MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 25,753: 1,242 1,568 1,047 19,028 12,826 21,317 15,441: 4,436 10,312
Old : 25,753: 1,242 1,568 1,047 19,028 12,826 21,317 15,441: 4,436 10,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 2,049: -252 367 220 1,890 156 1,858 743: 191 1,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 6.1 4.1 73.9 49.8 82.8 60.0: 17.2 40.0
Old : 100.0: 4.8 6.1 4.1 73.9 49.8 82.8 60.0: 17.2 40.0
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 : 36: 5 7 8 16 14 25 25:
Old : 36: 5 7 8 16 14 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 32.2 69.0 43.7 46.9 30.5 68.9 41.4
Old : 47.0 32.2 69.0 43.7 46.9 30.5 68.9 41.4
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 - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 133,458: 16,723 20,395 24,504 72,236 56,070 113,463 100,969: 19,995 32,489
Old : 132,313: 16,656 20,390 24,385 71,971 55,723 113,012 100,498: 19,301 31,815
Other: 1,145: 186 124 0 265 347 451 471: 694 674
: : :
: : Changes in Commitments from: January 17, 2006 :
: -4,284: -4,196 -1,555 1,336 10 -939 -2,850 -1,158: -1,434 -3,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 15.3 18.4 54.1 42.0 85.0 75.7: 15.0 24.3
Old : 100.0: 12.6 15.4 18.4 54.4 42.1 85.4 76.0: 14.6 24.0
Other: 100.0: 16.2 10.8 0.0 23.1 30.3 39.4 41.1: 60.6 58.9
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 45 71 64 33 42 121 153:
Old : 189: 45 70 64 33 42 120 153:
Other: 22: 2 5 0 5 11 7 16:
:----------------------------------------------------------------------------------------------------
: 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 : 37.2 23.3 49.4 30.4 37.2 23.0 48.9 29.6
Old : 37.6 23.5 49.8 30.7 37.6 23.3 49.4 29.9
Other: 37.6 22.2 39.4 34.7 36.9 22.2 38.7 34.7
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,413: 388 982 326 708 358 1,422 1,666: 991 747
Old : 2,413: 388 982 326 708 358 1,422 1,666: 991 747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 195: 162 277 -171 143 17 134 123: 61 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 40.7 13.5 29.3 14.8 58.9 69.0: 41.1 31.0
Old : 100.0: 16.1 40.7 13.5 29.3 14.8 58.9 69.0: 41.1 31.0
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 : 36: 11 16 6 8 4 25 21:
Old : 36: 11 16 6 8 4 25 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 : 25.6 34.2 39.9 48.8 25.5 28.8 36.7 37.6
Old : 25.6 34.2 39.9 48.8 25.5 28.8 36.7 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 238,347: 63,541 23,589 42,469 101,058 101,586 207,068 167,644: 31,279 70,703
Old : 238,347: 63,541 23,589 42,469 101,058 101,586 207,068 167,644: 31,279 70,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 8,991: -1,869 1,868 4,919 5,348 1,541 8,398 8,328: 593 663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 9.9 17.8 42.4 42.6 86.9 70.3: 13.1 29.7
Old : 100.0: 26.7 9.9 17.8 42.4 42.6 86.9 70.3: 13.1 29.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 87 71 94 82 127 242 241:
Old : 323: 87 71 94 82 127 242 241:
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 : 20.8 11.2 30.4 17.4 20.8 9.2 30.1 13.4
Old : 20.8 11.2 30.4 17.4 20.8 9.2 30.1 13.4
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 - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,685: 2,163 186 282 846 3,816 3,291 4,284: 2,394 1,401
Old : 5,685: 2,163 186 282 846 3,816 3,291 4,284: 2,394 1,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: -815: -1,177 -5 -28 204 -477 -1,001 -510: 186 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 3.3 5.0 14.9 67.1 57.9 75.4: 42.1 24.6
Old : 100.0: 38.0 3.3 5.0 14.9 67.1 57.9 75.4: 42.1 24.6
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 : 67: 30 6 9 10 27 46 37:
Old : 67: 30 6 9 10 27 46 37:
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 : 17.9 37.3 29.1 47.9 17.6 37.3 27.5 46.2
Old : 17.9 37.3 29.1 47.9 17.6 37.3 27.5 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 32,987: 14,913 3,654 3,125 9,726 10,142 27,764 16,921: 5,223 16,066
Old : 32,987: 14,913 3,654 3,125 9,726 10,142 27,764 16,921: 5,223 16,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: -182: 360 46 -88 -51 -145 221 -187: -403 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 11.1 9.5 29.5 30.7 84.2 51.3: 15.8 48.7
Old : 100.0: 45.2 11.1 9.5 29.5 30.7 84.2 51.3: 15.8 48.7
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 : 142: 43 22 22 43 49 99 84:
Old : 142: 43 22 22 43 49 99 84:
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 14.7 37.3 21.0 21.0 8.8 31.9 13.9
Old : 24.0 14.7 37.3 21.0 21.0 8.8 31.9 13.9
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 - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 102,095: 35,048 7,915 975 28,685 76,880 64,708 85,770: 37,387 16,325
Old : 102,095: 35,048 7,915 975 28,685 76,880 64,708 85,770: 37,387 16,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 143: -4,458 -4,658 260 1,673 17 -2,525 -4,381: 2,668 4,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 7.8 1.0 28.1 75.3 63.4 84.0: 36.6 16.0
Old : 100.0: 34.3 7.8 1.0 28.1 75.3 63.4 84.0: 36.6 16.0
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 : 71: 27 9 3 22 23 49 35:
Old : 71: 27 9 3 22 23 49 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 : 18.5 44.2 29.4 62.5 18.3 44.0 29.2 60.6
Old : 18.5 44.2 29.4 62.5 18.3 44.0 29.2 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 85,876: 24,328 19,965 0 46,191 52,763 70,519 72,728: 15,357 13,148
Old : 85,876: 24,328 19,965 0 46,191 52,763 70,519 72,728: 15,357 13,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 5,396: 2,972 69 0 -293 8,333 2,679 8,402: 2,717 -3,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 23.2 0.0 53.8 61.4 82.1 84.7: 17.9 15.3
Old : 100.0: 28.3 23.2 0.0 53.8 61.4 82.1 84.7: 17.9 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 10 13 0 10 15 20 28:
Old : 42: 10 13 0 10 15 20 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 45.7 69.7 61.4 44.2 45.5 66.7 60.7
Old : 45.3 45.7 69.7 61.4 44.2 45.5 66.7 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 98,608: 48,496 3,939 383 43,321 91,867 92,200 96,189: 6,408 2,419
Old : 98,608: 48,496 3,939 383 43,321 91,867 92,200 96,189: 6,408 2,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: -877: -555 -1,042 163 -33 105 -425 -774: -452 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 4.0 0.4 43.9 93.2 93.5 97.5: 6.5 2.5
Old : 100.0: 49.2 4.0 0.4 43.9 93.2 93.5 97.5: 6.5 2.5
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 : 90: 55 8 2 17 16 72 26:
Old : 90: 55 8 2 17 16 72 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 73.8 52.6 89.0 25.2 53.0 37.9 64.9
Old : 31.6 73.8 52.6 89.0 25.2 53.0 37.9 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 89,537: 22,028 19,180 35 47,377 52,493 69,440 71,708: 20,097 17,829
Old : 89,537: 22,028 19,180 35 47,377 52,493 69,440 71,708: 20,097 17,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 6,402: 4,617 -1,534 29 -1,253 7,469 3,393 5,964: 3,009 438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 21.4 0.0 52.9 58.6 77.6 80.1: 22.4 19.9
Old : 100.0: 24.6 21.4 0.0 52.9 58.6 77.6 80.1: 22.4 19.9
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 : 54: 14 12 2 18 18 33 31:
Old : 54: 14 12 2 18 18 33 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 : 35.9 45.1 52.0 61.6 34.5 45.1 48.4 57.7
Old : 35.9 45.1 52.0 61.6 34.5 45.1 48.4 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 166,600: 29,698 48,976 32 103,532 94,693 133,262 143,701: 33,338 22,899
Old : 166,600: 29,698 48,976 32 103,532 94,693 133,262 143,701: 33,338 22,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: -1,081: -364 655 0 -260 975 -624 1,630: -457 -2,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 29.4 0.0 62.1 56.8 80.0 86.3: 20.0 13.7
Old : 100.0: 17.8 29.4 0.0 62.1 56.8 80.0 86.3: 20.0 13.7
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 : 80: 23 25 2 17 22 40 49:
Old : 80: 23 25 2 17 22 40 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 : 41.4 37.8 59.5 51.1 35.7 29.4 49.6 40.4
Old : 41.4 37.8 59.5 51.1 35.7 29.4 49.6 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 144,608: 56,834 19,370 3,315 33,491 89,341 93,640 112,026: 50,968 32,582
Old : 144,608: 56,834 19,370 3,315 33,491 89,341 93,640 112,026: 50,968 32,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 15,043: 15,627 -626 585 -2,660 19,672 13,552 19,631: 1,491 -4,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 13.4 2.3 23.2 61.8 64.8 77.5: 35.2 22.5
Old : 100.0: 39.3 13.4 2.3 23.2 61.8 64.8 77.5: 35.2 22.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 48 21 9 21 30 75 55:
Old : 108: 48 21 9 21 30 75 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 32.6 31.6 49.9 16.8 30.7 25.8 44.7
Old : 21.9 32.6 31.6 49.9 16.8 30.7 25.8 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 15,046: 9,589 5,740 96 4,182 8,008 13,867 13,844: 1,179 1,202
Old : 15,046: 9,589 5,740 96 4,182 8,008 13,867 13,844: 1,179 1,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 20: -748 230 -38 1,122 -148 336 44: -316 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 38.1 0.6 27.8 53.2 92.2 92.0: 7.8 8.0
Old : 100.0: 63.7 38.1 0.6 27.8 53.2 92.2 92.0: 7.8 8.0
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 : 27: 7 4 1 8 10 15 15:
Old : 27: 7 4 1 8 10 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 : 67.5 71.6 82.6 85.2 67.5 69.8 82.6 83.5
Old : 67.5 71.6 82.6 85.2 67.5 69.8 82.6 83.5
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 - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 33,659: 5,531 721 0 21,306 26,995 26,837 27,716: 6,822 5,943
Old : 33,659: 5,531 721 0 21,306 26,995 26,837 27,716: 6,822 5,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: -24,085: -14,631 0 0 -8,003 -21,015 -22,634 -21,015: -1,451 -3,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 2.1 0.0 63.3 80.2 79.7 82.3: 20.3 17.7
Old : 100.0: 16.4 2.1 0.0 63.3 80.2 79.7 82.3: 20.3 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 : 22: 4 1 0 10 15 14 16:
Old : 22: 4 1 0 10 15 14 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 : 56.6 46.8 70.9 66.9 52.1 42.2 65.0 59.9
Old : 56.6 46.8 70.9 66.9 52.1 42.2 65.0 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 8,717,950: 962,621 824,021 1,120,661 5,722,233 5,422,246 7,805,515 7,366,928: 912,435 1,351,022
Old : 8,717,950: 962,621 824,021 1,120,661 5,722,233 5,422,246 7,805,515 7,366,928: 912,435 1,351,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: -218,545: -29,514 1,108 -110,207 -65,284 -86,716 -205,005 -195,815: -13,540 -22,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 9.5 12.9 65.6 62.2 89.5 84.5: 10.5 15.5
Old : 100.0: 11.0 9.5 12.9 65.6 62.2 89.5 84.5: 10.5 15.5
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 : 280: 63 48 92 134 152 241 260:
Old : 280: 63 48 92 134 152 241 260:
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 : 34.5 17.2 45.6 25.5 33.3 12.7 38.9 19.2
Old : 34.5 17.2 45.6 25.5 33.3 12.7 38.9 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 659,986: 69,715 45,065 853 454,664 493,502 525,232 539,420: 134,754 120,566
Old : 659,986: 69,715 45,065 853 454,664 493,502 525,232 539,420: 134,754 120,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 3,252: 4,545 2,839 -93 4,303 2,997 8,755 5,743: -5,503 -2,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 6.8 0.1 68.9 74.8 79.6 81.7: 20.4 18.3
Old : 100.0: 10.6 6.8 0.1 68.9 74.8 79.6 81.7: 20.4 18.3
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 : 186: 42 29 10 82 57 129 91:
Old : 186: 42 29 10 82 57 129 91:
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 : 20.8 31.1 28.8 45.5 20.8 30.6 28.7 45.0
Old : 20.8 31.1 28.8 45.5 20.8 30.6 28.7 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,151,254: 198,593 355,078 12,857 599,666 675,465 811,116 1,043,400: 340,138 107,854
Old : 1,151,254: 198,593 355,078 12,857 599,666 675,465 811,116 1,043,400: 340,138 107,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 184: 13,855 29,266 -6,852 10,933 -16,402 17,936 6,012: -17,752 -5,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 30.8 1.1 52.1 58.7 70.5 90.6: 29.5 9.4
Old : 100.0: 17.3 30.8 1.1 52.1 58.7 70.5 90.6: 29.5 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 56 59 16 67 61 133 126:
Old : 216: 56 59 16 67 61 133 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 28.9 30.1 46.7 17.8 27.6 24.1 42.0
Old : 21.7 28.9 30.1 46.7 17.8 27.6 24.1 42.0
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 - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 12,230: 1,973 1,052 0 6,060 10,165 8,033 11,217: 4,197 1,013
Old : 12,230: 1,973 1,052 0 6,060 10,165 8,033 11,217: 4,197 1,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 74: -22 0 0 259 0 237 0: -163 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 8.6 0.0 49.6 83.1 65.7 91.7: 34.3 8.3
Old : 100.0: 16.1 8.6 0.0 49.6 83.1 65.7 91.7: 34.3 8.3
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 : 28: 4 2 0 15 12 19 14:
Old : 28: 4 2 0 15 12 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 54.8 46.6 77.9 29.5 53.6 46.5 76.4
Old : 29.5 54.8 46.6 77.9 29.5 53.6 46.5 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 52,661: 8,514 11,011 0 37,589 38,590 46,103 49,601: 6,558 3,060
Old : 52,661: 8,514 11,011 0 37,589 38,590 46,103 49,601: 6,558 3,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 3,069: 1,429 980 0 226 2,850 1,655 3,830: 1,414 -761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 20.9 0.0 71.4 73.3 87.5 94.2: 12.5 5.8
Old : 100.0: 16.2 20.9 0.0 71.4 73.3 87.5 94.2: 12.5 5.8
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 : 49: 9 6 0 24 18 33 24:
Old : 49: 9 6 0 24 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 : 52.3 54.0 65.4 76.2 52.3 53.9 64.9 75.8
Old : 52.3 54.0 65.4 76.2 52.3 53.9 64.9 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 61,623: 17,055 8,543 276 29,543 46,192 46,874 55,011: 14,749 6,612
Old : 61,623: 17,055 8,543 276 29,543 46,192 46,874 55,011: 14,749 6,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 1,213: -1,442 348 -383 -1,535 919 -3,360 884: 4,573 329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 13.9 0.4 47.9 75.0 76.1 89.3: 23.9 10.7
Old : 100.0: 27.7 13.9 0.4 47.9 75.0 76.1 89.3: 23.9 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 22 13 2 35 27 58 41:
Old : 88: 22 13 2 35 27 58 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 : 28.6 39.4 40.2 59.0 28.6 36.3 39.7 53.6
Old : 28.6 39.4 40.2 59.0 28.6 36.3 39.7 53.6
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 - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 355,224: 109,579 95,226 3,806 214,054 221,768 327,439 320,800: 27,785 34,424
Old : 355,224: 109,579 95,226 3,806 214,054 221,768 327,439 320,800: 27,785 34,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 4,426: -8,394 -512 116 7,906 -12,519 -372 -12,915: 4,798 17,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 26.8 1.1 60.3 62.4 92.2 90.3: 7.8 9.7
Old : 100.0: 30.8 26.8 1.1 60.3 62.4 92.2 90.3: 7.8 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 75 70 6 45 37 122 111:
Old : 213: 75 70 6 45 37 122 111:
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 : 41.7 32.2 52.9 48.5 38.2 24.1 46.9 38.3
Old : 41.7 32.2 52.9 48.5 38.2 24.1 46.9 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 63,978: 29,898 10,522 0 13,517 42,780 43,415 53,302: 20,563 10,676
Old : 63,978: 29,898 10,522 0 13,517 42,780 43,415 53,302: 20,563 10,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 2,453: 2,796 6,129 0 639 -2,915 3,435 3,214: -982 -761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 16.4 0.0 21.1 66.9 67.9 83.3: 32.1 16.7
Old : 100.0: 46.7 16.4 0.0 21.1 66.9 67.9 83.3: 32.1 16.7
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 : 48: 19 6 0 12 16 31 22:
Old : 48: 19 6 0 12 16 31 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 : 31.4 38.1 43.0 59.2 31.4 38.0 43.0 58.4
Old : 31.4 38.1 43.0 59.2 31.4 38.0 43.0 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 28,626: 5,106 5,931 2 19,186 16,147 24,294 22,080: 4,332 6,546
Old : 28,626: 5,106 5,931 2 19,186 16,147 24,294 22,080: 4,332 6,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 54: 49 209 0 -110 562 -61 771: 115 -717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 20.7 0.0 67.0 56.4 84.9 77.1: 15.1 22.9
Old : 100.0: 17.8 20.7 0.0 67.0 56.4 84.9 77.1: 15.1 22.9
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 : 60: 2 14 1 30 22 33 36:
Old : 60: 2 14 1 30 22 33 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 25.7 54.9 38.8 35.3 21.2 50.5 33.7
Old : 35.3 25.7 54.9 38.8 35.3 21.2 50.5 33.7
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 - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 268,175: 41,901 58,337 1,609 204,764 194,714 248,274 254,660: 19,901 13,515
Old : 268,175: 41,901 58,337 1,609 204,764 194,714 248,274 254,660: 19,901 13,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: -10,002: 6,999 -2,329 -688 -14,793 -6,880 -8,482 -9,897: -1,520 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 21.8 0.6 76.4 72.6 92.6 95.0: 7.4 5.0
Old : 100.0: 15.6 21.8 0.6 76.4 72.6 92.6 95.0: 7.4 5.0
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 : 161: 34 57 9 35 52 73 114:
Old : 161: 34 57 9 35 52 73 114:
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 : 56.2 30.3 67.1 45.2 52.4 29.9 60.5 41.3
Old : 56.2 30.3 67.1 45.2 52.4 29.9 60.5 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 57,829: 16,576 16,081 392 27,469 31,624 44,437 48,097: 13,392 9,732
Old : 57,829: 16,576 16,081 392 27,469 31,624 44,437 48,097: 13,392 9,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: -2,020: -1,050 -2,329 -286 95 460 -1,241 -2,155: -779 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 27.8 0.7 47.5 54.7 76.8 83.2: 23.2 16.8
Old : 100.0: 28.7 27.8 0.7 47.5 54.7 76.8 83.2: 23.2 16.8
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 : 91: 28 22 4 24 23 55 46:
Old : 91: 28 22 4 24 23 55 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 : 25.6 33.5 38.4 50.5 24.9 29.7 36.5 46.8
Old : 25.6 33.5 38.4 50.5 24.9 29.7 36.5 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 35,831: 15,203 5,785 6 14,513 16,517 29,722 22,308: 6,109 13,523
Old : 35,831: 15,203 5,785 6 14,513 16,517 29,722 22,308: 6,109 13,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: -1,035: -1,031 -23 -5 62 4,165 -974 4,137: -61 -5,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 16.1 0.0 40.5 46.1 83.0 62.3: 17.0 37.7
Old : 100.0: 42.4 16.1 0.0 40.5 46.1 83.0 62.3: 17.0 37.7
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 : 47: 15 11 1 15 10 30 22:
Old : 47: 15 11 1 15 10 30 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 : 36.8 43.7 52.9 52.3 31.3 32.6 45.5 39.6
Old : 36.8 43.7 52.9 52.3 31.3 32.6 45.5 39.6
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 - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 36,225: 738 3,138 131 15,281 27,738 16,150 31,007: 20,075 5,218
Old : 36,225: 738 3,138 131 15,281 27,738 16,150 31,007: 20,075 5,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 2,287: 296 -20 -150 -833 1,664 -687 1,494: 2,974 793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 8.7 0.4 42.2 76.6 44.6 85.6: 55.4 14.4
Old : 100.0: 2.0 8.7 0.4 42.2 76.6 44.6 85.6: 55.4 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 11 2 19 22 25 34:
Old : 42: 4 11 2 19 22 25 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 37.7 36.2 58.2 6.0 25.6 8.5 35.7
Old : 28.0 37.7 36.2 58.2 6.0 25.6 8.5 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2006