,506 529,966 698,235 713,512 974,406: 360,968 100,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 27,387: -39,777 -13,033 5,067 34,258 34,399 -452 26,433: 27,838 954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 23.1 2.6 49.3 65.0 66.4 90.7: 33.6 9.3
Old : 100.0: 14.5 23.1 2.6 49.3 65.0 66.4 90.7: 33.6 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 50 51 29 60 57 127 120:
Old : 188: 50 51 29 60 57 127 120:
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 36.5 29.9 51.7 18.4 35.2 25.2 48.9
Old : 22.7 36.5 29.9 51.7 18.4 35.2 25.2 48.9
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 27, 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 : 12,178: 2,022 1,052 0 5,774 10,008 7,796 11,060: 4,382 1,118
Old : 12,178: 2,022 1,052 0 5,774 10,008 7,796 11,060: 4,382 1,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 56: 398 0 0 30 -62 428 -62: -372 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 8.6 0.0 47.4 82.2 64.0 90.8: 36.0 9.2
Old : 100.0: 16.6 8.6 0.0 47.4 82.2 64.0 90.8: 36.0 9.2
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 : 28: 4 2 1 15 12 19 15:
Old : 28: 4 2 1 15 12 19 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 : 29.2 53.6 45.0 74.8 29.1 52.4 44.9 73.2
Old : 29.2 53.6 45.0 74.8 29.1 52.4 44.9 73.2
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 27, 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 : 41,469: 8,513 10,193 0 27,982 27,430 36,495 37,623: 4,974 3,846
Old : 41,469: 8,513 10,193 0 27,982 27,430 36,495 37,623: 4,974 3,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -136: 382 -1,688 0 -699 1,864 -317 176: 181 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 24.6 0.0 67.5 66.1 88.0 90.7: 12.0 9.3
Old : 100.0: 20.5 24.6 0.0 67.5 66.1 88.0 90.7: 12.0 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 7 6 0 20 17 27 23:
Old : 44: 7 6 0 20 17 27 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 48.4 68.2 71.1 55.2 47.7 67.3 70.4
Old : 55.2 48.4 68.2 71.1 55.2 47.7 67.3 70.4
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 27, 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 : 55,342: 14,032 8,351 286 28,268 40,414 42,586 49,051: 12,756 6,291
Old : 55,342: 14,032 8,351 286 28,268 40,414 42,586 49,051: 12,756 6,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 894: -386 549 286 187 -274 87 561: 807 333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 15.1 0.5 51.1 73.0 77.0 88.6: 23.0 11.4
Old : 100.0: 25.4 15.1 0.5 51.1 73.0 77.0 88.6: 23.0 11.4
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 : 76: 14 13 1 33 25 48 38:
Old : 76: 14 13 1 33 25 48 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 36.9 45.9 55.2 35.1 33.9 44.1 49.6
Old : 35.1 36.9 45.9 55.2 35.1 33.9 44.1 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 277,820: 113,060 87,935 5,383 135,980 152,003 254,423 245,321: 23,398 32,499
Old : 277,820: 113,060 87,935 5,383 135,980 152,003 254,423 245,321: 23,398 32,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -7,326: -12,321 3,012 -5,248 9,029 -8,413 -8,540 -10,648: 1,214 3,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 31.7 1.9 48.9 54.7 91.6 88.3: 8.4 11.7
Old : 100.0: 40.7 31.7 1.9 48.9 54.7 91.6 88.3: 8.4 11.7
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 : 179: 66 51 15 41 35 115 93:
Old : 179: 66 51 15 41 35 115 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 : 28.9 44.7 40.2 57.9 23.0 35.2 33.1 45.3
Old : 28.9 44.7 40.2 57.9 23.0 35.2 33.1 45.3
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 27, 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 : 57,579: 13,691 12,787 2 29,658 28,100 43,351 40,889: 14,228 16,690
Old : 57,579: 13,691 12,787 2 29,658 28,100 43,351 40,889: 14,228 16,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 13,745: -806 6,199 2 15,918 3,046 15,114 9,247: -1,369 4,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 22.2 0.0 51.5 48.8 75.3 71.0: 24.7 29.0
Old : 100.0: 23.8 22.2 0.0 51.5 48.8 75.3 71.0: 24.7 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 : 40: 11 9 1 12 10 24 19:
Old : 40: 11 9 1 12 10 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 42.0 56.0 55.1 34.9 42.0 52.4 54.1
Old : 37.6 42.0 56.0 55.1 34.9 42.0 52.4 54.1
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 27, 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 : 29,120: 4,864 5,007 2 19,343 15,511 24,209 20,521: 4,912 8,599
Old : 29,120: 4,864 5,007 2 19,343 15,511 24,209 20,521: 4,912 8,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 285: 0 -1 0 127 -62 127 -63: 158 348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 17.2 0.0 66.4 53.3 83.1 70.5: 16.9 29.5
Old : 100.0: 16.7 17.2 0.0 66.4 53.3 83.1 70.5: 16.9 29.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 1 11 1 28 23 30 34:
Old : 53: 1 11 1 28 23 30 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 : 37.3 24.0 56.8 37.7 37.3 21.5 51.3 32.6
Old : 37.3 24.0 56.8 37.7 37.3 21.5 51.3 32.6
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 27, 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 : 271,270: 27,789 47,513 2,494 212,854 210,654 243,136 260,660: 28,133 10,609
Old : 271,270: 27,789 47,513 2,494 212,854 210,654 243,136 260,660: 28,133 10,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 2,211: 388 456 238 1,786 1,311 2,412 2,005: -201 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 17.5 0.9 78.5 77.7 89.6 96.1: 10.4 3.9
Old : 100.0: 10.2 17.5 0.9 78.5 77.7 89.6 96.1: 10.4 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 : 154: 36 52 21 36 48 78 115:
Old : 154: 36 52 21 36 48 78 115:
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 : 57.2 35.1 67.8 52.5 55.2 34.4 63.0 49.0
Old : 57.2 35.1 67.8 52.5 55.2 34.4 63.0 49.0
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 27, 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 : 61,032: 9,302 17,460 4,700 33,519 29,806 47,521 51,966: 13,511 9,066
Old : 61,032: 9,302 17,460 4,700 33,519 29,806 47,521 51,966: 13,511 9,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 421: -353 -2,400 -181 815 2,330 281 -251: 140 672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 28.6 7.7 54.9 48.8 77.9 85.1: 22.1 14.9
Old : 100.0: 15.2 28.6 7.7 54.9 48.8 77.9 85.1: 22.1 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 20 17 6 20 22 45 43:
Old : 78: 20 17 6 20 22 45 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 : 38.6 33.0 50.8 51.2 38.4 31.7 47.8 49.5
Old : 38.6 33.0 50.8 51.2 38.4 31.7 47.8 49.5
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 27, 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 : 31,423: 16,655 2,588 14 10,226 7,260 26,895 9,862: 4,528 21,561
Old : 31,423: 16,655 2,588 14 10,226 7,260 26,895 9,862: 4,528 21,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -458: -2,005 131 14 1,599 1,452 -392 1,597: -66 -2,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 8.2 0.0 32.5 23.1 85.6 31.4: 14.4 68.6
Old : 100.0: 53.0 8.2 0.0 32.5 23.1 85.6 31.4: 14.4 68.6
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 : 36: 11 5 1 12 10 23 16:
Old : 36: 11 5 1 12 10 23 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 19.2 63.2 25.2 46.4 11.9 58.8 17.9
Old : 49.7 19.2 63.2 25.2 46.4 11.9 58.8 17.9
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 27, 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 : 37,721: 442 1,754 1,206 17,355 29,703 19,003 32,663: 18,718 5,058
Old : 37,721: 442 1,754 1,206 17,355 29,703 19,003 32,663: 18,718 5,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 773: 0 -122 100 150 2,643 250 2,621: 523 -1,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 4.6 3.2 46.0 78.7 50.4 86.6: 49.6 13.4
Old : 100.0: 1.2 4.6 3.2 46.0 78.7 50.4 86.6: 49.6 13.4
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 : 41: 3 8 3 18 24 24 33:
Old : 41: 3 8 3 18 24 24 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 : 32.9 41.9 42.3 62.4 8.6 30.4 10.5 38.5
Old : 32.9 41.9 42.3 62.4 8.6 30.4 10.5 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2005