MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, January 17, 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 : 23,704: 1,494 1,201 827 17,138 12,670 19,459 14,698: 4,245 9,006
Old : 23,704: 1,494 1,201 827 17,138 12,670 19,459 14,698: 4,245 9,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 1,114: -756 153 153 1,675 446 1,072 752: 42 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 5.1 3.5 72.3 53.5 82.1 62.0: 17.9 38.0
Old : 100.0: 6.3 5.1 3.5 72.3 53.5 82.1 62.0: 17.9 38.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 7 5 6 16 15 25 24:
Old : 37: 7 5 6 16 15 25 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 : 46.8 31.8 68.6 43.9 46.8 30.0 68.1 41.9
Old : 46.8 31.8 68.6 43.9 46.8 30.0 68.1 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 17, 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 : 137,742: 20,919 21,950 23,168 72,226 57,009 116,313 102,127: 21,429 35,615
Old : 136,808: 20,773 21,949 23,128 72,032 56,756 115,933 101,833: 20,875 34,975
Other: 934: 186 41 0 194 253 380 294: 554 640
: : :
: : Changes in Commitments from: January 10, 2006 :
: 10,055: -4,700 5,877 1,795 11,440 716 8,535 8,388: 1,520 1,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 15.9 16.8 52.4 41.4 84.4 74.1: 15.6 25.9
Old : 100.0: 15.2 16.0 16.9 52.7 41.5 84.7 74.4: 15.3 25.6
Other: 100.0: 19.9 4.4 0.0 20.8 27.1 40.7 31.5: 59.3 68.5
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 46 74 66 32 43 129 153:
Old : 195: 47 73 66 31 43 127 153:
Other: 19: 2 4 0 5 9 7 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 22.3 48.5 29.5 35.7 22.1 48.4 28.6
Old : 35.9 22.4 48.8 29.6 35.9 22.3 48.7 28.9
Other: 38.5 22.6 40.7 29.3 37.7 22.6 39.8 29.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, January 17, 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 : 2,218: 226 705 497 565 341 1,288 1,543: 930 675
Old : 2,218: 226 705 497 565 341 1,288 1,543: 930 675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 132: -162 -21 134 73 11 45 124: 87 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 31.8 22.4 25.5 15.4 58.1 69.6: 41.9 30.4
Old : 100.0: 10.2 31.8 22.4 25.5 15.4 58.1 69.6: 41.9 30.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 14 6 8 5 20 21:
Old : 31: 7 14 6 8 5 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 33.5 44.4 52.4 23.1 26.7 31.7 34.2
Old : 27.1 33.5 44.4 52.4 23.1 26.7 31.7 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 17, 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 : 229,356: 65,410 21,721 37,550 95,710 100,045 198,670 159,316: 30,686 70,040
Old : 229,356: 65,410 21,721 37,550 95,710 100,045 198,670 159,316: 30,686 70,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 15,735: -7,580 363 8,153 10,827 1,176 11,400 9,692: 4,335 6,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 9.5 16.4 41.7 43.6 86.6 69.5: 13.4 30.5
Old : 100.0: 28.5 9.5 16.4 41.7 43.6 86.6 69.5: 13.4 30.5
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 : 326: 100 51 94 74 128 242 238:
Old : 326: 100 51 94 74 128 242 238:
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 11.5 31.1 17.2 21.2 9.4 30.6 13.7
Old : 21.4 11.5 31.1 17.2 21.2 9.4 30.6 13.7
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 17, 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 : 6,500: 3,340 191 310 642 4,293 4,292 4,794: 2,208 1,706
Old : 6,500: 3,340 191 310 642 4,293 4,292 4,794: 2,208 1,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 43: -139 -70 -19 -101 32 -259 -57: 302 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 2.9 4.8 9.9 66.0 66.0 73.8: 34.0 26.2
Old : 100.0: 51.4 2.9 4.8 9.9 66.0 66.0 73.8: 34.0 26.2
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 : 65: 28 5 6 10 30 42 37:
Old : 65: 28 5 6 10 30 42 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 : 28.3 31.3 38.0 43.0 28.3 31.3 36.9 41.9
Old : 28.3 31.3 38.0 43.0 28.3 31.3 36.9 41.9
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 17, 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 : 33,169: 14,553 3,608 3,213 9,777 10,287 27,543 17,108: 5,626 16,061
Old : 33,169: 14,553 3,608 3,213 9,777 10,287 27,543 17,108: 5,626 16,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: -1,411: -350 279 75 -515 -546 -790 -192: -621 -1,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 10.9 9.7 29.5 31.0 83.0 51.6: 17.0 48.4
Old : 100.0: 43.9 10.9 9.7 29.5 31.0 83.0 51.6: 17.0 48.4
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 : 146: 43 21 21 46 52 100 87:
Old : 146: 43 21 21 46 52 100 87:
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 12.5 34.0 18.8 19.6 9.8 30.6 14.7
Old : 21.8 12.5 34.0 18.8 19.6 9.8 30.6 14.7
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 17, 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 : 101,952: 39,506 12,573 715 27,012 76,863 67,233 90,151: 34,719 11,801
Old : 101,952: 39,506 12,573 715 27,012 76,863 67,233 90,151: 34,719 11,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 3,608: 6,878 3,262 0 -611 1,152 6,267 4,414: -2,659 -806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 12.3 0.7 26.5 75.4 65.9 88.4: 34.1 11.6
Old : 100.0: 38.7 12.3 0.7 26.5 75.4 65.9 88.4: 34.1 11.6
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 : 79: 30 14 2 21 24 51 40:
Old : 79: 30 14 2 21 24 51 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 : 18.9 45.9 30.6 63.0 18.7 45.8 30.3 61.3
Old : 18.9 45.9 30.6 63.0 18.7 45.8 30.3 61.3
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 17, 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 : 80,480: 21,356 19,896 0 46,484 44,430 67,840 64,326: 12,640 16,154
Old : 80,480: 21,356 19,896 0 46,484 44,430 67,840 64,326: 12,640 16,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 1,451: -2,782 -4,482 0 5,425 4,593 2,643 111: -1,192 1,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 24.7 0.0 57.8 55.2 84.3 79.9: 15.7 20.1
Old : 100.0: 26.5 24.7 0.0 57.8 55.2 84.3 79.9: 15.7 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 8 15 0 9 15 17 30:
Old : 41: 8 15 0 9 15 17 30:
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 : 48.3 39.3 74.5 55.4 46.1 38.9 72.0 55.0
Old : 48.3 39.3 74.5 55.4 46.1 38.9 72.0 55.0
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 17, 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 : 99,485: 49,051 4,981 220 43,354 91,762 92,625 96,963: 6,860 2,522
Old : 99,485: 49,051 4,981 220 43,354 91,762 92,625 96,963: 6,860 2,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 3,331: 5,640 1,709 0 -2,352 1,430 3,288 3,139: 43 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 5.0 0.2 43.6 92.2 93.1 97.5: 6.9 2.5
Old : 100.0: 49.3 5.0 0.2 43.6 92.2 93.1 97.5: 6.9 2.5
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 : 84: 47 11 1 17 16 64 28:
Old : 84: 47 11 1 17 16 64 28:
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 : 32.7 74.8 53.6 88.4 26.9 55.0 41.2 64.6
Old : 32.7 74.8 53.6 88.4 26.9 55.0 41.2 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, January 17, 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 : 83,135: 17,411 20,714 6 48,630 45,024 66,047 65,744: 17,088 17,391
Old : 83,135: 17,411 20,714 6 48,630 45,024 66,047 65,744: 17,088 17,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 6,056: 337 -1,133 0 2,642 8,096 2,979 6,963: 3,077 -907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 24.9 0.0 58.5 54.2 79.4 79.1: 20.6 20.9
Old : 100.0: 20.9 24.9 0.0 58.5 54.2 79.4 79.1: 20.6 20.9
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 : 59: 14 16 1 20 16 35 32:
Old : 59: 14 16 1 20 16 35 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 44.4 52.7 60.5 36.1 44.4 49.3 55.9
Old : 36.9 44.4 52.7 60.5 36.1 44.4 49.3 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, January 17, 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 : 167,681: 30,062 48,321 32 103,792 93,718 133,886 142,071: 33,795 25,610
Old : 167,681: 30,062 48,321 32 103,792 93,718 133,886 142,071: 33,795 25,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: -2,205: -410 -1,680 -4 598 -1,562 184 -3,246: -2,389 1,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 28.8 0.0 61.9 55.9 79.8 84.7: 20.2 15.3
Old : 100.0: 17.9 28.8 0.0 61.9 55.9 79.8 84.7: 20.2 15.3
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 : 80: 22 23 3 19 24 41 50:
Old : 80: 22 23 3 19 24 41 50:
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 : 41.0 36.3 58.2 50.8 34.8 28.0 48.3 40.5
Old : 41.0 36.3 58.2 50.8 34.8 28.0 48.3 40.5
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 17, 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 : 129,565: 41,207 19,996 2,730 36,151 69,669 80,088 92,395: 49,477 37,170
Old : 129,565: 41,207 19,996 2,730 36,151 69,669 80,088 92,395: 49,477 37,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 2,179: -889 -139 275 1,281 6,595 667 6,731: 1,512 -4,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 15.4 2.1 27.9 53.8 61.8 71.3: 38.2 28.7
Old : 100.0: 31.8 15.4 2.1 27.9 53.8 61.8 71.3: 38.2 28.7
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 : 99: 40 26 11 20 24 68 54:
Old : 99: 40 26 11 20 24 68 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 : 20.9 33.5 31.1 47.1 19.9 31.3 29.9 45.0
Old : 20.9 33.5 31.1 47.1 19.9 31.3 29.9 45.0
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 17, 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 : 15,026: 10,337 5,510 134 3,060 8,156 13,531 13,800: 1,495 1,226
Old : 15,026: 10,337 5,510 134 3,060 8,156 13,531 13,800: 1,495 1,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 2,013: 1,678 595 -117 -40 1,528 1,521 2,006: 492 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 36.7 0.9 20.4 54.3 90.1 91.8: 9.9 8.2
Old : 100.0: 68.8 36.7 0.9 20.4 54.3 90.1 91.8: 9.9 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 7 5 1 8 10 15 16:
Old : 29: 7 5 1 8 10 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 71.6 79.4 83.3 64.9 69.7 78.6 81.4
Old : 64.9 71.6 79.4 83.3 64.9 69.7 78.6 81.4
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 17, 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 : 8,936,495: 992,135 822,913 1,230,868 5,787,517 5,508,962 8,010,520 7,562,743: 925,975 1,373,752
Old : 8,936,495: 992,135 822,913 1,230,868 5,787,517 5,508,962 8,010,520 7,562,743: 925,975 1,373,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 27,455: 2,419 -70,739 28,062 -25,036 69,963 5,445 27,286: 22,010 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 9.2 13.8 64.8 61.6 89.6 84.6: 10.4 15.4
Old : 100.0: 11.1 9.2 13.8 64.8 61.6 89.6 84.6: 10.4 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 : 274: 61 49 90 124 146 230 252:
Old : 274: 61 49 90 124 146 230 252:
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 : 35.1 17.6 46.1 25.8 34.1 13.5 39.4 20.8
Old : 35.1 17.6 46.1 25.8 34.1 13.5 39.4 20.8
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 17, 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 : 656,734: 65,170 42,226 946 450,361 490,505 516,477 533,677: 140,257 123,057
Old : 656,734: 65,170 42,226 946 450,361 490,505 516,477 533,677: 140,257 123,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 6,906: 1,548 2,080 259 3,312 -2,209 5,119 130: 1,787 6,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 6.4 0.1 68.6 74.7 78.6 81.3: 21.4 18.7
Old : 100.0: 9.9 6.4 0.1 68.6 74.7 78.6 81.3: 21.4 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 : 181: 40 30 11 77 57 124 91:
Old : 181: 40 30 11 77 57 124 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 30.7 29.4 45.1 20.9 30.1 29.3 44.5
Old : 21.0 30.7 29.4 45.1 20.9 30.1 29.3 44.5
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 17, 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 : 1,151,070: 184,738 325,812 19,709 588,733 691,867 793,180 1,037,388: 357,890 113,682
Old : 1,151,070: 184,738 325,812 19,709 588,733 691,867 793,180 1,037,388: 357,890 113,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 10,324: -6,388 6,840 5,425 -23,451 1,705 -24,414 13,970: 34,738 -3,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 28.3 1.7 51.1 60.1 68.9 90.1: 31.1 9.9
Old : 100.0: 16.0 28.3 1.7 51.1 60.1 68.9 90.1: 31.1 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 57 57 17 65 61 133 124:
Old : 212: 57 57 17 65 61 133 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 30.5 29.5 47.6 17.6 28.8 23.8 43.2
Old : 21.0 30.5 29.5 47.6 17.6 28.8 23.8 43.2
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 17, 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 : 12,156: 1,995 1,052 0 5,801 10,165 7,796 11,217: 4,360 939
Old : 12,156: 1,995 1,052 0 5,801 10,165 7,796 11,217: 4,360 939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 33: -15 0 0 -20 0 -35 0: 68 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 8.7 0.0 47.7 83.6 64.1 92.3: 35.9 7.7
Old : 100.0: 16.4 8.7 0.0 47.7 83.6 64.1 92.3: 35.9 7.7
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 : 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 : 29.5 55.1 45.0 78.4 29.4 54.0 44.9 76.8
Old : 29.5 55.1 45.0 78.4 29.4 54.0 44.9 76.8
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 17, 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 : 49,592: 7,085 10,031 0 37,363 35,740 44,448 45,771: 5,144 3,821
Old : 49,592: 7,085 10,031 0 37,363 35,740 44,448 45,771: 5,144 3,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 4,378: -663 364 0 5,594 3,058 4,931 3,422: -553 956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 20.2 0.0 75.3 72.1 89.6 92.3: 10.4 7.7
Old : 100.0: 14.3 20.2 0.0 75.3 72.1 89.6 92.3: 10.4 7.7
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 : 48: 7 6 0 22 19 29 25:
Old : 48: 7 6 0 22 19 29 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 : 52.6 51.6 69.4 71.2 52.6 51.3 69.4 70.8
Old : 52.6 51.6 69.4 71.2 52.6 51.3 69.4 70.8
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 17, 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 : 60,410: 18,497 8,195 659 31,078 45,273 50,234 54,127: 10,176 6,283
Old : 60,410: 18,497 8,195 659 31,078 45,273 50,234 54,127: 10,176 6,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 635: 2,419 170 233 -724 684 1,928 1,087: -1,293 -452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 13.6 1.1 51.4 74.9 83.2 89.6: 16.8 10.4
Old : 100.0: 30.6 13.6 1.1 51.4 74.9 83.2 89.6: 16.8 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 21 13 2 34 28 56 42:
Old : 87: 21 13 2 34 28 56 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 39.1 44.4 57.6 30.6 35.6 43.1 51.3
Old : 30.6 39.1 44.4 57.6 30.6 35.6 43.1 51.3
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 17, 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 : 350,798: 117,973 95,738 3,690 206,148 234,287 327,811 333,715: 22,987 17,083
Old : 350,798: 117,973 95,738 3,690 206,148 234,287 327,811 333,715: 22,987 17,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 3,025: 8,542 -32,979 -954 -8,019 40,049 -431 6,116: 3,456 -3,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 27.3 1.1 58.8 66.8 93.4 95.1: 6.6 4.9
Old : 100.0: 33.6 27.3 1.1 58.8 66.8 93.4 95.1: 6.6 4.9
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 : 211: 76 69 9 42 37 123 110:
Old : 211: 76 69 9 42 37 123 110:
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 : 40.9 37.8 52.6 54.8 36.3 27.7 46.0 44.4
Old : 40.9 37.8 52.6 54.8 36.3 27.7 46.0 44.4
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 17, 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 : 61,525: 27,102 4,393 0 12,878 45,695 39,980 50,088: 21,545 11,437
Old : 61,525: 27,102 4,393 0 12,878 45,695 39,980 50,088: 21,545 11,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 6,193: 399 -576 0 1 6,131 400 5,555: 5,793 638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 7.1 0.0 20.9 74.3 65.0 81.4: 35.0 18.6
Old : 100.0: 44.1 7.1 0.0 20.9 74.3 65.0 81.4: 35.0 18.6
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 : 40: 13 4 0 10 17 23 21:
Old : 40: 13 4 0 10 17 23 21:
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 : 33.8 38.9 46.1 59.2 33.8 38.9 46.1 57.5
Old : 33.8 38.9 46.1 59.2 33.8 38.9 46.1 57.5
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 17, 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 : 28,572: 5,057 5,722 2 19,296 15,585 24,355 21,309: 4,217 7,263
Old : 28,572: 5,057 5,722 2 19,296 15,585 24,355 21,309: 4,217 7,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 71: -6 416 0 404 -347 398 69: -327 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 20.0 0.0 67.5 54.5 85.2 74.6: 14.8 25.4
Old : 100.0: 17.7 20.0 0.0 67.5 54.5 85.2 74.6: 14.8 25.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 2 13 1 30 23 33 36:
Old : 61: 2 13 1 30 23 33 36:
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 23.0 54.4 35.7 34.8 21.8 49.3 33.2
Old : 34.8 23.0 54.4 35.7 34.8 21.8 49.3 33.2
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 17, 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 : 278,177: 34,902 60,666 2,297 219,557 201,594 256,756 264,557: 21,421 13,620
Old : 278,177: 34,902 60,666 2,297 219,557 201,594 256,756 264,557: 21,421 13,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 2,014: -282 7,703 625 2,847 -7,070 3,190 1,258: -1,176 756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 21.8 0.8 78.9 72.5 92.3 95.1: 7.7 4.9
Old : 100.0: 12.5 21.8 0.8 78.9 72.5 92.3 95.1: 7.7 4.9
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 : 148: 33 46 6 31 53 65 104:
Old : 148: 33 46 6 31 53 65 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 32.0 69.8 48.6 57.9 31.7 65.5 46.4
Old : 59.5 32.0 69.8 48.6 57.9 31.7 65.5 46.4
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 17, 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 : 59,849: 17,626 18,410 678 27,374 31,164 45,678 50,252: 14,171 9,597
Old : 59,849: 17,626 18,410 678 27,374 31,164 45,678 50,252: 14,171 9,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 2,560: 466 -858 165 1,524 2,379 2,155 1,686: 405 874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 30.8 1.1 45.7 52.1 76.3 84.0: 23.7 16.0
Old : 100.0: 29.5 30.8 1.1 45.7 52.1 76.3 84.0: 23.7 16.0
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 : 90: 31 22 4 21 19 54 43:
Old : 90: 31 22 4 21 19 54 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 34.7 40.5 51.6 28.1 33.0 40.5 49.9
Old : 28.1 34.7 40.5 51.6 28.1 33.0 40.5 49.9
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 17, 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 : 36,866: 16,234 5,808 11 14,451 12,352 30,696 18,171: 6,170 18,695
Old : 36,866: 16,234 5,808 11 14,451 12,352 30,696 18,171: 6,170 18,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 1,354: -557 855 11 -523 -1,622 -1,069 -756: 2,423 2,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 15.8 0.0 39.2 33.5 83.3 49.3: 16.7 50.7
Old : 100.0: 44.0 15.8 0.0 39.2 33.5 83.3 49.3: 16.7 50.7
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 : 43: 13 10 1 15 9 28 20:
Old : 43: 13 10 1 15 9 28 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 : 39.9 32.9 56.8 41.2 36.6 24.8 51.7 31.7
Old : 39.9 32.9 56.8 41.2 36.6 24.8 51.7 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, January 17, 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 : 33,938: 442 3,158 281 16,114 26,074 16,837 29,513: 17,101 4,425
Old : 33,938: 442 3,158 281 16,114 26,074 16,837 29,513: 17,101 4,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 61: 0 761 -825 -253 -501 -1,078 -565: 1,139 626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 9.3 0.8 47.5 76.8 49.6 87.0: 50.4 13.0
Old : 100.0: 1.3 9.3 0.8 47.5 76.8 49.6 87.0: 50.4 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 11 3 19 23 25 35:
Old : 43: 3 11 3 19 23 25 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 : 33.6 41.1 41.4 60.0 6.1 25.2 8.2 34.4
Old : 33.6 41.1 41.4 60.0 6.1 25.2 8.2 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2006