MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 27,080: 1,222 1,078 2,294 18,578 13,404 22,093 16,776: 4,986 10,304
Old : 27,080: 1,222 1,078 2,294 18,578 13,404 22,093 16,776: 4,986 10,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 1,114: -723 131 196 1,645 381 1,117 708: -3 407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 4.0 8.5 68.6 49.5 81.6 61.9: 18.4 38.1
Old : 100.0: 4.5 4.0 8.5 68.6 49.5 81.6 61.9: 18.4 38.1
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 : 38: 8 4 7 18 16 28 25:
Old : 38: 8 4 7 18 16 28 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 : 44.6 28.1 65.8 41.0 44.6 26.1 63.5 36.9
Old : 44.6 28.1 65.8 41.0 44.6 26.1 63.5 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 144,162: 21,314 20,796 26,665 73,327 58,801 121,306 106,263: 22,856 37,899
Old : 143,222: 21,167 20,789 26,627 73,133 58,548 120,926 105,964: 22,296 37,258
Other: 940: 182 42 4 194 253 380 299: 560 641
: : :
: : Changes in Commitments from: January 10, 2006 :
: 10,687: -4,621 6,508 1,801 11,648 626 8,829 8,935: 1,858 1,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 14.4 18.5 50.9 40.8 84.1 73.7: 15.9 26.3
Old : 100.0: 14.8 14.5 18.6 51.1 40.9 84.4 74.0: 15.6 26.0
Other: 100.0: 19.4 4.5 0.4 20.6 26.9 40.4 31.8: 59.6 68.2
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 51 74 75 35 43 141 155:
Old : 197: 52 72 75 34 43 139 155:
Other: 20: 1 6 1 5 9 7 15:
:----------------------------------------------------------------------------------------------------
: 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 : 34.1 21.3 46.3 28.9 34.1 21.1 46.3 27.7
Old : 34.3 21.4 46.6 29.1 34.3 21.3 46.6 27.9
Other: 38.3 22.5 40.4 29.2 37.5 22.5 39.2 29.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 2,296: 219 702 565 565 341 1,350 1,608: 946 688
Old : 2,296: 219 702 565 565 341 1,350 1,608: 946 688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 129: -160 -14 130 73 11 42 126: 87 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 30.6 24.6 24.6 14.9 58.8 70.1: 41.2 29.9
Old : 100.0: 9.5 30.6 24.6 24.6 14.9 58.8 70.1: 41.2 29.9
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 : 31: 5 16 11 8 5 22 24:
Old : 31: 5 16 11 8 5 22 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 : 26.3 32.4 43.1 50.7 22.3 25.8 30.6 33.1
Old : 26.3 32.4 43.1 50.7 22.3 25.8 30.6 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 257,565: 63,921 14,855 54,672 105,750 111,656 224,343 181,183: 33,221 76,382
Old : 257,565: 63,921 14,855 54,672 105,750 111,656 224,343 181,183: 33,221 76,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 16,575: -7,795 548 8,380 11,168 1,294 11,753 10,223: 4,822 6,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 5.8 21.2 41.1 43.4 87.1 70.3: 12.9 29.7
Old : 100.0: 24.8 5.8 21.2 41.1 43.4 87.1 70.3: 12.9 29.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 103 52 98 92 139 263 251:
Old : 334: 103 52 98 92 139 263 251:
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 : 19.1 12.5 27.8 18.4 18.7 7.7 27.1 11.6
Old : 19.1 12.5 27.8 18.4 18.7 7.7 27.1 11.6
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 with Delta-adjusted Options and Futures Combined, January 17, 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 : 7,045: 3,291 112 617 655 4,379 4,563 5,107: 2,482 1,938
Old : 7,045: 3,291 112 617 655 4,379 4,563 5,107: 2,482 1,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 58: -156 -93 9 -98 37 -246 -47: 304 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 1.6 8.8 9.3 62.2 64.8 72.5: 35.2 27.5
Old : 100.0: 46.7 1.6 8.8 9.3 62.2 64.8 72.5: 35.2 27.5
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 : 67: 29 6 8 11 30 45 39:
Old : 67: 29 6 8 11 30 45 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 28.9 36.0 40.9 26.1 28.9 33.9 38.7
Old : 26.1 28.9 36.0 40.9 26.1 28.9 33.9 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 37,902: 14,615 1,706 6,587 10,374 11,468 31,575 19,760: 6,326 18,141
Old : 37,902: 14,615 1,706 6,587 10,374 11,468 31,575 19,760: 6,326 18,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: -835: -255 619 268 -359 -717 -346 169: -488 -1,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 4.5 17.4 27.4 30.3 83.3 52.1: 16.7 47.9
Old : 100.0: 38.6 4.5 17.4 27.4 30.3 83.3 52.1: 16.7 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 : 159: 50 17 28 56 66 117 104:
Old : 159: 50 17 28 56 66 117 104:
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 : 19.5 12.1 31.5 18.4 17.6 7.9 27.3 11.8
Old : 19.5 12.1 31.5 18.4 17.6 7.9 27.3 11.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 108,193: 39,274 12,332 2,490 28,602 78,236 70,366 93,058: 37,827 15,135
Old : 108,193: 39,274 12,332 2,490 28,602 78,236 70,366 93,058: 37,827 15,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 3,965: 7,044 3,197 -220 -453 1,343 6,371 4,320: -2,407 -356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 11.4 2.3 26.4 72.3 65.0 86.0: 35.0 14.0
Old : 100.0: 36.3 11.4 2.3 26.4 72.3 65.0 86.0: 35.0 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 30 15 4 23 25 54 43:
Old : 80: 30 15 4 23 25 54 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 43.3 28.8 59.4 17.6 43.2 28.5 57.8
Old : 17.8 43.3 28.8 59.4 17.6 43.2 28.5 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 81,179: 21,573 19,896 0 46,484 44,430 68,057 64,326: 13,122 16,853
Old : 81,179: 21,573 19,896 0 46,484 44,430 68,057 64,326: 13,122 16,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 1,448: -2,785 -4,482 0 5,425 4,593 2,640 111: -1,192 1,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 24.5 0.0 57.3 54.7 83.8 79.2: 16.2 20.8
Old : 100.0: 26.6 24.5 0.0 57.3 54.7 83.8 79.2: 16.2 20.8
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 : 42: 9 15 0 9 15 18 30:
Old : 42: 9 15 0 9 15 18 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 38.9 73.8 55.0 45.7 38.5 71.4 54.6
Old : 47.9 38.9 73.8 55.0 45.7 38.5 71.4 54.6
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 17, 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 : 99,493: 49,051 4,981 220 43,361 91,762 92,632 96,963: 6,860 2,530
Old : 99,493: 49,051 4,981 220 43,361 91,762 92,632 96,963: 6,860 2,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 3,331: 5,640 1,709 0 -2,351 1,430 3,289 3,139: 43 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 5.0 0.2 43.6 92.2 93.1 97.5: 6.9 2.5
Old : 100.0: 49.3 5.0 0.2 43.6 92.2 93.1 97.5: 6.9 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 47 11 1 17 16 64 28:
Old : 84: 47 11 1 17 16 64 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 : 32.7 74.8 53.6 88.4 26.9 55.0 41.2 64.6
Old : 32.7 74.8 53.6 88.4 26.9 55.0 41.2 64.6
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 17, 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 : 85,925: 17,504 20,721 1,235 48,980 45,497 67,719 67,453: 18,206 18,473
Old : 85,925: 17,504 20,721 1,235 48,980 45,497 67,719 67,453: 18,206 18,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 6,346: 347 -1,134 107 2,668 8,231 3,122 7,203: 3,224 -857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 24.1 1.4 57.0 52.9 78.8 78.5: 21.2 21.5
Old : 100.0: 20.4 24.1 1.4 57.0 52.9 78.8 78.5: 21.2 21.5
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: 15 16 5 20 16 37 35:
Old : 60: 15 16 5 20 16 37 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 42.9 50.9 58.6 34.9 42.9 47.7 54.1
Old : 35.7 42.9 50.9 58.6 34.9 42.9 47.7 54.1
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 17, 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 : 211,582: 27,363 48,340 5,521 142,053 129,370 174,937 183,230: 36,645 28,352
Old : 211,582: 27,363 48,340 5,521 142,053 129,370 174,937 183,230: 36,645 28,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: -2,903: -660 -1,750 -137 414 -2,006 -382 -3,893: -2,520 990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 22.8 2.6 67.1 61.1 82.7 86.6: 17.3 13.4
Old : 100.0: 12.9 22.8 2.6 67.1 61.1 82.7 86.6: 17.3 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 21 25 6 21 28 44 57:
Old : 82: 21 25 6 21 28 44 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 35.5 63.4 49.1 37.4 22.6 44.3 33.5
Old : 49.7 35.5 63.4 49.1 37.4 22.6 44.3 33.5
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 17, 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 : 147,543: 40,472 19,662 12,512 39,454 71,961 92,437 104,135: 55,106 43,408
Old : 147,543: 40,472 19,662 12,512 39,454 71,961 92,437 104,135: 55,106 43,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 3,795: -315 93 288 1,855 6,943 1,828 7,324: 1,967 -3,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 13.3 8.5 26.7 48.8 62.7 70.6: 37.3 29.4
Old : 100.0: 27.4 13.3 8.5 26.7 48.8 62.7 70.6: 37.3 29.4
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 : 108: 43 30 31 23 27 79 76:
Old : 108: 43 30 31 23 27 79 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 29.4 27.4 41.6 17.4 27.5 25.7 39.5
Old : 18.4 29.4 27.4 41.6 17.4 27.5 25.7 39.5
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 17, 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 : 15,026: 10,337 5,510 134 3,060 8,156 13,531 13,800: 1,495 1,226
Old : 15,026: 10,337 5,510 134 3,060 8,156 13,531 13,800: 1,495 1,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 2,013: 1,678 595 -117 -40 1,528 1,521 2,006: 492 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 36.7 0.9 20.4 54.3 90.1 91.8: 9.9 8.2
Old : 100.0: 68.8 36.7 0.9 20.4 54.3 90.1 91.8: 9.9 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: 7 5 1 8 10 15 16:
Old : 29: 7 5 1 8 10 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 71.6 79.4 83.3 64.9 69.7 78.6 81.4
Old : 64.9 71.6 79.4 83.3 64.9 69.7 78.6 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 :14,372,905: 696,498 791,656 4,797,047 7,864,613 7,329,123 13,358,158 12,917,826: 1,014,747 1,455,079
Old :14,372,905: 696,498 791,656 4,797,047 7,864,613 7,329,123 13,358,158 12,917,826: 1,014,747 1,455,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 45,533: 71,968 2,075 -85,636 34,707 131,645 21,039 48,084: 24,494 -2,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 5.5 33.4 54.7 51.0 92.9 89.9: 7.1 10.1
Old : 100.0: 4.8 5.5 33.4 54.7 51.0 92.9 89.9: 7.1 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 : 297: 60 66 107 137 151 263 270:
Old : 297: 60 66 107 137 151 263 270:
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 : 24.4 16.9 37.8 27.0 22.3 9.1 26.5 13.8
Old : 24.4 16.9 37.8 27.0 22.3 9.1 26.5 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 17, 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 : 730,786: 68,422 43,152 38,371 468,875 507,580 575,668 589,103: 155,118 141,683
Old : 730,786: 68,422 43,152 38,371 468,875 507,580 575,668 589,103: 155,118 141,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 4,659: 1,770 2,862 11 1,097 -2,387 2,878 486: 1,781 4,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 5.9 5.3 64.2 69.5 78.8 80.6: 21.2 19.4
Old : 100.0: 9.4 5.9 5.3 64.2 69.5 78.8 80.6: 21.2 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 57 37 60 85 62 171 130:
Old : 206: 57 37 60 85 62 171 130:
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 : 19.0 27.6 26.5 40.5 18.8 27.1 26.3 40.0
Old : 19.0 27.6 26.5 40.5 18.8 27.1 26.3 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 1,205,831: 185,530 327,328 44,289 612,742 714,360 842,562 1,085,977: 363,269 119,854
Old : 1,205,831: 185,530 327,328 44,289 612,742 714,360 842,562 1,085,977: 363,269 119,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 12,425: -7,000 8,728 6,220 -22,384 1,429 -23,163 16,378: 35,588 -3,953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 27.1 3.7 50.8 59.2 69.9 90.1: 30.1 9.9
Old : 100.0: 15.4 27.1 3.7 50.8 59.2 69.9 90.1: 30.1 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 58 63 36 71 61 155 134:
Old : 220: 58 63 36 71 61 155 134:
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 29.1 28.2 45.4 16.8 27.5 22.7 41.2
Old : 20.1 29.1 28.2 45.4 16.8 27.5 22.7 41.2
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 17, 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 : 12,156: 1,995 1,052 0 5,801 10,165 7,796 11,217: 4,360 939
Old : 12,156: 1,995 1,052 0 5,801 10,165 7,796 11,217: 4,360 939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 33: -15 0 0 -20 0 -35 0: 68 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 8.7 0.0 47.7 83.6 64.1 92.3: 35.9 7.7
Old : 100.0: 16.4 8.7 0.0 47.7 83.6 64.1 92.3: 35.9 7.7
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 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 : 29.5 55.1 45.0 78.4 29.4 54.0 44.9 76.8
Old : 29.5 55.1 45.0 78.4 29.4 54.0 44.9 76.8
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 17, 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 : 49,592: 7,085 10,031 0 37,363 35,740 44,448 45,771: 5,144 3,821
Old : 49,592: 7,085 10,031 0 37,363 35,740 44,448 45,771: 5,144 3,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 4,378: -663 364 0 5,594 3,058 4,931 3,422: -553 956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 20.2 0.0 75.3 72.1 89.6 92.3: 10.4 7.7
Old : 100.0: 14.3 20.2 0.0 75.3 72.1 89.6 92.3: 10.4 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 7 6 0 22 19 29 25:
Old : 48: 7 6 0 22 19 29 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 : 52.6 51.6 69.4 71.2 52.6 51.3 69.4 70.8
Old : 52.6 51.6 69.4 71.2 52.6 51.3 69.4 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 60,575: 18,497 8,197 659 31,167 45,355 50,323 54,211: 10,252 6,364
Old : 60,575: 18,497 8,197 659 31,167 45,355 50,323 54,211: 10,252 6,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 637: 2,419 170 233 -722 692 1,930 1,095: -1,293 -458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 13.5 1.1 51.5 74.9 83.1 89.5: 16.9 10.5
Old : 100.0: 30.5 13.5 1.1 51.5 74.9 83.1 89.5: 16.9 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 21 15 2 35 29 57 45:
Old : 90: 21 15 2 35 29 57 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 39.0 44.3 57.4 30.5 35.5 43.0 51.2
Old : 30.5 39.0 44.3 57.4 30.5 35.5 43.0 51.2
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 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 355,598: 117,321 95,400 6,701 208,277 236,132 332,299 338,234: 23,299 17,365
Old : 355,598: 117,321 95,400 6,701 208,277 236,132 332,299 338,234: 23,299 17,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 4,122: 8,049 -33,013 -90 -7,423 40,269 535 7,166: 3,587 -3,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 26.8 1.9 58.6 66.4 93.4 95.1: 6.6 4.9
Old : 100.0: 33.0 26.8 1.9 58.6 66.4 93.4 95.1: 6.6 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 : 211: 75 70 15 44 37 128 113:
Old : 211: 75 70 15 44 37 128 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 37.3 52.0 54.1 35.8 27.3 45.5 43.7
Old : 40.4 37.3 52.0 54.1 35.8 27.3 45.5 43.7
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 17, 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 : 62,438: 27,102 4,393 0 12,878 45,757 39,980 50,150: 22,458 12,287
Old : 62,438: 27,102 4,393 0 12,878 45,757 39,980 50,150: 22,458 12,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 6,206: 399 -576 0 1 6,121 400 5,545: 5,806 661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 7.0 0.0 20.6 73.3 64.0 80.3: 36.0 19.7
Old : 100.0: 43.4 7.0 0.0 20.6 73.3 64.0 80.3: 36.0 19.7
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 : 40: 13 4 0 10 17 23 21:
Old : 40: 13 4 0 10 17 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 38.5 45.5 58.5 33.3 38.4 45.5 56.7
Old : 33.3 38.5 45.5 58.5 33.3 38.4 45.5 56.7
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 17, 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 : 28,577: 5,057 5,722 2 19,297 15,586 24,356 21,310: 4,221 7,267
Old : 28,577: 5,057 5,722 2 19,297 15,586 24,356 21,310: 4,221 7,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 72: -6 416 0 404 -347 398 69: -326 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 20.0 0.0 67.5 54.5 85.2 74.6: 14.8 25.4
Old : 100.0: 17.7 20.0 0.0 67.5 54.5 85.2 74.6: 14.8 25.4
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 : 61: 2 13 1 30 24 33 37:
Old : 61: 2 13 1 30 24 33 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 : 34.8 23.0 54.4 35.7 34.8 21.8 49.3 33.2
Old : 34.8 23.0 54.4 35.7 34.8 21.8 49.3 33.2
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 17, 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 : 282,448: 35,240 60,926 4,406 220,961 202,555 260,607 267,888: 21,841 14,561
Old : 282,448: 35,240 60,926 4,406 220,961 202,555 260,607 267,888: 21,841 14,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 1,521: -556 7,616 553 2,619 -6,876 2,616 1,293: -1,095 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 21.6 1.6 78.2 71.7 92.3 94.8: 7.7 5.2
Old : 100.0: 12.5 21.6 1.6 78.2 71.7 92.3 94.8: 7.7 5.2
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 : 162: 34 59 27 34 55 86 123:
Old : 162: 34 59 27 34 55 86 123:
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 : 58.6 31.5 68.7 47.9 57.0 31.2 64.5 45.7
Old : 58.6 31.5 68.7 47.9 57.0 31.2 64.5 45.7
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 17, 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 : 67,122: 12,721 18,410 5,583 34,644 32,650 52,948 56,643: 14,174 10,479
Old : 67,122: 12,721 18,410 5,583 34,644 32,650 52,948 56,643: 14,174 10,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 2,561: 466 -858 165 1,524 2,380 2,155 1,687: 406 874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 27.4 8.3 51.6 48.6 78.9 84.4: 21.1 15.6
Old : 100.0: 19.0 27.4 8.3 51.6 48.6 78.9 84.4: 21.1 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 : 90: 27 22 8 21 20 54 48:
Old : 90: 27 22 8 21 20 54 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 30.9 46.9 46.7 35.7 29.4 45.4 44.5
Old : 35.9 30.9 46.9 46.7 35.7 29.4 45.4 44.5
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 17, 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 : 36,866: 16,234 5,808 11 14,451 12,352 30,696 18,171: 6,170 18,695
Old : 36,866: 16,234 5,808 11 14,451 12,352 30,696 18,171: 6,170 18,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 1,354: -557 855 11 -523 -1,622 -1,069 -756: 2,423 2,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 15.8 0.0 39.2 33.5 83.3 49.3: 16.7 50.7
Old : 100.0: 44.0 15.8 0.0 39.2 33.5 83.3 49.3: 16.7 50.7
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 : 43: 13 10 1 15 9 28 20:
Old : 43: 13 10 1 15 9 28 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 : 39.9 32.9 56.8 41.2 36.6 24.8 51.7 31.7
Old : 39.9 32.9 56.8 41.2 36.6 24.8 51.7 31.7
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 17, 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 : 33,947: 442 3,158 281 16,114 26,074 16,837 29,513: 17,110 4,434
Old : 33,947: 442 3,158 281 16,114 26,074 16,837 29,513: 17,110 4,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 60: 0 761 -825 -253 -501 -1,078 -565: 1,138 625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 9.3 0.8 47.5 76.8 49.6 86.9: 50.4 13.1
Old : 100.0: 1.3 9.3 0.8 47.5 76.8 49.6 86.9: 50.4 13.1
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 : 43: 3 11 3 19 23 25 35:
Old : 43: 3 11 3 19 23 25 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 41.1 41.4 60.0 6.1 25.2 8.2 34.4
Old : 33.6 41.1 41.4 60.0 6.1 25.2 8.2 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2006