MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 22,602: 650 1,820 1,901 13,612 11,650 16,164 15,372: 6,439 7,231
Old : 22,602: 650 1,820 1,901 13,612 11,650 16,164 15,372: 6,439 7,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 588: 57 63 76 362 237 495 376: 93 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 8.1 8.4 60.2 51.5 71.5 68.0: 28.5 32.0
Old : 100.0: 2.9 8.1 8.4 60.2 51.5 71.5 68.0: 28.5 32.0
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 : 35: 10 2 9 20 17 31 27:
Old : 35: 10 2 9 20 17 31 27:
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 : 40.3 30.4 56.6 46.8 40.3 28.0 53.5 41.0
Old : 40.3 30.4 56.6 46.8 40.3 28.0 53.5 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 120,747: 23,923 19,255 29,421 50,198 35,455 103,542 84,132: 17,205 36,615
Old : 23,087: 9,931 7,160 2,978 4,990 4,716 17,899 14,855: 5,188 8,232
Other: 97,660: 18,753 16,856 21,682 45,208 30,739 85,643 69,277: 12,017 28,383
: : :
: : Changes in Commitments from: September 20, 2005 :
: 4,178: 2,274 1,573 237 1,732 1,542 4,243 3,353: -65 825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 15.9 24.4 41.6 29.4 85.8 69.7: 14.2 30.3
Old : 100.0: 43.0 31.0 12.9 21.6 20.4 77.5 64.3: 22.5 35.7
Other: 100.0: 19.2 17.3 22.2 46.3 31.5 87.7 70.9: 12.3 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 56 45 63 31 42 136 115:
Old : 107: 44 25 20 18 28 73 62:
Other: 162: 50 51 52 25 42 117 110:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 14.5 35.8 25.6 25.6 12.1 35.4 20.9
Old : 21.7 22.2 35.0 33.2 20.0 21.6 32.1 28.9
Other: 31.0 15.4 43.7 27.2 31.0 13.7 43.1 21.9
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 1,127: 584 340 19 25 46 628 405: 499 721
Old : 1,127: 584 340 19 25 46 628 405: 499 721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 30.2 1.7 2.2 4.1 55.7 36.0: 44.3 64.0
Old : 100.0: 51.8 30.2 1.7 2.2 4.1 55.7 36.0: 44.3 64.0
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 : 20: 10 8 4 1 2 14 11:
Old : 20: 10 8 4 1 2 14 11:
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 : 35.1 21.7 47.3 32.9 35.1 21.3 47.3 32.4
Old : 35.1 21.7 47.3 32.9 35.1 21.3 47.3 32.4
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 with Delta-adjusted Options and Futures Combined, September 27, 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 : 178,101: 43,541 19,835 35,581 77,160 77,280 156,281 132,696: 21,820 45,405
Old : 178,101: 43,541 19,835 35,581 77,160 77,280 156,281 132,696: 21,820 45,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 8,371: 5,269 1,597 2,414 412 2,838 8,096 6,849: 275 1,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 11.1 20.0 43.3 43.4 87.7 74.5: 12.3 25.5
Old : 100.0: 24.4 11.1 20.0 43.3 43.4 87.7 74.5: 12.3 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 : 257: 73 42 64 78 115 184 202:
Old : 257: 73 42 64 78 115 184 202:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 12.0 33.3 19.4 21.1 9.9 31.6 16.5
Old : 21.1 12.0 33.3 19.4 21.1 9.9 31.6 16.5
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 with Delta-adjusted Options and Futures Combined, September 27, 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 : 4,579: 1,218 981 454 659 1,089 2,331 2,525: 2,248 2,054
Old : 4,579: 1,218 981 454 659 1,089 2,331 2,525: 2,248 2,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 174: 55 -529 117 16 394 188 -18: -14 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 21.4 9.9 14.4 23.8 50.9 55.1: 49.1 44.9
Old : 100.0: 26.6 21.4 9.9 14.4 23.8 50.9 55.1: 49.1 44.9
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 : 52: 16 13 10 12 18 34 36:
Old : 52: 16 13 10 12 18 34 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 22.1 34.8 32.4 23.4 22.1 31.7 28.8
Old : 23.4 22.1 34.8 32.4 23.4 22.1 31.7 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 33,304: 12,286 1,955 6,573 8,345 10,542 27,204 19,069: 6,100 14,235
Old : 33,304: 12,286 1,955 6,573 8,345 10,542 27,204 19,069: 6,100 14,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 1,437: 5 16 264 668 921 937 1,201: 500 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 5.9 19.7 25.1 31.7 81.7 57.3: 18.3 42.7
Old : 100.0: 36.9 5.9 19.7 25.1 31.7 81.7 57.3: 18.3 42.7
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 : 160: 51 20 32 48 58 120 97:
Old : 160: 51 20 32 48 58 120 97:
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 : 12.7 21.3 22.3 26.6 12.1 16.0 20.0 19.2
Old : 12.7 21.3 22.3 26.6 12.1 16.0 20.0 19.2
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, September 27, 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 : 116,683: 51,711 7,168 2,776 25,476 87,377 79,964 97,322: 36,719 19,361
Old : 116,683: 51,711 7,168 2,776 25,476 87,377 79,964 97,322: 36,719 19,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -37,837: 4,777 -12,078 -1,069 -38,326 -18,929 -34,618 -32,076: -3,219 -5,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 6.1 2.4 21.8 74.9 68.5 83.4: 31.5 16.6
Old : 100.0: 44.3 6.1 2.4 21.8 74.9 68.5 83.4: 31.5 16.6
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 : 82: 30 14 10 19 28 53 48:
Old : 82: 30 14 10 19 28 53 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 : 25.4 33.6 37.9 53.6 25.4 33.3 37.9 53.3
Old : 25.4 33.6 37.9 53.6 25.4 33.3 37.9 53.3
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, September 27, 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 : 77,210: 6,138 49,869 0 64,282 6,296 70,420 56,165: 6,790 21,045
Old : 77,210: 6,138 49,869 0 64,282 6,296 70,420 56,165: 6,790 21,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 19,588: 3,650 16,471 0 18,692 -432 22,342 16,039: -2,754 3,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 64.6 0.0 83.3 8.2 91.2 72.7: 8.8 27.3
Old : 100.0: 7.9 64.6 0.0 83.3 8.2 91.2 72.7: 8.8 27.3
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 : 49: 4 26 0 16 6 20 32:
Old : 49: 4 26 0 16 6 20 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 37.1 73.7 48.7 54.0 37.1 70.9 48.2
Old : 56.0 37.1 73.7 48.7 54.0 37.1 70.9 48.2
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, September 27, 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 : 80,101: 40,077 7,415 53 34,851 66,808 74,981 74,276: 5,120 5,825
Old : 80,101: 40,077 7,415 53 34,851 66,808 74,981 74,276: 5,120 5,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 5,363: 257 2,898 -74 5,870 3,098 6,053 5,922: -690 -559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 9.3 0.1 43.5 83.4 93.6 92.7: 6.4 7.3
Old : 100.0: 50.0 9.3 0.1 43.5 83.4 93.6 92.7: 6.4 7.3
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 : 78: 40 9 1 14 18 55 27:
Old : 78: 40 9 1 14 18 55 27:
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 : 37.5 75.4 53.6 85.2 37.2 75.4 53.3 85.2
Old : 37.5 75.4 53.6 85.2 37.2 75.4 53.3 85.2
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, September 27, 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 : 79,362: 27,437 25,176 682 30,482 36,006 58,601 61,863: 20,760 17,499
Old : 79,362: 27,437 25,176 682 30,482 36,006 58,601 61,863: 20,760 17,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 9,931: 2,994 11,176 192 7,846 -5,306 11,033 6,063: -1,102 3,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 31.7 0.9 38.4 45.4 73.8 78.0: 26.2 22.0
Old : 100.0: 34.6 31.7 0.9 38.4 45.4 73.8 78.0: 26.2 22.0
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 : 54: 17 12 5 17 16 36 31:
Old : 54: 17 12 5 17 16 36 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 : 33.0 33.5 48.8 53.5 30.3 33.2 43.7 48.9
Old : 33.0 33.5 48.8 53.5 30.3 33.2 43.7 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 163,740: 10,942 72,898 4,238 122,631 51,765 137,811 128,901: 25,929 34,839
Old : 163,740: 10,942 72,898 4,238 122,631 51,765 137,811 128,901: 25,929 34,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 11,325: 1,250 13,047 416 8,238 -5,899 9,904 7,564: 1,421 3,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 44.5 2.6 74.9 31.6 84.2 78.7: 15.8 21.3
Old : 100.0: 6.7 44.5 2.6 74.9 31.6 84.2 78.7: 15.8 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 : 96: 16 43 7 29 24 49 70:
Old : 96: 16 43 7 29 24 49 70:
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 : 39.7 26.3 57.9 40.0 36.5 19.2 50.4 30.0
Old : 39.7 26.3 57.9 40.0 36.5 19.2 50.4 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 158,280: 32,455 34,847 12,324 67,347 61,116 112,126 108,287: 46,154 49,994
Old : 158,280: 32,455 34,847 12,324 67,347 61,116 112,126 108,287: 46,154 49,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 19,919: 3,522 3,772 1,573 11,731 10,267 16,827 15,613: 3,092 4,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 22.0 7.8 42.5 38.6 70.8 68.4: 29.2 31.6
Old : 100.0: 20.5 22.0 7.8 42.5 38.6 70.8 68.4: 29.2 31.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 38 34 30 30 27 83 76:
Old : 111: 38 34 30 30 27 83 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 : 16.4 29.6 29.5 40.4 16.4 28.4 29.3 38.1
Old : 16.4 29.6 29.5 40.4 16.4 28.4 29.3 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 36,616: 9,330 2,528 6 19,676 25,688 29,012 28,222: 7,604 8,394
Old : 36,616: 9,330 2,528 6 19,676 25,688 29,012 28,222: 7,604 8,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 5,964: 1,366 -954 -279 3,564 4,706 4,651 3,473: 1,313 2,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 6.9 0.0 53.7 70.2 79.2 77.1: 20.8 22.9
Old : 100.0: 25.5 6.9 0.0 53.7 70.2 79.2 77.1: 20.8 22.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 1 9 13 12 14:
Old : 20: 2 1 1 9 13 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 51.2 74.2 70.8 53.9 51.1 73.0 70.7
Old : 54.4 51.2 74.2 70.8 53.9 51.1 73.0 70.7
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, September 27, 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 :12,279,617: 869,941 781,091 3,625,752 6,811,746 6,339,207 11,307,439 10,746,050: 972,178 1,533,567
Old :12,279,617: 869,941 781,091 3,625,752 6,811,746 6,339,207 11,307,439 10,746,050: 972,178 1,533,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 756,599: 12,968 102,934 327,850 362,509 251,161 703,327 681,946: 53,271 74,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 6.4 29.5 55.5 51.6 92.1 87.5: 7.9 12.5
Old : 100.0: 7.1 6.4 29.5 55.5 51.6 92.1 87.5: 7.9 12.5
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 : 283: 62 60 106 138 150 249 273:
Old : 283: 62 60 106 138 150 249 273:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 13.0 35.7 21.9 20.7 7.1 27.7 11.6
Old : 22.2 13.0 35.7 21.9 20.7 7.1 27.7 11.6
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, September 27, 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 : 700,483: 50,260 61,304 39,942 463,192 482,622 553,394 583,868: 147,089 116,615
Old : 700,483: 50,260 61,304 39,942 463,192 482,622 553,394 583,868: 147,089 116,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 5,813: 3,079 3,606 1,259 -9,902 5,563 -5,564 10,429: 11,377 -4,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 8.8 5.7 66.1 68.9 79.0 83.4: 21.0 16.6
Old : 100.0: 7.2 8.8 5.7 66.1 68.9 79.0 83.4: 21.0 16.6
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 : 204: 46 41 55 89 64 165 130:
Old : 204: 46 41 55 89 64 165 130:
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 : 19.8 26.9 28.5 39.4 19.8 26.9 28.4 39.4
Old : 19.8 26.9 28.5 39.4 19.8 26.9 28.4 39.4
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, September 27, 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 : 985,447: 181,332 236,228 26,198 508,632 616,671 716,162 879,097: 269,285 106,350
Old : 985,447: 181,332 236,228 26,198 508,632 616,671 716,162 879,097: 269,285 106,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 54,122: 27,540 -21,352 -8,935 49,528 52,622 68,133 22,335: -14,012 31,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 24.0 2.7 51.6 62.6 72.7 89.2: 27.3 10.8
Old : 100.0: 18.4 24.0 2.7 51.6 62.6 72.7 89.2: 27.3 10.8
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 : 185: 42 56 30 62 55 121 124:
Old : 185: 42 56 30 62 55 121 124:
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 : 19.7 28.3 31.6 43.2 19.6 26.4 29.7 38.4
Old : 19.7 28.3 31.6 43.2 19.6 26.4 29.7 38.4
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, September 27, 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 : 12,621: 1,786 427 0 6,992 11,469 8,778 11,896: 3,843 725
Old : 12,621: 1,786 427 0 6,992 11,469 8,778 11,896: 3,843 725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 120: 235 0 0 436 341 671 341: -551 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 3.4 0.0 55.4 90.9 69.6 94.3: 30.4 5.7
Old : 100.0: 14.2 3.4 0.0 55.4 90.9 69.6 94.3: 30.4 5.7
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 : 37: 4 1 1 20 17 24 19:
Old : 37: 4 1 1 20 17 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 50.1 40.6 69.2 25.5 49.4 40.6 68.0
Old : 25.5 50.1 40.6 69.2 25.5 49.4 40.6 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 30,029: 6,197 5,108 68 19,947 20,245 26,212 25,421: 3,817 4,608
Old : 30,029: 6,197 5,108 68 19,947 20,245 26,212 25,421: 3,817 4,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 2,974: 169 1,079 68 2,422 2,378 2,659 3,525: 315 -551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 17.0 0.2 66.4 67.4 87.3 84.7: 12.7 15.3
Old : 100.0: 20.6 17.0 0.2 66.4 67.4 87.3 84.7: 12.7 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 7 1 18 18 22 26:
Old : 39: 4 7 1 18 18 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 43.1 72.4 57.9 52.1 41.4 68.9 55.8
Old : 55.3 43.1 72.4 57.9 52.1 41.4 68.9 55.8
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, September 27, 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 : 56,973: 5,518 12,724 630 30,012 34,917 36,160 48,271: 20,813 8,702
Old : 56,973: 5,518 12,724 630 30,012 34,917 36,160 48,271: 20,813 8,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 4,695: -302 1,006 233 -730 1,811 -798 3,050: 5,494 1,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 22.3 1.1 52.7 61.3 63.5 84.7: 36.5 15.3
Old : 100.0: 9.7 22.3 1.1 52.7 61.3 63.5 84.7: 36.5 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 10 19 3 32 25 45 44:
Old : 77: 10 19 3 32 25 45 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 28.0 34.3 44.6 24.3 24.2 32.5 40.0
Old : 25.6 28.0 34.3 44.6 24.3 24.2 32.5 40.0
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, September 27, 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 : 266,225: 88,509 85,206 3,062 160,336 104,013 251,906 192,281: 14,319 73,944
Old : 266,225: 88,509 85,206 3,062 160,336 104,013 251,906 192,281: 14,319 73,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 34,972: -12,000 13,507 216 47,788 -4,901 36,005 8,822: -1,033 26,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 32.0 1.2 60.2 39.1 94.6 72.2: 5.4 27.8
Old : 100.0: 33.2 32.0 1.2 60.2 39.1 94.6 72.2: 5.4 27.8
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 : 168: 47 58 10 43 31 96 93:
Old : 168: 47 58 10 43 31 96 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 20.0 54.1 31.8 33.3 16.2 48.4 25.8
Old : 38.9 20.0 54.1 31.8 33.3 16.2 48.4 25.8
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, September 27, 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 : 63,899: 23,527 582 0 16,703 54,112 40,230 54,694: 23,669 9,205
Old : 63,899: 23,527 582 0 16,703 54,112 40,230 54,694: 23,669 9,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -15,240: -12,674 582 0 343 -18,499 -12,331 -17,917: -2,909 2,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 0.9 0.0 26.1 84.7 63.0 85.6: 37.0 14.4
Old : 100.0: 36.8 0.9 0.0 26.1 84.7 63.0 85.6: 37.0 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 16 1 0 9 14 25 15:
Old : 36: 16 1 0 9 14 25 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 : 40.7 51.0 49.4 76.8 40.7 50.9 48.9 75.7
Old : 40.7 51.0 49.4 76.8 40.7 50.9 48.9 75.7
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, September 27, 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 : 31,630: 672 5,889 0 26,165 21,198 26,837 27,087: 4,793 4,543
Old : 31,630: 672 5,889 0 26,165 21,198 26,837 27,087: 4,793 4,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 435: -506 212 0 425 345 -81 557: 516 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 18.6 0.0 82.7 67.0 84.8 85.6: 15.2 14.4
Old : 100.0: 2.1 18.6 0.0 82.7 67.0 84.8 85.6: 15.2 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 1 14 1 30 29 31 44:
Old : 62: 1 14 1 30 29 31 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 30.6 63.3 46.1 54.0 28.7 63.2 44.2
Old : 54.1 30.6 63.3 46.1 54.0 28.7 63.2 44.2
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, September 27, 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 : 222,440: 13,649 49,175 1,578 199,865 158,186 215,092 208,939: 7,349 13,501
Old : 222,440: 13,649 49,175 1,578 199,865 158,186 215,092 208,939: 7,349 13,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 7,362: -2,611 -956 165 10,206 6,144 7,760 5,354: -398 2,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 22.1 0.7 89.9 71.1 96.7 93.9: 3.3 6.1
Old : 100.0: 6.1 22.1 0.7 89.9 71.1 96.7 93.9: 3.3 6.1
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 : 126: 24 39 14 34 49 63 97:
Old : 126: 24 39 14 34 49 63 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 40.3 73.5 55.8 58.2 39.1 67.4 50.1
Old : 60.4 40.3 73.5 55.8 58.2 39.1 67.4 50.1
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 with Delta-adjusted Options and Futures Combined, September 27, 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 : 55,049: 18,520 19,380 1,973 22,751 27,455 43,244 48,808: 11,805 6,241
Old : 55,049: 18,520 19,380 1,973 22,751 27,455 43,244 48,808: 11,805 6,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 5,997: 1,013 767 617 2,805 2,866 4,435 4,250: 1,562 1,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 35.2 3.6 41.3 49.9 78.6 88.7: 21.4 11.3
Old : 100.0: 33.6 35.2 3.6 41.3 49.9 78.6 88.7: 21.4 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 29 20 4 21 18 52 41:
Old : 86: 29 20 4 21 18 52 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 : 26.2 43.9 41.0 54.6 24.9 43.9 38.7 54.6
Old : 26.2 43.9 41.0 54.6 24.9 43.9 38.7 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 33,706: 11,050 1,873 321 19,362 2,038 30,733 4,232: 2,973 29,474
Old : 33,706: 11,050 1,873 321 19,362 2,038 30,733 4,232: 2,973 29,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -583: -1,415 340 85 2,401 548 1,071 973: -1,654 -1,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 5.6 1.0 57.4 6.0 91.2 12.6: 8.8 87.4
Old : 100.0: 32.8 5.6 1.0 57.4 6.0 91.2 12.6: 8.8 87.4
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 : 26: 12 3 1 9 3 21 7:
Old : 26: 12 3 1 9 3 21 7:
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 : 63.0 9.5 75.1 12.6 59.6 7.1 71.6 8.1
Old : 63.0 9.5 75.1 12.6 59.6 7.1 71.6 8.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 38,123: 2,284 2,696 0 16,105 30,712 18,389 33,408: 19,734 4,715
Old : 38,123: 2,284 2,696 0 16,105 30,712 18,389 33,408: 19,734 4,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -1,276: -525 0 0 638 -381 113 -381: -1,389 -895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 7.1 0.0 42.2 80.6 48.2 87.6: 51.8 12.4
Old : 100.0: 6.0 7.1 0.0 42.2 80.6 48.2 87.6: 51.8 12.4
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 : 41: 4 9 0 16 23 20 32:
Old : 41: 4 9 0 16 23 20 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 39.4 37.0 64.6 13.2 35.4 18.6 48.8
Old : 25.7 39.4 37.0 64.6 13.2 35.4 18.6 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2005