MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 23,098: 906 2,017 1,721 14,334 10,236 16,960 13,973: 6,138 9,125
Old : 23,098: 906 2,017 1,721 14,334 10,236 16,960 13,973: 6,138 9,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 853: 205 6 82 678 382 966 470: -112 384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 8.7 7.4 62.1 44.3 73.4 60.5: 26.6 39.5
Old : 100.0: 3.9 8.7 7.4 62.1 44.3 73.4 60.5: 26.6 39.5
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 : 33: 7 5 10 18 13 29 24:
Old : 33: 7 5 10 18 13 29 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 29.7 59.4 45.7 42.0 26.8 56.5 39.9
Old : 42.0 29.7 59.4 45.7 42.0 26.8 56.5 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 120,577: 23,499 21,858 30,195 50,109 35,709 103,802 87,762: 16,774 32,815
Old : 120,467: 23,499 21,858 30,195 50,099 35,680 103,792 87,733: 16,674 32,734
Other: 110: 0 0 0 10 29 10 29: 100 81
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,293: -569 227 922 477 553 830 1,702: 463 -409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 18.1 25.0 41.6 29.6 86.1 72.8: 13.9 27.2
Old : 100.0: 19.5 18.1 25.1 41.6 29.6 86.2 72.8: 13.8 27.2
Other: 100.0: 0.0 0.0 0.0 9.1 26.4 9.1 26.4: 90.9 73.6
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 48 46 71 29 40 131 123:
Old : 166: 48 46 71 29 40 131 123:
Other: 4: 0 0 0 1 3 1 3:
:----------------------------------------------------------------------------------------------------
: 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 : 26.6 15.9 38.0 25.5 26.6 13.1 37.3 20.8
Old : 26.7 16.0 38.1 25.6 26.7 13.1 37.3 20.8
Other: 9.1 26.4 9.1 26.4 9.1 26.4 9.1 26.4
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 1,482: 401 368 149 301 129 850 645: 632 837
Old : 1,482: 401 368 149 301 129 850 645: 632 837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 58: -116 -13 50 85 -3 18 33: 40 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 24.8 10.0 20.3 8.7 57.3 43.5: 42.7 56.5
Old : 100.0: 27.0 24.8 10.0 20.3 8.7 57.3 43.5: 42.7 56.5
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 : 22: 8 9 6 3 3 14 15:
Old : 22: 8 9 6 3 3 14 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 : 35.8 20.4 49.1 31.1 34.4 19.6 42.8 29.1
Old : 35.8 20.4 49.1 31.1 34.4 19.6 42.8 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 188,553: 50,376 7,092 39,824 76,635 88,178 166,835 135,094: 21,719 53,459
Old : 188,553: 50,376 7,092 39,824 76,635 88,178 166,835 135,094: 21,719 53,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,190: -1,827 -317 1,229 1,146 -879 548 33: 643 1,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 3.8 21.1 40.6 46.8 88.5 71.6: 11.5 28.4
Old : 100.0: 26.7 3.8 21.1 40.6 46.8 88.5 71.6: 11.5 28.4
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 : 261: 76 42 65 77 122 195 196:
Old : 261: 76 42 65 77 122 195 196:
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 10.5 32.8 17.2 20.5 7.0 29.9 12.1
Old : 20.7 10.5 32.8 17.2 20.5 7.0 29.9 12.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 4,161: 1,351 552 382 598 1,570 2,332 2,505: 1,830 1,657
Old : 4,161: 1,351 552 382 598 1,570 2,332 2,505: 1,830 1,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -268: 456 -196 -92 -251 185 113 -103: -381 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 13.3 9.2 14.4 37.7 56.0 60.2: 44.0 39.8
Old : 100.0: 32.5 13.3 9.2 14.4 37.7 56.0 60.2: 44.0 39.8
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 : 56: 20 13 11 9 21 35 39:
Old : 56: 20 13 11 9 21 35 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 : 24.0 18.5 35.4 29.7 24.0 18.2 34.2 28.3
Old : 24.0 18.5 35.4 29.7 24.0 18.2 34.2 28.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 30,265: 11,291 2,172 5,592 8,000 8,565 24,883 16,328: 5,383 13,937
Old : 30,265: 11,291 2,172 5,592 8,000 8,565 24,883 16,328: 5,383 13,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -546: -578 -100 475 66 44 -37 418: -509 -964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 7.2 18.5 26.4 28.3 82.2 54.0: 17.8 46.0
Old : 100.0: 37.3 7.2 18.5 26.4 28.3 82.2 54.0: 17.8 46.0
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 : 148: 48 20 27 42 53 110 85:
Old : 148: 48 20 27 42 53 110 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 : 13.9 13.3 23.7 20.1 12.5 9.4 21.8 13.8
Old : 13.9 13.3 23.7 20.1 12.5 9.4 21.8 13.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 115,472: 45,634 7,105 2,738 31,231 85,309 79,602 95,151: 35,869 20,320
Old : 115,472: 45,634 7,105 2,738 31,231 85,309 79,602 95,151: 35,869 20,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 4,016: 652 375 46 2,395 3,111 3,093 3,532: 923 484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 6.2 2.4 27.0 73.9 68.9 82.4: 31.1 17.6
Old : 100.0: 39.5 6.2 2.4 27.0 73.9 68.9 82.4: 31.1 17.6
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 : 80: 30 12 9 21 27 54 45:
Old : 80: 30 12 9 21 27 54 45:
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 : 23.1 35.8 35.5 56.3 23.1 35.4 35.5 55.9
Old : 23.1 35.8 35.5 56.3 23.1 35.4 35.5 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 70,575: 13,795 35,911 179 47,402 11,410 61,376 47,501: 9,199 23,074
Old : 70,575: 13,795 35,911 179 47,402 11,410 61,376 47,501: 9,199 23,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 3,276: 981 2,254 -177 2,596 -1,773 3,400 305: -124 2,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 50.9 0.3 67.2 16.2 87.0 67.3: 13.0 32.7
Old : 100.0: 19.5 50.9 0.3 67.2 16.2 87.0 67.3: 13.0 32.7
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 : 49: 7 21 1 18 11 25 33:
Old : 49: 7 21 1 18 11 25 33:
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 : 37.0 32.9 64.5 44.5 36.9 32.9 63.3 44.4
Old : 37.0 32.9 64.5 44.5 36.9 32.9 63.3 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 70,025: 49,052 5,131 0 14,604 60,275 63,656 65,406: 6,369 4,619
Old : 70,025: 49,052 5,131 0 14,604 60,275 63,656 65,406: 6,369 4,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 5,566: 22,333 -6,917 -20 -16,471 13,428 5,842 6,491: -276 -925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 7.3 0.0 20.9 86.1 90.9 93.4: 9.1 6.6
Old : 100.0: 70.0 7.3 0.0 20.9 86.1 90.9 93.4: 9.1 6.6
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 : 83: 45 9 0 15 17 60 26:
Old : 83: 45 9 0 15 17 60 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 : 33.6 62.4 51.7 80.0 33.6 62.4 51.7 79.7
Old : 33.6 62.4 51.7 80.0 33.6 62.4 51.7 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 71,500: 9,110 23,638 680 44,531 27,415 54,321 51,733: 17,179 19,766
Old : 71,500: 9,110 23,638 680 44,531 27,415 54,321 51,733: 17,179 19,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -5,038: -3,432 -3,063 -373 -36 -1,903 -3,841 -5,339: -1,196 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 33.1 1.0 62.3 38.3 76.0 72.4: 24.0 27.6
Old : 100.0: 12.7 33.1 1.0 62.3 38.3 76.0 72.4: 24.0 27.6
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: 10 17 5 23 11 35 31:
Old : 54: 10 17 5 23 11 35 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 : 40.2 36.0 55.0 51.9 27.6 29.7 40.3 39.9
Old : 40.2 36.0 55.0 51.9 27.6 29.7 40.3 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 238,806: 15,538 87,208 6,604 187,964 107,645 210,106 201,457: 28,700 37,349
Old : 238,806: 15,538 87,208 6,604 187,964 107,645 210,106 201,457: 28,700 37,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 949: 312 -188 -573 2,344 -1,813 2,082 -2,574: -1,133 3,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 36.5 2.8 78.7 45.1 88.0 84.4: 12.0 15.6
Old : 100.0: 6.5 36.5 2.8 78.7 45.1 88.0 84.4: 12.0 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 20 48 10 31 26 56 79:
Old : 108: 20 48 10 31 26 56 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 26.5 64.5 42.9 36.1 21.0 49.0 30.2
Old : 44.8 26.5 64.5 42.9 36.1 21.0 49.0 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 166,647: 25,186 19,958 12,435 78,148 79,283 115,768 111,676: 50,879 54,971
Old : 166,647: 25,186 19,958 12,435 78,148 79,283 115,768 111,676: 50,879 54,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -5,688: 5,047 -4,197 1,252 -4,566 4,928 1,733 1,983: -7,420 -7,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 12.0 7.5 46.9 47.6 69.5 67.0: 30.5 33.0
Old : 100.0: 15.1 12.0 7.5 46.9 47.6 69.5 67.0: 30.5 33.0
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 : 107: 40 28 32 29 30 83 77:
Old : 107: 40 28 32 29 30 83 77:
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 : 21.9 36.2 34.5 44.2 20.1 35.0 32.3 40.5
Old : 21.9 36.2 34.5 44.2 20.1 35.0 32.3 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 39,943: 9,061 721 500 27,201 33,078 36,762 34,299: 3,181 5,644
Old : 39,943: 9,061 721 500 27,201 33,078 36,762 34,299: 3,181 5,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,290: 115 0 50 2,718 1,043 2,883 1,093: -1,593 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 1.8 1.3 68.1 82.8 92.0 85.9: 8.0 14.1
Old : 100.0: 22.7 1.8 1.3 68.1 82.8 92.0 85.9: 8.0 14.1
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 : 23: 4 1 1 12 14 16 16:
Old : 23: 4 1 1 12 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 58.7 76.2 75.0 55.3 50.7 73.2 66.3
Old : 55.6 58.7 76.2 75.0 55.3 50.7 73.2 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 :14,566,173: 854,671 906,459 4,771,671 7,827,933 7,205,294 13,454,275 12,883,424: 1,111,898 1,682,749
Old :14,566,173: 854,671 906,459 4,771,671 7,827,933 7,205,294 13,454,275 12,883,424: 1,111,898 1,682,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 735,089: 12,715 5,932 434,743 255,763 230,929 703,220 671,603: 31,869 63,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 6.2 32.8 53.7 49.5 92.4 88.4: 7.6 11.6
Old : 100.0: 5.9 6.2 32.8 53.7 49.5 92.4 88.4: 7.6 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 67 73 113 140 149 263 286:
Old : 304: 67 73 113 140 149 263 286:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 12.3 33.2 21.7 19.6 6.9 24.9 11.8
Old : 21.0 12.3 33.2 21.7 19.6 6.9 24.9 11.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 728,679: 61,911 71,388 44,003 485,549 484,035 591,463 599,426: 137,216 129,253
Old : 728,679: 61,911 71,388 44,003 485,549 484,035 591,463 599,426: 137,216 129,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 2,496: -1,657 -71 3,772 4,441 1,571 6,556 5,272: -4,060 -2,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 9.8 6.0 66.6 66.4 81.2 82.3: 18.8 17.7
Old : 100.0: 8.5 9.8 6.0 66.6 66.4 81.2 82.3: 18.8 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 : 213: 51 41 55 97 68 174 138:
Old : 213: 51 41 55 97 68 174 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 26.4 26.5 38.3 18.7 26.2 26.3 38.1
Old : 18.8 26.4 26.5 38.3 18.7 26.2 26.3 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 1,162,640: 162,036 308,259 39,361 638,590 687,869 839,987 1,035,490: 322,653 127,151
Old : 1,162,640: 162,036 308,259 39,361 638,590 687,869 839,987 1,035,490: 322,653 127,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -4,032: 19,251 -55,188 10,935 -39,441 51,393 -9,256 7,140: 5,223 -11,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 26.5 3.4 54.9 59.2 72.2 89.1: 27.8 10.9
Old : 100.0: 13.9 26.5 3.4 54.9 59.2 72.2 89.1: 27.8 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 : 199: 50 57 32 63 58 131 129:
Old : 199: 50 57 32 63 58 131 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 26.6 28.4 41.4 15.5 24.3 22.8 35.9
Old : 18.8 26.6 28.4 41.4 15.5 24.3 22.8 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 13,103: 1,323 661 0 6,458 11,221 7,781 11,882: 5,322 1,221
Old : 13,103: 1,323 661 0 6,458 11,221 7,781 11,882: 5,322 1,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 165: 81 0 0 -349 88 -268 88: 433 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 5.0 0.0 49.3 85.6 59.4 90.7: 40.6 9.3
Old : 100.0: 10.1 5.0 0.0 49.3 85.6 59.4 90.7: 40.6 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 : 32: 2 2 1 17 16 19 19:
Old : 32: 2 2 1 17 16 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 46.5 40.6 66.6 25.5 46.5 40.6 65.5
Old : 25.5 46.5 40.6 66.6 25.5 46.5 40.6 65.5
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 with Delta-adjusted Options and Futures Combined, November 1, 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 : 37,979: 6,810 9,825 0 26,056 19,709 32,866 29,534: 5,113 8,445
Old : 37,979: 6,810 9,825 0 26,056 19,709 32,866 29,534: 5,113 8,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 2,637: 511 3,503 0 1,099 -1,880 1,610 1,623: 1,027 1,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 25.9 0.0 68.6 51.9 86.5 77.8: 13.5 22.2
Old : 100.0: 17.9 25.9 0.0 68.6 51.9 86.5 77.8: 13.5 22.2
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 : 38: 4 7 0 19 15 23 22:
Old : 38: 4 7 0 19 15 23 22:
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 : 56.2 40.0 72.3 56.9 53.6 39.6 68.7 56.5
Old : 56.2 40.0 72.3 56.9 53.6 39.6 68.7 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 63,034: 8,818 13,532 402 33,698 39,912 42,917 53,846: 20,117 9,189
Old : 63,034: 8,818 13,532 402 33,698 39,912 42,917 53,846: 20,117 9,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -433: -193 463 -762 174 415 -781 115: 348 -549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 21.5 0.6 53.5 63.3 68.1 85.4: 31.9 14.6
Old : 100.0: 14.0 21.5 0.6 53.5 63.3 68.1 85.4: 31.9 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 : 78: 12 17 2 34 26 48 43:
Old : 78: 12 17 2 34 26 48 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 30.4 40.9 46.5 29.2 29.7 38.1 43.3
Old : 29.8 30.4 40.9 46.5 29.2 29.7 38.1 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 377,135: 68,940 138,941 11,453 277,736 146,743 358,128 297,136: 19,007 79,999
Old : 377,135: 68,940 138,941 11,453 277,736 146,743 358,128 297,136: 19,007 79,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -27,471: -1,995 -46,419 1,772 -27,989 12,072 -28,213 -32,575: 742 5,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 36.8 3.0 73.6 38.9 95.0 78.8: 5.0 21.2
Old : 100.0: 18.3 36.8 3.0 73.6 38.9 95.0 78.8: 5.0 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 59 72 14 44 40 113 116:
Old : 202: 59 72 14 44 40 113 116:
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 : 49.1 29.8 60.7 39.2 41.2 23.1 52.6 30.6
Old : 49.1 29.8 60.7 39.2 41.2 23.1 52.6 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 62,025: 14,623 10,587 0 31,931 38,432 46,554 49,019: 15,471 13,006
Old : 62,025: 14,623 10,587 0 31,931 38,432 46,554 49,019: 15,471 13,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,559: -939 2,939 0 4,681 -2,723 3,742 216: -2,183 1,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 17.1 0.0 51.5 62.0 75.1 79.0: 24.9 21.0
Old : 100.0: 23.6 17.1 0.0 51.5 62.0 75.1 79.0: 24.9 21.0
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 : 41: 9 8 0 12 15 21 23:
Old : 41: 9 8 0 12 15 21 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 : 44.8 37.5 57.9 55.8 44.8 37.0 57.3 55.3
Old : 44.8 37.5 57.9 55.8 44.8 37.0 57.3 55.3
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 with Delta-adjusted Options and Futures Combined, November 1, 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 : 35,944: 900 6,427 0 31,398 23,651 32,298 30,078: 3,646 5,866
Old : 35,944: 900 6,427 0 31,398 23,651 32,298 30,078: 3,646 5,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 509: 48 -660 0 273 888 321 228: 188 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 17.9 0.0 87.4 65.8 89.9 83.7: 10.1 16.3
Old : 100.0: 2.5 17.9 0.0 87.4 65.8 89.9 83.7: 10.1 16.3
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 : 66: 2 15 1 33 30 35 46:
Old : 66: 2 15 1 33 30 35 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 : 55.6 31.7 68.2 44.2 54.9 30.5 67.5 42.9
Old : 55.6 31.7 68.2 44.2 54.9 30.5 67.5 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 289,524: 13,733 62,634 4,371 255,626 211,987 273,730 278,992: 15,794 10,532
Old : 289,524: 13,733 62,634 4,371 255,626 211,987 273,730 278,992: 15,794 10,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 5,336: 176 -7,474 1,780 -546 11,970 1,411 6,276: 3,925 -940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 21.6 1.5 88.3 73.2 94.5 96.4: 5.5 3.6
Old : 100.0: 4.7 21.6 1.5 88.3 73.2 94.5 96.4: 5.5 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 : 144: 19 57 21 38 49 70 114:
Old : 144: 19 57 21 38 49 70 114:
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 : 66.5 33.0 76.4 48.7 63.3 31.2 69.8 44.5
Old : 66.5 33.0 76.4 48.7 63.3 31.2 69.8 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 62,189: 16,041 17,248 2,669 31,665 36,148 50,375 56,065: 11,814 6,124
Old : 62,189: 16,041 17,248 2,669 31,665 36,148 50,375 56,065: 11,814 6,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 927: 1,830 -82 -208 173 2,000 1,795 1,710: -868 -783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 27.7 4.3 50.9 58.1 81.0 90.2: 19.0 9.8
Old : 100.0: 25.8 27.7 4.3 50.9 58.1 81.0 90.2: 19.0 9.8
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 : 88: 26 21 6 20 24 49 51:
Old : 88: 26 21 6 20 24 49 51:
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 : 31.1 40.7 45.5 52.9 27.0 40.7 39.8 51.0
Old : 31.1 40.7 45.5 52.9 27.0 40.7 39.8 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 39,407: 11,664 1,597 4 23,126 5,720 34,794 7,321: 4,613 32,086
Old : 39,407: 11,664 1,597 4 23,126 5,720 34,794 7,321: 4,613 32,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 3,261: 1,679 66 4 1,535 1,137 3,218 1,207: 43 2,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 4.1 0.0 58.7 14.5 88.3 18.6: 11.7 81.4
Old : 100.0: 29.6 4.1 0.0 58.7 14.5 88.3 18.6: 11.7 81.4
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 : 36: 15 4 1 10 8 26 12:
Old : 36: 15 4 1 10 8 26 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 10.9 70.8 15.9 58.3 10.1 68.5 14.4
Old : 60.7 10.9 70.8 15.9 58.3 10.1 68.5 14.4
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 with Delta-adjusted Options and Futures Combined, November 1, 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 : 37,487: 1,609 1,738 129 18,337 29,521 20,075 31,388: 17,412 6,099
Old : 37,487: 1,609 1,738 129 18,337 29,521 20,075 31,388: 17,412 6,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,919: 0 -356 129 1,250 789 1,379 562: 540 1,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 4.6 0.3 48.9 78.8 53.6 83.7: 46.4 16.3
Old : 100.0: 4.3 4.6 0.3 48.9 78.8 53.6 83.7: 46.4 16.3
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: 3 9 1 18 26 22 35:
Old : 42: 3 9 1 18 26 22 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 39.1 42.9 61.0 16.8 32.6 22.3 42.8
Old : 31.3 39.1 42.9 61.0 16.8 32.6 22.3 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 4, 2005