MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 24,321: 1,261 3,332 1,763 16,326 9,443 19,351 14,538: 4,970 9,783
Old : 24,321: 1,261 3,332 1,763 16,326 9,443 19,351 14,538: 4,970 9,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -314: 66 691 -66 54 -624 54 2: -368 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 13.7 7.2 67.1 38.8 79.6 59.8: 20.4 40.2
Old : 100.0: 5.2 13.7 7.2 67.1 38.8 79.6 59.8: 20.4 40.2
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 : 36: 6 6 7 17 14 27 23:
Old : 36: 6 6 7 17 14 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 29.3 62.9 42.3 40.9 26.9 61.6 37.0
Old : 41.0 29.3 62.9 42.3 40.9 26.9 61.6 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 132,415: 26,287 12,568 31,244 54,572 54,450 112,104 98,263: 20,311 34,153
Old : 131,850: 26,303 12,568 31,228 54,506 54,259 112,038 98,056: 19,812 33,795
Other: 565: 0 16 0 66 191 66 207: 499 358
: : :
: : Changes in Commitments from: December 27, 2005 :
: 5,682: 991 2,255 1,199 1,419 1,264 3,610 4,719: 2,072 963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 9.5 23.6 41.2 41.1 84.7 74.2: 15.3 25.8
Old : 100.0: 19.9 9.5 23.7 41.3 41.2 85.0 74.4: 15.0 25.6
Other: 100.0: 0.0 2.8 0.0 11.7 33.8 11.7 36.6: 88.3 63.4
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 60 58 82 30 40 152 144:
Old : 196: 60 58 82 30 40 152 144:
Other: 12: 0 2 0 3 7 3 9:
:----------------------------------------------------------------------------------------------------
: 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 : 28.7 22.9 39.1 30.0 28.7 22.5 38.9 28.6
Old : 28.8 23.0 39.3 30.1 28.8 22.6 39.0 28.7
Other: 11.7 28.1 11.7 36.5 11.7 28.1 11.7 36.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 2,343: 460 835 424 573 282 1,457 1,541: 886 803
Old : 2,343: 460 835 424 573 282 1,457 1,541: 886 803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 102: -18 52 -6 10 50 -14 96: 117 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 35.6 18.1 24.5 12.0 62.2 65.7: 37.8 34.3
Old : 100.0: 19.6 35.6 18.1 24.5 12.0 62.2 65.7: 37.8 34.3
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 : 34: 9 16 11 7 4 22 25:
Old : 34: 9 16 11 7 4 22 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 : 28.1 29.8 45.6 44.9 26.7 26.0 39.2 34.3
Old : 28.1 29.8 45.6 44.9 26.7 26.0 39.2 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 225,130: 72,428 13,544 40,533 88,089 108,164 201,050 162,241: 24,080 62,889
Old : 225,130: 72,428 13,544 40,533 88,089 108,164 201,050 162,241: 24,080 62,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 8,068: 5,724 1,142 862 120 5,152 6,705 7,156: 1,363 912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 6.0 18.0 39.1 48.0 89.3 72.1: 10.7 27.9
Old : 100.0: 32.2 6.0 18.0 39.1 48.0 89.3 72.1: 10.7 27.9
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 : 300: 104 42 65 74 134 219 211:
Old : 300: 104 42 65 74 134 219 211:
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 13.6 29.1 21.1 18.7 8.9 28.6 13.8
Old : 19.0 13.6 29.1 21.1 18.7 8.9 28.6 13.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 5,723: 2,435 193 406 748 3,501 3,589 4,099: 2,134 1,624
Old : 5,723: 2,435 193 406 748 3,501 3,589 4,099: 2,134 1,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -573: 53 -92 -198 -120 -0 -265 -290: -308 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 3.4 7.1 13.1 61.2 62.7 71.6: 37.3 28.4
Old : 100.0: 42.6 3.4 7.1 13.1 61.2 62.7 71.6: 37.3 28.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 23 8 10 13 31 44 42:
Old : 65: 23 8 10 13 31 44 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 : 24.0 26.1 34.0 37.2 24.0 26.1 32.7 34.8
Old : 24.0 26.1 34.0 37.2 24.0 26.1 32.7 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 38,228: 14,569 1,024 6,746 10,342 12,141 31,657 19,911: 6,570 18,317
Old : 38,228: 14,569 1,024 6,746 10,342 12,141 31,657 19,911: 6,570 18,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 2,252: 304 38 977 434 847 1,715 1,862: 537 390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 2.7 17.6 27.1 31.8 82.8 52.1: 17.2 47.9
Old : 100.0: 38.1 2.7 17.6 27.1 31.8 82.8 52.1: 17.2 47.9
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 : 175: 54 23 34 56 78 129 121:
Old : 175: 54 23 34 56 78 129 121:
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 : 17.2 10.4 27.1 16.5 15.9 8.2 24.1 12.3
Old : 17.2 10.4 27.1 16.5 15.9 8.2 24.1 12.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 111,703: 46,143 10,388 1,744 27,146 82,209 75,033 94,341: 36,671 17,362
Old : 111,703: 46,143 10,388 1,744 27,146 82,209 75,033 94,341: 36,671 17,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 2,373: -4,747 2,506 -1 4,691 -245 -57 2,260: 2,429 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 9.3 1.6 24.3 73.6 67.2 84.5: 32.8 15.5
Old : 100.0: 41.3 9.3 1.6 24.3 73.6 67.2 84.5: 32.8 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 : 77: 32 12 4 22 21 55 36:
Old : 77: 32 12 4 22 21 55 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 : 22.7 44.6 32.4 62.8 22.7 44.5 32.4 61.4
Old : 22.7 44.6 32.4 62.8 22.7 44.5 32.4 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 77,937: 15,002 31,513 0 53,848 24,025 68,850 55,538: 9,087 22,399
Old : 77,937: 15,002 31,513 0 53,848 24,025 68,850 55,538: 9,087 22,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -9,192: 5,970 -15,845 0 -16,120 6,257 -10,150 -9,588: 958 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 40.4 0.0 69.1 30.8 88.3 71.3: 11.7 28.7
Old : 100.0: 19.2 40.4 0.0 69.1 30.8 88.3 71.3: 11.7 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 : 45: 6 19 0 10 14 16 33:
Old : 45: 6 19 0 10 14 16 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 : 50.9 32.0 73.9 43.5 49.6 32.0 72.6 43.5
Old : 50.9 32.0 73.9 43.5 49.6 32.0 72.6 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 91,830: 38,380 2,566 220 46,697 86,611 85,297 89,397: 6,533 2,433
Old : 91,830: 38,380 2,566 220 46,697 86,611 85,297 89,397: 6,533 2,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 119: 85 -5,094 -153 -540 6,652 -608 1,405: 727 -1,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 2.8 0.2 50.9 94.3 92.9 97.4: 7.1 2.6
Old : 100.0: 41.8 2.8 0.2 50.9 94.3 92.9 97.4: 7.1 2.6
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 : 76: 43 8 1 16 14 59 23:
Old : 76: 43 8 1 16 14 59 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 76.3 51.1 90.3 22.1 53.8 37.5 64.9
Old : 31.3 76.3 51.1 90.3 22.1 53.8 37.5 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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 71,904: 13,043 28,153 922 42,989 20,537 56,953 49,612: 14,951 22,292
Old : 71,904: 13,043 28,153 922 42,989 20,537 56,953 49,612: 14,951 22,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 7,307: 3,665 7,067 232 4,696 -4,891 8,593 2,408: -1,286 4,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 39.2 1.3 59.8 28.6 79.2 69.0: 20.8 31.0
Old : 100.0: 18.1 39.2 1.3 59.8 28.6 79.2 69.0: 20.8 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 : 56: 11 21 5 20 11 35 33:
Old : 56: 11 21 5 20 11 35 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 : 41.8 37.3 54.1 49.5 38.6 34.7 48.7 45.3
Old : 41.8 37.3 54.1 49.5 38.6 34.7 48.7 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 200,426: 19,883 47,124 5,800 144,228 120,154 169,911 173,078: 30,515 27,348
Old : 200,426: 19,883 47,124 5,800 144,228 120,154 169,911 173,078: 30,515 27,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 7,549: 5,040 7,494 1,001 1,096 2,871 7,138 11,367: 411 -3,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 23.5 2.9 72.0 59.9 84.8 86.4: 15.2 13.6
Old : 100.0: 9.9 23.5 2.9 72.0 59.9 84.8 86.4: 15.2 13.6
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 : 88: 23 31 9 19 26 45 63:
Old : 88: 23 31 9 19 26 45 63:
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 : 53.4 31.9 66.0 46.9 38.2 18.2 45.4 28.0
Old : 53.4 31.9 66.0 46.9 38.2 18.2 45.4 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 139,196: 34,787 24,265 14,512 40,413 50,728 89,713 89,506: 49,483 49,690
Old : 139,196: 34,787 24,265 14,512 40,413 50,728 89,713 89,506: 49,483 49,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 10,640: 9,992 2,876 2,843 -6,347 -2,046 6,488 3,673: 4,152 6,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 17.4 10.4 29.0 36.4 64.5 64.3: 35.5 35.7
Old : 100.0: 25.0 17.4 10.4 29.0 36.4 64.5 64.3: 35.5 35.7
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 : 111: 36 42 34 23 25 78 83:
Old : 111: 36 42 34 23 25 78 83:
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 : 18.9 23.1 28.8 31.3 17.5 21.5 26.4 28.9
Old : 18.9 23.1 28.8 31.3 17.5 21.5 26.4 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 12,189: 8,158 3,321 0 3,074 7,857 11,232 11,178: 957 1,011
Old : 12,189: 8,158 3,321 0 3,074 7,857 11,232 11,178: 957 1,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 1,458: 1,830 1,434 0 -292 -369 1,538 1,065: -80 393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 27.2 0.0 25.2 64.5 92.1 91.7: 7.9 8.3
Old : 100.0: 66.9 27.2 0.0 25.2 64.5 92.1 91.7: 7.9 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 : 23: 7 2 0 8 7 15 9:
Old : 23: 7 2 0 8 7 15 9:
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 : 65.5 84.3 81.4 90.9 65.5 84.3 80.4 90.7
Old : 65.5 84.3 81.4 90.9 65.5 84.3 80.4 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 47,914: 17,641 721 0 20,945 38,658 38,586 39,379: 9,328 8,535
Old : 47,914: 17,641 721 0 20,945 38,658 38,586 39,379: 9,328 8,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 2,614: 397 0 0 544 2,381 941 2,381: 1,673 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 1.5 0.0 43.7 80.7 80.5 82.2: 19.5 17.8
Old : 100.0: 36.8 1.5 0.0 43.7 80.7 80.5 82.2: 19.5 17.8
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 : 21: 4 1 0 8 13 12 14:
Old : 21: 4 1 0 8 13 12 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 : 58.3 49.6 73.0 69.6 58.3 43.3 71.0 62.3
Old : 58.3 49.6 73.0 69.6 58.3 43.3 71.0 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 :13,564,227: 617,300 896,583 4,371,368 7,649,116 6,925,693 12,637,785 12,193,645: 926,443 1,370,583
Old :13,564,227: 617,300 896,583 4,371,368 7,649,116 6,925,693 12,637,785 12,193,645: 926,443 1,370,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 375,000: -41,620 -13,633 191,317 208,744 204,034 358,441 381,719: 16,559 -6,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 6.6 32.2 56.4 51.1 93.2 89.9: 6.8 10.1
Old : 100.0: 4.6 6.6 32.2 56.4 51.1 93.2 89.9: 6.8 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 59 65 100 141 155 256 271:
Old : 295: 59 65 100 141 155 256 271:
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 : 24.8 16.3 38.0 26.8 22.8 9.0 26.9 13.8
Old : 24.8 16.3 38.0 26.8 22.8 9.0 26.9 13.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 700,267: 65,847 39,955 31,634 458,776 510,982 556,256 582,570: 144,011 117,697
Old : 700,267: 65,847 39,955 31,634 458,776 510,982 556,256 582,570: 144,011 117,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 12,264: 4,135 -2,142 4,382 -1,415 13,111 7,101 15,350: 5,163 -3,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 5.7 4.5 65.5 73.0 79.4 83.2: 20.6 16.8
Old : 100.0: 9.4 5.7 4.5 65.5 73.0 79.4 83.2: 20.6 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 : 195: 45 38 52 86 60 164 118:
Old : 195: 45 38 52 86 60 164 118:
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 : 20.1 28.4 27.7 42.0 20.0 28.3 27.6 41.9
Old : 20.1 28.4 27.7 42.0 20.0 28.3 27.6 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 1,103,700: 203,367 281,728 29,049 558,773 686,931 791,189 997,707: 312,512 105,993
Old : 1,103,700: 203,367 281,728 29,049 558,773 686,931 791,189 997,707: 312,512 105,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 29,220: 47,326 33,062 1,543 28,807 -11,304 77,677 23,301: -48,457 5,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 25.5 2.6 50.6 62.2 71.7 90.4: 28.3 9.6
Old : 100.0: 18.4 25.5 2.6 50.6 62.2 71.7 90.4: 28.3 9.6
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 : 195: 58 52 30 62 54 138 118:
Old : 195: 58 52 30 62 54 138 118:
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 32.8 30.1 48.8 17.9 31.6 24.4 45.6
Old : 21.9 32.8 30.1 48.8 17.9 31.6 24.4 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 12,263: 1,982 1,052 0 5,775 10,163 7,757 11,215: 4,506 1,048
Old : 12,263: 1,982 1,052 0 5,775 10,163 7,757 11,215: 4,506 1,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 85: -40 0 0 1 155 -39 155: 124 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 8.6 0.0 47.1 82.9 63.3 91.5: 36.7 8.5
Old : 100.0: 16.2 8.6 0.0 47.1 82.9 63.3 91.5: 36.7 8.5
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 : 28: 4 2 1 15 12 19 15:
Old : 28: 4 2 1 15 12 19 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 : 29.0 53.2 44.3 75.4 28.9 52.1 44.2 73.8
Old : 29.0 53.2 44.3 75.4 28.9 52.1 44.2 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 44,355: 8,111 9,812 0 30,539 30,616 38,650 40,428: 5,705 3,927
Old : 44,355: 8,111 9,812 0 30,539 30,616 38,650 40,428: 5,705 3,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 2,886: -402 -381 0 2,557 3,186 2,155 2,805: 731 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 22.1 0.0 68.9 69.0 87.1 91.1: 12.9 8.9
Old : 100.0: 18.3 22.1 0.0 68.9 69.0 87.1 91.1: 12.9 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 : 43: 7 5 0 20 17 27 22:
Old : 43: 7 5 0 20 17 27 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 : 51.4 46.5 67.9 70.6 51.4 45.4 66.8 69.5
Old : 51.4 46.5 67.9 70.6 51.4 45.4 66.8 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 58,693: 14,194 10,157 296 27,684 42,209 42,174 52,661: 16,519 6,032
Old : 58,693: 14,194 10,157 296 27,684 42,209 42,174 52,661: 16,519 6,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 3,351: 162 1,806 10 -584 1,794 -412 3,610: 3,763 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 17.3 0.5 47.2 71.9 71.9 89.7: 28.1 10.3
Old : 100.0: 24.2 17.3 0.5 47.2 71.9 71.9 89.7: 28.1 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 14 15 1 33 29 48 44:
Old : 80: 14 15 1 33 29 48 44:
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 : 33.5 36.0 43.9 54.8 33.5 33.1 41.9 48.8
Old : 33.5 36.0 43.9 54.8 33.5 33.1 41.9 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 324,659: 112,815 104,679 4,083 176,054 164,480 292,951 273,242: 31,708 51,417
Old : 324,659: 112,815 104,679 4,083 176,054 164,480 292,951 273,242: 31,708 51,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 46,839: -245 16,744 -1,300 40,074 12,477 38,529 27,921: 8,310 18,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 32.2 1.3 54.2 50.7 90.2 84.2: 9.8 15.8
Old : 100.0: 34.7 32.2 1.3 54.2 50.7 90.2 84.2: 9.8 15.8
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 : 181: 66 55 11 44 30 115 91:
Old : 181: 66 55 11 44 30 115 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 : 31.8 39.7 44.2 55.0 24.7 29.3 36.3 42.9
Old : 31.8 39.7 44.2 55.0 24.7 29.3 36.3 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 60,846: 21,116 14,006 0 25,302 29,085 46,418 43,091: 14,428 17,755
Old : 60,846: 21,116 14,006 0 25,302 29,085 46,418 43,091: 14,428 17,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 3,267: 7,425 1,219 -2 -4,356 985 3,067 2,202: 200 1,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 23.0 0.0 41.6 47.8 76.3 70.8: 23.7 29.2
Old : 100.0: 34.7 23.0 0.0 41.6 47.8 76.3 70.8: 23.7 29.2
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 : 43: 11 12 0 10 12 21 24:
Old : 43: 11 12 0 10 12 21 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 : 41.5 33.5 59.9 49.0 39.7 33.5 56.9 48.8
Old : 41.5 33.5 59.9 49.0 39.7 33.5 56.9 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 28,880: 4,864 5,203 2 19,189 15,863 24,055 21,069: 4,826 7,812
Old : 28,880: 4,864 5,203 2 19,189 15,863 24,055 21,069: 4,826 7,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -240: 0 196 0 -154 352 -154 548: -86 -788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 18.0 0.0 66.4 54.9 83.3 73.0: 16.7 27.0
Old : 100.0: 16.8 18.0 0.0 66.4 54.9 83.3 73.0: 16.7 27.0
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 : 56: 1 12 1 28 24 30 36:
Old : 56: 1 12 1 28 24 30 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 24.0 56.2 37.7 36.4 21.4 50.6 32.6
Old : 36.4 24.0 56.2 37.7 36.4 21.4 50.6 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 277,629: 28,592 51,849 2,430 220,684 213,407 251,706 267,686: 25,923 9,942
Old : 277,629: 28,592 51,849 2,430 220,684 213,407 251,706 267,686: 25,923 9,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 6,359: 803 4,337 -64 7,830 2,753 8,570 7,026: -2,210 -667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 18.7 0.9 79.5 76.9 90.7 96.4: 9.3 3.6
Old : 100.0: 10.3 18.7 0.9 79.5 76.9 90.7 96.4: 9.3 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 25 63 21 32 52 71 122:
Old : 155: 25 63 21 32 52 71 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 33.6 69.6 49.9 56.9 33.4 64.6 47.5
Old : 59.4 33.6 69.6 49.9 56.9 33.4 64.6 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 61,258: 9,575 20,160 4,874 33,493 27,700 47,942 52,734: 13,316 8,524
Old : 61,258: 9,575 20,160 4,874 33,493 27,700 47,942 52,734: 13,316 8,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 226: 273 2,700 174 -26 -2,106 421 768: -195 -542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 32.9 8.0 54.7 45.2 78.3 86.1: 21.7 13.9
Old : 100.0: 15.6 32.9 8.0 54.7 45.2 78.3 86.1: 21.7 13.9
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 : 79: 21 20 7 18 20 45 44:
Old : 79: 21 20 7 18 20 45 44:
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 : 38.8 33.4 50.7 50.1 38.6 32.2 47.6 47.4
Old : 38.8 33.4 50.7 50.1 38.6 32.2 47.6 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 31,791: 17,354 4,424 10 10,875 10,999 28,239 15,433: 3,552 16,358
Old : 31,791: 17,354 4,424 10 10,875 10,999 28,239 15,433: 3,552 16,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 368: 699 1,836 -4 649 3,739 1,344 5,571: -976 -5,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 13.9 0.0 34.2 34.6 88.8 48.5: 11.2 51.5
Old : 100.0: 54.6 13.9 0.0 34.2 34.6 88.8 48.5: 11.2 51.5
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 : 40: 12 8 1 12 11 24 20:
Old : 40: 12 8 1 12 11 24 20:
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 : 52.0 26.3 65.2 37.9 47.1 18.3 59.4 27.5
Old : 52.0 26.3 65.2 37.9 47.1 18.3 59.4 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 35,826: 672 3,131 1,106 17,355 25,961 19,133 30,198: 16,693 5,628
Old : 35,826: 672 3,131 1,106 17,355 25,961 19,133 30,198: 16,693 5,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -1,895: 230 1,377 -100 0 -3,742 130 -2,465: -2,025 570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 8.7 3.1 48.4 72.5 53.4 84.3: 46.6 15.7
Old : 100.0: 1.9 8.7 3.1 48.4 72.5 53.4 84.3: 46.6 15.7
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 : 42: 4 9 2 18 23 24 33:
Old : 42: 4 9 2 18 23 24 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 : 34.6 40.1 44.6 58.1 9.1 23.8 11.3 31.9
Old : 34.6 40.1 44.6 58.1 9.1 23.8 11.3 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2006