MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 32,742: 1,135 1,056 3,197 23,051 15,854 27,383 20,107: 5,358 12,634
Old : 32,742: 1,135 1,056 3,197 23,051 15,854 27,383 20,107: 5,358 12,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 3,137: -34 -296 533 2,446 2,205 2,945 2,441: 191 696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 3.2 9.8 70.4 48.4 83.6 61.4: 16.4 38.6
Old : 100.0: 3.5 3.2 9.8 70.4 48.4 83.6 61.4: 16.4 38.6
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 : 39: 6 8 12 17 15 30 28:
Old : 39: 6 8 12 17 15 30 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 : 45.1 29.2 68.2 42.8 45.1 27.4 65.5 38.0
Old : 45.1 29.2 68.2 42.8 45.1 27.4 65.5 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 147,333: 18,764 27,999 30,209 75,474 53,403 124,447 111,610: 22,886 35,723
Old : 145,852: 18,650 27,914 30,044 75,141 52,950 123,835 110,908: 22,017 34,944
Other: 1,481: 233 203 46 333 453 612 703: 869 778
: : :
: : Changes in Commitments from: January 24, 2006 :
: 6,927: 1,872 8,576 1,921 1,915 -4,730 5,709 5,768: 1,218 1,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 19.0 20.5 51.2 36.2 84.5 75.8: 15.5 24.2
Old : 100.0: 12.8 19.1 20.6 51.5 36.3 84.9 76.0: 15.1 24.0
Other: 100.0: 15.7 13.7 3.1 22.5 30.6 41.3 47.4: 58.7 52.6
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 51 82 65 36 44 128 163:
Old : 200: 51 81 65 35 43 126 162:
Other: 26: 3 7 2 5 13 9 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 19.8 46.0 27.8 34.6 18.3 45.6 24.8
Old : 35.0 20.0 46.4 28.0 35.0 18.5 46.0 25.1
Other: 36.8 22.4 41.3 35.3 36.3 22.4 37.6 35.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 2,634: 436 1,076 313 1,033 436 1,782 1,825: 852 809
Old : 2,634: 436 1,076 313 1,033 436 1,782 1,825: 852 809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 115: 67 101 -116 325 78 275 63: -160 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 40.8 11.9 39.2 16.6 67.7 69.3: 32.3 30.7
Old : 100.0: 16.6 40.8 11.9 39.2 16.6 67.7 69.3: 32.3 30.7
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 : 37: 12 15 10 9 4 26 25:
Old : 37: 12 15 10 9 4 26 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 : 34.0 35.4 46.6 48.3 34.0 30.8 44.0 42.1
Old : 34.0 35.4 46.6 48.3 34.0 30.8 44.0 42.1
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 with Delta-adjusted Options and Futures Combined, January 31, 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 : 267,148: 56,984 14,948 63,904 112,665 114,071 233,552 192,923: 33,596 74,225
Old : 267,148: 56,984 14,948 63,904 112,665 114,071 233,552 192,923: 33,596 74,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 156: -5,194 -1,614 3,832 1,962 1,137 600 3,356: -444 -3,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 5.6 23.9 42.2 42.7 87.4 72.2: 12.6 27.8
Old : 100.0: 21.3 5.6 23.9 42.2 42.7 87.4 72.2: 12.6 27.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 94 66 96 97 135 254 249:
Old : 322: 94 66 96 97 135 254 249:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 12.2 28.6 18.2 19.6 7.5 27.9 11.7
Old : 19.9 12.2 28.6 18.2 19.6 7.5 27.9 11.7
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 with Delta-adjusted Options and Futures Combined, January 31, 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 : 6,373: 1,909 129 774 929 3,652 3,612 4,555: 2,761 1,818
Old : 6,373: 1,909 129 774 929 3,652 3,612 4,555: 2,761 1,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 73: -207 18 164 58 -293 14 -112: 59 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 2.0 12.1 14.6 57.3 56.7 71.5: 43.3 28.5
Old : 100.0: 30.0 2.0 12.1 14.6 57.3 56.7 71.5: 43.3 28.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 28 5 12 14 26 45 40:
Old : 61: 28 5 12 14 26 45 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 34.5 28.5 44.7 16.7 33.7 25.4 40.8
Old : 17.4 34.5 28.5 44.7 16.7 33.7 25.4 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 35,637: 13,069 2,231 5,321 11,229 10,760 29,619 18,312: 6,018 17,325
Old : 35,637: 13,069 2,231 5,321 11,229 10,760 29,619 18,312: 6,018 17,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -2,127: -1,816 293 -1,292 806 -553 -2,302 -1,551: 175 -576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 6.3 14.9 31.5 30.2 83.1 51.4: 16.9 48.6
Old : 100.0: 36.7 6.3 14.9 31.5 30.2 83.1 51.4: 16.9 48.6
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 : 152: 43 20 24 57 59 112 95:
Old : 152: 43 20 24 57 59 112 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 13.6 32.5 19.8 19.0 8.0 27.8 12.1
Old : 21.7 13.6 32.5 19.8 19.0 8.0 27.8 12.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 127,928: 51,705 15,547 3,579 31,021 87,133 86,305 106,258: 41,623 21,670
Old : 127,928: 51,705 15,547 3,579 31,021 87,133 86,305 106,258: 41,623 21,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 17,734: 16,493 7,043 279 -39 8,889 16,733 16,210: 1,001 1,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 12.2 2.8 24.2 68.1 67.5 83.1: 32.5 16.9
Old : 100.0: 40.4 12.2 2.8 24.2 68.1 67.5 83.1: 32.5 16.9
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 : 87: 35 14 6 24 27 60 46:
Old : 87: 35 14 6 24 27 60 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 : 17.4 39.5 28.3 55.9 17.2 38.8 28.2 54.5
Old : 17.4 39.5 28.3 55.9 17.2 38.8 28.2 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 84,920: 26,360 25,239 194 44,582 41,872 71,136 67,305: 13,784 17,615
Old : 84,920: 26,360 25,239 194 44,582 41,872 71,136 67,305: 13,784 17,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -2,232: 1,571 5,274 194 -1,609 -10,891 157 -5,423: -2,389 3,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 29.7 0.2 52.5 49.3 83.8 79.3: 16.2 20.7
Old : 100.0: 31.0 29.7 0.2 52.5 49.3 83.8 79.3: 16.2 20.7
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: 12 14 2 9 13 21 29:
Old : 42: 12 14 2 9 13 21 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 : 46.5 40.2 69.3 56.9 45.6 39.3 66.0 55.4
Old : 46.5 40.2 69.3 56.9 45.6 39.3 66.0 55.4
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 with Delta-adjusted Options and Futures Combined, January 31, 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 : 117,649: 69,877 3,779 394 39,875 110,291 110,146 114,464: 7,503 3,185
Old : 117,649: 69,877 3,779 394 39,875 110,291 110,146 114,464: 7,503 3,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 19,033: 21,381 -160 11 -3,454 18,424 17,938 18,275: 1,095 758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 3.2 0.3 33.9 93.7 93.6 97.3: 6.4 2.7
Old : 100.0: 59.4 3.2 0.3 33.9 93.7 93.6 97.3: 6.4 2.7
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 : 91: 59 8 2 16 15 76 24:
Old : 91: 59 8 2 16 15 76 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 : 35.3 73.0 52.9 89.3 30.8 53.5 39.8 67.5
Old : 35.3 73.0 52.9 89.3 30.8 53.5 39.8 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 97,852: 21,179 22,940 1,801 54,703 52,363 77,682 77,104: 20,169 20,748
Old : 97,852: 21,179 22,940 1,801 54,703 52,363 77,682 77,104: 20,169 20,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 4,599: -791 4,068 -86 6,447 -882 5,569 3,100: -971 1,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 23.4 1.8 55.9 53.5 79.4 78.8: 20.6 21.2
Old : 100.0: 21.6 23.4 1.8 55.9 53.5 79.4 78.8: 20.6 21.2
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 : 56: 15 13 6 21 18 37 36:
Old : 56: 15 13 6 21 18 37 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 : 36.7 39.3 51.7 56.2 33.5 39.3 47.3 53.7
Old : 36.7 39.3 51.7 56.2 33.5 39.3 47.3 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 232,259: 29,571 74,067 5,570 164,785 118,897 199,927 198,534: 32,333 33,725
Old : 232,259: 29,571 74,067 5,570 164,785 118,897 199,927 198,534: 32,333 33,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 20,959: 2,438 25,072 -197 23,129 -11,687 25,371 13,188: -4,411 7,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 31.9 2.4 70.9 51.2 86.1 85.5: 13.9 14.5
Old : 100.0: 12.7 31.9 2.4 70.9 51.2 86.1 85.5: 13.9 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 : 94: 19 38 7 24 25 48 65:
Old : 94: 19 38 7 24 25 48 65:
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 : 47.1 31.1 64.2 45.1 36.2 19.9 46.0 30.1
Old : 47.1 31.1 64.2 45.1 36.2 19.9 46.0 30.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 170,328: 56,157 21,372 15,951 40,749 92,386 112,856 129,709: 57,472 40,619
Old : 170,328: 56,157 21,372 15,951 40,749 92,386 112,856 129,709: 57,472 40,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 1,265: -550 2,177 -789 2,238 -46 899 1,342: 366 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 12.5 9.4 23.9 54.2 66.3 76.2: 33.7 23.8
Old : 100.0: 33.0 12.5 9.4 23.9 54.2 66.3 76.2: 33.7 23.8
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 : 118: 49 31 34 27 28 90 80:
Old : 118: 49 31 34 27 28 90 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 34.1 25.8 48.1 13.9 32.5 21.1 42.6
Old : 17.6 34.1 25.8 48.1 13.9 32.5 21.1 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 15,684: 9,361 5,587 114 5,027 8,699 14,502 14,400: 1,182 1,284
Old : 15,684: 9,361 5,587 114 5,027 8,699 14,502 14,400: 1,182 1,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 638: -228 -153 18 845 691 635 556: 3 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 35.6 0.7 32.1 55.5 92.5 91.8: 7.5 8.2
Old : 100.0: 59.7 35.6 0.7 32.1 55.5 92.5 91.8: 7.5 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: 8 3 1 10 11 18 15:
Old : 29: 8 3 1 10 11 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 73.9 77.0 86.0 60.2 72.3 77.0 84.4
Old : 60.2 73.9 77.0 86.0 60.2 72.3 77.0 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 40,709: 8,825 1,758 0 25,514 32,473 34,339 34,231: 6,370 6,478
Old : 40,709: 8,825 1,758 0 25,514 32,473 34,339 34,231: 6,370 6,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 7,050: 3,294 1,037 0 4,208 5,478 7,502 6,515: -452 535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 4.3 0.0 62.7 79.8 84.4 84.1: 15.6 15.9
Old : 100.0: 21.7 4.3 0.0 62.7 79.8 84.4 84.1: 15.6 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 2 0 11 16 16 18:
Old : 25: 5 2 0 11 16 16 18:
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 : 54.1 43.3 73.3 64.6 50.7 37.3 68.1 57.4
Old : 54.1 43.3 73.3 64.6 50.7 37.3 68.1 57.4
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 with Delta-adjusted Options and Futures Combined, January 31, 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 :14,998,231: 705,635 899,115 5,131,609 8,139,942 7,417,245 13,977,187 13,447,969: 1,021,045 1,550,262
Old :14,998,231: 705,635 899,115 5,131,609 8,139,942 7,417,245 13,977,187 13,447,969: 1,021,045 1,550,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 595,304: 33,171 126,663 279,872 268,813 80,710 581,856 487,245: 13,448 108,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 6.0 34.2 54.3 49.5 93.2 89.7: 6.8 10.3
Old : 100.0: 4.7 6.0 34.2 54.3 49.5 93.2 89.7: 6.8 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 : 309: 72 71 113 142 148 274 281:
Old : 309: 72 71 113 142 148 274 281:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 15.9 36.2 26.0 20.7 7.9 24.4 12.2
Old : 24.5 15.9 36.2 26.0 20.7 7.9 24.4 12.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 726,822: 75,030 38,764 34,042 464,425 512,904 573,498 585,710: 153,324 141,111
Old : 726,822: 75,030 38,764 34,042 464,425 512,904 573,498 585,710: 153,324 141,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 4,257: 1,713 -8,578 3,720 -2,993 5,207 2,439 349: 1,818 3,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 5.3 4.7 63.9 70.6 78.9 80.6: 21.1 19.4
Old : 100.0: 10.3 5.3 4.7 63.9 70.6 78.9 80.6: 21.1 19.4
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 : 205: 51 40 55 86 65 168 129:
Old : 205: 51 40 55 86 65 168 129:
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 : 18.8 28.9 26.2 42.0 18.6 28.4 26.0 41.5
Old : 18.8 28.9 26.2 42.0 18.6 28.4 26.0 41.5
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 with Delta-adjusted Options and Futures Combined, January 31, 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 : 1,262,847: 235,617 364,581 35,218 624,869 750,419 895,703 1,150,218: 367,144 112,629
Old : 1,262,847: 235,617 364,581 35,218 624,869 750,419 895,703 1,150,218: 367,144 112,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 73,519: 38,860 8,109 3,884 8,167 60,238 50,911 72,230: 22,609 1,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 28.9 2.8 49.5 59.4 70.9 91.1: 29.1 8.9
Old : 100.0: 18.7 28.9 2.8 49.5 59.4 70.9 91.1: 29.1 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 56 66 37 70 63 155 137:
Old : 223: 56 66 37 70 63 155 137:
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 : 20.4 28.1 28.9 44.8 16.3 26.7 23.4 40.5
Old : 20.4 28.1 28.9 44.8 16.3 26.7 23.4 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 11,784: 1,927 733 0 6,078 9,911 8,005 10,644: 3,779 1,140
Old : 11,784: 1,927 733 0 6,078 9,911 8,005 10,644: 3,779 1,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -446: -46 -319 0 18 -254 -28 -573: -418 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 6.2 0.0 51.6 84.1 67.9 90.3: 32.1 9.7
Old : 100.0: 16.4 6.2 0.0 51.6 84.1 67.9 90.3: 32.1 9.7
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 1 1 15 13 19 15:
Old : 28: 4 1 1 15 13 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 53.6 49.5 77.6 31.8 52.4 49.4 76.0
Old : 31.8 53.6 49.5 77.6 31.8 52.4 49.4 76.0
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 with Delta-adjusted Options and Futures Combined, January 31, 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 : 48,448: 7,127 9,999 0 35,391 36,073 42,518 46,072: 5,930 2,376
Old : 48,448: 7,127 9,999 0 35,391 36,073 42,518 46,072: 5,930 2,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -4,213: -1,387 -1,012 0 -2,198 -2,517 -3,585 -3,529: -628 -684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 20.6 0.0 73.0 74.5 87.8 95.1: 12.2 4.9
Old : 100.0: 14.7 20.6 0.0 73.0 74.5 87.8 95.1: 12.2 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 : 51: 10 5 0 24 21 34 26:
Old : 51: 10 5 0 24 21 34 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 56.3 67.3 76.6 54.3 56.2 66.9 76.5
Old : 54.3 56.3 67.3 76.6 54.3 56.2 66.9 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CME HDD INDEX X $20) :
: : :
All : 6,344: 4,099 852 375 1,728 4,707 6,203 5,934: 141 410
Old : 6,344: 4,099 852 375 1,728 4,707 6,203 5,934: 141 410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 13.4 5.9 27.2 74.2 97.8 93.5: 2.2 6.5
Old : 100.0: 64.6 13.4 5.9 27.2 74.2 97.8 93.5: 2.2 6.5
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 : 23: 6 7 3 8 9 15 18:
Old : 23: 6 7 3 8 9 15 18:
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 : 81.0 53.9 90.6 73.9 69.5 49.8 73.5 63.1
Old : 81.0 53.9 90.6 73.9 69.5 49.8 73.5 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 63,037: 16,791 9,357 426 30,512 46,052 47,730 55,835: 15,308 7,203
Old : 63,037: 16,791 9,357 426 30,512 46,052 47,730 55,835: 15,308 7,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 1,163: -264 970 -7 923 -273 653 690: 511 473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 14.8 0.7 48.4 73.1 75.7 88.6: 24.3 11.4
Old : 100.0: 26.6 14.8 0.7 48.4 73.1 75.7 88.6: 24.3 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 21 16 3 36 30 60 46:
Old : 91: 21 16 3 36 30 60 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 : 28.4 38.0 40.3 56.8 28.4 35.4 38.9 51.3
Old : 28.4 38.0 40.3 56.8 28.4 35.4 38.9 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 with Delta-adjusted Options and Futures Combined, January 31, 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 : 363,268: 111,184 84,381 3,920 222,256 238,663 337,360 326,964: 25,908 36,304
Old : 363,268: 111,184 84,381 3,920 222,256 238,663 337,360 326,964: 25,908 36,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 4,455: 974 -11,699 -1,032 6,632 15,432 6,574 2,701: -2,119 1,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 23.2 1.1 61.2 65.7 92.9 90.0: 7.1 10.0
Old : 100.0: 30.6 23.2 1.1 61.2 65.7 92.9 90.0: 7.1 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 83 64 16 45 40 136 112:
Old : 216: 83 64 16 45 40 136 112:
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 : 41.4 36.7 52.1 51.3 38.2 29.3 45.7 42.5
Old : 41.4 36.7 52.1 51.3 38.2 29.3 45.7 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 75,119: 38,405 9,265 118 12,794 54,592 51,317 63,975: 23,802 11,144
Old : 75,119: 38,405 9,265 118 12,794 54,592 51,317 63,975: 23,802 11,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 10,037: 8,595 -1,257 30 -723 11,751 7,902 10,524: 2,135 -487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 12.3 0.2 17.0 72.7 68.3 85.2: 31.7 14.8
Old : 100.0: 51.1 12.3 0.2 17.0 72.7 68.3 85.2: 31.7 14.8
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 : 53: 24 5 1 12 17 36 23:
Old : 53: 24 5 1 12 17 36 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 : 28.1 36.1 38.2 57.2 28.1 36.0 38.2 56.0
Old : 28.1 36.1 38.2 57.2 28.1 36.0 38.2 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 28,567: 5,156 6,156 2 18,885 15,980 24,043 22,139: 4,523 6,428
Old : 28,567: 5,156 6,156 2 18,885 15,980 24,043 22,139: 4,523 6,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -65: 50 225 0 -302 -167 -252 58: 187 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 21.6 0.0 66.1 55.9 84.2 77.5: 15.8 22.5
Old : 100.0: 18.0 21.6 0.0 66.1 55.9 84.2 77.5: 15.8 22.5
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 : 60: 2 15 1 29 23 32 38:
Old : 60: 2 15 1 29 23 32 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 25.3 55.4 38.9 35.3 22.2 51.7 34.5
Old : 35.3 25.3 55.4 38.9 35.3 22.2 51.7 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 273,002: 48,556 55,900 4,684 200,078 199,917 253,319 260,501: 19,683 12,500
Old : 273,002: 48,556 55,900 4,684 200,078 199,917 253,319 260,501: 19,683 12,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 574: 6,539 -2,137 559 -5,942 4,255 1,155 2,677: -581 -2,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 20.5 1.7 73.3 73.2 92.8 95.4: 7.2 4.6
Old : 100.0: 17.8 20.5 1.7 73.3 73.2 92.8 95.4: 7.2 4.6
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 : 181: 34 73 26 40 57 96 134:
Old : 181: 34 73 26 40 57 96 134:
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 : 51.8 30.4 63.1 45.6 48.1 29.2 57.1 40.9
Old : 51.8 30.4 63.1 45.6 48.1 29.2 57.1 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 65,263: 12,449 17,026 4,540 35,471 34,096 52,460 55,662: 12,803 9,601
Old : 65,263: 12,449 17,026 4,540 35,471 34,096 52,460 55,662: 12,803 9,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 1,661: 135 945 -114 2,232 1,313 2,253 2,144: -592 -483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 26.1 7.0 54.4 52.2 80.4 85.3: 19.6 14.7
Old : 100.0: 19.1 26.1 7.0 54.4 52.2 80.4 85.3: 19.6 14.7
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 : 93: 22 23 7 23 27 52 55:
Old : 93: 22 23 7 23 27 52 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 : 36.0 31.6 48.1 45.9 34.0 26.4 43.6 39.6
Old : 36.0 31.6 48.1 45.9 34.0 26.4 43.6 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 35,174: 14,150 6,307 11 15,854 17,983 30,015 24,301: 5,159 10,873
Old : 35,174: 14,150 6,307 11 15,854 17,983 30,015 24,301: 5,159 10,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -657: -1,053 522 5 1,341 1,466 293 1,993: -950 -2,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 17.9 0.0 45.1 51.1 85.3 69.1: 14.7 30.9
Old : 100.0: 40.2 17.9 0.0 45.1 51.1 85.3 69.1: 14.7 30.9
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 : 47: 15 10 1 14 12 29 23:
Old : 47: 15 10 1 14 12 29 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 : 35.5 47.8 53.9 57.9 29.8 35.1 45.4 43.1
Old : 35.5 47.8 53.9 57.9 29.8 35.1 45.4 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 40,188: 3,210 3,054 231 15,907 30,893 19,348 34,178: 20,840 6,010
Old : 40,188: 3,210 3,054 231 15,907 30,893 19,348 34,178: 20,840 6,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 3,955: 2,472 -84 100 626 3,155 3,198 3,171: 757 784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 7.6 0.6 39.6 76.9 48.1 85.0: 51.9 15.0
Old : 100.0: 8.0 7.6 0.6 39.6 76.9 48.1 85.0: 51.9 15.0
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 : 46: 5 10 3 20 25 28 36:
Old : 46: 5 10 3 20 25 28 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 : 29.2 37.2 37.4 54.5 12.1 26.4 16.3 36.4
Old : 29.2 37.2 37.4 54.5 12.1 26.4 16.3 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2006