MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 20,923: 391 2,785 668 15,359 8,551 16,418 12,004: 4,505 8,919
Old : 20,923: 391 2,785 668 15,359 8,551 16,418 12,004: 4,505 8,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 217: 214 207 -35 104 50 283 222: -66 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 13.3 3.2 73.4 40.9 78.5 57.4: 21.5 42.6
Old : 100.0: 1.9 13.3 3.2 73.4 40.9 78.5 57.4: 21.5 42.6
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 : 34: 4 9 9 18 13 28 25:
Old : 34: 4 9 9 18 13 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 31.7 65.4 45.1 44.5 29.1 64.7 40.4
Old : 44.6 31.7 65.4 45.1 44.5 29.1 64.7 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 121,551: 27,737 22,621 23,211 52,169 42,567 103,117 88,399: 18,434 33,152
Old : 121,377: 27,738 22,616 23,205 52,163 42,520 103,106 88,341: 18,271 33,036
Other: 174: 5 11 0 6 47 11 58: 163 116
: : :
: : Changes in Commitments from: November 22, 2005 :
: 4,102: 593 628 2,267 673 2,363 3,533 5,258: 569 -1,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 18.6 19.1 42.9 35.0 84.8 72.7: 15.2 27.3
Old : 100.0: 22.9 18.6 19.1 43.0 35.0 84.9 72.8: 15.1 27.2
Other: 100.0: 2.9 6.3 0.0 3.4 27.0 6.3 33.3: 93.7 66.7
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 56 53 61 29 42 135 126:
Old : 182: 56 53 61 29 42 135 126:
Other: 10: 1 2 0 2 5 3 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 17.0 39.4 27.2 27.8 15.8 38.7 24.4
Old : 27.9 17.0 39.4 27.2 27.9 15.8 38.8 24.4
Other: 6.3 27.6 6.3 33.3 6.3 27.6 6.3 33.3
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,334: 367 359 42 392 163 801 564: 533 770
Old : 1,334: 367 359 42 392 163 801 564: 533 770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -9: 81 46 -83 82 2 80 -35: -89 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 26.9 3.1 29.4 12.2 60.0 42.3: 40.0 57.7
Old : 100.0: 27.5 26.9 3.1 29.4 12.2 60.0 42.3: 40.0 57.7
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 : 23: 6 10 1 5 2 12 12:
Old : 23: 6 10 1 5 2 12 12:
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 : 40.6 24.0 53.6 35.6 40.6 24.0 52.7 34.4
Old : 40.6 24.0 53.6 35.6 40.6 24.0 52.7 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 187,344: 61,389 18,606 25,022 79,078 87,453 165,489 131,081: 21,855 56,263
Old : 187,344: 61,389 18,606 25,022 79,078 87,453 165,489 131,081: 21,855 56,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 9,342: 4,638 -635 2,132 2,790 4,027 9,560 5,524: -218 3,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 9.9 13.4 42.2 46.7 88.3 70.0: 11.7 30.0
Old : 100.0: 32.8 9.9 13.4 42.2 46.7 88.3 70.0: 11.7 30.0
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 : 297: 85 44 71 71 128 207 216:
Old : 297: 85 44 71 71 128 207 216:
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 7.6 31.9 13.7 21.9 6.8 31.9 12.5
Old : 21.9 7.6 31.9 13.7 21.9 6.8 31.9 12.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,296: 2,417 240 533 525 3,089 3,475 3,862: 1,821 1,434
Old : 5,296: 2,417 240 533 525 3,089 3,475 3,862: 1,821 1,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 100: -51 81 97 50 142 96 320: 4 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 4.5 10.1 9.9 58.3 65.6 72.9: 34.4 27.1
Old : 100.0: 45.6 4.5 10.1 9.9 58.3 65.6 72.9: 34.4 27.1
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 : 66: 24 5 10 13 30 44 42:
Old : 66: 24 5 10 13 30 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 : 26.7 25.4 36.5 37.6 26.7 25.1 36.3 35.6
Old : 26.7 25.4 36.5 37.6 26.7 25.1 36.3 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 27,930: 12,821 3,431 3,200 7,051 7,949 23,072 14,580: 4,858 13,350
Old : 27,930: 12,821 3,431 3,200 7,051 7,949 23,072 14,580: 4,858 13,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 3,688: 1,993 571 1,107 92 935 3,192 2,613: 496 1,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 12.3 11.5 25.2 28.5 82.6 52.2: 17.4 47.8
Old : 100.0: 45.9 12.3 11.5 25.2 28.5 82.6 52.2: 17.4 47.8
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 : 136: 49 16 16 30 46 88 74:
Old : 136: 49 16 16 30 46 88 74:
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 : 20.5 16.4 32.4 22.4 16.6 9.3 27.9 15.1
Old : 20.5 16.4 32.4 22.4 16.6 9.3 27.9 15.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 115,153: 42,311 13,301 1,440 37,340 84,289 81,091 99,030: 34,062 16,123
Old : 115,153: 42,311 13,301 1,440 37,340 84,289 81,091 99,030: 34,062 16,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 9,147: 8,726 -4,559 94 -2,145 14,326 6,675 9,861: 2,472 -714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 11.6 1.3 32.4 73.2 70.4 86.0: 29.6 14.0
Old : 100.0: 36.7 11.6 1.3 32.4 73.2 70.4 86.0: 29.6 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 : 81: 23 20 6 22 26 49 48:
Old : 81: 23 20 6 22 26 49 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 : 26.7 37.4 41.2 57.6 26.7 37.3 41.1 57.5
Old : 26.7 37.4 41.2 57.6 26.7 37.3 41.1 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 99,363: 14,195 62,611 0 78,005 13,197 92,200 75,808: 7,163 23,555
Old : 99,363: 14,195 62,611 0 78,005 13,197 92,200 75,808: 7,163 23,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -1,518: -996 -787 0 -935 -1,006 -1,931 -1,793: 413 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 63.0 0.0 78.5 13.3 92.8 76.3: 7.2 23.7
Old : 100.0: 14.3 63.0 0.0 78.5 13.3 92.8 76.3: 7.2 23.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 5 31 0 19 9 24 40:
Old : 59: 5 31 0 19 9 24 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 31.2 69.7 46.5 41.7 31.2 68.6 46.5
Old : 41.9 31.2 69.7 46.5 41.7 31.2 68.6 46.5
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 - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 136,925: 89,970 4,250 965 38,596 127,620 129,531 132,835: 7,394 4,090
Old : 136,925: 89,970 4,250 965 38,596 127,620 129,531 132,835: 7,394 4,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 7,242: -1,367 -793 836 7,427 8,868 6,896 8,911: 346 -1,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 3.1 0.7 28.2 93.2 94.6 97.0: 5.4 3.0
Old : 100.0: 65.7 3.1 0.7 28.2 93.2 94.6 97.0: 5.4 3.0
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 : 106: 66 10 3 17 19 84 31:
Old : 106: 66 10 3 17 19 84 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 63.0 53.5 79.5 32.0 54.9 45.9 67.8
Old : 35.3 63.0 53.5 79.5 32.0 54.9 45.9 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 100,047: 10,936 44,023 51 71,758 32,648 82,745 76,722: 17,302 23,325
Old : 100,047: 10,936 44,023 51 71,758 32,648 82,745 76,722: 17,302 23,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 10,210: 1,880 1,947 51 8,622 9,920 10,553 11,918: -343 -1,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 44.0 0.1 71.7 32.6 82.7 76.7: 17.3 23.3
Old : 100.0: 10.9 44.0 0.1 71.7 32.6 82.7 76.7: 17.3 23.3
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 : 61: 11 23 1 22 15 33 39:
Old : 61: 11 23 1 22 15 33 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 : 35.3 32.6 55.2 48.7 28.9 25.4 46.7 37.0
Old : 35.3 32.6 55.2 48.7 28.9 25.4 46.7 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 206,878: 22,626 86,626 488 154,396 85,604 177,510 172,718: 29,368 34,160
Old : 206,878: 22,626 86,626 488 154,396 85,604 177,510 172,718: 29,368 34,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 2,062: 1,589 -295 -87 -832 2,082 670 1,700: 1,392 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 41.9 0.2 74.6 41.4 85.8 83.5: 14.2 16.5
Old : 100.0: 10.9 41.9 0.2 74.6 41.4 85.8 83.5: 14.2 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 27 42 4 31 21 58 67:
Old : 110: 27 42 4 31 21 58 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 30.5 59.1 44.4 34.1 26.0 50.6 37.5
Old : 37.3 30.5 59.1 44.4 34.1 26.0 50.6 37.5
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 - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 182,131: 30,467 48,599 3,052 101,892 83,991 135,411 135,642: 46,720 46,489
Old : 182,131: 30,467 48,599 3,052 101,892 83,991 135,411 135,642: 46,720 46,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -3,487: -4,985 2,020 -164 4,818 3,827 -331 5,683: -3,156 -9,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 26.7 1.7 55.9 46.1 74.3 74.5: 25.7 25.5
Old : 100.0: 16.7 26.7 1.7 55.9 46.1 74.3 74.5: 25.7 25.5
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 : 113: 30 45 15 27 26 67 77:
Old : 113: 30 45 15 27 26 67 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 31.8 43.2 44.4 25.4 30.8 39.3 42.2
Old : 28.9 31.8 43.2 44.4 25.4 30.8 39.3 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 9,399,428: 996,526 1,054,252 1,468,584 6,022,090 5,384,051 8,487,200 7,906,887: 912,228 1,492,541
Old : 9,399,428: 996,526 1,054,252 1,468,584 6,022,090 5,384,051 8,487,200 7,906,887: 912,228 1,492,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -55,579: -19,346 -41,709 48,370 -36,643 -57,062 -7,619 -50,401: -47,960 -5,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 11.2 15.6 64.1 57.3 90.3 84.1: 9.7 15.9
Old : 100.0: 10.6 11.2 15.6 64.1 57.3 90.3 84.1: 9.7 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 53 69 93 130 146 236 265:
Old : 287: 53 69 93 130 146 236 265:
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 : 32.9 15.2 46.6 23.7 32.1 11.6 38.0 18.7
Old : 32.9 15.2 46.6 23.7 32.1 11.6 38.0 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 664,728: 62,037 70,489 5,635 460,626 466,586 528,298 542,710: 136,430 122,018
Old : 664,728: 62,037 70,489 5,635 460,626 466,586 528,298 542,710: 136,430 122,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 4,215: 1,525 1,610 326 6,157 1,759 8,008 3,695: -3,793 520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 10.6 0.8 69.3 70.2 79.5 81.6: 20.5 18.4
Old : 100.0: 9.3 10.6 0.8 69.3 70.2 79.5 81.6: 20.5 18.4
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 : 186: 33 37 14 84 60 127 102:
Old : 186: 33 37 14 84 60 127 102:
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 : 20.7 28.7 29.1 42.1 20.7 28.1 29.1 41.6
Old : 20.7 28.7 29.1 42.1 20.7 28.1 29.1 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,246,705: 232,185 269,327 21,224 623,937 854,080 877,346 1,144,631: 369,359 102,074
Old : 1,246,705: 232,185 269,327 21,224 623,937 854,080 877,346 1,144,631: 369,359 102,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 36,164: 22,394 -47,445 -5,479 4,299 110,498 21,214 57,574: 14,950 -21,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 21.6 1.7 50.0 68.5 70.4 91.8: 29.6 8.2
Old : 100.0: 18.6 21.6 1.7 50.0 68.5 70.4 91.8: 29.6 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 : 211: 63 53 19 66 63 139 125:
Old : 211: 63 53 19 66 63 139 125:
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 : 17.5 30.4 27.4 47.9 14.7 27.9 22.3 41.5
Old : 17.5 30.4 27.4 47.9 14.7 27.9 22.3 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 12,804: 1,497 866 0 6,041 10,936 7,538 11,802: 5,266 1,002
Old : 12,804: 1,497 866 0 6,041 10,936 7,538 11,802: 5,266 1,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -110: 220 217 0 -243 -85 -23 132: -87 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 6.8 0.0 47.2 85.4 58.9 92.2: 41.1 7.8
Old : 100.0: 11.7 6.8 0.0 47.2 85.4 58.9 92.2: 41.1 7.8
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 : 32: 3 3 0 16 14 19 17:
Old : 32: 3 3 0 16 14 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 47.6 41.4 69.0 27.3 47.6 41.4 67.6
Old : 27.3 47.6 41.4 69.0 27.3 47.6 41.4 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 46,184: 8,612 9,401 150 32,281 29,088 41,043 38,639: 5,141 7,545
Old : 46,184: 8,612 9,401 150 32,281 29,088 41,043 38,639: 5,141 7,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 1,936: 139 213 150 1,844 -93 2,133 270: -197 1,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 20.4 0.3 69.9 63.0 88.9 83.7: 11.1 16.3
Old : 100.0: 18.6 20.4 0.3 69.9 63.0 88.9 83.7: 11.1 16.3
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 : 46: 7 7 1 22 18 30 25:
Old : 46: 7 7 1 22 18 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 42.8 64.8 61.5 45.5 42.4 61.2 60.7
Old : 48.1 42.8 64.8 61.5 45.5 42.4 61.2 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 58,445: 15,099 13,898 0 34,124 34,811 49,223 48,709: 9,222 9,736
Old : 58,445: 15,099 13,898 0 34,124 34,811 49,223 48,709: 9,222 9,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -384: 582 -722 -18 -1,344 2,824 -780 2,084: 396 -2,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 23.8 0.0 58.4 59.6 84.2 83.3: 15.8 16.7
Old : 100.0: 25.8 23.8 0.0 58.4 59.6 84.2 83.3: 15.8 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 17 11 0 36 27 53 38:
Old : 81: 17 11 0 36 27 53 38:
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 : 30.7 29.9 46.1 46.9 30.7 28.6 43.1 43.3
Old : 30.7 29.9 46.1 46.9 30.7 28.6 43.1 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 417,975: 185,289 127,759 4,893 198,663 270,624 388,845 403,276: 29,130 14,699
Old : 417,975: 185,289 127,759 4,893 198,663 270,624 388,845 403,276: 29,130 14,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -3,996: 1,217 -404 1,937 -3,884 -4,145 -730 -2,612: -3,266 -1,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 30.6 1.2 47.5 64.7 93.0 96.5: 7.0 3.5
Old : 100.0: 44.3 30.6 1.2 47.5 64.7 93.0 96.5: 7.0 3.5
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 : 228: 95 58 14 45 45 148 109:
Old : 228: 95 58 14 45 45 148 109:
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 29.8 47.3 47.2 29.9 24.5 39.5 38.4
Old : 33.6 29.8 47.3 47.2 29.9 24.5 39.5 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 78,973: 21,190 15,448 0 44,298 48,198 65,488 63,646: 13,485 15,327
Old : 78,973: 21,190 15,448 0 44,298 48,198 65,488 63,646: 13,485 15,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -856: 1,500 -3,493 0 -1,823 4,152 -323 659: -533 -1,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 19.6 0.0 56.1 61.0 82.9 80.6: 17.1 19.4
Old : 100.0: 26.8 19.6 0.0 56.1 61.0 82.9 80.6: 17.1 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 : 49: 9 15 0 16 13 25 28:
Old : 49: 9 15 0 16 13 25 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 : 50.3 40.3 66.6 57.8 50.3 40.2 65.9 57.4
Old : 50.3 40.3 66.6 57.8 50.3 40.2 65.9 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 36,858: 1,522 5,700 0 31,611 23,316 33,133 29,016: 3,725 7,842
Old : 36,858: 1,522 5,700 0 31,611 23,316 33,133 29,016: 3,725 7,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -39: -1 -240 0 175 657 174 417: -213 -456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 15.5 0.0 85.8 63.3 89.9 78.7: 10.1 21.3
Old : 100.0: 4.1 15.5 0.0 85.8 63.3 89.9 78.7: 10.1 21.3
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 : 63: 2 13 0 32 28 34 41:
Old : 63: 2 13 0 32 28 34 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 30.5 66.6 42.9 53.0 28.9 65.7 41.1
Old : 53.9 30.5 66.6 42.9 53.0 28.9 65.7 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 298,333: 23,136 60,540 2,777 247,498 225,166 273,411 288,483: 24,922 9,850
Old : 298,333: 23,136 60,540 2,777 247,498 225,166 273,411 288,483: 24,922 9,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 8,184: 327 2,815 -185 11,091 5,667 11,233 8,297: -3,049 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 20.3 0.9 83.0 75.5 91.6 96.7: 8.4 3.3
Old : 100.0: 7.8 20.3 0.9 83.0 75.5 91.6 96.7: 8.4 3.3
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 : 142: 28 45 4 38 48 68 95:
Old : 142: 28 45 4 38 48 68 95:
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 : 58.0 33.4 68.8 48.6 54.5 32.4 62.3 45.1
Old : 58.0 33.4 68.8 48.6 54.5 32.4 62.3 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 71,750: 17,421 24,265 1,216 38,682 36,978 57,319 62,459: 14,431 9,291
Old : 71,750: 17,421 24,265 1,216 38,682 36,978 57,319 62,459: 14,431 9,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -430: -2,369 -2,837 10 1,765 1,210 -594 -1,617: 164 1,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 33.8 1.7 53.9 51.5 79.9 87.1: 20.1 12.9
Old : 100.0: 24.3 33.8 1.7 53.9 51.5 79.9 87.1: 20.1 12.9
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 : 94: 31 23 4 22 24 56 48:
Old : 94: 31 23 4 22 24 56 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 : 30.4 39.8 43.0 52.4 25.4 37.0 36.0 48.3
Old : 30.4 39.8 43.0 52.4 25.4 37.0 36.0 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 51,511: 18,654 4,034 4 25,699 9,313 44,357 13,351: 7,154 38,160
Old : 51,511: 18,654 4,034 4 25,699 9,313 44,357 13,351: 7,154 38,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 1,796: -691 807 0 1,134 111 443 918: 1,353 878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 7.8 0.0 49.9 18.1 86.1 25.9: 13.9 74.1
Old : 100.0: 36.2 7.8 0.0 49.9 18.1 86.1 25.9: 13.9 74.1
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 : 46: 16 9 1 11 11 28 20:
Old : 46: 16 9 1 11 11 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 : 47.2 12.7 61.2 17.8 41.5 8.3 55.3 12.9
Old : 47.2 12.7 61.2 17.8 41.5 8.3 55.3 12.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 40,167: 1,581 2,109 194 18,273 28,602 20,048 30,905: 20,119 9,262
Old : 40,167: 1,581 2,109 194 18,273 28,602 20,048 30,905: 20,119 9,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 4,627: -348 205 88 -1,527 1,310 -1,787 1,603: 6,414 3,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 5.3 0.5 45.5 71.2 49.9 76.9: 50.1 23.1
Old : 100.0: 3.9 5.3 0.5 45.5 71.2 49.9 76.9: 50.1 23.1
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: 4 9 3 19 26 25 37:
Old : 43: 4 9 3 19 26 25 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 : 27.7 35.8 38.9 54.7 12.5 25.1 17.5 34.5
Old : 27.7 35.8 38.9 54.7 12.5 25.1 17.5 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2005