MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, January 10, 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 : 22,590: 2,250 1,048 674 15,463 12,224 18,387 13,946: 4,203 8,644
Old : 22,590: 2,250 1,048 674 15,463 12,224 18,387 13,946: 4,203 8,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 1,548: 892 -2,377 -11 547 3,713 1,428 1,325: 120 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 4.6 3.0 68.5 54.1 81.4 61.7: 18.6 38.3
Old : 100.0: 10.0 4.6 3.0 68.5 54.1 81.4 61.7: 18.6 38.3
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 : 37: 8 4 6 16 15 26 23:
Old : 37: 8 4 6 16 15 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 32.6 65.2 44.8 41.7 30.7 64.8 42.6
Old : 41.7 32.6 65.2 44.8 41.7 30.7 64.8 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, January 10, 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 : 127,687: 25,619 16,073 21,373 60,786 56,293 107,778 93,739: 19,909 33,948
Old : 126,845: 25,507 16,051 21,299 60,630 56,057 107,436 93,407: 19,409 33,438
Other: 842: 186 96 0 156 236 342 332: 500 510
: : :
: : Changes in Commitments from: January 3, 2006 :
: 997: -476 1,455 -6,235 7,124 3,954 413 -826: 584 1,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 12.6 16.7 47.6 44.1 84.4 73.4: 15.6 26.6
Old : 100.0: 20.1 12.7 16.8 47.8 44.2 84.7 73.6: 15.3 26.4
Other: 100.0: 22.1 11.4 0.0 18.5 28.0 40.6 39.4: 59.4 60.6
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 46 67 67 27 40 125 140:
Old : 183: 48 66 67 26 40 124 140:
Other: 17: 2 4 0 4 8 6 12:
:----------------------------------------------------------------------------------------------------
: 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 : 33.5 25.7 45.7 32.8 33.5 25.4 45.7 31.7
Old : 33.8 25.9 46.0 32.9 33.8 25.7 46.0 32.0
Other: 40.0 26.8 40.6 37.5 39.1 26.8 39.7 37.3
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, January 10, 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 : 2,086: 388 726 363 492 330 1,243 1,419: 843 667
Old : 2,086: 388 726 363 492 330 1,243 1,419: 843 667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: -177: -70 -111 -1 -81 48 -152 -64: -25 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 34.8 17.4 23.6 15.8 59.6 68.0: 40.4 32.0
Old : 100.0: 18.6 34.8 17.4 23.6 15.8 59.6 68.0: 40.4 32.0
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 : 31: 9 14 6 7 5 21 20:
Old : 31: 9 14 6 7 5 21 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 : 26.1 33.3 43.1 51.1 23.3 27.4 35.1 37.1
Old : 26.1 33.3 43.1 51.1 23.3 27.4 35.1 37.1
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 10, 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 : 213,621: 72,990 21,358 29,397 84,883 98,869 187,270 149,624: 26,351 63,997
Old : 213,621: 72,990 21,358 29,397 84,883 98,869 187,270 149,624: 26,351 63,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 13,728: 263 1,550 3,547 5,538 1,635 9,348 6,732: 4,380 6,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 10.0 13.8 39.7 46.3 87.7 70.0: 12.3 30.0
Old : 100.0: 34.2 10.0 13.8 39.7 46.3 87.7 70.0: 12.3 30.0
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 : 312: 97 58 78 66 127 220 222:
Old : 312: 97 58 78 66 127 220 222:
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 12.2 32.8 18.6 21.4 10.1 32.1 15.3
Old : 21.4 12.2 32.8 18.6 21.4 10.1 32.1 15.3
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 10, 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 : 6,457: 3,479 261 329 743 4,261 4,551 4,851: 1,906 1,606
Old : 6,457: 3,479 261 329 743 4,261 4,551 4,851: 1,906 1,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 1,139: 1,007 83 91 4 810 1,102 984: 37 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 4.0 5.1 11.5 66.0 70.5 75.1: 29.5 24.9
Old : 100.0: 53.9 4.0 5.1 11.5 66.0 70.5 75.1: 29.5 24.9
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 : 75: 30 10 11 14 32 51 46:
Old : 75: 30 10 11 14 32 51 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 29.8 39.4 40.7 28.9 29.8 38.9 38.2
Old : 28.9 29.8 39.4 40.7 28.9 29.8 38.9 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, January 10, 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 : 34,580: 14,903 3,329 3,138 10,292 10,833 28,333 17,300: 6,247 17,280
Old : 34,580: 14,903 3,329 3,138 10,292 10,833 28,333 17,300: 6,247 17,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 406: 332 166 -559 356 -17 129 -410: 277 816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 9.6 9.1 29.8 31.3 81.9 50.0: 18.1 50.0
Old : 100.0: 43.1 9.6 9.1 29.8 31.3 81.9 50.0: 18.1 50.0
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 : 167: 48 24 27 52 67 115 110:
Old : 167: 48 24 27 52 67 115 110:
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 : 18.5 10.4 28.5 16.2 16.8 9.0 26.4 14.0
Old : 18.5 10.4 28.5 16.2 16.8 9.0 26.4 14.0
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 10, 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 : 98,344: 32,628 9,311 715 27,623 75,711 60,966 85,737: 37,378 12,607
Old : 98,344: 32,628 9,311 715 27,623 75,711 60,966 85,737: 37,378 12,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: -7,057: -13,121 249 -12 2,633 -5,522 -10,500 -5,285: 3,443 -1,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 9.5 0.7 28.1 77.0 62.0 87.2: 38.0 12.8
Old : 100.0: 33.2 9.5 0.7 28.1 77.0 62.0 87.2: 38.0 12.8
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 : 74: 26 12 2 23 23 49 37:
Old : 74: 26 12 2 23 23 49 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 46.7 27.9 64.0 18.2 46.6 27.5 62.0
Old : 18.2 46.7 27.9 64.0 18.2 46.6 27.5 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, January 10, 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 : 79,029: 24,138 24,378 0 41,059 39,837 65,197 64,215: 13,832 14,814
Old : 79,029: 24,138 24,378 0 41,059 39,837 65,197 64,215: 13,832 14,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 1,661: 9,136 -7,135 0 -12,789 15,812 -3,653 8,677: 5,314 -7,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 30.8 0.0 52.0 50.4 82.5 81.3: 17.5 18.7
Old : 100.0: 30.5 30.8 0.0 52.0 50.4 82.5 81.3: 17.5 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 7 16 0 10 15 17 31:
Old : 42: 7 16 0 10 15 17 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 38.7 69.0 53.5 42.7 38.7 66.6 53.4
Old : 44.5 38.7 69.0 53.5 42.7 38.7 66.6 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, January 10, 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 : 96,154: 43,411 3,272 220 45,706 90,332 89,337 93,824: 6,817 2,330
Old : 96,154: 43,411 3,272 220 45,706 90,332 89,337 93,824: 6,817 2,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 4,404: 5,031 706 0 -985 3,721 4,046 4,427: 358 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 3.4 0.2 47.5 93.9 92.9 97.6: 7.1 2.4
Old : 100.0: 45.1 3.4 0.2 47.5 93.9 92.9 97.6: 7.1 2.4
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 : 79: 44 9 1 18 15 62 25:
Old : 79: 44 9 1 18 15 62 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 75.3 51.4 90.1 22.8 54.4 39.4 65.3
Old : 30.4 75.3 51.4 90.1 22.8 54.4 39.4 65.3
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 10, 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 : 77,079: 17,074 21,847 6 45,988 36,928 63,068 58,781: 14,011 18,298
Old : 77,079: 17,074 21,847 6 45,988 36,928 63,068 58,781: 14,011 18,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 7,488: 4,048 -6,200 -81 3,268 16,657 7,235 10,376: 253 -2,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 28.3 0.0 59.7 47.9 81.8 76.3: 18.2 23.7
Old : 100.0: 22.2 28.3 0.0 59.7 47.9 81.8 76.3: 18.2 23.7
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 : 56: 15 15 1 19 14 35 29:
Old : 56: 15 15 1 19 14 35 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 46.8 56.3 59.9 39.3 44.5 53.4 55.1
Old : 39.6 46.8 56.3 59.9 39.3 44.5 53.4 55.1
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 10, 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 : 169,886: 30,472 50,001 36 103,194 95,280 133,702 145,317: 36,184 24,569
Old : 169,886: 30,472 50,001 36 103,194 95,280 133,702 145,317: 36,184 24,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 14,164: 8,280 3,072 -108 -2,354 11,172 5,818 14,136: 8,346 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 29.4 0.0 60.7 56.1 78.7 85.5: 21.3 14.5
Old : 100.0: 17.9 29.4 0.0 60.7 56.1 78.7 85.5: 21.3 14.5
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 : 87: 24 29 3 19 23 43 55:
Old : 87: 24 29 3 19 23 43 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 33.7 57.2 48.8 33.9 26.1 47.1 38.2
Old : 39.9 33.7 57.2 48.8 33.9 26.1 47.1 38.2
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 10, 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 : 127,386: 42,096 20,135 2,455 34,870 63,074 79,421 85,664: 47,965 41,722
Old : 127,386: 42,096 20,135 2,455 34,870 63,074 79,421 85,664: 47,965 41,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 8,148: 6,083 -4,647 35 -1,974 14,541 4,144 9,929: 4,004 -1,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 15.8 1.9 27.4 49.5 62.3 67.2: 37.7 32.8
Old : 100.0: 33.0 15.8 1.9 27.4 49.5 62.3 67.2: 37.7 32.8
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 : 97: 38 24 7 20 26 62 54:
Old : 97: 38 24 7 20 26 62 54:
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 29.6 30.5 40.0 18.8 27.9 28.8 37.9
Old : 20.3 29.6 30.5 40.0 18.8 27.9 28.8 37.9
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 10, 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 : 13,013: 8,659 4,915 251 3,100 6,628 12,010 11,794: 1,003 1,219
Old : 13,013: 8,659 4,915 251 3,100 6,628 12,010 11,794: 1,003 1,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 824: 501 1,594 251 26 -1,229 778 616: 46 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 37.8 1.9 23.8 50.9 92.3 90.6: 7.7 9.4
Old : 100.0: 66.5 37.8 1.9 23.8 50.9 92.3 90.6: 7.7 9.4
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 : 21: 5 3 1 8 6 14 9:
Old : 21: 5 3 1 8 6 14 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 : 69.8 80.9 82.9 89.9 69.8 79.1 82.9 86.2
Old : 69.8 80.9 82.9 89.9 69.8 79.1 82.9 86.2
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 10, 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 : 57,744: 20,162 721 0 29,309 48,010 49,471 48,731: 8,273 9,013
Old : 57,744: 20,162 721 0 29,309 48,010 49,471 48,731: 8,273 9,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 9,830: 2,521 0 0 8,364 9,352 10,885 9,352: -1,055 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 1.2 0.0 50.8 83.1 85.7 84.4: 14.3 15.6
Old : 100.0: 34.9 1.2 0.0 50.8 83.1 85.7 84.4: 14.3 15.6
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 : 23: 5 1 0 10 13 15 14:
Old : 23: 5 1 0 10 13 15 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 : 58.7 55.2 74.1 74.6 58.7 52.7 74.1 68.3
Old : 58.7 55.2 74.1 74.6 58.7 52.7 74.1 68.3
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 10, 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 : 8,909,040: 989,716 893,652 1,202,806 5,812,553 5,438,999 8,005,075 7,535,457: 903,965 1,373,583
Old : 8,909,040: 989,716 893,652 1,202,806 5,812,553 5,438,999 8,005,075 7,535,457: 903,965 1,373,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 241,078: 56,066 -61,454 51,397 72,272 170,071 179,735 160,014: 61,343 81,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 10.0 13.5 65.2 61.1 89.9 84.6: 10.1 15.4
Old : 100.0: 11.1 10.0 13.5 65.2 61.1 89.9 84.6: 10.1 15.4
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 : 264: 54 51 83 125 140 222 241:
Old : 264: 54 51 83 125 140 222 241:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 17.9 46.0 26.6 33.3 13.5 38.8 21.3
Old : 34.3 17.9 46.0 26.6 33.3 13.5 38.8 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, January 10, 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 : 649,828: 63,622 40,146 687 447,049 492,714 511,358 533,547: 138,470 116,281
Old : 649,828: 63,622 40,146 687 447,049 492,714 511,358 533,547: 138,470 116,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 7,242: 128 501 -1,483 3,289 -3,425 1,934 -4,407: 5,308 11,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 6.2 0.1 68.8 75.8 78.7 82.1: 21.3 17.9
Old : 100.0: 9.8 6.2 0.1 68.8 75.8 78.7 82.1: 21.3 17.9
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 : 174: 36 28 10 77 57 120 89:
Old : 174: 36 28 10 77 57 120 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 : 21.1 30.8 29.2 45.5 21.0 30.4 29.1 45.0
Old : 21.1 30.8 29.2 45.5 21.0 30.4 29.1 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, January 10, 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 : 1,140,746: 191,126 318,972 14,284 612,184 690,162 817,594 1,023,418: 323,152 117,328
Old : 1,140,746: 191,126 318,972 14,284 612,184 690,162 817,594 1,023,418: 323,152 117,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 74,632: -11,088 37,372 1,773 69,658 19,251 60,343 58,396: 14,289 16,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 28.0 1.3 53.7 60.5 71.7 89.7: 28.3 10.3
Old : 100.0: 16.8 28.0 1.3 53.7 60.5 71.7 89.7: 28.3 10.3
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 : 203: 56 52 16 65 60 130 119:
Old : 203: 56 52 16 65 60 130 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 31.5 30.7 48.0 18.1 30.1 24.9 43.6
Old : 21.5 31.5 30.7 48.0 18.1 30.1 24.9 43.6
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 10, 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 : 12,123: 2,010 1,052 0 5,821 10,165 7,831 11,217: 4,292 906
Old : 12,123: 2,010 1,052 0 5,821 10,165 7,831 11,217: 4,292 906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: -140: 28 0 0 46 2 74 2: -214 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 8.7 0.0 48.0 83.8 64.6 92.5: 35.4 7.5
Old : 100.0: 16.6 8.7 0.0 48.0 83.8 64.6 92.5: 35.4 7.5
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 : 29.4 55.3 45.1 78.6 29.4 54.1 45.0 77.0
Old : 29.4 55.3 45.1 78.6 29.4 54.1 45.0 77.0
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 10, 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 : 45,214: 7,748 9,667 0 31,769 32,682 39,517 42,349: 5,697 2,865
Old : 45,214: 7,748 9,667 0 31,769 32,682 39,517 42,349: 5,697 2,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 859: -363 -145 0 1,230 2,066 867 1,921: -8 -1,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 21.4 0.0 70.3 72.3 87.4 93.7: 12.6 6.3
Old : 100.0: 17.1 21.4 0.0 70.3 72.3 87.4 93.7: 12.6 6.3
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: 8 5 0 22 19 30 24:
Old : 47: 8 5 0 22 19 30 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 : 51.7 50.4 65.8 73.7 51.7 49.7 64.7 73.0
Old : 51.7 50.4 65.8 73.7 51.7 49.7 64.7 73.0
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 10, 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 : 59,775: 16,078 8,025 426 31,802 44,589 48,306 53,040: 11,469 6,735
Old : 59,775: 16,078 8,025 426 31,802 44,589 48,306 53,040: 11,469 6,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 1,174: 1,884 -2,130 130 4,162 2,426 6,176 426: -5,002 748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 13.4 0.7 53.2 74.6 80.8 88.7: 19.2 11.3
Old : 100.0: 26.9 13.4 0.7 53.2 74.6 80.8 88.7: 19.2 11.3
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 : 77: 16 11 2 33 25 50 37:
Old : 77: 16 11 2 33 25 50 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 39.5 45.2 57.8 30.3 35.0 43.0 50.5
Old : 30.3 39.5 45.2 57.8 30.3 35.0 43.0 50.5
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 10, 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 : 347,773: 109,431 128,717 4,644 214,167 194,238 328,242 327,599: 19,531 20,174
Old : 347,773: 109,431 128,717 4,644 214,167 194,238 328,242 327,599: 19,531 20,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 26,230: -3,368 24,007 2,163 39,435 31,171 38,230 57,341: -12,000 -31,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 37.0 1.3 61.6 55.9 94.4 94.2: 5.6 5.8
Old : 100.0: 31.5 37.0 1.3 61.6 55.9 94.4 94.2: 5.6 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 : 209: 79 64 11 43 37 127 107:
Old : 209: 79 64 11 43 37 127 107:
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 : 40.7 39.2 53.0 56.2 34.1 28.4 45.0 44.8
Old : 40.7 39.2 53.0 56.2 34.1 28.4 45.0 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, January 10, 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 : 55,332: 26,703 4,969 0 12,877 39,564 39,580 44,533: 15,752 10,799
Old : 55,332: 26,703 4,969 0 12,877 39,564 39,580 44,533: 15,752 10,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: -4,913: 5,587 -9,037 0 -12,425 10,479 -6,838 1,442: 1,925 -6,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 9.0 0.0 23.3 71.5 71.5 80.5: 28.5 19.5
Old : 100.0: 48.3 9.0 0.0 23.3 71.5 71.5 80.5: 28.5 19.5
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 : 41: 15 5 0 8 15 23 20:
Old : 41: 15 5 0 8 15 23 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 : 36.4 40.8 47.5 61.1 36.4 40.8 47.1 59.8
Old : 36.4 40.8 47.5 61.1 36.4 40.8 47.1 59.8
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 10, 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 : 28,501: 5,063 5,306 2 18,892 15,932 23,957 21,240: 4,544 7,261
Old : 28,501: 5,063 5,306 2 18,892 15,932 23,957 21,240: 4,544 7,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: -378: 199 103 0 -296 69 -97 172: -281 -550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 18.6 0.0 66.3 55.9 84.1 74.5: 15.9 25.5
Old : 100.0: 17.8 18.6 0.0 66.3 55.9 84.1 74.5: 15.9 25.5
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 : 57: 2 12 1 27 23 30 35:
Old : 57: 2 12 1 27 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 : 36.9 24.2 56.9 38.1 36.9 21.9 51.3 33.3
Old : 36.9 24.2 56.9 38.1 36.9 21.9 51.3 33.3
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 10, 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 : 276,163: 35,184 52,963 1,672 216,710 208,664 253,566 263,299: 22,597 12,864
Old : 276,163: 35,184 52,963 1,672 216,710 208,664 253,566 263,299: 22,597 12,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 1,357: 6,606 1,115 778 -3,143 -4,237 4,241 -2,344: -2,884 3,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 19.2 0.6 78.5 75.6 91.8 95.3: 8.2 4.7
Old : 100.0: 12.7 19.2 0.6 78.5 75.6 91.8 95.3: 8.2 4.7
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 : 158: 33 56 6 33 51 67 112:
Old : 158: 33 56 6 33 51 67 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 32.4 68.9 48.0 56.7 32.2 64.4 46.2
Old : 58.7 32.4 68.9 48.0 56.7 32.2 64.4 46.2
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 10, 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 : 57,289: 17,160 19,268 513 25,850 28,785 43,523 48,566: 13,766 8,723
Old : 57,289: 17,160 19,268 513 25,850 28,785 43,523 48,566: 13,766 8,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 2,701: 3,309 -892 -85 -973 2,677 2,251 1,700: 450 1,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 33.6 0.9 45.1 50.2 76.0 84.8: 24.0 15.2
Old : 100.0: 30.0 33.6 0.9 45.1 50.2 76.0 84.8: 24.0 15.2
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 : 85: 30 20 3 18 20 50 41:
Old : 85: 30 20 3 18 20 50 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 : 29.4 36.4 41.2 52.6 29.4 34.9 41.2 51.1
Old : 29.4 36.4 41.2 52.6 29.4 34.9 41.2 51.1
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 10, 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 : 35,512: 16,791 4,953 0 14,974 13,974 31,765 18,927: 3,747 16,585
Old : 35,512: 16,791 4,953 0 14,974 13,974 31,765 18,927: 3,747 16,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 3,721: -563 529 -10 4,099 2,975 3,526 3,494: 195 227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 13.9 0.0 42.2 39.4 89.4 53.3: 10.6 46.7
Old : 100.0: 47.3 13.9 0.0 42.2 39.4 89.4 53.3: 10.6 46.7
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 : 46: 14 10 0 16 9 30 19:
Old : 46: 14 10 0 16 9 30 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 : 45.0 34.8 61.3 44.8 41.2 26.4 55.4 34.2
Old : 45.0 34.8 61.3 44.8 41.2 26.4 55.4 34.2
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 10, 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 : 33,877: 442 2,397 1,106 16,367 26,575 17,915 30,078: 15,962 3,799
Old : 33,877: 442 2,397 1,106 16,367 26,575 17,915 30,078: 15,962 3,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: -1,949: -230 -734 0 -988 614 -1,218 -120: -731 -1,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 7.1 3.3 48.3 78.4 52.9 88.8: 47.1 11.2
Old : 100.0: 1.3 7.1 3.3 48.3 78.4 52.9 88.8: 47.1 11.2
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 : 42: 3 10 2 18 23 23 34:
Old : 42: 3 10 2 18 23 23 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 : 34.8 42.5 44.2 62.8 6.1 25.6 8.2 33.8
Old : 34.8 42.5 44.2 62.8 6.1 25.6 8.2 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 12, 2006