MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 29,605: 1,169 1,352 2,665 20,605 13,649 24,438 17,666: 5,167 11,938
Old : 29,605: 1,169 1,352 2,665 20,605 13,649 24,438 17,666: 5,167 11,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 2,525: -53 274 371 2,027 246 2,344 891: 181 1,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 4.6 9.0 69.6 46.1 82.5 59.7: 17.5 40.3
Old : 100.0: 3.9 4.6 9.0 69.6 46.1 82.5 59.7: 17.5 40.3
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 : 37: 6 6 10 18 15 29 26:
Old : 37: 6 6 10 18 15 29 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 : 44.7 28.3 66.6 41.0 44.6 26.5 63.9 36.6
Old : 44.7 28.3 66.6 41.0 44.6 26.5 63.9 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 140,406: 16,892 19,422 28,288 73,559 58,132 118,739 105,842: 21,668 34,564
Old : 139,252: 16,825 19,412 28,168 73,294 57,785 118,287 105,365: 20,966 33,887
Other: 1,154: 182 126 5 265 347 452 477: 702 676
: : :
: : Changes in Commitments from: January 17, 2006 :
: -3,756: -4,423 -1,374 1,622 232 -669 -2,568 -420: -1,188 -3,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 13.8 20.1 52.4 41.4 84.6 75.4: 15.4 24.6
Old : 100.0: 12.1 13.9 20.2 52.6 41.5 84.9 75.7: 15.1 24.3
Other: 100.0: 15.8 10.9 0.4 23.0 30.1 39.2 41.4: 60.8 58.6
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 48 71 71 37 43 133 156:
Old : 193: 48 70 71 37 43 132 156:
Other: 23: 1 7 2 5 11 8 18:
:----------------------------------------------------------------------------------------------------
: 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 : 35.4 22.2 47.0 29.8 35.4 21.8 46.5 28.4
Old : 35.7 22.4 47.3 30.0 35.7 22.1 46.9 28.7
Other: 37.4 22.0 39.2 34.4 36.7 22.0 38.0 34.4
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,519: 369 974 430 708 358 1,507 1,762: 1,012 757
Old : 2,519: 369 974 430 708 358 1,507 1,762: 1,012 757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 223: 150 272 -136 143 17 157 153: 66 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 38.7 17.1 28.1 14.2 59.8 70.0: 40.2 30.0
Old : 100.0: 14.7 38.7 17.1 28.1 14.2 59.8 70.0: 40.2 30.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 9 18 11 8 4 25 26:
Old : 36: 9 18 11 8 4 25 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 : 24.5 32.8 38.7 46.8 24.4 27.6 35.2 36.1
Old : 24.5 32.8 38.7 46.8 24.4 27.6 35.2 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 266,992: 62,178 16,562 60,071 110,703 112,934 232,952 189,567: 34,040 77,425
Old : 266,992: 62,178 16,562 60,071 110,703 112,934 232,952 189,567: 34,040 77,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 9,427: -1,743 1,707 5,399 4,953 1,278 8,609 8,384: 818 1,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 6.2 22.5 41.5 42.3 87.3 71.0: 12.7 29.0
Old : 100.0: 23.3 6.2 22.5 41.5 42.3 87.3 71.0: 12.7 29.0
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 : 330: 91 70 101 101 136 267 252:
Old : 330: 91 70 101 101 136 267 252:
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 : 18.6 11.7 27.1 17.4 18.4 7.3 26.7 11.1
Old : 18.6 11.7 27.1 17.4 18.4 7.3 26.7 11.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 6,300: 2,116 111 610 871 3,945 3,598 4,667: 2,702 1,634
Old : 6,300: 2,116 111 610 871 3,945 3,598 4,667: 2,702 1,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: -744: -1,175 -1 -6 216 -433 -965 -440: 221 -304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 1.8 9.7 13.8 62.6 57.1 74.1: 42.9 25.9
Old : 100.0: 33.6 1.8 9.7 13.8 62.6 57.1 74.1: 42.9 25.9
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 : 68: 30 7 11 11 29 48 41:
Old : 68: 30 7 11 11 29 48 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 : 16.4 33.7 27.0 44.2 15.9 33.7 24.2 41.8
Old : 16.4 33.7 27.0 44.2 15.9 33.7 24.2 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 37,764: 14,886 1,938 6,613 10,423 11,312 31,921 19,863: 5,843 17,901
Old : 37,764: 14,886 1,938 6,613 10,423 11,312 31,921 19,863: 5,843 17,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: -137: 271 232 26 49 -156 346 103: -483 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 5.1 17.5 27.6 30.0 84.5 52.6: 15.5 47.4
Old : 100.0: 39.4 5.1 17.5 27.6 30.0 84.5 52.6: 15.5 47.4
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 : 160: 49 20 29 56 63 119 102:
Old : 160: 49 20 29 56 63 119 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 13.9 33.7 20.2 18.8 7.2 28.4 10.8
Old : 21.4 13.9 33.7 20.2 18.8 7.2 28.4 10.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 110,195: 35,212 8,504 3,300 31,059 78,244 69,572 90,048: 40,623 20,147
Old : 110,195: 35,212 8,504 3,300 31,059 78,244 69,572 90,048: 40,623 20,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 2,002: -4,061 -3,828 810 2,458 8 -794 -3,010: 2,795 5,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 7.7 3.0 28.2 71.0 63.1 81.7: 36.9 18.3
Old : 100.0: 32.0 7.7 3.0 28.2 71.0 63.1 81.7: 36.9 18.3
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 : 72: 27 10 5 23 24 51 38:
Old : 72: 27 10 5 23 24 51 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 40.9 27.3 57.9 16.9 40.7 27.0 56.1
Old : 17.1 40.9 27.3 57.9 16.9 40.7 27.0 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 87,152: 24,788 19,965 0 46,191 52,763 70,979 72,728: 16,172 14,424
Old : 87,152: 24,788 19,965 0 46,191 52,763 70,979 72,728: 16,172 14,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 5,973: 3,215 69 0 -293 8,333 2,922 8,402: 3,051 -2,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 22.9 0.0 53.0 60.5 81.4 83.4: 18.6 16.6
Old : 100.0: 28.4 22.9 0.0 53.0 60.5 81.4 83.4: 18.6 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 : 44: 12 13 0 10 15 22 28:
Old : 44: 12 13 0 10 15 22 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 : 44.7 45.0 68.7 60.5 43.6 44.8 65.7 59.9
Old : 44.7 45.0 68.7 60.5 43.6 44.8 65.7 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 98,616: 48,496 3,939 383 43,329 91,867 92,208 96,189: 6,408 2,427
Old : 98,616: 48,496 3,939 383 43,329 91,867 92,208 96,189: 6,408 2,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: -876: -555 -1,042 163 -32 105 -424 -774: -452 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 4.0 0.4 43.9 93.2 93.5 97.5: 6.5 2.5
Old : 100.0: 49.2 4.0 0.4 43.9 93.2 93.5 97.5: 6.5 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 55 8 2 17 16 72 26:
Old : 90: 55 8 2 17 16 72 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 : 31.5 73.8 52.6 89.0 25.2 53.0 37.9 64.9
Old : 31.5 73.8 52.6 89.0 25.2 53.0 37.9 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 93,253: 21,970 18,872 1,887 48,256 53,245 72,113 74,003: 21,140 19,249
Old : 93,253: 21,970 18,872 1,887 48,256 53,245 72,113 74,003: 21,140 19,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 7,328: 4,467 -1,849 652 -724 7,748 4,394 6,551: 2,933 777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 20.2 2.0 51.7 57.1 77.3 79.4: 22.7 20.6
Old : 100.0: 23.6 20.2 2.0 51.7 57.1 77.3 79.4: 22.7 20.6
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 : 55: 15 12 6 19 18 37 33:
Old : 55: 15 12 6 19 18 37 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 43.3 49.9 59.1 33.2 43.3 46.5 55.4
Old : 34.5 43.3 49.9 59.1 33.2 43.3 46.5 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 211,300: 27,134 48,995 5,767 141,655 130,584 174,556 185,346: 36,744 25,954
Old : 211,300: 27,134 48,995 5,767 141,655 130,584 174,556 185,346: 36,744 25,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: -282: -229 655 246 -398 1,213 -381 2,115: 99 -2,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 23.2 2.7 67.0 61.8 82.6 87.7: 17.4 12.3
Old : 100.0: 12.8 23.2 2.7 67.0 61.8 82.6 87.7: 17.4 12.3
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 : 82: 21 28 6 18 26 42 57:
Old : 82: 21 28 6 18 26 42 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 36.8 64.2 49.9 37.4 23.6 44.5 33.1
Old : 49.8 36.8 64.2 49.9 37.4 23.6 44.5 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 169,063: 56,707 19,195 16,739 38,511 92,432 111,957 128,367: 57,106 40,696
Old : 169,063: 56,707 19,195 16,739 38,511 92,432 111,957 128,367: 57,106 40,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 21,520: 16,235 -467 4,227 -943 20,471 19,520 24,232: 2,000 -2,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 11.4 9.9 22.8 54.7 66.2 75.9: 33.8 24.1
Old : 100.0: 33.5 11.4 9.9 22.8 54.7 66.2 75.9: 33.8 24.1
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 : 118: 46 31 31 25 33 87 80:
Old : 118: 46 31 31 25 33 87 80:
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 27.9 28.2 43.1 14.3 26.3 21.8 38.2
Old : 18.8 27.9 28.2 43.1 14.3 26.3 21.8 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 15,046: 9,589 5,740 96 4,182 8,008 13,867 13,844: 1,179 1,202
Old : 15,046: 9,589 5,740 96 4,182 8,008 13,867 13,844: 1,179 1,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 20: -748 230 -38 1,122 -148 336 44: -316 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 38.1 0.6 27.8 53.2 92.2 92.0: 7.8 8.0
Old : 100.0: 63.7 38.1 0.6 27.8 53.2 92.2 92.0: 7.8 8.0
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 : 27: 7 4 1 8 10 15 15:
Old : 27: 7 4 1 8 10 15 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 : 67.5 71.6 82.6 85.2 67.5 69.8 82.6 83.5
Old : 67.5 71.6 82.6 85.2 67.5 69.8 82.6 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 33,659: 5,531 721 0 21,306 26,995 26,837 27,716: 6,822 5,943
Old : 33,659: 5,531 721 0 21,306 26,995 26,837 27,716: 6,822 5,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: -24,085: -14,631 0 0 -8,003 -21,015 -22,634 -21,015: -1,451 -3,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 2.1 0.0 63.3 80.2 79.7 82.3: 20.3 17.7
Old : 100.0: 16.4 2.1 0.0 63.3 80.2 79.7 82.3: 20.3 17.7
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 : 22: 4 1 0 10 15 14 16:
Old : 22: 4 1 0 10 15 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 46.8 70.9 66.9 52.1 42.2 65.0 59.9
Old : 56.6 46.8 70.9 66.9 52.1 42.2 65.0 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :14,402,928: 672,464 772,452 4,851,737 7,871,129 7,336,535 13,395,331 12,960,724: 1,007,597 1,442,204
Old :14,402,928: 672,464 772,452 4,851,737 7,871,129 7,336,535 13,395,331 12,960,724: 1,007,597 1,442,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 30,023: -24,034 -19,204 54,691 6,516 7,412 37,173 42,898: -7,149 -12,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 5.4 33.7 54.6 50.9 93.0 90.0: 7.0 10.0
Old : 100.0: 4.7 5.4 33.7 54.6 50.9 93.0 90.0: 7.0 10.0
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 : 306: 64 66 110 146 157 274 280:
Old : 306: 64 66 110 146 157 274 280:
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 : 25.1 16.4 37.3 26.9 21.4 8.5 25.4 12.6
Old : 25.1 16.4 37.3 26.9 21.4 8.5 25.4 12.6
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, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 722,565: 73,317 47,342 30,323 467,419 507,697 571,059 585,362: 151,506 137,203
Old : 722,565: 73,317 47,342 30,323 467,419 507,697 571,059 585,362: 151,506 137,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: -8,221: 4,895 4,190 -8,048 -1,457 117 -4,610 -3,741: -3,612 -4,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 6.6 4.2 64.7 70.3 79.0 81.0: 21.0 19.0
Old : 100.0: 10.1 6.6 4.2 64.7 70.3 79.0 81.0: 21.0 19.0
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 : 205: 52 37 49 88 64 167 123:
Old : 205: 52 37 49 88 64 167 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 28.4 26.4 41.6 19.0 27.9 26.3 41.1
Old : 19.1 28.4 26.4 41.6 19.0 27.9 26.3 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,189,328: 196,757 356,472 31,334 616,702 690,182 844,793 1,077,987: 344,535 111,340
Old : 1,189,328: 196,757 356,472 31,334 616,702 690,182 844,793 1,077,987: 344,535 111,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: -16,504: 11,227 29,144 -12,956 3,960 -24,178 2,231 -7,990: -18,734 -8,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 30.0 2.6 51.9 58.0 71.0 90.6: 29.0 9.4
Old : 100.0: 16.5 30.0 2.6 51.9 58.0 71.0 90.6: 29.0 9.4
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 : 220: 57 62 32 72 61 154 130:
Old : 220: 57 62 32 72 61 154 130:
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 : 21.0 28.0 29.1 45.2 17.2 26.7 23.3 40.7
Old : 21.0 28.0 29.1 45.2 17.2 26.7 23.3 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 12,230: 1,973 1,052 0 6,060 10,165 8,033 11,217: 4,197 1,013
Old : 12,230: 1,973 1,052 0 6,060 10,165 8,033 11,217: 4,197 1,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 74: -22 0 0 259 0 237 0: -163 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 8.6 0.0 49.6 83.1 65.7 91.7: 34.3 8.3
Old : 100.0: 16.1 8.6 0.0 49.6 83.1 65.7 91.7: 34.3 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 : 28: 4 2 1 15 12 19 15:
Old : 28: 4 2 1 15 12 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 54.8 46.6 77.9 29.5 53.6 46.5 76.4
Old : 29.5 54.8 46.6 77.9 29.5 53.6 46.5 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 52,661: 8,514 11,011 0 37,589 38,590 46,103 49,601: 6,558 3,060
Old : 52,661: 8,514 11,011 0 37,589 38,590 46,103 49,601: 6,558 3,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 3,069: 1,429 980 0 226 2,850 1,655 3,830: 1,414 -761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 20.9 0.0 71.4 73.3 87.5 94.2: 12.5 5.8
Old : 100.0: 16.2 20.9 0.0 71.4 73.3 87.5 94.2: 12.5 5.8
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 : 49: 9 6 0 24 18 33 24:
Old : 49: 9 6 0 24 18 33 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 54.0 65.4 76.2 52.3 53.9 64.9 75.8
Old : 52.3 54.0 65.4 76.2 52.3 53.9 64.9 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 61,874: 17,055 8,387 433 29,589 46,324 47,077 55,144: 14,797 6,730
Old : 61,874: 17,055 8,387 433 29,589 46,324 47,077 55,144: 14,797 6,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 1,299: -1,442 190 -226 -1,578 970 -3,246 934: 4,545 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 13.6 0.7 47.8 74.9 76.1 89.1: 23.9 10.9
Old : 100.0: 27.6 13.6 0.7 47.8 74.9 76.1 89.1: 23.9 10.9
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 : 92: 22 15 4 36 30 61 46:
Old : 92: 22 15 4 36 30 61 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 : 28.4 39.3 40.1 58.7 28.4 36.1 39.4 53.3
Old : 28.4 39.3 40.1 58.7 28.4 36.1 39.4 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 358,813: 110,211 96,080 4,952 215,623 223,231 330,786 324,263: 28,027 34,549
Old : 358,813: 110,211 96,080 4,952 215,623 223,231 330,786 324,263: 28,027 34,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 3,214: -7,111 680 -1,749 7,346 -12,901 -1,513 -13,970: 4,728 17,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 26.8 1.4 60.1 62.2 92.2 90.4: 7.8 9.6
Old : 100.0: 30.7 26.8 1.4 60.1 62.2 92.2 90.4: 7.8 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 75 71 11 47 37 126 115:
Old : 214: 75 71 11 47 37 126 115:
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 : 41.2 31.9 52.4 48.0 37.8 23.8 46.4 37.9
Old : 41.2 31.9 52.4 48.0 37.8 23.8 46.4 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 65,082: 29,810 10,522 88 13,517 42,841 43,415 53,451: 21,667 11,631
Old : 65,082: 29,810 10,522 88 13,517 42,841 43,415 53,451: 21,667 11,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 2,644: 2,708 6,129 88 639 -2,916 3,435 3,301: -791 -656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 16.2 0.1 20.8 65.8 66.7 82.1: 33.3 17.9
Old : 100.0: 45.8 16.2 0.1 20.8 65.8 66.7 82.1: 33.3 17.9
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 : 48: 19 6 1 12 16 31 23:
Old : 48: 19 6 1 12 16 31 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 37.6 42.3 58.3 30.9 37.5 42.3 57.5
Old : 30.9 37.6 42.3 58.3 30.9 37.5 42.3 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 28,632: 5,106 5,931 2 19,187 16,147 24,295 22,081: 4,336 6,551
Old : 28,632: 5,106 5,931 2 19,187 16,147 24,295 22,081: 4,336 6,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 55: 49 209 0 -110 562 -61 771: 115 -716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 20.7 0.0 67.0 56.4 84.9 77.1: 15.1 22.9
Old : 100.0: 17.8 20.7 0.0 67.0 56.4 84.9 77.1: 15.1 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 : 60: 2 14 1 30 23 33 37:
Old : 60: 2 14 1 30 23 33 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 25.7 54.9 38.8 35.2 21.2 50.5 33.7
Old : 35.3 25.7 54.9 38.8 35.2 21.2 50.5 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 272,427: 42,017 58,037 4,126 206,021 195,662 252,163 257,825: 20,264 14,603
Old : 272,427: 42,017 58,037 4,126 206,021 195,662 252,163 257,825: 20,264 14,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: -10,021: 6,777 -2,889 -280 -14,941 -6,893 -8,444 -10,063: -1,577 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 21.3 1.5 75.6 71.8 92.6 94.6: 7.4 5.4
Old : 100.0: 15.4 21.3 1.5 75.6 71.8 92.6 94.6: 7.4 5.4
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 : 172: 33 69 24 37 53 87 129:
Old : 172: 33 69 24 37 53 87 129:
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 : 55.3 29.9 66.0 44.4 51.6 29.5 59.5 40.6
Old : 55.3 29.9 66.0 44.4 51.6 29.5 59.5 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 63,602: 12,314 16,081 4,654 33,239 32,783 50,207 53,518: 13,395 10,084
Old : 63,602: 12,314 16,081 4,654 33,239 32,783 50,207 53,518: 13,395 10,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: -3,520: -407 -2,329 -929 -1,405 133 -2,741 -3,125: -779 -395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 25.3 7.3 52.3 51.5 78.9 84.1: 21.1 15.9
Old : 100.0: 19.4 25.3 7.3 52.3 51.5 78.9 84.1: 21.1 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 23 22 9 24 24 55 52:
Old : 91: 23 22 9 24 24 55 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 : 32.4 30.4 43.9 46.2 31.7 27.0 41.5 42.5
Old : 32.4 30.4 43.9 46.2 31.7 27.0 41.5 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 35,831: 15,203 5,785 6 14,513 16,517 29,722 22,308: 6,109 13,523
Old : 35,831: 15,203 5,785 6 14,513 16,517 29,722 22,308: 6,109 13,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: -1,035: -1,031 -23 -5 62 4,165 -974 4,137: -61 -5,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 16.1 0.0 40.5 46.1 83.0 62.3: 17.0 37.7
Old : 100.0: 42.4 16.1 0.0 40.5 46.1 83.0 62.3: 17.0 37.7
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 : 47: 15 11 1 15 10 30 22:
Old : 47: 15 11 1 15 10 30 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 43.7 52.9 52.3 31.3 32.6 45.5 39.6
Old : 36.8 43.7 52.9 52.3 31.3 32.6 45.5 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 36,233: 738 3,138 131 15,281 27,738 16,150 31,007: 20,083 5,226
Old : 36,233: 738 3,138 131 15,281 27,738 16,150 31,007: 20,083 5,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 2,287: 296 -20 -150 -833 1,664 -687 1,494: 2,974 793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 8.7 0.4 42.2 76.6 44.6 85.6: 55.4 14.4
Old : 100.0: 2.0 8.7 0.4 42.2 76.6 44.6 85.6: 55.4 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 : 42: 4 11 2 19 22 25 34:
Old : 42: 4 11 2 19 22 25 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 37.7 36.2 58.2 6.0 25.6 8.5 35.7
Old : 28.0 37.7 36.2 58.2 6.0 25.6 8.5 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2006