MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 23,366: 567 2,468 1,771 15,823 9,252 18,160 13,490: 5,206 9,876
Old : 23,366: 567 2,468 1,771 15,823 9,252 18,160 13,490: 5,206 9,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 139: 195 218 -55 47 13 188 176: -49 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 10.6 7.6 67.7 39.6 77.7 57.7: 22.3 42.3
Old : 100.0: 2.4 10.6 7.6 67.7 39.6 77.7 57.7: 22.3 42.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 6 7 11 19 13 31 25:
Old : 34: 6 7 11 19 13 31 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 : 41.1 28.5 61.6 42.6 41.0 25.9 59.1 37.1
Old : 41.1 28.5 61.6 42.6 41.0 25.9 59.1 37.1
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, 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 : 129,683: 27,960 19,249 29,167 52,910 45,035 110,037 93,451: 19,645 36,231
Old : 129,509: 27,961 19,244 29,161 52,904 44,988 110,026 93,393: 19,482 36,115
Other: 174: 5 11 0 6 47 11 58: 163 116
: : :
: : Changes in Commitments from: November 22, 2005 :
: 4,445: 732 368 2,482 656 2,624 3,871 5,474: 575 -1,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 14.8 22.5 40.8 34.7 84.9 72.1: 15.1 27.9
Old : 100.0: 21.6 14.9 22.5 40.9 34.7 85.0 72.1: 15.0 27.9
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 : 187: 63 52 75 32 43 152 132:
Old : 187: 63 52 75 32 43 152 132:
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 : 26.1 16.0 36.9 25.5 26.0 14.8 36.2 23.2
Old : 26.1 16.0 36.9 25.5 26.1 14.8 36.3 23.2
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 with Delta-adjusted Options and Futures Combined, 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 : 1,405: 365 350 87 392 163 844 599: 562 806
Old : 1,405: 365 350 87 392 163 844 599: 562 806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -11: 83 50 -88 82 2 78 -35: -88 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 24.9 6.2 27.9 11.6 60.0 42.6: 40.0 57.4
Old : 100.0: 26.0 24.9 6.2 27.9 11.6 60.0 42.6: 40.0 57.4
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 : 24: 6 11 5 5 2 15 14:
Old : 24: 6 11 5 5 2 15 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 : 38.5 22.8 50.9 34.2 38.5 21.8 50.0 31.7
Old : 38.5 22.8 50.9 34.2 38.5 21.8 50.0 31.7
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, 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 : 212,991: 61,140 7,063 43,250 83,953 100,070 188,342 150,382: 24,649 62,608
Old : 212,991: 61,140 7,063 43,250 83,953 100,070 188,342 150,382: 24,649 62,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 11,227: 5,848 -581 2,177 2,811 5,924 10,836 7,519: 391 3,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 3.3 20.3 39.4 47.0 88.4 70.6: 11.6 29.4
Old : 100.0: 28.7 3.3 20.3 39.4 47.0 88.4 70.6: 11.6 29.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 94 38 81 89 139 234 229:
Old : 305: 94 38 81 89 139 234 229:
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 : 19.3 9.1 28.2 16.1 19.1 7.0 27.9 11.9
Old : 19.3 9.1 28.2 16.1 19.1 7.0 27.9 11.9
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, 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 : 5,845: 2,400 241 765 548 3,225 3,713 4,232: 2,131 1,613
Old : 5,845: 2,400 241 765 548 3,225 3,713 4,232: 2,131 1,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 82: -45 123 64 49 134 69 320: 13 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 4.1 13.1 9.4 55.2 63.5 72.4: 36.5 27.6
Old : 100.0: 41.1 4.1 13.1 9.4 55.2 63.5 72.4: 36.5 27.6
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 : 69: 26 6 14 14 31 48 46:
Old : 69: 26 6 14 14 31 48 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 23.5 34.2 35.7 24.2 22.9 32.8 32.7
Old : 24.2 23.5 34.2 35.7 24.2 22.9 32.8 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 30,974: 12,971 1,817 5,398 7,246 8,937 25,614 16,151: 5,359 14,823
Old : 30,974: 12,971 1,817 5,398 7,246 8,937 25,614 16,151: 5,359 14,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 3,736: 1,959 193 1,307 -29 1,191 3,237 2,690: 499 1,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 5.9 17.4 23.4 28.9 82.7 52.1: 17.3 47.9
Old : 100.0: 41.9 5.9 17.4 23.4 28.9 82.7 52.1: 17.3 47.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 52 16 25 40 54 106 86:
Old : 147: 52 16 25 40 54 106 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 15.9 29.7 21.8 15.3 8.6 25.4 13.6
Old : 18.8 15.9 29.7 21.8 15.3 8.6 25.4 13.6
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, 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 : 122,776: 43,803 13,615 3,165 38,967 86,279 85,936 103,060: 36,840 19,717
Old : 122,776: 43,803 13,615 3,165 38,967 86,279 85,936 103,060: 36,840 19,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 9,133: 8,412 -4,771 575 -1,847 14,194 7,139 9,998: 1,994 -864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 11.1 2.6 31.7 70.3 70.0 83.9: 30.0 16.1
Old : 100.0: 35.7 11.1 2.6 31.7 70.3 70.0 83.9: 30.0 16.1
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 : 83: 27 18 9 24 27 53 52:
Old : 83: 27 18 9 24 27 53 52:
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 : 25.0 35.1 38.6 54.0 25.0 35.0 38.6 53.9
Old : 25.0 35.1 38.6 54.0 25.0 35.0 38.6 53.9
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, 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 : 100,427: 13,932 62,798 329 78,423 13,235 92,684 76,361: 7,744 24,066
Old : 100,427: 13,932 62,798 329 78,423 13,235 92,684 76,361: 7,744 24,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -1,449: -990 -745 -10 -901 -1,021 -1,901 -1,776: 452 328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 62.5 0.3 78.1 13.2 92.3 76.0: 7.7 24.0
Old : 100.0: 13.9 62.5 0.3 78.1 13.2 92.3 76.0: 7.7 24.0
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 : 60: 5 32 1 19 11 25 43:
Old : 60: 5 32 1 19 11 25 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 30.8 69.0 46.0 41.2 30.8 67.9 46.0
Old : 41.4 30.8 69.0 46.0 41.2 30.8 67.9 46.0
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, 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 : 137,066: 89,972 4,249 1,000 38,596 127,620 129,568 132,869: 7,498 4,197
Old : 137,066: 89,972 4,249 1,000 38,596 127,620 129,568 132,869: 7,498 4,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 7,242: -1,365 -793 870 7,427 8,868 6,932 8,945: 310 -1,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 3.1 0.7 28.2 93.1 94.5 96.9: 5.5 3.1
Old : 100.0: 65.6 3.1 0.7 28.2 93.1 94.5 96.9: 5.5 3.1
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 : 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 : 35.2 62.9 53.5 79.4 32.0 54.9 45.9 67.7
Old : 35.2 62.9 53.5 79.4 32.0 54.9 45.9 67.7
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, 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 : 102,263: 10,901 44,388 395 71,921 33,155 83,217 77,938: 19,046 24,325
Old : 102,263: 10,901 44,388 395 71,921 33,155 83,217 77,938: 19,046 24,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 10,301: 1,924 1,971 34 8,710 10,131 10,668 12,135: -367 -1,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 43.4 0.4 70.3 32.4 81.4 76.2: 18.6 23.8
Old : 100.0: 10.7 43.4 0.4 70.3 32.4 81.4 76.2: 18.6 23.8
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 : 63: 11 25 3 23 15 35 42:
Old : 63: 11 25 3 23 15 35 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 : 34.5 31.9 54.0 47.7 28.2 24.8 45.6 36.2
Old : 34.5 31.9 54.0 47.7 28.2 24.8 45.6 36.2
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, 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 : 248,401: 19,497 86,684 5,422 191,007 118,881 215,927 210,988: 32,474 37,413
Old : 248,401: 19,497 86,684 5,422 191,007 118,881 215,927 210,988: 32,474 37,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 2,106: 1,509 -368 -204 -751 2,026 555 1,454: 1,551 651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 34.9 2.2 76.9 47.9 86.9 84.9: 13.1 15.1
Old : 100.0: 7.8 34.9 2.2 76.9 47.9 86.9 84.9: 13.1 15.1
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 : 111: 24 45 7 33 27 61 75:
Old : 111: 24 45 7 33 27 61 75:
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 : 44.9 27.4 63.2 43.8 37.5 21.6 47.9 31.7
Old : 44.9 27.4 63.2 43.8 37.5 21.6 47.9 31.7
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, 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 : 205,633: 30,688 48,525 15,824 104,733 87,503 151,245 151,852: 54,387 53,780
Old : 205,633: 30,688 48,525 15,824 104,733 87,503 151,245 151,852: 54,387 53,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -3,493: -4,508 2,536 -137 4,777 3,773 132 6,172: -3,626 -9,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 23.6 7.7 50.9 42.6 73.6 73.8: 26.4 26.2
Old : 100.0: 14.9 23.6 7.7 50.9 42.6 73.6 73.8: 26.4 26.2
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 : 121: 39 43 35 29 29 85 91:
Old : 121: 39 43 35 29 29 85 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 28.1 38.3 39.4 22.5 27.3 34.7 37.4
Old : 25.6 28.1 38.3 39.4 22.5 27.3 34.7 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 :15,363,651: 761,965 824,631 5,267,474 8,278,290 7,640,125 14,307,730 13,732,230: 1,055,921 1,631,421
Old :15,363,651: 761,965 824,631 5,267,474 8,278,290 7,640,125 14,307,730 13,732,230: 1,055,921 1,631,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 139,483: 41,899 -70,858 167,669 -5,932 47,048 203,635 143,858: -64,153 -4,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 5.4 34.3 53.9 49.7 93.1 89.4: 6.9 10.6
Old : 100.0: 5.0 5.4 34.3 53.9 49.7 93.1 89.4: 6.9 10.6
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 : 308: 71 67 116 144 155 271 290:
Old : 308: 71 67 116 144 155 271 290:
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 : 21.4 13.7 34.0 23.2 20.0 7.4 24.0 11.5
Old : 21.4 13.7 34.0 23.2 20.0 7.4 24.0 11.5
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, 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 : 747,161: 65,699 71,073 44,482 482,796 486,649 592,976 602,204: 154,185 144,957
Old : 747,161: 65,699 71,073 44,482 482,796 486,649 592,976 602,204: 154,185 144,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 3,561: 1,286 2,357 2,412 4,281 1,021 7,980 5,790: -4,419 -2,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 9.5 6.0 64.6 65.1 79.4 80.6: 20.6 19.4
Old : 100.0: 8.8 9.5 6.0 64.6 65.1 79.4 80.6: 20.6 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 : 203: 42 44 50 93 65 166 129:
Old : 203: 42 44 50 93 65 166 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 25.5 26.0 37.5 18.4 25.0 25.9 37.0
Old : 18.5 25.5 26.0 37.5 18.4 25.0 25.9 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,319,227: 234,773 274,602 44,680 664,126 890,707 943,580 1,209,988: 375,647 109,238
Old : 1,319,227: 234,773 274,602 44,680 664,126 890,707 943,580 1,209,988: 375,647 109,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 43,678: 22,150 -47,863 -1,211 6,378 113,970 27,317 64,896: 16,361 -21,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 20.8 3.4 50.3 67.5 71.5 91.7: 28.5 8.3
Old : 100.0: 17.8 20.8 3.4 50.3 67.5 71.5 91.7: 28.5 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 65 56 38 69 63 158 133:
Old : 216: 65 56 38 69 63 158 133:
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 : 16.5 28.7 25.9 45.3 13.9 26.3 21.0 39.3
Old : 16.5 28.7 25.9 45.3 13.9 26.3 21.0 39.3
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, 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 1 16 15 19 19:
Old : 32: 3 3 1 16 15 19 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 : 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 59,071: 15,113 13,646 496 34,185 35,148 49,795 49,290: 9,277 9,781
Old : 59,071: 15,113 13,646 496 34,185 35,148 49,795 49,290: 9,277 9,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -379: 585 -727 -12 -1,345 2,826 -773 2,086: 394 -2,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 23.1 0.8 57.9 59.5 84.3 83.4: 15.7 16.6
Old : 100.0: 25.6 23.1 0.8 57.9 59.5 84.3 83.4: 15.7 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 : 83: 18 11 3 37 29 56 42:
Old : 83: 18 11 3 37 29 56 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 : 30.4 29.6 45.7 46.4 30.4 28.3 42.5 42.8
Old : 30.4 29.6 45.7 46.4 30.4 28.3 42.5 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 421,039: 184,657 127,223 6,772 200,348 272,206 391,777 406,202: 29,263 14,838
Old : 421,039: 184,657 127,223 6,772 200,348 272,206 391,777 406,202: 29,263 14,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -3,263: 1,222 -628 2,581 -3,774 -3,681 29 -1,728: -3,292 -1,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 30.2 1.6 47.6 64.7 93.0 96.5: 7.0 3.5
Old : 100.0: 43.9 30.2 1.6 47.6 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 : 229: 96 58 18 46 48 151 115:
Old : 229: 96 58 18 46 48 151 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 29.6 47.0 46.9 29.6 24.3 39.2 38.0
Old : 33.3 29.6 47.0 46.9 29.6 24.3 39.2 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 79,935: 21,190 15,448 0 44,298 48,198 65,488 63,646: 14,447 16,289
Old : 79,935: 21,190 15,448 0 44,298 48,198 65,488 63,646: 14,447 16,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -851: 1,500 -3,493 0 -1,823 4,152 -323 659: -528 -1,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 19.3 0.0 55.4 60.3 81.9 79.6: 18.1 20.4
Old : 100.0: 26.5 19.3 0.0 55.4 60.3 81.9 79.6: 18.1 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 49.7 39.8 65.8 57.1 49.7 39.8 65.2 56.7
Old : 49.7 39.8 65.8 57.1 49.7 39.8 65.2 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 36,896: 1,522 5,700 0 31,614 23,317 33,136 29,017: 3,760 7,879
Old : 36,896: 1,522 5,700 0 31,614 23,317 33,136 29,017: 3,760 7,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -40: -1 -240 0 175 658 174 418: -214 -457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 15.4 0.0 85.7 63.2 89.8 78.6: 10.2 21.4
Old : 100.0: 4.1 15.4 0.0 85.7 63.2 89.8 78.6: 10.2 21.4
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 : 63: 2 13 1 32 29 34 43:
Old : 63: 2 13 1 32 29 34 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 30.4 66.5 42.9 52.9 28.8 65.6 41.0
Old : 53.8 30.4 66.5 42.9 52.9 28.8 65.6 41.0
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, 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 : 300,981: 23,386 60,829 4,170 248,205 225,635 275,761 290,634: 25,221 10,347
Old : 300,981: 23,386 60,829 4,170 248,205 225,635 275,761 290,634: 25,221 10,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 8,220: -119 2,562 211 11,055 5,727 11,147 8,501: -2,928 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 20.2 1.4 82.5 75.0 91.6 96.6: 8.4 3.4
Old : 100.0: 7.8 20.2 1.4 82.5 75.0 91.6 96.6: 8.4 3.4
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 : 148: 30 49 19 40 48 79 107:
Old : 148: 30 49 19 40 48 79 107:
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 : 57.4 33.1 68.2 48.2 54.0 32.2 61.8 44.7
Old : 57.4 33.1 68.2 48.2 54.0 32.2 61.8 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 76,720: 14,073 24,265 4,564 43,652 37,874 62,289 66,703: 14,431 10,017
Old : 76,720: 14,073 24,265 4,564 43,652 37,874 62,289 66,703: 14,431 10,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -130: -2,649 -2,837 290 2,065 1,210 -294 -1,337: 164 1,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 31.6 5.9 56.9 49.4 81.2 86.9: 18.8 13.1
Old : 100.0: 18.3 31.6 5.9 56.9 49.4 81.2 86.9: 18.8 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 29 23 7 22 25 56 52:
Old : 94: 29 23 7 22 25 56 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 37.3 46.7 49.0 30.2 34.6 39.8 45.2
Old : 34.9 37.3 46.7 49.0 30.2 34.6 39.8 45.2
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, 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 with Delta-adjusted Options and Futures Combined, 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 : 40,168: 1,581 2,109 194 18,273 28,602 20,048 30,905: 20,119 9,263
Old : 40,168: 1,581 2,109 194 18,273 28,602 20,048 30,905: 20,119 9,263
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 5.2 0.5 45.5 71.2 49.9 76.9: 50.1 23.1
Old : 100.0: 3.9 5.2 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