MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 22,399: 279 2,323 1,561 15,349 8,953 17,189 12,837: 5,210 9,562
Old : 22,399: 279 2,323 1,561 15,349 8,953 17,189 12,837: 5,210 9,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 1,035: 62 -225 57 734 708 853 540: 182 495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 10.4 7.0 68.5 40.0 76.7 57.3: 23.3 42.7
Old : 100.0: 1.2 10.4 7.0 68.5 40.0 76.7 57.3: 23.3 42.7
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 : 33: 8 3 9 19 13 29 23:
Old : 33: 8 3 9 19 13 29 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 28.9 62.5 42.1 41.0 26.5 60.8 37.4
Old : 41.1 28.9 62.5 42.1 41.0 26.5 60.8 37.4
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, December 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 135,796: 29,460 12,028 32,874 52,858 57,140 115,191 102,041: 20,604 33,755
Old : 135,559: 29,415 12,013 32,873 52,857 57,065 115,144 101,950: 20,414 33,609
Other: 237: 46 16 0 1 75 47 91: 190 146
: : :
: : Changes in Commitments from: December 6, 2005 :
: 328: -338 -7,130 1,800 -1,003 7,474 460 2,144: -132 -1,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 8.9 24.2 38.9 42.1 84.8 75.1: 15.2 24.9
Old : 100.0: 21.7 8.9 24.2 39.0 42.1 84.9 75.2: 15.1 24.8
Other: 100.0: 19.4 6.8 0.0 0.4 31.6 19.8 38.4: 80.2 61.6
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 68 61 88 34 49 171 148:
Old : 207: 67 61 88 34 49 171 148:
Other: 10: 1 2 0 1 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 : 26.4 21.9 36.4 29.4 26.4 21.6 36.1 28.3
Old : 26.4 21.9 36.5 29.4 26.4 21.6 36.1 28.3
Other: 19.8 29.5 19.8 38.4 19.8 29.5 19.8 38.4
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,892: 296 596 334 479 143 1,109 1,073: 783 819
Old : 1,892: 296 596 334 479 143 1,109 1,073: 783 819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 341: -47 188 153 138 -30 244 311: 98 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 31.5 17.6 25.3 7.6 58.6 56.7: 41.4 43.3
Old : 100.0: 15.6 31.5 17.6 25.3 7.6 58.6 56.7: 41.4 43.3
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 : 29: 5 16 8 5 3 17 21:
Old : 29: 5 16 8 5 3 17 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 26.1 48.0 40.0 30.2 23.9 38.8 31.3
Old : 31.0 26.1 48.0 40.0 30.2 23.9 38.8 31.3
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, December 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 217,522: 68,401 11,248 37,947 87,463 104,936 193,811 154,130: 23,711 63,392
Old : 217,522: 68,401 11,248 37,947 87,463 104,936 193,811 154,130: 23,711 63,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 4,602: 772 1,677 392 2,927 877 4,090 2,946: 512 1,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 5.2 17.4 40.2 48.2 89.1 70.9: 10.9 29.1
Old : 100.0: 31.4 5.2 17.4 40.2 48.2 89.1 70.9: 10.9 29.1
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 : 316: 105 38 74 89 143 237 229:
Old : 316: 105 38 74 89 143 237 229:
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 : 20.0 10.6 30.2 17.3 19.9 7.5 29.4 12.4
Old : 20.0 10.6 30.2 17.3 19.9 7.5 29.4 12.4
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, December 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,599: 2,001 357 423 994 3,227 3,418 4,006: 2,181 1,593
Old : 5,599: 2,001 357 423 994 3,227 3,418 4,006: 2,181 1,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 70: -281 252 -47 309 -49 -18 156: 88 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 6.4 7.5 17.8 57.6 61.0 71.6: 39.0 28.4
Old : 100.0: 35.7 6.4 7.5 17.8 57.6 61.0 71.6: 39.0 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 : 66: 25 6 11 19 32 47 46:
Old : 66: 25 6 11 19 32 47 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 : 22.2 25.0 33.4 36.7 22.2 25.0 31.8 34.7
Old : 22.2 25.0 33.4 36.7 22.2 25.0 31.8 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 34,591: 14,266 1,079 6,283 8,386 9,575 28,935 16,938: 5,656 17,654
Old : 34,591: 14,266 1,079 6,283 8,386 9,575 28,935 16,938: 5,656 17,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 1,234: -248 -738 448 392 338 592 49: 642 1,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 3.1 18.2 24.2 27.7 83.6 49.0: 16.4 51.0
Old : 100.0: 41.2 3.1 18.2 24.2 27.7 83.6 49.0: 16.4 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 : 144: 52 16 28 40 54 107 87:
Old : 144: 52 16 28 40 54 107 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 14.6 31.8 20.4 15.6 8.2 25.2 12.9
Old : 21.4 14.6 31.8 20.4 15.6 8.2 25.2 12.9
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, December 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 147,271: 66,859 11,394 3,902 35,505 112,188 106,266 127,485: 41,005 19,787
Old : 147,271: 66,859 11,394 3,902 35,505 112,188 106,266 127,485: 41,005 19,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 18,835: 15,985 -1,211 310 3,807 21,354 20,102 20,453: -1,268 -1,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 7.7 2.6 24.1 76.2 72.2 86.6: 27.8 13.4
Old : 100.0: 45.4 7.7 2.6 24.1 76.2 72.2 86.6: 27.8 13.4
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 : 86: 35 13 11 26 27 63 49:
Old : 86: 35 13 11 26 27 63 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 42.0 35.6 59.5 24.5 41.9 34.5 58.8
Old : 24.5 42.0 35.6 59.5 24.5 41.9 34.5 58.8
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, December 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 114,326: 13,937 53,810 1,671 87,273 37,440 102,880 92,920: 11,446 21,406
Old : 114,326: 13,937 53,810 1,671 87,273 37,440 102,880 92,920: 11,446 21,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 7,861: -2,353 -12,256 1,115 7,453 20,462 6,216 9,321: 1,646 -1,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 47.1 1.5 76.3 32.7 90.0 81.3: 10.0 18.7
Old : 100.0: 12.2 47.1 1.5 76.3 32.7 90.0 81.3: 10.0 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 : 54: 6 26 7 20 14 31 42:
Old : 54: 6 26 7 20 14 31 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 37.0 68.8 53.4 32.3 31.8 52.9 41.8
Old : 45.2 37.0 68.8 53.4 32.3 31.8 52.9 41.8
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, December 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 138,346: 73,246 5,621 1,986 52,301 125,252 127,533 132,858: 10,813 5,488
Old : 138,346: 73,246 5,621 1,986 52,301 125,252 127,533 132,858: 10,813 5,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 1,830: -14,503 462 964 14,006 -743 466 682: 1,363 1,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 4.1 1.4 37.8 90.5 92.2 96.0: 7.8 4.0
Old : 100.0: 52.9 4.1 1.4 37.8 90.5 92.2 96.0: 7.8 4.0
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 : 97: 59 10 7 14 20 75 35:
Old : 97: 59 10 7 14 20 75 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 : 37.8 61.0 53.4 80.8 25.1 45.3 37.2 59.0
Old : 37.8 61.0 53.4 80.8 25.1 45.3 37.2 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 113,530: 13,527 21,457 1,570 80,584 70,493 95,681 93,520: 17,849 20,010
Old : 113,530: 13,527 21,457 1,570 80,584 70,493 95,681 93,520: 17,849 20,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 3,810: -2,071 -20,236 551 6,269 28,208 4,749 8,523: -939 -4,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 18.9 1.4 71.0 62.1 84.3 82.4: 15.7 17.6
Old : 100.0: 11.9 18.9 1.4 71.0 62.1 84.3 82.4: 15.7 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 : 61: 16 14 6 25 23 43 41:
Old : 61: 16 14 6 25 23 43 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 : 42.8 37.6 58.2 56.6 29.9 26.0 40.1 37.2
Old : 42.8 37.6 58.2 56.6 29.9 26.0 40.1 37.2
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, December 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 286,406: 21,076 96,152 5,646 227,138 148,098 253,861 249,896: 32,545 36,510
Old : 286,406: 21,076 96,152 5,646 227,138 148,098 253,861 249,896: 32,545 36,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 37,324: -2,986 -3,701 -1,823 42,265 41,697 37,456 36,174: -131 1,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 33.6 2.0 79.3 51.7 88.6 87.3: 11.4 12.7
Old : 100.0: 7.4 33.6 2.0 79.3 51.7 88.6 87.3: 11.4 12.7
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 : 107: 23 43 9 34 30 63 76:
Old : 107: 23 43 9 34 30 63 76:
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 : 43.1 30.3 59.6 47.3 32.4 21.9 43.4 30.8
Old : 43.1 30.3 59.6 47.3 32.4 21.9 43.4 30.8
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, December 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 206,283: 27,103 28,591 10,425 120,394 116,293 157,922 155,310: 48,361 50,974
Old : 206,283: 27,103 28,591 10,425 120,394 116,293 157,922 155,310: 48,361 50,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 2,923: -1,402 -22,501 -7,038 14,121 33,205 5,682 3,666: -2,759 -743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 13.9 5.1 58.4 56.4 76.6 75.3: 23.4 24.7
Old : 100.0: 13.1 13.9 5.1 58.4 56.4 76.6 75.3: 23.4 24.7
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 : 106: 30 34 29 34 29 80 77:
Old : 106: 30 34 29 34 29 80 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 : 27.5 34.7 40.4 48.0 24.8 30.2 36.2 40.3
Old : 27.5 34.7 40.4 48.0 24.8 30.2 36.2 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 13,233: 6,980 973 155 4,220 10,764 11,355 11,892: 1,878 1,341
Old : 13,233: 6,980 973 155 4,220 10,764 11,355 11,892: 1,878 1,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 1,046: -626 78 155 1,735 628 1,264 861: -218 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 7.4 1.2 31.9 81.3 85.8 89.9: 14.2 10.1
Old : 100.0: 52.7 7.4 1.2 31.9 81.3 85.8 89.9: 14.2 10.1
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 : 25: 5 3 1 9 11 15 15:
Old : 25: 5 3 1 9 11 15 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 : 63.2 63.0 78.3 81.0 62.8 63.0 75.3 78.4
Old : 63.2 63.0 78.3 81.0 62.8 63.0 75.3 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :15,936,073: 771,140 974,922 5,572,933 8,521,420 7,806,846 14,865,493 14,354,701: 1,070,580 1,581,372
Old :15,936,073: 771,140 974,922 5,572,933 8,521,420 7,806,846 14,865,493 14,354,701: 1,070,580 1,581,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 155,295: -25,443 -9,186 78,514 83,329 72,728 136,401 142,056: 18,894 13,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 6.1 35.0 53.5 49.0 93.3 90.1: 6.7 9.9
Old : 100.0: 4.8 6.1 35.0 53.5 49.0 93.3 90.1: 6.7 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 64 71 112 153 161 278 290:
Old : 312: 64 71 112 153 161 278 290:
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 : 21.1 14.9 34.8 24.9 19.5 7.6 23.9 12.0
Old : 21.1 14.9 34.8 24.9 19.5 7.6 23.9 12.0
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, December 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 850,697: 61,676 72,523 60,693 552,643 556,356 675,012 689,572: 175,686 161,126
Old : 850,697: 61,676 72,523 60,693 552,643 556,356 675,012 689,572: 175,686 161,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 64,534: -1,407 -1,198 8,930 51,558 43,208 59,081 50,940: 5,452 13,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 8.5 7.1 65.0 65.4 79.3 81.1: 20.7 18.9
Old : 100.0: 7.3 8.5 7.1 65.0 65.4 79.3 81.1: 20.7 18.9
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 : 206: 42 48 60 97 69 177 141:
Old : 206: 42 48 60 97 69 177 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 23.3 24.4 34.4 16.3 20.6 23.4 31.6
Old : 16.5 23.3 24.4 34.4 16.3 20.6 23.4 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,589,918: 298,145 261,436 163,771 723,548 1,034,919 1,185,464 1,460,126: 404,453 129,792
Old : 1,589,918: 298,145 261,436 163,771 723,548 1,034,919 1,185,464 1,460,126: 404,453 129,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 230,650: 23,662 11,181 82,968 74,711 127,756 181,340 221,904: 49,310 8,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 16.4 10.3 45.5 65.1 74.6 91.8: 25.4 8.2
Old : 100.0: 18.8 16.4 10.3 45.5 65.1 74.6 91.8: 25.4 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 : 233: 77 59 62 80 74 189 164:
Old : 233: 77 59 62 80 74 189 164:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 28.6 26.9 44.5 11.8 26.0 16.9 38.0
Old : 17.7 28.6 26.9 44.5 11.8 26.0 16.9 38.0
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, December 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 17,285: 1,768 1,486 41 8,108 14,050 9,917 15,577: 7,368 1,708
Old : 17,285: 1,768 1,486 41 8,108 14,050 9,917 15,577: 7,368 1,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 2,220: 30 306 -24 550 1,491 556 1,773: 1,664 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 8.6 0.2 46.9 81.3 57.4 90.1: 42.6 9.9
Old : 100.0: 10.2 8.6 0.2 46.9 81.3 57.4 90.1: 42.6 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 4 2 20 17 25 22:
Old : 34: 4 4 2 20 17 25 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 : 23.2 41.9 35.5 64.9 20.3 34.4 30.9 54.8
Old : 23.2 41.9 35.5 64.9 20.3 34.4 30.9 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 59,569: 9,394 8,757 1,533 40,986 33,287 51,913 43,577: 7,656 15,992
Old : 59,569: 9,394 8,757 1,533 40,986 33,287 51,913 43,577: 7,656 15,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 10,812: 465 -349 1,161 7,380 1,702 9,006 2,514: 1,806 8,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 14.7 2.6 68.8 55.9 87.1 73.2: 12.9 26.8
Old : 100.0: 15.8 14.7 2.6 68.8 55.9 87.1 73.2: 12.9 26.8
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 : 45: 8 5 3 23 18 33 24:
Old : 45: 8 5 3 23 18 33 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 : 38.3 32.7 58.7 51.8 36.6 27.6 52.2 42.7
Old : 38.3 32.7 58.7 51.8 36.6 27.6 52.2 42.7
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, December 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 84,476: 15,803 9,010 4,198 53,383 57,208 73,384 70,417: 11,092 14,059
Old : 84,476: 15,803 9,010 4,198 53,383 57,208 73,384 70,417: 11,092 14,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 22,965: -455 726 3,517 19,537 18,611 22,598 22,853: 366 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 10.7 5.0 63.2 67.7 86.9 83.4: 13.1 16.6
Old : 100.0: 18.7 10.7 5.0 63.2 67.7 86.9 83.4: 13.1 16.6
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 : 91: 17 15 11 46 37 72 56:
Old : 91: 17 15 11 46 37 72 56:
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 : 24.2 25.7 42.0 40.5 18.5 16.0 27.5 25.6
Old : 24.2 25.7 42.0 40.5 18.5 16.0 27.5 25.6
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, December 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 506,657: 169,790 114,885 23,988 252,426 340,153 446,203 479,025: 60,454 27,631
Old : 506,657: 169,790 114,885 23,988 252,426 340,153 446,203 479,025: 60,454 27,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 84,398: -3,129 435 18,104 56,644 57,361 71,620 75,900: 12,779 8,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 22.7 4.7 49.8 67.1 88.1 94.5: 11.9 5.5
Old : 100.0: 33.5 22.7 4.7 49.8 67.1 88.1 94.5: 11.9 5.5
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 : 218: 92 53 34 50 54 156 128:
Old : 218: 92 53 34 50 54 156 128:
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 : 29.3 33.7 40.3 51.3 13.5 20.5 19.7 32.4
Old : 29.3 33.7 40.3 51.3 13.5 20.5 19.7 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 83,307: 23,890 3,608 2,150 34,827 64,988 60,867 70,746: 22,440 12,561
Old : 83,307: 23,890 3,608 2,150 34,827 64,988 60,867 70,746: 22,440 12,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 10,805: 838 -3,732 1,422 3,213 12,029 5,473 9,719: 5,332 1,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 4.3 2.6 41.8 78.0 73.1 84.9: 26.9 15.1
Old : 100.0: 28.7 4.3 2.6 41.8 78.0 73.1 84.9: 26.9 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 16 3 5 13 17 30 25:
Old : 41: 16 3 5 13 17 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 46.5 51.4 64.2 30.8 45.2 43.0 62.3
Old : 34.0 46.5 51.4 64.2 30.8 45.2 43.0 62.3
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, December 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 50,364: 2,411 5,514 2,120 35,426 32,969 39,957 40,604: 10,406 9,760
Old : 50,364: 2,411 5,514 2,120 35,426 32,969 39,957 40,604: 10,406 9,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 9,198: 851 -576 2,076 33 5,186 2,960 6,686: 6,238 2,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 10.9 4.2 70.3 65.5 79.3 80.6: 20.7 19.4
Old : 100.0: 4.8 10.9 4.2 70.3 65.5 79.3 80.6: 20.7 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 2 13 3 35 33 38 48:
Old : 64: 2 13 3 35 33 38 48:
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 : 43.0 27.7 54.9 43.4 34.4 24.6 43.6 34.7
Old : 43.0 27.7 54.9 43.4 34.4 24.6 43.6 34.7
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, December 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 364,922: 21,826 44,932 17,867 299,484 277,131 339,177 339,930: 25,745 24,992
Old : 364,922: 21,826 44,932 17,867 299,484 277,131 339,177 339,930: 25,745 24,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 62,115: -2,658 -2,768 13,161 46,961 38,082 57,463 48,475: 4,652 13,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 12.3 4.9 82.1 75.9 92.9 93.2: 7.1 6.8
Old : 100.0: 6.0 12.3 4.9 82.1 75.9 92.9 93.2: 7.1 6.8
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 : 157: 29 57 33 42 53 94 122:
Old : 157: 29 57 33 42 53 94 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 29.7 67.7 47.1 44.9 25.4 51.7 35.5
Old : 54.4 29.7 67.7 47.1 44.9 25.4 51.7 35.5
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, December 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 59,678: 10,254 21,671 5,431 33,951 26,540 49,636 53,642: 10,042 6,036
Old : 59,678: 10,254 21,671 5,431 33,951 26,540 49,636 53,642: 10,042 6,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: -58,005: -4,885 -1,594 -13,733 -23,227 -25,072 -41,845 -40,399: -16,160 -17,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 36.3 9.1 56.9 44.5 83.2 89.9: 16.8 10.1
Old : 100.0: 17.2 36.3 9.1 56.9 44.5 83.2 89.9: 16.8 10.1
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 : 75: 21 20 4 18 18 43 42:
Old : 75: 21 20 4 18 18 43 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 32.4 55.1 53.1 42.0 32.4 51.9 51.9
Old : 43.3 32.4 55.1 53.1 42.0 32.4 51.9 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 34,149: 21,433 3,482 0 4,956 4,312 26,389 7,794: 7,760 26,355
Old : 34,149: 21,433 3,482 0 4,956 4,312 26,389 7,794: 7,760 26,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: -29,124: 5,005 -4,257 -4,740 -21,836 -4,075 -21,571 -13,072: -7,553 -16,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 10.2 0.0 14.5 12.6 77.3 22.8: 22.7 77.2
Old : 100.0: 62.8 10.2 0.0 14.5 12.6 77.3 22.8: 22.7 77.2
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 : 31: 14 7 0 6 6 20 13:
Old : 31: 14 7 0 6 6 20 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 14.3 63.1 19.2 48.6 10.6 61.3 15.6
Old : 48.6 14.3 63.1 19.2 48.6 10.6 61.3 15.6
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, December 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 45,145: 2,667 2,196 1,206 19,974 35,426 23,847 38,828: 21,298 6,317
Old : 45,145: 2,667 2,196 1,206 19,974 35,426 23,847 38,828: 21,298 6,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 2,350: 875 350 953 578 5,257 2,406 6,560: -56 -4,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 4.9 2.7 44.2 78.5 52.8 86.0: 47.2 14.0
Old : 100.0: 5.9 4.9 2.7 44.2 78.5 52.8 86.0: 47.2 14.0
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 : 48: 7 8 3 20 29 29 39:
Old : 48: 7 8 3 20 29 29 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 : 27.6 36.4 37.6 57.0 11.2 24.9 14.9 36.4
Old : 27.6 36.4 37.6 57.0 11.2 24.9 14.9 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2005