MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, January 31, 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 : 27,931: 1,082 1,140 1,239 20,991 14,783 23,312 17,162: 4,619 10,769
Old : 27,931: 1,082 1,140 1,239 20,991 14,783 23,312 17,162: 4,619 10,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 2,178: -160 -428 192 1,963 1,957 1,995 1,721: 183 457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 4.1 4.4 75.2 52.9 83.5 61.4: 16.5 38.6
Old : 100.0: 3.9 4.1 4.4 75.2 52.9 83.5 61.4: 16.5 38.6
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 : 38: 5 9 11 15 15 27 28:
Old : 38: 5 9 11 15 15 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 33.6 70.5 45.2 46.5 32.1 70.5 43.5
Old : 46.5 33.6 70.5 45.2 46.5 32.1 70.5 43.5
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 31, 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 : 138,926: 18,726 28,820 25,801 73,660 51,015 118,187 105,636: 20,739 33,290
Old : 137,553: 18,568 28,795 25,680 73,426 50,562 117,674 105,037: 19,879 32,516
Other: 1,373: 279 146 0 234 453 513 599: 860 774
: : :
: : Changes in Commitments from: January 24, 2006 :
: 5,468: 2,003 8,425 1,297 1,424 -5,055 4,724 4,667: 744 801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 20.7 18.6 53.0 36.7 85.1 76.0: 14.9 24.0
Old : 100.0: 13.5 20.9 18.7 53.4 36.8 85.5 76.4: 14.5 23.6
Other: 100.0: 20.3 10.6 0.0 17.0 33.0 37.4 43.6: 62.6 56.4
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 46 83 59 32 43 117 160:
Old : 196: 46 82 59 31 42 115 159:
Other: 24: 4 4 0 5 13 9 17:
:----------------------------------------------------------------------------------------------------
: 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 : 36.7 21.0 48.7 28.5 36.7 19.4 48.3 26.0
Old : 37.1 21.2 49.2 28.8 37.1 19.7 48.8 26.4
Other: 32.5 24.2 37.3 37.8 31.9 24.2 36.6 37.8
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, January 31, 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 : 2,525: 482 1,104 186 1,033 436 1,701 1,726: 824 799
Old : 2,525: 482 1,104 186 1,033 436 1,701 1,726: 824 799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 112: 94 122 -140 325 78 279 60: -167 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 43.7 7.4 40.9 17.3 67.4 68.4: 32.6 31.6
Old : 100.0: 19.1 43.7 7.4 40.9 17.3 67.4 68.4: 32.6 31.6
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 : 37: 12 15 5 9 4 24 22:
Old : 37: 12 15 5 9 4 24 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 : 35.4 36.9 47.9 50.4 35.4 32.2 45.9 43.9
Old : 35.4 36.9 47.9 50.4 35.4 32.2 45.9 43.9
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 31, 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 : 237,194: 58,648 22,567 44,378 102,924 102,344 205,950 169,289: 31,244 67,905
Old : 237,194: 58,648 22,567 44,378 102,924 102,344 205,950 169,289: 31,244 67,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -1,153: -4,893 -1,022 1,909 1,866 758 -1,118 1,645: -35 -2,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 9.5 18.7 43.4 43.1 86.8 71.4: 13.2 28.6
Old : 100.0: 24.7 9.5 18.7 43.4 43.1 86.8 71.4: 13.2 28.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 87 69 91 80 124 232 236:
Old : 313: 87 69 91 80 124 232 236:
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 : 22.4 12.6 32.2 18.6 22.4 10.1 31.8 14.6
Old : 22.4 12.6 32.2 18.6 22.4 10.1 31.8 14.6
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 31, 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 : 5,719: 1,944 182 398 880 3,498 3,222 4,078: 2,497 1,641
Old : 5,719: 1,944 182 398 880 3,498 3,222 4,078: 2,497 1,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 34: -219 -4 116 34 -318 -69 -206: 103 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 3.2 7.0 15.4 61.2 56.3 71.3: 43.7 28.7
Old : 100.0: 34.0 3.2 7.0 15.4 61.2 56.3 71.3: 43.7 28.7
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 : 59: 27 5 9 12 22 42 33:
Old : 59: 27 5 9 12 22 42 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 38.0 30.9 48.2 19.2 37.5 28.8 45.4
Old : 19.2 38.0 30.9 48.2 19.2 37.5 28.8 45.4
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 31, 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 : 31,548: 12,976 3,739 2,756 10,457 9,749 26,189 16,244: 5,359 15,304
Old : 31,548: 12,976 3,739 2,756 10,457 9,749 26,189 16,244: 5,359 15,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -1,439: -1,937 85 -369 731 -393 -1,575 -677: 136 -762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 11.9 8.7 33.1 30.9 83.0 51.5: 17.0 48.5
Old : 100.0: 41.1 11.9 8.7 33.1 30.9 83.0 51.5: 17.0 48.5
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 : 143: 39 22 17 45 54 94 87:
Old : 143: 39 22 17 45 54 94 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 : 23.8 14.5 36.1 20.5 20.8 8.2 30.8 13.7
Old : 23.8 14.5 36.1 20.5 20.8 8.2 30.8 13.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, January 31, 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 : 117,314: 50,705 13,221 1,561 27,053 85,577 79,319 100,359: 37,995 16,955
Old : 117,314: 50,705 13,221 1,561 27,053 85,577 79,319 100,359: 37,995 16,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 15,219: 15,657 5,306 586 -1,632 8,697 14,611 14,589: 608 630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 11.3 1.3 23.1 72.9 67.6 85.5: 32.4 14.5
Old : 100.0: 43.2 11.3 1.3 23.1 72.9 67.6 85.5: 32.4 14.5
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 : 86: 35 13 4 24 25 59 42:
Old : 86: 35 13 4 24 25 59 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 : 19.0 43.1 30.9 60.3 18.8 42.5 30.7 59.6
Old : 19.0 43.1 30.9 60.3 18.8 42.5 30.7 59.6
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 31, 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 : 84,122: 26,222 25,239 72 44,582 41,872 70,876 67,183: 13,246 16,939
Old : 84,122: 26,222 25,239 72 44,582 41,872 70,876 67,183: 13,246 16,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -1,754: 1,894 5,274 72 -1,609 -10,891 357 -5,545: -2,111 3,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 30.0 0.1 53.0 49.8 84.3 79.9: 15.7 20.1
Old : 100.0: 31.2 30.0 0.1 53.0 49.8 84.3 79.9: 15.7 20.1
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: 11 14 1 9 13 20 28:
Old : 41: 11 14 1 9 13 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 : 46.9 40.5 69.9 57.5 46.1 39.7 66.6 55.9
Old : 46.9 40.5 69.9 57.5 46.1 39.7 66.6 55.9
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 31, 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 : 117,640: 69,877 3,779 394 39,866 110,291 110,137 114,464: 7,503 3,176
Old : 117,640: 69,877 3,779 394 39,866 110,291 110,137 114,464: 7,503 3,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 19,032: 21,381 -160 11 -3,455 18,424 17,937 18,275: 1,095 757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 3.2 0.3 33.9 93.8 93.6 97.3: 6.4 2.7
Old : 100.0: 59.4 3.2 0.3 33.9 93.8 93.6 97.3: 6.4 2.7
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 : 91: 59 8 2 16 15 76 24:
Old : 91: 59 8 2 16 15 76 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 : 35.3 73.0 52.9 89.3 30.8 53.5 39.8 67.5
Old : 35.3 73.0 52.9 89.3 30.8 53.5 39.8 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, January 31, 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 : 94,091: 21,296 23,206 111 53,808 51,561 75,215 74,878: 18,876 19,213
Old : 94,091: 21,296 23,206 111 53,808 51,561 75,215 74,878: 18,876 19,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 4,554: -732 4,026 76 6,431 -932 5,775 3,170: -1,221 1,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 24.7 0.1 57.2 54.8 79.9 79.6: 20.1 20.4
Old : 100.0: 22.6 24.7 0.1 57.2 54.8 79.9 79.6: 20.1 20.4
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 : 55: 14 13 4 20 18 35 34:
Old : 55: 14 13 4 20 18 35 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 : 38.2 40.9 53.8 58.5 34.9 40.9 49.2 55.9
Old : 38.2 40.9 53.8 58.5 34.9 40.9 49.2 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, January 31, 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 : 188,724: 32,287 74,032 32 126,595 83,469 158,914 157,533: 29,810 31,191
Old : 188,724: 32,287 74,032 32 126,595 83,469 158,914 157,533: 29,810 31,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 22,124: 2,589 25,056 0 23,063 -11,224 25,652 13,832: -3,528 8,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 39.2 0.0 67.1 44.2 84.2 83.5: 15.8 16.5
Old : 100.0: 17.1 39.2 0.0 67.1 44.2 84.2 83.5: 15.8 16.5
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 : 92: 23 33 2 23 21 46 56:
Old : 92: 23 33 2 23 21 46 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 : 38.5 30.9 59.5 45.4 36.1 24.4 49.7 35.9
Old : 38.5 30.9 59.5 45.4 36.1 24.4 49.7 35.9
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 31, 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 : 147,953: 58,564 22,182 2,382 36,469 89,459 97,415 114,023: 50,538 33,930
Old : 147,953: 58,564 22,182 2,382 36,469 89,459 97,415 114,023: 50,538 33,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 3,345: 1,730 2,812 -933 2,978 118 3,775 1,997: -430 1,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 15.0 1.6 24.6 60.5 65.8 77.1: 34.2 22.9
Old : 100.0: 39.6 15.0 1.6 24.6 60.5 65.8 77.1: 34.2 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 : 105: 46 23 9 25 23 77 50:
Old : 105: 46 23 9 25 23 77 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 39.3 29.4 55.4 16.0 37.5 24.4 49.1
Old : 20.2 39.3 29.4 55.4 16.0 37.5 24.4 49.1
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 31, 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 : 15,684: 9,361 5,587 114 5,027 8,699 14,502 14,400: 1,182 1,284
Old : 15,684: 9,361 5,587 114 5,027 8,699 14,502 14,400: 1,182 1,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 638: -228 -153 18 845 691 635 556: 3 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 35.6 0.7 32.1 55.5 92.5 91.8: 7.5 8.2
Old : 100.0: 59.7 35.6 0.7 32.1 55.5 92.5 91.8: 7.5 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 : 29: 8 3 1 10 11 18 15:
Old : 29: 8 3 1 10 11 18 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 : 60.2 73.9 77.0 86.0 60.2 72.3 77.0 84.4
Old : 60.2 73.9 77.0 86.0 60.2 72.3 77.0 84.4
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 31, 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 : 40,709: 8,825 1,758 0 25,514 32,473 34,339 34,231: 6,370 6,478
Old : 40,709: 8,825 1,758 0 25,514 32,473 34,339 34,231: 6,370 6,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 7,050: 3,294 1,037 0 4,208 5,478 7,502 6,515: -452 535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 4.3 0.0 62.7 79.8 84.4 84.1: 15.6 15.9
Old : 100.0: 21.7 4.3 0.0 62.7 79.8 84.4 84.1: 15.6 15.9
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 : 25: 5 2 0 11 16 16 18:
Old : 25: 5 2 0 11 16 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 43.3 73.3 64.6 50.7 37.3 68.1 57.4
Old : 54.1 43.3 73.3 64.6 50.7 37.3 68.1 57.4
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 - Futures Only, January 31, 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 : 9,001,015: 1,009,730 1,041,706 1,167,158 5,914,365 5,358,295 8,091,253 7,567,159: 909,762 1,433,856
Old : 9,001,015: 1,009,730 1,041,706 1,167,158 5,914,365 5,358,295 8,091,253 7,567,159: 909,762 1,433,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 283,065: 47,109 217,685 46,497 192,132 -63,951 285,738 200,231: -2,673 82,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 11.6 13.0 65.7 59.5 89.9 84.1: 10.1 15.9
Old : 100.0: 11.2 11.6 13.0 65.7 59.5 89.9 84.1: 10.1 15.9
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 : 279: 64 57 90 129 140 233 256:
Old : 279: 64 57 90 129 140 233 256:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 16.8 44.8 24.4 32.5 11.8 37.9 18.7
Old : 33.7 16.8 44.8 24.4 32.5 11.8 37.9 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, January 31, 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 : 660,860: 71,622 39,906 978 450,598 496,671 523,198 537,555: 137,662 123,305
Old : 660,860: 71,622 39,906 978 450,598 496,671 523,198 537,555: 137,662 123,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 874: 1,907 -5,159 125 -4,066 3,169 -2,034 -1,865: 2,908 2,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 6.0 0.1 68.2 75.2 79.2 81.3: 20.8 18.7
Old : 100.0: 10.8 6.0 0.1 68.2 75.2 79.2 81.3: 20.8 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 : 185: 43 29 10 82 55 130 89:
Old : 185: 43 29 10 82 55 130 89:
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 : 20.6 31.8 28.7 46.2 20.5 31.2 28.7 45.7
Old : 20.6 31.8 28.7 46.2 20.5 31.2 28.7 45.7
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 31, 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 : 1,216,719: 237,561 361,937 12,576 604,909 734,487 855,046 1,109,000: 361,673 107,719
Old : 1,216,719: 237,561 361,937 12,576 604,909 734,487 855,046 1,109,000: 361,673 107,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 65,465: 38,968 6,859 -281 5,243 59,022 43,930 65,600: 21,535 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 29.7 1.0 49.7 60.4 70.3 91.1: 29.7 8.9
Old : 100.0: 19.5 29.7 1.0 49.7 60.4 70.3 91.1: 29.7 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 55 62 20 65 62 134 130:
Old : 218: 55 62 20 65 62 134 130:
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 29.1 30.0 46.5 16.9 27.7 24.3 42.0
Old : 21.1 29.1 30.0 46.5 16.9 27.7 24.3 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 31, 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 : 11,784: 1,927 733 0 6,078 9,911 8,005 10,644: 3,779 1,140
Old : 11,784: 1,927 733 0 6,078 9,911 8,005 10,644: 3,779 1,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -446: -46 -319 0 18 -254 -28 -573: -418 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 6.2 0.0 51.6 84.1 67.9 90.3: 32.1 9.7
Old : 100.0: 16.4 6.2 0.0 51.6 84.1 67.9 90.3: 32.1 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 : 28: 4 1 0 15 13 19 14:
Old : 28: 4 1 0 15 13 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 : 31.8 53.6 49.5 77.6 31.8 52.4 49.4 76.0
Old : 31.8 53.6 49.5 77.6 31.8 52.4 49.4 76.0
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 31, 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 : 48,448: 7,127 9,999 0 35,391 36,073 42,518 46,072: 5,930 2,376
Old : 48,448: 7,127 9,999 0 35,391 36,073 42,518 46,072: 5,930 2,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -4,213: -1,387 -1,012 0 -2,198 -2,517 -3,585 -3,529: -628 -684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 20.6 0.0 73.0 74.5 87.8 95.1: 12.2 4.9
Old : 100.0: 14.7 20.6 0.0 73.0 74.5 87.8 95.1: 12.2 4.9
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 : 51: 10 5 0 24 21 34 26:
Old : 51: 10 5 0 24 21 34 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 : 54.3 56.3 67.3 76.6 54.3 56.2 66.9 76.5
Old : 54.3 56.3 67.3 76.6 54.3 56.2 66.9 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
Commitments of Traders - Futures Only, January 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CME HDD INDEX X $20) :
: : :
All : 5,194: 3,803 911 250 1,050 3,933 5,103 5,094: 91 100
Old : 5,194: 3,803 911 250 1,050 3,933 5,103 5,094: 91 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 17.5 4.8 20.2 75.7 98.2 98.1: 1.8 1.9
Old : 100.0: 73.2 17.5 4.8 20.2 75.7 98.2 98.1: 1.8 1.9
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 : 22: 6 6 1 4 7 10 14:
Old : 22: 6 6 1 4 7 10 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 : 89.0 63.2 96.8 84.6 84.2 63.2 90.5 82.2
Old : 89.0 63.2 96.8 84.6 84.2 63.2 90.5 82.2
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 31, 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 : 62,762: 16,791 9,516 266 30,457 45,883 47,514 55,665: 15,248 7,097
Old : 62,762: 16,791 9,516 266 30,457 45,883 47,514 55,665: 15,248 7,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 1,139: -264 973 -10 914 -309 640 654: 499 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 15.2 0.4 48.5 73.1 75.7 88.7: 24.3 11.3
Old : 100.0: 26.8 15.2 0.4 48.5 73.1 75.7 88.7: 24.3 11.3
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 : 87: 21 14 1 35 27 57 41:
Old : 87: 21 14 1 35 27 57 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 : 28.5 38.1 40.4 57.0 28.5 35.6 39.3 51.6
Old : 28.5 38.1 40.4 57.0 28.5 35.6 39.3 51.6
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 31, 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 : 358,854: 111,717 83,973 1,578 219,852 237,207 333,147 322,758: 25,707 36,096
Old : 358,854: 111,717 83,973 1,578 219,852 237,207 333,147 322,758: 25,707 36,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 3,630: 2,138 -11,253 -2,228 5,798 15,439 5,708 1,958: -2,078 1,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 23.4 0.4 61.3 66.1 92.8 89.9: 7.2 10.1
Old : 100.0: 31.1 23.4 0.4 61.3 66.1 92.8 89.9: 7.2 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 : 216: 84 63 13 42 40 131 111:
Old : 216: 84 63 13 42 40 131 111:
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 : 41.9 37.2 52.8 52.0 38.6 29.7 46.2 43.0
Old : 41.9 37.2 52.8 52.0 38.6 29.7 46.2 43.0
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 31, 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 : 73,813: 38,523 9,265 0 12,794 54,552 51,317 63,817: 22,496 9,996
Old : 73,813: 38,523 9,265 0 12,794 54,552 51,317 63,817: 22,496 9,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 9,835: 8,625 -1,257 0 -723 11,772 7,902 10,515: 1,933 -680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 12.6 0.0 17.3 73.9 69.5 86.5: 30.5 13.5
Old : 100.0: 52.2 12.6 0.0 17.3 73.9 69.5 86.5: 30.5 13.5
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 : 53: 24 5 0 12 17 36 22:
Old : 53: 24 5 0 12 17 36 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 : 28.6 36.7 38.9 58.2 28.6 36.6 38.9 56.9
Old : 28.6 36.7 38.9 58.2 28.6 36.6 38.9 56.9
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 31, 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 : 28,558: 5,156 6,156 2 18,884 15,980 24,042 22,138: 4,516 6,420
Old : 28,558: 5,156 6,156 2 18,884 15,980 24,042 22,138: 4,516 6,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -68: 50 225 0 -302 -167 -252 58: 184 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 21.6 0.0 66.1 56.0 84.2 77.5: 15.8 22.5
Old : 100.0: 18.1 21.6 0.0 66.1 56.0 84.2 77.5: 15.8 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 : 60: 2 15 1 29 22 32 37:
Old : 60: 2 15 1 29 22 32 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 : 35.3 25.3 55.4 38.9 35.3 22.2 51.7 34.5
Old : 35.3 25.3 55.4 38.9 35.3 22.2 51.7 34.5
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 31, 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 : 266,998: 48,898 56,882 542 198,365 198,403 247,805 255,827: 19,193 11,171
Old : 266,998: 48,898 56,882 542 198,365 198,403 247,805 255,827: 19,193 11,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -1,177: 6,997 -1,455 -1,067 -6,399 3,689 -469 1,167: -708 -2,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 21.3 0.2 74.3 74.3 92.8 95.8: 7.2 4.2
Old : 100.0: 18.3 21.3 0.2 74.3 74.3 92.8 95.8: 7.2 4.2
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 : 170: 37 59 10 37 56 80 119:
Old : 170: 37 59 10 37 56 80 119:
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 : 53.0 31.1 64.5 46.6 49.2 29.8 58.4 41.8
Old : 53.0 31.1 64.5 46.6 49.2 29.8 58.4 41.8
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 31, 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 : 59,291: 16,911 17,026 78 29,501 32,938 46,490 50,042: 12,801 9,249
Old : 59,291: 16,911 17,026 78 29,501 32,938 46,490 50,042: 12,801 9,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 1,462: 335 945 -314 2,032 1,314 2,053 1,945: -591 -483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 28.7 0.1 49.8 55.6 78.4 84.4: 21.6 15.6
Old : 100.0: 28.5 28.7 0.1 49.8 55.6 78.4 84.4: 21.6 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 27 23 2 23 26 52 49:
Old : 93: 27 23 2 23 26 52 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 : 29.5 34.8 42.8 49.4 27.4 29.0 38.8 43.6
Old : 29.5 34.8 42.8 49.4 27.4 29.0 38.8 43.6
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 31, 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 : 35,174: 14,150 6,307 11 15,854 17,983 30,015 24,301: 5,159 10,873
Old : 35,174: 14,150 6,307 11 15,854 17,983 30,015 24,301: 5,159 10,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -657: -1,053 522 5 1,341 1,466 293 1,993: -950 -2,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 17.9 0.0 45.1 51.1 85.3 69.1: 14.7 30.9
Old : 100.0: 40.2 17.9 0.0 45.1 51.1 85.3 69.1: 14.7 30.9
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 : 47: 15 10 1 14 12 29 23:
Old : 47: 15 10 1 14 12 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 : 35.5 47.8 53.9 57.9 29.8 35.1 45.4 43.1
Old : 35.5 47.8 53.9 57.9 29.8 35.1 45.4 43.1
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 31, 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 : 40,179: 3,210 3,054 231 15,907 30,893 19,348 34,178: 20,831 6,001
Old : 40,179: 3,210 3,054 231 15,907 30,893 19,348 34,178: 20,831 6,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 3,954: 2,472 -84 100 626 3,155 3,198 3,171: 756 783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 7.6 0.6 39.6 76.9 48.2 85.1: 51.8 14.9
Old : 100.0: 8.0 7.6 0.6 39.6 76.9 48.2 85.1: 51.8 14.9
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 : 46: 5 10 3 20 25 28 36:
Old : 46: 5 10 3 20 25 28 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 37.2 37.5 54.5 12.1 26.4 16.3 36.4
Old : 29.2 37.2 37.5 54.5 12.1 26.4 16.3 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2006