MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 19,173: 1,172 2,332 489 12,477 10,155 14,138 12,976: 5,035 6,197
Old : 19,173: 1,172 2,332 489 12,477 10,155 14,138 12,976: 5,035 6,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 315: 39 107 -81 -45 -99 -87 -73: 402 388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 12.2 2.6 65.1 53.0 73.7 67.7: 26.3 32.3
Old : 100.0: 6.1 12.2 2.6 65.1 53.0 73.7 67.7: 26.3 32.3
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 : 35: 5 7 8 19 15 28 26:
Old : 35: 5 7 8 19 15 28 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 : 42.8 34.0 60.2 52.1 42.8 31.7 59.7 46.2
Old : 42.8 34.0 60.2 52.1 42.8 31.7 59.7 46.2
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, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 103,785: 19,562 20,962 19,159 48,076 31,195 86,797 71,316: 16,988 32,469
Old : 34,630: 13,350 17,598 464 14,228 6,578 28,042 24,640: 6,588 9,990
Other: 69,155: 14,256 11,408 10,651 33,848 24,617 58,755 46,676: 10,400 22,479
: : :
: : Changes in Commitments from: September 6, 2005 :
: -1,494: -164 -266 -3,129 -16 1,326 -3,309 -2,069: 1,815 575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 20.2 18.5 46.3 30.1 83.6 68.7: 16.4 31.3
Old : 100.0: 38.6 50.8 1.3 41.1 19.0 81.0 71.2: 19.0 28.8
Other: 100.0: 20.6 16.5 15.4 48.9 35.6 85.0 67.5: 15.0 32.5
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 43 41 49 23 37 105 99:
Old : 123: 44 34 5 18 27 65 64:
Other: 120: 34 31 34 20 35 80 82:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 16.3 40.2 27.0 28.9 13.3 40.1 22.6
Old : 26.2 31.2 39.8 44.1 26.2 31.2 39.8 44.0
Other: 30.3 16.9 44.6 27.6 30.3 15.4 44.3 23.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 142,365: 36,452 23,490 18,199 68,873 62,276 123,524 103,965: 18,841 38,400
Old : 142,365: 36,452 23,490 18,199 68,873 62,276 123,524 103,965: 18,841 38,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 6,001: -1,103 -11,282 5,878 698 5,514 5,473 110: 528 5,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 16.5 12.8 48.4 43.7 86.8 73.0: 13.2 27.0
Old : 100.0: 25.6 16.5 12.8 48.4 43.7 86.8 73.0: 13.2 27.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 57 49 54 56 90 142 175:
Old : 220: 57 49 54 56 90 142 175:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 12.8 40.9 21.5 25.7 12.5 39.6 20.8
Old : 25.7 12.8 40.9 21.5 25.7 12.5 39.6 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,882: 1,326 1,641 51 616 456 1,993 2,148: 1,889 1,734
Old : 3,882: 1,326 1,641 51 616 456 1,993 2,148: 1,889 1,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -156: 278 36 -113 -241 -63 -76 -140: -80 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 42.3 1.3 15.9 11.7 51.3 55.3: 48.7 44.7
Old : 100.0: 34.2 42.3 1.3 15.9 11.7 51.3 55.3: 48.7 44.7
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 : 44: 16 12 6 13 12 30 29:
Old : 44: 16 12 6 13 12 30 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 : 24.3 34.2 35.9 41.7 24.3 34.2 34.9 41.7
Old : 24.3 34.2 35.9 41.7 24.3 34.2 34.9 41.7
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, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 28,119: 13,306 3,494 3,761 6,540 8,220 23,607 15,475: 4,512 12,644
Old : 28,119: 13,306 3,494 3,761 6,540 8,220 23,607 15,475: 4,512 12,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 1,203: 891 -895 470 -209 8 1,152 -417: 51 1,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 12.4 13.4 23.3 29.2 84.0 55.0: 16.0 45.0
Old : 100.0: 47.3 12.4 13.4 23.3 29.2 84.0 55.0: 16.0 45.0
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 : 127: 45 24 22 29 37 92 68:
Old : 127: 45 24 22 29 37 92 68:
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 : 16.5 25.2 27.7 30.6 16.5 20.6 26.5 24.6
Old : 16.5 25.2 27.7 30.6 16.5 20.6 26.5 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 141,219: 45,957 16,365 1,649 59,669 105,623 107,275 123,637: 33,944 17,582
Old : 141,219: 45,957 16,365 1,649 59,669 105,623 107,275 123,637: 33,944 17,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 23,768: -466 -65 600 17,300 17,589 17,434 18,124: 6,334 5,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 11.6 1.2 42.3 74.8 76.0 87.5: 24.0 12.5
Old : 100.0: 32.5 11.6 1.2 42.3 74.8 76.0 87.5: 24.0 12.5
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 : 85: 28 15 8 30 29 63 47:
Old : 85: 28 15 8 30 29 63 47:
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 : 20.7 27.7 36.9 48.4 18.4 24.1 27.3 41.4
Old : 20.7 27.7 36.9 48.4 18.4 24.1 27.3 41.4
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, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 60,845: 4,175 19,141 147 43,370 29,536 47,692 48,824: 13,153 12,021
Old : 60,845: 4,175 19,141 147 43,370 29,536 47,692 48,824: 13,153 12,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -627: -10,769 3,412 -375 6,471 -7,915 -4,673 -4,878: 4,046 4,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 31.5 0.2 71.3 48.5 78.4 80.2: 21.6 19.8
Old : 100.0: 6.9 31.5 0.2 71.3 48.5 78.4 80.2: 21.6 19.8
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 : 41: 5 16 1 15 19 20 36:
Old : 41: 5 16 1 15 19 20 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 : 51.9 29.2 67.1 43.8 44.7 21.3 54.1 32.7
Old : 51.9 29.2 67.1 43.8 44.7 21.3 54.1 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 88,343: 45,010 5,404 1,513 34,180 73,557 80,703 80,474: 7,640 7,869
Old : 88,343: 45,010 5,404 1,513 34,180 73,557 80,703 80,474: 7,640 7,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 12,591: -12 3,460 858 7,897 6,773 8,743 11,091: 3,848 1,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 6.1 1.7 38.7 83.3 91.4 91.1: 8.6 8.9
Old : 100.0: 50.9 6.1 1.7 38.7 83.3 91.4 91.1: 8.6 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 : 81: 42 9 8 21 18 68 31:
Old : 81: 42 9 8 21 18 68 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 65.8 49.7 81.7 29.0 57.1 46.6 73.0
Old : 30.2 65.8 49.7 81.7 29.0 57.1 46.6 73.0
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, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 91,701: 27,410 8,935 768 40,858 67,154 69,036 76,857: 22,665 14,844
Old : 91,701: 27,410 8,935 768 40,858 67,154 69,036 76,857: 22,665 14,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 11,179: 1,470 -6,009 707 3,254 5,241 5,431 -61: 5,748 11,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 9.7 0.8 44.6 73.2 75.3 83.8: 24.7 16.2
Old : 100.0: 29.9 9.7 0.8 44.6 73.2 75.3 83.8: 24.7 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 19 9 4 16 26 38 36:
Old : 59: 19 9 4 16 26 38 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 : 29.0 38.1 47.1 55.7 27.0 33.6 39.6 49.7
Old : 29.0 38.1 47.1 55.7 27.0 33.6 39.6 49.7
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 - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 189,247: 10,280 45,214 2,485 149,177 114,005 161,942 161,704: 27,305 27,543
Old : 189,247: 10,280 45,214 2,485 149,177 114,005 161,942 161,704: 27,305 27,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 13,261: 2,263 2,825 1,031 -2,795 -7,753 499 -3,897: 12,762 17,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 23.9 1.3 78.8 60.2 85.6 85.4: 14.4 14.6
Old : 100.0: 5.4 23.9 1.3 78.8 60.2 85.6 85.4: 14.4 14.6
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 : 89: 16 28 7 29 32 49 64:
Old : 89: 16 28 7 29 32 49 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 43.1 61.3 53.6 37.2 29.5 51.5 36.7
Old : 38.9 43.1 61.3 53.6 37.2 29.5 51.5 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 162,743: 29,321 21,736 1,594 88,697 101,633 119,612 124,963: 43,131 37,780
Old : 162,743: 29,321 21,736 1,594 88,697 101,633 119,612 124,963: 43,131 37,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 1,725: -9,447 6,486 587 8,406 -7,969 -454 -896: 2,179 2,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 13.4 1.0 54.5 62.4 73.5 76.8: 26.5 23.2
Old : 100.0: 18.0 13.4 1.0 54.5 62.4 73.5 76.8: 26.5 23.2
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 : 87: 33 19 12 28 29 66 55:
Old : 87: 33 19 12 28 29 66 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 : 28.2 34.6 42.9 49.4 24.0 30.0 34.6 40.5
Old : 28.2 34.6 42.9 49.4 24.0 30.0 34.6 40.5
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, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 11,677: 5,465 0 222 4,488 10,510 10,175 10,732: 1,502 945
Old : 11,677: 5,465 0 222 4,488 10,510 10,175 10,732: 1,502 945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 2,081: 214 0 222 1,437 1,900 1,873 2,122: 208 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 0.0 1.9 38.4 90.0 87.1 91.9: 12.9 8.1
Old : 100.0: 46.8 0.0 1.9 38.4 90.0 87.1 91.9: 12.9 8.1
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 : 24: 8 0 1 7 13 15 14:
Old : 24: 8 0 1 7 13 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 72.2 76.8 85.1 53.3 60.4 64.2 69.9
Old : 59.8 72.2 76.8 85.1 53.3 60.4 64.2 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 43,519: 1,210 2,804 1,180 36,106 35,469 38,496 39,453: 5,023 4,066
Old : 43,519: 1,210 2,804 1,180 36,106 35,469 38,496 39,453: 5,023 4,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 6.4 2.7 83.0 81.5 88.5 90.7: 11.5 9.3
Old : 100.0: 2.8 6.4 2.7 83.0 81.5 88.5 90.7: 11.5 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 2 12 13 14 17:
Old : 20: 2 2 2 12 13 14 17:
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 : 67.2 50.8 80.6 74.1 53.1 44.2 61.4 58.8
Old : 67.2 50.8 80.6 74.1 53.1 44.2 61.4 58.8
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, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 8,266,773: 1,217,656 801,342 955,191 5,206,963 5,045,981 7,379,810 6,802,514: 886,963 1,464,259
Old : 8,266,773: 1,217,656 801,342 955,191 5,206,963 5,045,981 7,379,810 6,802,514: 886,963 1,464,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -30,011: -50,579 -93,959 112,559 41,475 99,294 103,455 117,894: -133,466 -147,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 9.7 11.6 63.0 61.0 89.3 82.3: 10.7 17.7
Old : 100.0: 14.7 9.7 11.6 63.0 61.0 89.3 82.3: 10.7 17.7
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 : 274: 52 64 86 133 150 231 256:
Old : 274: 52 64 86 133 150 231 256:
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 : 31.0 13.9 45.9 23.8 30.1 11.4 39.8 18.7
Old : 31.0 13.9 45.9 23.8 30.1 11.4 39.8 18.7
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, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 743,422: 46,934 62,645 15,137 521,965 539,636 584,036 617,418: 159,386 126,004
Old : 743,422: 46,934 62,645 15,137 521,965 539,636 584,036 617,418: 159,386 126,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 55,978: 3,235 4,056 1,566 35,761 24,671 40,562 30,293: 15,416 25,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 8.4 2.0 70.2 72.6 78.6 83.1: 21.4 16.9
Old : 100.0: 6.3 8.4 2.0 70.2 72.6 78.6 83.1: 21.4 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 : 191: 35 39 32 96 70 154 118:
Old : 191: 35 39 32 96 70 154 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 31.5 28.6 44.4 18.2 26.0 26.6 38.6
Old : 18.5 31.5 28.6 44.4 18.2 26.0 26.6 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,428,315: 214,262 389,040 63,273 851,358 823,570 1,128,893 1,275,883: 299,422 152,432
Old : 1,428,315: 214,262 389,040 63,273 851,358 823,570 1,128,893 1,275,883: 299,422 152,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 226,567: 5,718 26,955 9,953 176,842 140,692 192,513 177,600: 34,054 48,967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 27.2 4.4 59.6 57.7 79.0 89.3: 21.0 10.7
Old : 100.0: 15.0 27.2 4.4 59.6 57.7 79.0 89.3: 21.0 10.7
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 : 213: 41 69 44 74 77 140 165:
Old : 213: 41 69 44 74 77 140 165:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 21.2 38.1 34.8 16.6 13.1 25.5 20.4
Old : 22.9 21.2 38.1 34.8 16.6 13.1 25.5 20.4
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, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 20,314: 1,151 427 505 13,208 15,794 14,864 16,726: 5,450 3,588
Old : 20,314: 1,151 427 505 13,208 15,794 14,864 16,726: 5,450 3,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 6,816: -288 -103 505 5,629 5,450 5,846 5,852: 970 964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 2.1 2.5 65.0 77.7 73.2 82.3: 26.8 17.7
Old : 100.0: 5.7 2.1 2.5 65.0 77.7 73.2 82.3: 26.8 17.7
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 : 34: 3 1 1 21 16 24 18:
Old : 34: 3 1 1 21 16 24 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 : 37.9 44.1 50.3 62.8 16.4 22.7 25.2 38.8
Old : 37.9 44.1 50.3 62.8 16.4 22.7 25.2 38.8
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, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 48,854: 7,705 2,768 3,059 24,862 36,543 35,626 42,370: 13,228 6,484
Old : 48,854: 7,705 2,768 3,059 24,862 36,543 35,626 42,370: 13,228 6,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 13,172: 95 1,017 2,943 6,846 4,925 9,884 8,885: 3,288 4,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 5.7 6.3 50.9 74.8 72.9 86.7: 27.1 13.3
Old : 100.0: 15.8 5.7 6.3 50.9 74.8 72.9 86.7: 27.1 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 6 7 3 25 19 33 27:
Old : 44: 6 7 3 25 19 33 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 44.6 49.2 68.6 31.1 43.2 40.0 55.4
Old : 33.8 44.6 49.2 68.6 31.1 43.2 40.0 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 76,760: 7,184 17,581 1,131 50,199 47,000 58,514 65,712: 18,246 11,048
Old : 76,760: 7,184 17,581 1,131 50,199 47,000 58,514 65,712: 18,246 11,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 18,411: 758 1,307 1,115 15,903 13,494 17,776 15,916: 635 2,495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 22.9 1.5 65.4 61.2 76.2 85.6: 23.8 14.4
Old : 100.0: 9.4 22.9 1.5 65.4 61.2 76.2 85.6: 23.8 14.4
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 : 80: 11 20 6 36 34 51 57:
Old : 80: 11 20 6 36 34 51 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 26.7 39.8 44.2 22.2 19.8 30.5 34.2
Old : 25.9 26.7 39.8 44.2 22.2 19.8 30.5 34.2
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, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 394,135: 125,183 82,069 12,043 231,031 238,242 368,257 332,354: 25,878 61,781
Old : 394,135: 125,183 82,069 12,043 231,031 238,242 368,257 332,354: 25,878 61,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 59,322: 11,069 2,714 8,789 33,856 42,066 53,714 53,569: 5,608 5,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 20.8 3.1 58.6 60.4 93.4 84.3: 6.6 15.7
Old : 100.0: 31.8 20.8 3.1 58.6 60.4 93.4 84.3: 6.6 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 71 60 25 48 52 135 122:
Old : 207: 71 60 25 48 52 135 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 30.0 52.0 39.3 26.1 15.6 34.5 23.5
Old : 38.5 30.0 52.0 39.3 26.1 15.6 34.5 23.5
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 - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 96,367: 36,285 3,043 1,395 32,270 82,812 69,950 87,250: 26,417 9,117
Old : 96,367: 36,285 3,043 1,395 32,270 82,812 69,950 87,250: 26,417 9,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 31,075: 15,487 1,578 1,395 1,028 26,307 17,910 29,280: 13,165 1,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 3.2 1.4 33.5 85.9 72.6 90.5: 27.4 9.5
Old : 100.0: 37.7 3.2 1.4 33.5 85.9 72.6 90.5: 27.4 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 19 3 3 14 22 35 26:
Old : 49: 19 3 3 14 22 35 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 36.8 47.1 61.2 29.3 35.0 39.9 59.3
Old : 31.8 36.8 47.1 61.2 29.3 35.0 39.9 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 46,478: 785 6,166 896 39,300 32,315 40,981 39,377: 5,497 7,101
Old : 46,478: 785 6,166 896 39,300 32,315 40,981 39,377: 5,497 7,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 8,337: 564 21 841 7,146 6,460 8,551 7,322: -214 1,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 13.3 1.9 84.6 69.5 88.2 84.7: 11.8 15.3
Old : 100.0: 1.7 13.3 1.9 84.6 69.5 88.2 84.7: 11.8 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 : 64: 3 15 5 37 30 44 46:
Old : 64: 3 15 5 37 30 44 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 : 59.3 29.7 67.4 46.1 48.5 25.9 54.6 36.6
Old : 59.3 29.7 67.4 46.1 48.5 25.9 54.6 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 288,403: 21,071 48,920 5,403 235,285 213,759 261,759 268,082: 26,644 20,321
Old : 288,403: 21,071 48,920 5,403 235,285 213,759 261,759 268,082: 26,644 20,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 47,598: 301 -1,130 4,137 30,175 35,050 34,613 38,057: 12,985 9,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 17.0 1.9 81.6 74.1 90.8 93.0: 9.2 7.0
Old : 100.0: 7.3 17.0 1.9 81.6 74.1 90.8 93.0: 9.2 7.0
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 : 123: 22 34 14 41 56 70 97:
Old : 123: 22 34 14 41 56 70 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 36.0 65.7 54.5 43.8 28.9 50.2 40.9
Old : 55.3 36.0 65.7 54.5 43.8 28.9 50.2 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 - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 43,493: 17,098 16,007 107 14,971 22,164 32,176 38,278: 11,317 5,215
Old : 43,493: 17,098 16,007 107 14,971 22,164 32,176 38,278: 11,317 5,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -22,305: -3,240 2,875 -6,115 -6,357 -12,127 -15,712 -15,367: -6,593 -6,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 36.8 0.2 34.4 51.0 74.0 88.0: 26.0 12.0
Old : 100.0: 39.3 36.8 0.2 34.4 51.0 74.0 88.0: 26.0 12.0
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 : 78: 28 17 1 20 16 48 34:
Old : 78: 28 17 1 20 16 48 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 49.2 33.1 59.9 19.4 49.2 32.6 59.9
Old : 19.4 49.2 33.1 59.9 19.4 49.2 32.6 59.9
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, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 28,583: 11,977 1,942 238 13,212 1,339 25,427 3,519: 3,156 25,064
Old : 28,583: 11,977 1,942 238 13,212 1,339 25,427 3,519: 3,156 25,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -10,463: 5,033 -543 -3,251 -7,615 -9,643 -5,833 -13,437: -4,630 2,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 6.8 0.8 46.2 4.7 89.0 12.3: 11.0 87.7
Old : 100.0: 41.9 6.8 0.8 46.2 4.7 89.0 12.3: 11.0 87.7
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: 14 4 1 7 4 22 8:
Old : 28: 14 4 1 7 4 22 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 7.9 71.6 12.3 57.1 7.9 70.5 10.4
Old : 57.1 7.9 71.6 12.3 57.1 7.9 70.5 10.4
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, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 41,694: 1,498 3,087 80 21,311 29,347 22,889 32,514: 18,805 9,180
Old : 41,694: 1,498 3,087 80 21,311 29,347 22,889 32,514: 18,805 9,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 2,210: 0 181 80 1,763 801 1,843 1,062: 367 1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 7.4 0.2 51.1 70.4 54.9 78.0: 45.1 22.0
Old : 100.0: 3.6 7.4 0.2 51.1 70.4 54.9 78.0: 45.1 22.0
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 : 44: 4 11 1 20 23 25 34:
Old : 44: 4 11 1 20 23 25 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 36.8 38.8 59.0 14.1 28.2 19.1 35.3
Old : 27.9 36.8 38.8 59.0 14.1 28.2 19.1 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 16, 2005