MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 21,042: 1,358 3,425 685 14,916 8,511 16,959 12,621: 4,083 8,421
Old : 21,042: 1,358 3,425 685 14,916 8,511 16,959 12,621: 4,083 8,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -678: 186 382 149 -465 -673 -130 -142: -548 -536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 16.3 3.3 70.9 40.4 80.6 60.0: 19.4 40.0
Old : 100.0: 6.5 16.3 3.3 70.9 40.4 80.6 60.0: 19.4 40.0
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 : 35: 6 6 6 15 13 24 22:
Old : 35: 6 6 6 15 13 24 22:
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 : 42.2 33.7 66.2 45.0 42.2 31.7 66.1 41.9
Old : 42.2 33.7 66.2 45.0 42.2 31.7 66.1 41.9
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 - Futures Only, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 126,690: 26,095 14,618 27,608 53,662 52,339 107,365 94,565: 19,325 32,125
Old : 126,125: 26,111 14,618 27,592 53,596 52,148 107,299 94,358: 18,826 31,767
Other: 565: 0 16 0 66 191 66 207: 499 358
: : :
: : Changes in Commitments from: December 27, 2005 :
: 5,522: 1,005 2,360 1,043 1,470 1,163 3,518 4,566: 2,004 956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 11.5 21.8 42.4 41.3 84.7 74.6: 15.3 25.4
Old : 100.0: 20.7 11.6 21.9 42.5 41.3 85.1 74.8: 14.9 25.2
Other: 100.0: 0.0 2.8 0.0 11.7 33.8 11.7 36.6: 88.3 63.4
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 55 59 74 27 40 140 141:
Old : 192: 55 59 74 27 40 140 141:
Other: 12: 0 2 0 3 7 3 9:
:----------------------------------------------------------------------------------------------------
: 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 23.7 40.9 30.5 30.0 23.5 40.6 29.3
Old : 30.1 23.8 41.1 30.6 30.1 23.7 40.8 29.5
Other: 11.7 28.1 11.7 36.5 11.7 28.1 11.7 36.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,263: 458 837 364 573 282 1,395 1,483: 868 780
Old : 2,263: 458 837 364 573 282 1,395 1,483: 868 780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 104: -19 56 -9 10 50 -18 97: 122 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 37.0 16.1 25.3 12.5 61.6 65.5: 38.4 34.5
Old : 100.0: 20.2 37.0 16.1 25.3 12.5 61.6 65.5: 38.4 34.5
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 : 32: 8 15 6 7 4 18 22:
Old : 32: 8 15 6 7 4 18 22:
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 : 29.1 30.8 47.0 46.4 27.7 27.0 40.6 35.5
Old : 29.1 30.8 47.0 46.4 27.7 27.0 40.6 35.5
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 - Futures Only, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 199,893: 72,727 19,808 25,850 79,345 97,234 177,922 142,892: 21,971 57,001
Old : 199,893: 72,727 19,808 25,850 79,345 97,234 177,922 142,892: 21,971 57,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 4,115: 5,614 -227 -77 -2,732 3,676 2,805 3,372: 1,310 743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 9.9 12.9 39.7 48.6 89.0 71.5: 11.0 28.5
Old : 100.0: 36.4 9.9 12.9 39.7 48.6 89.0 71.5: 11.0 28.5
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 : 293: 99 45 60 55 124 197 198:
Old : 293: 99 45 60 55 124 197 198:
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 : 21.4 12.5 32.6 20.0 21.4 10.6 32.5 16.0
Old : 21.4 12.5 32.6 20.0 21.4 10.6 32.5 16.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,318: 2,472 178 238 739 3,451 3,449 3,867: 1,869 1,451
Old : 5,318: 2,472 178 238 739 3,451 3,449 3,867: 1,869 1,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -175: 76 -206 67 -117 177 26 38: -201 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 3.3 4.5 13.9 64.9 64.9 72.7: 35.1 27.3
Old : 100.0: 46.5 3.3 4.5 13.9 64.9 64.9 72.7: 35.1 27.3
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 : 63: 22 7 8 12 31 40 41:
Old : 63: 22 7 8 12 31 40 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 28.1 36.6 39.3 25.8 28.1 35.2 37.4
Old : 25.8 28.1 36.6 39.3 25.8 28.1 35.2 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,174: 14,571 3,163 3,697 9,936 10,850 28,204 17,710: 5,970 16,464
Old : 34,174: 14,571 3,163 3,697 9,936 10,850 28,204 17,710: 5,970 16,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 2,132: 271 162 891 433 664 1,595 1,717: 537 415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 9.3 10.8 29.1 31.7 82.5 51.8: 17.5 48.2
Old : 100.0: 42.6 9.3 10.8 29.1 31.7 82.5 51.8: 17.5 48.2
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 : 167: 48 26 24 51 68 113 109:
Old : 167: 48 26 24 51 68 113 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 10.3 28.7 16.9 17.5 9.4 26.5 14.5
Old : 19.0 10.3 28.7 16.9 17.5 9.4 26.5 14.5
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 - Futures Only, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 105,401: 45,749 9,062 727 24,990 81,233 71,466 91,022: 33,935 14,379
Old : 105,401: 45,749 9,062 727 24,990 81,233 71,466 91,022: 33,935 14,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 2,361: -3,719 1,886 0 3,454 859 -265 2,745: 2,626 -384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 8.6 0.7 23.7 77.1 67.8 86.4: 32.2 13.6
Old : 100.0: 43.4 8.6 0.7 23.7 77.1 67.8 86.4: 32.2 13.6
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 : 76: 32 11 3 19 20 51 34:
Old : 76: 32 11 3 19 20 51 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 : 24.0 47.2 34.3 66.5 24.0 47.1 34.3 65.1
Old : 24.0 47.2 34.3 66.5 24.0 47.1 34.3 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 77,368: 15,002 31,513 0 53,848 24,025 68,850 55,538: 8,518 21,830
Old : 77,368: 15,002 31,513 0 53,848 24,025 68,850 55,538: 8,518 21,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -9,183: 5,970 -15,845 0 -16,120 6,257 -10,150 -9,588: 967 405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 40.7 0.0 69.6 31.1 89.0 71.8: 11.0 28.2
Old : 100.0: 19.4 40.7 0.0 69.6 31.1 89.0 71.8: 11.0 28.2
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 : 45: 6 19 0 10 14 16 33:
Old : 45: 6 19 0 10 14 16 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 : 51.2 32.3 74.5 43.9 49.9 32.3 73.1 43.9
Old : 51.2 32.3 74.5 43.9 49.9 32.3 73.1 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 91,750: 38,380 2,566 220 46,691 86,611 85,291 89,397: 6,459 2,353
Old : 91,750: 38,380 2,566 220 46,691 86,611 85,291 89,397: 6,459 2,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 114: 85 -5,094 -153 -546 6,652 -614 1,405: 728 -1,291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 2.8 0.2 50.9 94.4 93.0 97.4: 7.0 2.6
Old : 100.0: 41.8 2.8 0.2 50.9 94.4 93.0 97.4: 7.0 2.6
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 : 76: 43 8 1 16 14 59 23:
Old : 76: 43 8 1 16 14 59 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 : 31.4 76.4 51.2 90.4 22.1 53.8 37.5 64.9
Old : 31.4 76.4 51.2 90.4 22.1 53.8 37.5 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 69,591: 13,026 28,047 87 42,720 20,271 55,833 48,405: 13,758 21,186
Old : 69,591: 13,026 28,047 87 42,720 20,271 55,833 48,405: 13,758 21,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 6,855: 3,552 6,980 87 4,731 -4,820 8,370 2,247: -1,515 4,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 40.3 0.1 61.4 29.1 80.2 69.6: 19.8 30.4
Old : 100.0: 18.7 40.3 0.1 61.4 29.1 80.2 69.6: 19.8 30.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 13 17 1 20 9 34 26:
Old : 54: 13 17 1 20 9 34 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 : 43.2 38.5 55.9 51.1 39.9 35.9 50.3 46.8
Old : 43.2 38.5 55.9 51.1 39.9 35.9 50.3 46.8
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 - Futures Only, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 155,722: 22,192 46,929 144 105,548 84,108 127,884 131,181: 27,838 24,541
Old : 155,722: 22,192 46,929 144 105,548 84,108 127,884 131,181: 27,838 24,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 6,777: 5,194 7,802 22 1,032 2,656 6,248 10,480: 529 -3,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 30.1 0.1 67.8 54.0 82.1 84.2: 17.9 15.8
Old : 100.0: 14.3 30.1 0.1 67.8 54.0 82.1 84.2: 17.9 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 : 85: 23 29 2 18 21 42 51:
Old : 85: 23 29 2 18 21 42 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 32.2 61.4 45.5 38.4 23.4 50.3 34.7
Old : 45.3 32.2 61.4 45.5 38.4 23.4 50.3 34.7
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 - Futures Only, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 119,238: 36,013 24,782 2,420 36,844 48,533 75,277 75,735: 43,961 43,503
Old : 119,238: 36,013 24,782 2,420 36,844 48,533 75,277 75,735: 43,961 43,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 6,868: 10,076 3,423 36 -7,417 -1,823 2,695 1,636: 4,173 5,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 20.8 2.0 30.9 40.7 63.1 63.5: 36.9 36.5
Old : 100.0: 30.2 20.8 2.0 30.9 40.7 63.1 63.5: 36.9 36.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 39 31 7 16 23 59 58:
Old : 101: 39 31 7 16 23 59 58:
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 26.9 33.0 35.9 20.3 25.2 31.2 34.0
Old : 21.9 26.9 33.0 35.9 20.3 25.2 31.2 34.0
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 - Futures Only, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 12,189: 8,158 3,321 0 3,074 7,857 11,232 11,178: 957 1,011
Old : 12,189: 8,158 3,321 0 3,074 7,857 11,232 11,178: 957 1,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 1,458: 1,830 1,434 0 -292 -369 1,538 1,065: -80 393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 27.2 0.0 25.2 64.5 92.1 91.7: 7.9 8.3
Old : 100.0: 66.9 27.2 0.0 25.2 64.5 92.1 91.7: 7.9 8.3
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 : 23: 7 2 0 8 7 15 9:
Old : 23: 7 2 0 8 7 15 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 : 65.5 84.3 81.4 90.9 65.5 84.3 80.4 90.7
Old : 65.5 84.3 81.4 90.9 65.5 84.3 80.4 90.7
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 - Futures Only, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 47,914: 17,641 721 0 20,945 38,658 38,586 39,379: 9,328 8,535
Old : 47,914: 17,641 721 0 20,945 38,658 38,586 39,379: 9,328 8,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 2,614: 397 0 0 544 2,381 941 2,381: 1,673 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 1.5 0.0 43.7 80.7 80.5 82.2: 19.5 17.8
Old : 100.0: 36.8 1.5 0.0 43.7 80.7 80.5 82.2: 19.5 17.8
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: 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 : 58.3 49.6 73.0 69.6 58.3 43.3 71.0 62.3
Old : 58.3 49.6 73.0 69.6 58.3 43.3 71.0 62.3
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 - Futures Only, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,667,962: 933,650 955,106 1,151,409 5,740,281 5,268,928 7,825,340 7,375,443: 842,622 1,292,519
Old : 8,667,962: 933,650 955,106 1,151,409 5,740,281 5,268,928 7,825,340 7,375,443: 842,622 1,292,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 162,219: -47,034 -8,264 48,934 125,659 132,533 127,559 173,203: 34,660 -10,984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 11.0 13.3 66.2 60.8 90.3 85.1: 9.7 14.9
Old : 100.0: 10.8 11.0 13.3 66.2 60.8 90.3 85.1: 9.7 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 : 275: 57 53 84 127 147 225 252:
Old : 275: 57 53 84 127 147 225 252:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 17.5 47.1 26.3 33.8 12.9 39.6 20.6
Old : 34.7 17.5 47.1 26.3 33.8 12.9 39.6 20.6
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 - Futures Only, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 642,586: 63,494 39,645 2,170 443,760 496,139 509,424 537,954: 133,162 104,632
Old : 642,586: 63,494 39,645 2,170 443,760 496,139 509,424 537,954: 133,162 104,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 8,741: 5,156 503 1,301 -3,559 10,776 2,898 12,580: 5,843 -3,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 6.2 0.3 69.1 77.2 79.3 83.7: 20.7 16.3
Old : 100.0: 9.9 6.2 0.3 69.1 77.2 79.3 83.7: 20.7 16.3
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 : 177: 37 29 10 79 56 123 89:
Old : 177: 37 29 10 79 56 123 89:
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 : 21.8 31.0 30.1 45.8 21.8 30.8 30.0 45.6
Old : 21.8 31.0 30.1 45.8 21.8 30.8 30.0 45.6
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 - Futures Only, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,066,114: 202,214 281,600 12,511 542,526 670,911 757,251 965,022: 308,863 101,092
Old : 1,066,114: 202,214 281,600 12,511 542,526 670,911 757,251 965,022: 308,863 101,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 26,884: 47,005 32,894 1,055 27,094 -11,367 75,154 22,582: -48,270 4,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 26.4 1.2 50.9 62.9 71.0 90.5: 29.0 9.5
Old : 100.0: 19.0 26.4 1.2 50.9 62.9 71.0 90.5: 29.0 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 : 191: 58 48 14 59 53 122 110:
Old : 191: 58 48 14 59 53 122 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 34.0 31.1 50.5 18.6 32.7 25.3 47.2
Old : 22.7 34.0 31.1 50.5 18.6 32.7 25.3 47.2
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 - Futures Only, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,263: 1,982 1,052 0 5,775 10,163 7,757 11,215: 4,506 1,048
Old : 12,263: 1,982 1,052 0 5,775 10,163 7,757 11,215: 4,506 1,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 85: -40 0 0 1 155 -39 155: 124 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 8.6 0.0 47.1 82.9 63.3 91.5: 36.7 8.5
Old : 100.0: 16.2 8.6 0.0 47.1 82.9 63.3 91.5: 36.7 8.5
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 : 28: 4 2 0 15 12 19 14:
Old : 28: 4 2 0 15 12 19 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 : 29.0 53.2 44.3 75.4 28.9 52.1 44.2 73.8
Old : 29.0 53.2 44.3 75.4 28.9 52.1 44.2 73.8
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 - Futures Only, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 44,355: 8,111 9,812 0 30,539 30,616 38,650 40,428: 5,705 3,927
Old : 44,355: 8,111 9,812 0 30,539 30,616 38,650 40,428: 5,705 3,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 2,886: -402 -381 0 2,557 3,186 2,155 2,805: 731 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 22.1 0.0 68.9 69.0 87.1 91.1: 12.9 8.9
Old : 100.0: 18.3 22.1 0.0 68.9 69.0 87.1 91.1: 12.9 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 7 5 0 20 17 27 22:
Old : 43: 7 5 0 20 17 27 22:
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 : 51.4 46.5 67.9 70.6 51.4 45.4 66.8 69.5
Old : 51.4 46.5 67.9 70.6 51.4 45.4 66.8 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 58,601: 14,194 10,155 296 27,640 42,163 42,130 52,614: 16,471 5,987
Old : 58,601: 14,194 10,155 296 27,640 42,163 42,130 52,614: 16,471 5,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 3,346: 162 1,806 10 -584 1,789 -412 3,605: 3,758 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 17.3 0.5 47.2 71.9 71.9 89.8: 28.1 10.2
Old : 100.0: 24.2 17.3 0.5 47.2 71.9 71.9 89.8: 28.1 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 : 77: 14 13 1 32 28 47 41:
Old : 77: 14 13 1 32 28 47 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 36.0 44.0 54.9 33.6 33.1 42.0 48.9
Old : 33.6 36.0 44.0 54.9 33.6 33.1 42.0 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 321,543: 112,799 104,710 2,481 174,732 163,067 290,012 270,258: 31,531 51,285
Old : 321,543: 112,799 104,710 2,481 174,732 163,067 290,012 270,258: 31,531 51,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 46,765: -458 16,569 -1,102 39,945 12,269 38,385 27,736: 8,380 19,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 32.6 0.8 54.3 50.7 90.2 84.1: 9.8 15.9
Old : 100.0: 35.1 32.6 0.8 54.3 50.7 90.2 84.1: 9.8 15.9
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 : 181: 66 55 6 44 27 113 85:
Old : 181: 66 55 6 44 27 113 85:
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 : 32.1 40.1 44.7 55.6 24.9 29.6 36.6 43.3
Old : 32.1 40.1 44.7 55.6 24.9 29.6 36.6 43.3
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 - Futures Only, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 60,245: 21,116 14,006 0 25,302 29,085 46,418 43,091: 13,827 17,154
Old : 60,245: 21,116 14,006 0 25,302 29,085 46,418 43,091: 13,827 17,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 3,174: 7,425 1,219 -2 -4,356 985 3,067 2,202: 107 972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 23.2 0.0 42.0 48.3 77.0 71.5: 23.0 28.5
Old : 100.0: 35.1 23.2 0.0 42.0 48.3 77.0 71.5: 23.0 28.5
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 : 43: 11 12 0 10 12 21 24:
Old : 43: 11 12 0 10 12 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 33.9 60.5 49.5 40.1 33.9 57.5 49.3
Old : 42.0 33.9 60.5 49.5 40.1 33.9 57.5 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 28,879: 4,864 5,203 2 19,188 15,863 24,054 21,068: 4,825 7,811
Old : 28,879: 4,864 5,203 2 19,188 15,863 24,054 21,068: 4,825 7,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -240: 0 196 0 -154 352 -154 548: -86 -788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 18.0 0.0 66.4 54.9 83.3 73.0: 16.7 27.0
Old : 100.0: 16.8 18.0 0.0 66.4 54.9 83.3 73.0: 16.7 27.0
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 : 56: 1 12 1 28 23 30 35:
Old : 56: 1 12 1 28 23 30 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 : 36.4 24.0 56.2 37.7 36.4 21.4 50.6 32.6
Old : 36.4 24.0 56.2 37.7 36.4 21.4 50.6 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 - Futures Only, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 274,806: 28,578 51,848 894 219,853 212,901 249,325 265,643: 25,481 9,163
Old : 274,806: 28,578 51,848 894 219,853 212,901 249,325 265,643: 25,481 9,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 6,083: 813 4,374 -219 7,641 2,854 8,235 7,009: -2,152 -926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 18.9 0.3 80.0 77.5 90.7 96.7: 9.3 3.3
Old : 100.0: 10.4 18.9 0.3 80.0 77.5 90.7 96.7: 9.3 3.3
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 : 146: 24 55 5 31 50 56 109:
Old : 146: 24 55 5 31 50 56 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 34.0 70.3 50.4 57.5 33.7 65.2 47.9
Old : 60.0 34.0 70.3 50.4 57.5 33.7 65.2 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 54,588: 13,851 20,160 598 26,823 26,108 41,272 46,866: 13,316 7,722
Old : 54,588: 13,851 20,160 598 26,823 26,108 41,272 46,866: 13,316 7,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 226: 273 2,700 174 -26 -2,106 421 768: -195 -542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 36.9 1.1 49.1 47.8 75.6 85.9: 24.4 14.1
Old : 100.0: 25.4 36.9 1.1 49.1 47.8 75.6 85.9: 24.4 14.1
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 : 79: 24 20 4 18 19 45 40:
Old : 79: 24 20 4 18 19 45 40:
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 : 31.3 37.5 44.7 54.5 31.3 36.1 44.7 53.2
Old : 31.3 37.5 44.7 54.5 31.3 36.1 44.7 53.2
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 - Futures Only, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,791: 17,354 4,424 10 10,875 10,999 28,239 15,433: 3,552 16,358
Old : 31,791: 17,354 4,424 10 10,875 10,999 28,239 15,433: 3,552 16,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 368: 699 1,836 -4 649 3,739 1,344 5,571: -976 -5,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 13.9 0.0 34.2 34.6 88.8 48.5: 11.2 51.5
Old : 100.0: 54.6 13.9 0.0 34.2 34.6 88.8 48.5: 11.2 51.5
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 : 40: 12 8 1 12 11 24 20:
Old : 40: 12 8 1 12 11 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 26.3 65.2 37.9 47.1 18.3 59.4 27.5
Old : 52.0 26.3 65.2 37.9 47.1 18.3 59.4 27.5
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 - Futures Only, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 35,826: 672 3,131 1,106 17,355 25,961 19,133 30,198: 16,693 5,628
Old : 35,826: 672 3,131 1,106 17,355 25,961 19,133 30,198: 16,693 5,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -1,895: 230 1,377 -100 0 -3,742 130 -2,465: -2,025 570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 8.7 3.1 48.4 72.5 53.4 84.3: 46.6 15.7
Old : 100.0: 1.9 8.7 3.1 48.4 72.5 53.4 84.3: 46.6 15.7
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 : 42: 4 9 2 18 23 24 33:
Old : 42: 4 9 2 18 23 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 : 34.6 40.1 44.6 58.1 9.1 23.8 11.3 31.9
Old : 34.6 40.1 44.6 58.1 9.1 23.8 11.3 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2006