MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 20, 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 : 20,897: 529 2,905 382 15,048 8,717 15,959 12,004: 4,938 8,893
Old : 20,897: 529 2,905 382 15,048 8,717 15,959 12,004: 4,938 8,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 891: 366 184 -87 225 468 504 565: 387 326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 13.9 1.8 72.0 41.7 76.4 57.4: 23.6 42.6
Old : 100.0: 2.5 13.9 1.8 72.0 41.7 76.4 57.4: 23.6 42.6
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 : 34: 5 8 8 16 13 25 25:
Old : 34: 5 8 8 16 13 25 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 : 43.2 32.7 64.7 45.0 43.1 30.4 64.4 41.2
Old : 43.2 32.7 64.7 45.0 43.1 30.4 64.4 41.2
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, December 20, 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 : 120,458: 24,892 12,163 27,044 51,193 51,347 103,129 90,554: 17,329 29,904
Old : 120,083: 24,908 12,163 27,028 51,178 51,252 103,114 90,443: 16,969 29,640
Other: 375: 0 16 0 15 95 15 111: 360 264
: : :
: : Changes in Commitments from: December 13, 2005 :
: -7,767: -4,301 -2,941 -508 -767 -3,047 -5,576 -6,496: -2,191 -1,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 10.1 22.5 42.5 42.6 85.6 75.2: 14.4 24.8
Old : 100.0: 20.7 10.1 22.5 42.6 42.7 85.9 75.3: 14.1 24.7
Other: 100.0: 0.0 4.3 0.0 4.0 25.3 4.0 29.6: 96.0 70.4
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 61 47 69 25 43 134 130:
Old : 182: 61 47 69 25 43 134 130:
Other: 10: 0 2 0 2 6 2 8:
:----------------------------------------------------------------------------------------------------
: 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 : 29.9 23.4 41.0 31.0 29.9 23.4 40.5 29.8
Old : 30.0 23.5 41.1 31.0 30.0 23.5 40.6 29.9
Other: 4.0 25.3 4.0 29.6 4.0 25.3 4.0 29.6
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, December 20, 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 : 2,078: 388 758 386 516 209 1,290 1,353: 788 725
Old : 2,078: 388 758 386 516 209 1,290 1,353: 788 725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 261: 85 151 99 37 66 221 316: 40 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 36.5 18.6 24.8 10.1 62.1 65.1: 37.9 34.9
Old : 100.0: 18.7 36.5 18.6 24.8 10.1 62.1 65.1: 37.9 34.9
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 : 32: 9 15 6 5 4 17 23:
Old : 32: 9 15 6 5 4 17 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 28.1 50.8 42.9 28.1 23.4 40.5 31.6
Old : 31.2 28.1 50.8 42.9 28.1 23.4 40.5 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 20, 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 : 198,245: 68,848 19,584 25,824 80,056 93,935 174,728 139,343: 23,517 58,902
Old : 198,245: 68,848 19,584 25,824 80,056 93,935 174,728 139,343: 23,517 58,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -921: 837 1,655 -1,054 -2,467 -2,746 -2,684 -2,145: 1,763 1,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 9.9 13.0 40.4 47.4 88.1 70.3: 11.9 29.7
Old : 100.0: 34.7 9.9 13.0 40.4 47.4 88.1 70.3: 11.9 29.7
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 : 287: 92 40 55 68 128 199 197:
Old : 287: 92 40 55 68 128 199 197:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 11.5 32.7 18.1 21.4 9.0 32.5 14.3
Old : 21.4 11.5 32.7 18.1 21.4 9.0 32.5 14.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, December 20, 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 : 5,113: 2,079 400 223 938 2,981 3,240 3,604: 1,873 1,509
Old : 5,113: 2,079 400 223 938 2,981 3,240 3,604: 1,873 1,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 25: 59 43 18 -25 -94 52 -33: -27 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 7.8 4.4 18.3 58.3 63.4 70.5: 36.6 29.5
Old : 100.0: 40.7 7.8 4.4 18.3 58.3 63.4 70.5: 36.6 29.5
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 : 63: 23 8 8 16 29 44 40:
Old : 63: 23 8 8 16 29 44 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 : 24.3 27.8 35.7 38.2 24.3 27.8 34.9 38.0
Old : 24.3 27.8 35.7 38.2 24.3 27.8 34.9 38.0
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, December 20, 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 : 31,994: 14,657 2,822 3,327 8,708 9,521 26,692 15,670: 5,302 16,324
Old : 31,994: 14,657 2,822 3,327 8,708 9,521 26,692 15,670: 5,302 16,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 941: 374 -79 -285 671 970 760 606: 181 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 8.8 10.4 27.2 29.8 83.4 49.0: 16.6 51.0
Old : 100.0: 45.8 8.8 10.4 27.2 29.8 83.4 49.0: 16.6 51.0
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 : 145: 47 19 20 40 55 100 85:
Old : 145: 47 19 20 40 55 100 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 12.7 31.6 18.8 17.1 9.2 27.6 14.7
Old : 20.5 12.7 31.6 18.8 17.1 9.2 27.6 14.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, December 20, 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 : 137,619: 55,542 7,431 1,889 46,157 103,345 103,588 112,665: 34,031 24,954
Old : 137,619: 55,542 7,431 1,889 46,157 103,345 103,588 112,665: 34,031 24,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -4,831: -10,926 -2,854 -1,402 12,260 -8,207 -68 -12,463: -4,763 7,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 5.4 1.4 33.5 75.1 75.3 81.9: 24.7 18.1
Old : 100.0: 40.4 5.4 1.4 33.5 75.1 75.3 81.9: 24.7 18.1
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 : 83: 37 8 6 29 25 66 39:
Old : 83: 37 8 6 29 25 66 39:
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 : 25.1 45.6 37.2 61.5 22.2 39.5 30.8 53.7
Old : 25.1 45.6 37.2 61.5 22.2 39.5 30.8 53.7
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, December 20, 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 : 75,904: 5,247 39,314 0 61,359 15,858 66,606 55,172: 9,298 20,732
Old : 75,904: 5,247 39,314 0 61,359 15,858 66,606 55,172: 9,298 20,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -38,005: -8,690 -14,484 -1,635 -25,912 -21,548 -36,237 -37,667: -1,768 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 51.8 0.0 80.8 20.9 87.8 72.7: 12.2 27.3
Old : 100.0: 6.9 51.8 0.0 80.8 20.9 87.8 72.7: 12.2 27.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 18 0 12 13 16 31:
Old : 42: 4 18 0 12 13 16 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 : 62.2 40.5 79.0 50.5 61.3 40.5 78.1 50.5
Old : 62.2 40.5 79.0 50.5 61.3 40.5 78.1 50.5
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, December 20, 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 : 93,855: 42,265 5,976 372 45,446 84,142 88,083 90,490: 5,772 3,365
Old : 93,855: 42,265 5,976 372 45,446 84,142 88,083 90,490: 5,772 3,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -44,419: -30,974 327 -1,585 -6,855 -41,110 -39,414 -42,368: -5,005 -2,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 6.4 0.4 48.4 89.7 93.9 96.4: 6.1 3.6
Old : 100.0: 45.0 6.4 0.4 48.4 89.7 93.9 96.4: 6.1 3.6
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 : 75: 42 10 2 14 14 56 26:
Old : 75: 42 10 2 14 14 56 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 : 31.3 71.1 50.8 84.5 22.2 53.6 38.7 61.5
Old : 31.3 71.1 50.8 84.5 22.2 53.6 38.7 61.5
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 - Futures Only, December 20, 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 : 70,230: 9,425 17,617 95 43,997 36,623 53,517 54,335: 16,713 15,895
Old : 70,230: 9,425 17,617 95 43,997 36,623 53,517 54,335: 16,713 15,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -41,038: -4,161 -3,825 -729 -35,831 -33,308 -40,721 -37,862: -317 -3,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 25.1 0.1 62.6 52.1 76.2 77.4: 23.8 22.6
Old : 100.0: 13.4 25.1 0.1 62.6 52.1 76.2 77.4: 23.8 22.6
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 : 49: 10 13 1 18 15 29 28:
Old : 49: 10 13 1 18 15 29 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 : 46.5 37.7 62.7 56.1 45.4 37.7 56.5 52.5
Old : 46.5 37.7 62.7 56.1 45.4 37.7 56.5 52.5
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, December 20, 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 : 139,503: 12,322 38,427 72 103,665 70,812 116,059 109,311: 23,444 30,192
Old : 139,503: 12,322 38,427 72 103,665 70,812 116,059 109,311: 23,444 30,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -104,096: -9,899 -55,857 -2,229 -84,926 -42,101 -97,054 -100,187: -7,042 -3,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 27.5 0.1 74.3 50.8 83.2 78.4: 16.8 21.6
Old : 100.0: 8.8 27.5 0.1 74.3 50.8 83.2 78.4: 16.8 21.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 18 28 1 20 22 39 50:
Old : 79: 18 28 1 20 22 39 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 29.9 65.5 41.3 40.9 18.6 51.8 29.0
Old : 49.6 29.9 65.5 41.3 40.9 18.6 51.8 29.0
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, December 20, 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 : 123,445: 24,852 20,348 2,443 50,514 58,508 77,809 81,299: 45,636 42,146
Old : 123,445: 24,852 20,348 2,443 50,514 58,508 77,809 81,299: 45,636 42,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -68,947: -3,236 -8,803 -317 -67,157 -55,842 -70,710 -64,962: 1,763 -3,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 16.5 2.0 40.9 47.4 63.0 65.9: 37.0 34.1
Old : 100.0: 20.1 16.5 2.0 40.9 47.4 63.0 65.9: 37.0 34.1
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 : 97: 32 29 9 23 22 61 55:
Old : 97: 32 29 9 23 22 61 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 : 25.4 31.3 36.5 43.6 22.4 29.6 33.4 40.2
Old : 25.4 31.3 36.5 43.6 22.4 29.6 33.4 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, December 20, 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 : 42,695: 14,393 721 0 20,616 32,961 35,009 33,682: 7,686 9,013
Old : 42,695: 14,393 721 0 20,616 32,961 35,009 33,682: 7,686 9,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 1.7 0.0 48.3 77.2 82.0 78.9: 18.0 21.1
Old : 100.0: 33.7 1.7 0.0 48.3 77.2 82.0 78.9: 18.0 21.1
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 : 20: 3 1 0 8 13 11 14:
Old : 20: 3 1 0 8 13 11 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 : 64.2 38.3 77.3 60.7 64.2 34.7 70.9 54.0
Old : 64.2 38.3 77.3 60.7 64.2 34.7 70.9 54.0
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, December 20, 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 : 8,467,960: 978,577 988,922 1,150,805 5,540,126 5,041,828 7,669,508 7,181,555: 798,452 1,286,405
Old : 8,467,960: 978,577 988,922 1,150,805 5,540,126 5,041,828 7,669,508 7,181,555: 798,452 1,286,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
:-1,009,694: -55,853 -258,975 -223,810 -625,889 -413,966 -905,552 -896,751: -104,142 -112,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 11.7 13.6 65.4 59.5 90.6 84.8: 9.4 15.2
Old : 100.0: 11.6 11.7 13.6 65.4 59.5 90.6 84.8: 9.4 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 53 50 81 117 136 211 239:
Old : 260: 53 50 81 117 136 211 239:
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 : 35.4 16.9 48.1 26.0 34.5 13.1 40.4 20.3
Old : 35.4 16.9 48.1 26.0 34.5 13.1 40.4 20.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, December 20, 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 : 639,013: 54,609 44,195 1,903 448,121 483,896 504,633 529,994: 134,380 109,019
Old : 639,013: 54,609 44,195 1,903 448,121 483,896 504,633 529,994: 134,380 109,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -117,319: -3,528 -26,626 -12,964 -77,188 -48,389 -93,680 -87,979: -23,639 -29,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 6.9 0.3 70.1 75.7 79.0 82.9: 21.0 17.1
Old : 100.0: 8.5 6.9 0.3 70.1 75.7 79.0 82.9: 21.0 17.1
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 : 171: 30 29 8 79 57 114 90:
Old : 171: 30 29 8 79 57 114 90:
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 29.9 31.2 44.7 21.6 29.8 31.1 44.5
Old : 21.7 29.9 31.2 44.7 21.6 29.8 31.1 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, December 20, 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 : 1,013,365: 195,126 262,901 7,284 481,824 647,999 684,234 918,184: 329,131 95,181
Old : 1,013,365: 195,126 262,901 7,284 481,824 647,999 684,234 918,184: 329,131 95,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -488,911: -99,504 7,805 -126,888 -192,803 -342,014 -419,195 -461,097: -69,716 -27,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 25.9 0.7 47.5 63.9 67.5 90.6: 32.5 9.4
Old : 100.0: 19.3 25.9 0.7 47.5 63.9 67.5 90.6: 32.5 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 50 53 12 56 55 114 112:
Old : 189: 50 53 12 56 55 114 112:
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 : 22.2 37.1 31.0 52.3 19.7 35.8 26.4 48.7
Old : 22.2 37.1 31.0 52.3 19.7 35.8 26.4 48.7
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, December 20, 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 : 12,122: 1,624 1,052 0 5,744 10,070 7,368 11,122: 4,754 1,000
Old : 12,122: 1,624 1,052 0 5,744 10,070 7,368 11,122: 4,754 1,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -5,163: -144 -434 -41 -2,364 -3,980 -2,549 -4,455: -2,614 -708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 8.7 0.0 47.4 83.1 60.8 91.8: 39.2 8.2
Old : 100.0: 13.4 8.7 0.0 47.4 83.1 60.8 91.8: 39.2 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 : 27: 3 2 0 14 12 17 14:
Old : 27: 3 2 0 14 12 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 53.9 44.6 75.7 29.4 52.7 44.4 74.5
Old : 29.4 53.9 44.6 75.7 29.4 52.7 44.4 74.5
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, December 20, 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 : 41,605: 8,131 11,881 0 28,681 25,566 36,812 37,447: 4,793 4,158
Old : 41,605: 8,131 11,881 0 28,681 25,566 36,812 37,447: 4,793 4,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -17,964: -1,263 3,124 -1,533 -12,305 -7,721 -15,101 -6,130: -2,863 -11,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 28.6 0.0 68.9 61.4 88.5 90.0: 11.5 10.0
Old : 100.0: 19.5 28.6 0.0 68.9 61.4 88.5 90.0: 11.5 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 : 43: 6 8 0 19 15 25 23:
Old : 43: 6 8 0 19 15 25 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 : 55.2 46.2 68.9 70.0 55.2 45.5 68.2 69.3
Old : 55.2 46.2 68.9 70.0 55.2 45.5 68.2 69.3
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, December 20, 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 : 54,376: 14,418 7,800 0 28,052 40,648 42,470 48,448: 11,906 5,928
Old : 54,376: 14,418 7,800 0 28,052 40,648 42,470 48,448: 11,906 5,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -29,445: -1,385 -1,503 -3,668 -25,244 -16,201 -30,297 -21,372: 852 -8,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 14.3 0.0 51.6 74.8 78.1 89.1: 21.9 10.9
Old : 100.0: 26.5 14.3 0.0 51.6 74.8 78.1 89.1: 21.9 10.9
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 : 73: 12 12 0 33 24 45 36:
Old : 73: 12 12 0 33 24 45 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 : 36.1 37.4 46.5 56.3 36.1 36.3 45.9 52.9
Old : 36.1 37.4 46.5 56.3 36.1 36.3 45.9 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, December 20, 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 : 282,498: 125,572 85,020 9,152 125,756 159,247 260,480 253,419: 22,018 29,079
Old : 282,498: 125,572 85,020 9,152 125,756 159,247 260,480 253,419: 22,018 29,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -219,914: -45,227 -29,950 -12,534 -123,823 -179,060 -181,584 -221,544: -38,330 1,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 30.1 3.2 44.5 56.4 92.2 89.7: 7.8 10.3
Old : 100.0: 44.5 30.1 3.2 44.5 56.4 92.2 89.7: 7.8 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 : 190: 71 54 9 43 33 118 92:
Old : 190: 71 54 9 43 33 118 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 44.3 37.7 58.0 21.2 35.7 30.5 47.3
Old : 26.3 44.3 37.7 58.0 21.2 35.7 30.5 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, December 20, 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 : 43,315: 14,497 6,588 0 13,740 25,054 28,237 31,642: 15,078 11,673
Old : 43,315: 14,497 6,588 0 13,740 25,054 28,237 31,642: 15,078 11,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -39,502: -9,393 2,980 -2,150 -21,087 -39,934 -32,630 -39,104: -6,872 -398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 15.2 0.0 31.7 57.8 65.2 73.1: 34.8 26.9
Old : 100.0: 33.5 15.2 0.0 31.7 57.8 65.2 73.1: 34.8 26.9
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 : 39: 14 6 0 10 11 24 17:
Old : 39: 14 6 0 10 11 24 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 : 27.4 41.4 41.9 56.4 26.0 40.7 39.2 53.2
Old : 27.4 41.4 41.9 56.4 26.0 40.7 39.2 53.2
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, December 20, 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 : 28,834: 4,864 5,008 2 19,215 15,573 24,081 20,583: 4,753 8,251
Old : 28,834: 4,864 5,008 2 19,215 15,573 24,081 20,583: 4,753 8,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -21,485: 2,453 -506 -2,118 -16,207 -17,395 -15,872 -20,019: -5,613 -1,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 17.4 0.0 66.6 54.0 83.5 71.4: 16.5 28.6
Old : 100.0: 16.9 17.4 0.0 66.6 54.0 83.5 71.4: 16.5 28.6
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 : 54: 1 11 1 29 23 31 34:
Old : 54: 1 11 1 29 23 31 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 : 37.6 24.4 56.4 38.2 37.6 21.9 51.0 33.1
Old : 37.6 24.4 56.4 38.2 37.6 21.9 51.0 33.1
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, December 20, 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 : 266,732: 27,428 46,987 988 210,511 208,692 238,927 256,667: 27,805 10,065
Old : 266,732: 27,428 46,987 988 210,511 208,692 238,927 256,667: 27,805 10,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -94,068: 5,359 2,299 -14,395 -87,396 -67,684 -96,432 -79,780: 2,364 -14,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 17.6 0.4 78.9 78.2 89.6 96.2: 10.4 3.8
Old : 100.0: 10.3 17.6 0.4 78.9 78.2 89.6 96.2: 10.4 3.8
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 : 144: 30 50 3 35 44 65 97:
Old : 144: 30 50 3 35 44 65 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 : 56.4 36.6 67.4 55.1 54.8 35.2 62.7 50.9
Old : 56.4 36.6 67.4 55.1 54.8 35.2 62.7 50.9
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, December 20, 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 : 53,941: 14,306 19,860 230 26,034 26,819 40,570 46,909: 13,371 7,032
Old : 53,941: 14,306 19,860 230 26,034 26,819 40,570 46,909: 13,371 7,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 933: -1,379 -1,811 230 -1,247 904 -2,396 -677: 3,329 1,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 36.8 0.4 48.3 49.7 75.2 87.0: 24.8 13.0
Old : 100.0: 26.5 36.8 0.4 48.3 49.7 75.2 87.0: 24.8 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 25 20 3 19 20 46 41:
Old : 81: 25 20 3 19 20 46 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 35.9 45.3 56.8 32.0 34.4 45.3 55.3
Old : 32.0 35.9 45.3 56.8 32.0 34.4 45.3 55.3
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, December 20, 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 : 31,881: 18,660 2,457 0 8,627 5,808 27,287 8,265: 4,594 23,616
Old : 31,881: 18,660 2,457 0 8,627 5,808 27,287 8,265: 4,594 23,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -2,268: -2,773 -1,025 0 3,671 1,496 898 471: -3,166 -2,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 7.7 0.0 27.1 18.2 85.6 25.9: 14.4 74.1
Old : 100.0: 58.5 7.7 0.0 27.1 18.2 85.6 25.9: 14.4 74.1
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 : 37: 13 5 0 11 10 24 15:
Old : 37: 13 5 0 11 10 24 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 : 51.2 15.8 64.3 20.6 51.2 10.8 61.8 15.7
Old : 51.2 15.8 64.3 20.6 51.2 10.8 61.8 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, December 20, 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 : 36,948: 442 1,876 1,106 17,205 27,060 18,753 30,042: 18,195 6,906
Old : 36,948: 442 1,876 1,106 17,205 27,060 18,753 30,042: 18,195 6,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -8,196: -2,225 -320 -100 -2,769 -8,366 -5,094 -8,786: -3,102 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 5.1 3.0 46.6 73.2 50.8 81.3: 49.2 18.7
Old : 100.0: 1.2 5.1 3.0 46.6 73.2 50.8 81.3: 49.2 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 8 2 18 23 23 32:
Old : 40: 3 8 2 18 23 23 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 42.4 42.8 60.0 7.7 26.5 9.6 33.0
Old : 33.2 42.4 42.8 60.0 7.7 26.5 9.6 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 23, 2005