MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, February 14, 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 : 28,413: 464 1,370 1,075 23,198 15,105 24,737 17,550: 3,676 10,863
Old : 28,413: 464 1,370 1,075 23,198 15,105 24,737 17,550: 3,676 10,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 1,226: 138 820 354 1,294 499 1,786 1,673: -560 -447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 4.8 3.8 81.6 53.2 87.1 61.8: 12.9 38.2
Old : 100.0: 1.6 4.8 3.8 81.6 53.2 87.1 61.8: 12.9 38.2
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 : 36: 3 7 8 18 16 26 26:
Old : 36: 3 7 8 18 16 26 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 : 50.8 32.2 75.1 43.6 50.8 30.3 75.0 40.7
Old : 50.8 32.2 75.1 43.6 50.8 30.3 75.0 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, February 14, 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 : 145,166: 18,990 28,140 32,216 73,582 51,985 124,788 112,341: 20,378 32,825
Old : 142,967: 19,536 28,499 31,194 72,485 51,401 123,215 111,094: 19,752 31,873
Other: 2,199: 462 649 14 1,097 584 1,573 1,247: 626 952
: : :
: : Changes in Commitments from: February 7, 2006 :
: 2,837: 1,330 -3,879 4,000 -1,654 3,242 3,676 3,363: -839 -526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 19.4 22.2 50.7 35.8 86.0 77.4: 14.0 22.6
Old : 100.0: 13.7 19.9 21.8 50.7 36.0 86.2 77.7: 13.8 22.3
Other: 100.0: 21.0 29.5 0.6 49.9 26.6 71.5 56.7: 28.5 43.3
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 55 67 73 33 39 130 157:
Old : 194: 57 67 71 30 39 125 157:
Other: 29: 4 7 1 9 10 14 17:
:----------------------------------------------------------------------------------------------------
: 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 : 34.6 20.7 46.4 27.5 34.6 19.7 45.2 25.6
Old : 35.1 21.0 47.1 27.7 35.1 20.2 45.8 26.1
Other: 44.0 34.9 62.8 48.9 44.0 34.3 62.3 48.3
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, February 14, 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 : 2,614: 266 805 297 1,231 568 1,794 1,670: 820 944
Old : 2,614: 266 805 297 1,231 568 1,794 1,670: 820 944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -8: -84 -372 40 65 316 21 -16: -29 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 30.8 11.4 47.1 21.7 68.6 63.9: 31.4 36.1
Old : 100.0: 10.2 30.8 11.4 47.1 21.7 68.6 63.9: 31.4 36.1
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 : 30: 7 11 4 8 3 19 16:
Old : 30: 7 11 4 8 3 19 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 : 37.1 34.1 55.5 50.8 37.1 33.3 50.7 44.9
Old : 37.1 34.1 55.5 50.8 37.1 33.3 50.7 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, February 14, 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 : 218,888: 46,180 18,557 44,508 97,855 93,259 188,543 156,324: 30,345 62,564
Old : 218,888: 46,180 18,557 44,508 97,855 93,259 188,543 156,324: 30,345 62,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -8,416: -4,797 -2,761 -39 -3,126 -2,564 -7,962 -5,364: -454 -3,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 8.5 20.3 44.7 42.6 86.1 71.4: 13.9 28.6
Old : 100.0: 21.1 8.5 20.3 44.7 42.6 86.1 71.4: 13.9 28.6
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 : 292: 68 63 84 72 118 201 229:
Old : 292: 68 63 84 72 118 201 229:
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 : 23.7 14.9 36.3 21.5 23.7 11.3 33.9 16.0
Old : 23.7 14.9 36.3 21.5 23.7 11.3 33.9 16.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, February 14, 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 : 5,058: 1,763 345 311 983 2,849 3,057 3,505: 2,001 1,553
Old : 5,058: 1,763 345 311 983 2,849 3,057 3,505: 2,001 1,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -350: -187 52 150 83 -407 46 -205: -396 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 6.8 6.1 19.4 56.3 60.4 69.3: 39.6 30.7
Old : 100.0: 34.9 6.8 6.1 19.4 56.3 60.4 69.3: 39.6 30.7
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 : 51: 20 8 9 11 18 34 32:
Old : 51: 20 8 9 11 18 34 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 40.2 35.8 49.3 23.1 39.1 33.3 46.4
Old : 23.1 40.2 35.8 49.3 23.1 39.1 33.3 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, February 14, 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 : 34,845: 11,917 4,522 3,914 13,263 10,296 29,094 18,732: 5,751 16,113
Old : 34,845: 11,917 4,522 3,914 13,263 10,296 29,094 18,732: 5,751 16,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 1,286: -56 695 298 1,780 543 2,022 1,536: -736 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 13.0 11.2 38.1 29.5 83.5 53.8: 16.5 46.2
Old : 100.0: 34.2 13.0 11.2 38.1 29.5 83.5 53.8: 16.5 46.2
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 : 158: 32 31 28 50 62 104 109:
Old : 158: 32 31 28 50 62 104 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 8.8 30.0 14.7 18.9 6.3 26.2 11.1
Old : 20.0 8.8 30.0 14.7 18.9 6.3 26.2 11.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, February 14, 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 : 118,357: 52,220 11,756 1,622 27,397 89,061 81,239 102,439: 37,118 15,918
Old : 118,357: 52,220 11,756 1,622 27,397 89,061 81,239 102,439: 37,118 15,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -3,532: -4,078 303 -116 2,574 -3,952 -1,620 -3,765: -1,912 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 9.9 1.4 23.1 75.2 68.6 86.6: 31.4 13.4
Old : 100.0: 44.1 9.9 1.4 23.1 75.2 68.6 86.6: 31.4 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 32 14 5 22 22 56 39:
Old : 80: 32 14 5 22 22 56 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 46.4 28.3 64.5 17.4 46.1 28.1 62.4
Old : 17.6 46.4 28.3 64.5 17.4 46.1 28.1 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, February 14, 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 : 108,343: 21,612 52,800 101 77,521 33,516 99,234 86,417: 9,109 21,926
Old : 108,343: 21,612 52,800 101 77,521 33,516 99,234 86,417: 9,109 21,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 16,211: -2,012 14,486 101 17,209 -1,833 15,298 12,754: 913 3,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 48.7 0.1 71.6 30.9 91.6 79.8: 8.4 20.2
Old : 100.0: 19.9 48.7 0.1 71.6 30.9 91.6 79.8: 8.4 20.2
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 : 54: 6 27 1 14 12 21 39:
Old : 54: 6 27 1 14 12 21 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 34.8 78.5 48.3 54.5 34.8 76.9 47.9
Old : 54.6 34.8 78.5 48.3 54.5 34.8 76.9 47.9
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 - Futures Only, February 14, 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 : 120,098: 70,463 3,987 389 41,713 112,550 112,565 116,926: 7,533 3,172
Old : 120,098: 70,463 3,987 389 41,713 112,550 112,565 116,926: 7,533 3,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 2,475: 2,866 -2,637 -6 -114 5,425 2,746 2,782: -271 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 3.3 0.3 34.7 93.7 93.7 97.4: 6.3 2.6
Old : 100.0: 58.7 3.3 0.3 34.7 93.7 93.7 97.4: 6.3 2.6
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 : 92: 60 7 2 17 15 77 24:
Old : 92: 60 7 2 17 15 77 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 : 34.1 70.2 51.7 88.2 29.3 51.4 39.8 67.3
Old : 34.1 70.2 51.7 88.2 29.3 51.4 39.8 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, February 14, 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 : 99,687: 12,019 36,663 203 71,768 38,093 83,990 74,959: 15,697 24,728
Old : 99,687: 12,019 36,663 203 71,768 38,093 83,990 74,959: 15,697 24,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 5,894: -3,473 7,109 162 8,982 -5,075 5,671 2,196: 223 3,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 36.8 0.2 72.0 38.2 84.3 75.2: 15.7 24.8
Old : 100.0: 12.1 36.8 0.2 72.0 38.2 84.3 75.2: 15.7 24.8
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 : 62: 11 19 2 21 18 34 37:
Old : 62: 11 19 2 21 18 34 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 : 39.4 39.3 61.9 52.5 39.2 37.3 57.9 48.7
Old : 39.4 39.3 61.9 52.5 39.2 37.3 57.9 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, February 14, 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 : 195,644: 27,560 82,617 32 141,417 80,756 169,009 163,405: 26,635 32,239
Old : 195,644: 27,560 82,617 32 141,417 80,756 169,009 163,405: 26,635 32,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -2,254: -3,659 -4,949 -121 116 857 -3,664 -4,213: 1,410 1,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 42.2 0.0 72.3 41.3 86.4 83.5: 13.6 16.5
Old : 100.0: 14.1 42.2 0.0 72.3 41.3 86.4 83.5: 13.6 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 17 38 2 23 19 40 59:
Old : 90: 17 38 2 23 19 40 59:
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 : 41.8 31.5 63.7 45.2 39.5 24.6 53.3 35.5
Old : 41.8 31.5 63.7 45.2 39.5 24.6 53.3 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, February 14, 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 : 140,958: 43,279 31,323 1,688 50,461 69,907 95,428 102,918: 45,530 38,040
Old : 140,958: 43,279 31,323 1,688 50,461 69,907 95,428 102,918: 45,530 38,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 837: -2,343 4,666 26 5,841 -5,386 3,524 -694: -2,687 1,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 22.2 1.2 35.8 49.6 67.7 73.0: 32.3 27.0
Old : 100.0: 30.7 22.2 1.2 35.8 49.6 67.7 73.0: 32.3 27.0
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 : 113: 41 34 11 24 28 72 66:
Old : 113: 41 34 11 24 28 72 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 33.4 35.0 44.4 20.5 31.4 32.3 42.4
Old : 22.8 33.4 35.0 44.4 20.5 31.4 32.3 42.4
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 - Futures Only, February 14, 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 : 11,225: 4,622 611 118 5,033 9,271 9,773 10,000: 1,452 1,225
Old : 11,225: 4,622 611 118 5,033 9,271 9,773 10,000: 1,452 1,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -3,975: -4,498 -4,408 118 195 322 -4,185 -3,968: 210 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 5.4 1.1 44.8 82.6 87.1 89.1: 12.9 10.9
Old : 100.0: 41.2 5.4 1.1 44.8 82.6 87.1 89.1: 12.9 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 : 24: 6 2 1 9 9 15 12:
Old : 24: 6 2 1 9 9 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 71.2 74.3 85.8 58.8 68.2 74.3 82.8
Old : 58.8 71.2 74.3 85.8 58.8 68.2 74.3 82.8
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 - Futures Only, February 14, 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 : 34,526: 6,114 1,721 684 24,121 28,568 30,919 30,973: 3,607 3,553
Old : 34,526: 6,114 1,721 684 24,121 28,568 30,919 30,973: 3,607 3,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -10,999: 745 -84 650 -8,293 -8,929 -6,898 -8,363: -4,101 -2,636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 5.0 2.0 69.9 82.7 89.6 89.7: 10.4 10.3
Old : 100.0: 17.7 5.0 2.0 69.9 82.7 89.6 89.7: 10.4 10.3
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 : 20: 5 2 2 11 10 16 14:
Old : 20: 5 2 2 11 10 16 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 : 58.3 57.5 76.7 80.0 57.2 55.5 72.6 72.8
Old : 58.3 57.5 76.7 80.0 57.2 55.5 72.6 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, February 14, 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 : 9,590,330: 1,149,896 1,436,516 1,266,619 6,272,515 5,459,044 8,689,030 8,162,179: 901,300 1,428,151
Old : 9,590,330: 1,149,896 1,436,516 1,266,619 6,272,515 5,459,044 8,689,030 8,162,179: 901,300 1,428,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 270,375: 63,255 99,839 65,128 185,555 160,121 313,938 325,088: -43,563 -54,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 15.0 13.2 65.4 56.9 90.6 85.1: 9.4 14.9
Old : 100.0: 12.0 15.0 13.2 65.4 56.9 90.6 85.1: 9.4 14.9
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 : 302: 66 68 106 138 149 255 284:
Old : 302: 66 68 106 138 149 255 284:
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 : 32.3 14.6 42.5 23.5 31.0 12.0 36.6 19.4
Old : 32.3 14.6 42.5 23.5 31.0 12.0 36.6 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, February 14, 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 : 665,868: 68,930 39,843 2,940 460,928 505,975 532,798 548,758: 133,070 117,110
Old : 665,868: 68,930 39,843 2,940 460,928 505,975 532,798 548,758: 133,070 117,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 3,072: 295 -1,725 1,638 2,803 6,068 4,736 5,981: -1,664 -2,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 6.0 0.4 69.2 76.0 80.0 82.4: 20.0 17.6
Old : 100.0: 10.4 6.0 0.4 69.2 76.0 80.0 82.4: 20.0 17.6
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 : 191: 37 36 9 88 60 131 99:
Old : 191: 37 36 9 88 60 131 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 32.7 28.6 46.2 20.3 32.2 28.5 45.6
Old : 20.4 32.7 28.6 46.2 20.3 32.2 28.5 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, February 14, 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 : 1,156,131: 224,169 413,121 16,338 580,388 619,559 820,895 1,049,018: 335,236 107,113
Old : 1,156,131: 224,169 413,121 16,338 580,388 619,559 820,895 1,049,018: 335,236 107,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -27,721: -15,296 -21,234 2,353 1,403 -1,570 -11,540 -20,451: -16,181 -7,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 35.7 1.4 50.2 53.6 71.0 90.7: 29.0 9.3
Old : 100.0: 19.4 35.7 1.4 50.2 53.6 71.0 90.7: 29.0 9.3
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 : 225: 58 65 27 70 67 145 142:
Old : 225: 58 65 27 70 67 145 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 27.1 32.8 42.1 17.8 22.9 25.3 35.6
Old : 23.6 27.1 32.8 42.1 17.8 22.9 25.3 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, February 14, 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 : 11,897: 2,476 733 0 5,754 10,011 8,230 10,744: 3,667 1,153
Old : 11,897: 2,476 733 0 5,754 10,011 8,230 10,744: 3,667 1,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -84: 427 0 0 -163 -27 264 -27: -348 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 6.2 0.0 48.4 84.1 69.2 90.3: 30.8 9.7
Old : 100.0: 20.8 6.2 0.0 48.4 84.1 69.2 90.3: 30.8 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 1 0 14 13 19 14:
Old : 28: 5 1 0 14 13 19 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 : 30.6 53.1 48.1 76.6 30.6 51.9 47.9 75.0
Old : 30.6 53.1 48.1 76.6 30.6 51.9 47.9 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, February 14, 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 : 48,463: 7,172 10,620 0 35,462 35,203 42,634 45,823: 5,829 2,640
Old : 48,463: 7,172 10,620 0 35,462 35,203 42,634 45,823: 5,829 2,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -496: 471 170 0 -336 -567 135 -397: -631 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 21.9 0.0 73.2 72.6 88.0 94.6: 12.0 5.4
Old : 100.0: 14.8 21.9 0.0 73.2 72.6 88.0 94.6: 12.0 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 : 53: 9 6 0 24 22 33 28:
Old : 53: 9 6 0 24 22 33 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 : 55.3 53.9 70.6 72.8 55.3 53.1 69.7 72.0
Old : 55.3 53.9 70.6 72.8 55.3 53.1 69.7 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
Commitments of Traders - Futures Only, February 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CME HDD INDEX X $20) :
: : :
All : 4,699: 1,301 1,086 0 2,754 3,098 4,055 4,184: 644 515
Old : 4,699: 1,301 1,086 0 2,754 3,098 4,055 4,184: 644 515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -710: -2,060 -100 0 845 -1,125 -1,215 -1,225: 505 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 23.1 0.0 58.6 65.9 86.3 89.0: 13.7 11.0
Old : 100.0: 27.7 23.1 0.0 58.6 65.9 86.3 89.0: 13.7 11.0
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 : 21: 5 6 0 5 5 10 11:
Old : 21: 5 6 0 5 5 10 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 68.6 83.5 84.8 60.7 68.6 83.5 84.8
Old : 60.7 68.6 83.5 84.8 60.7 68.6 83.5 84.8
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 - Futures Only, February 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 60,909: 12,946 8,775 280 31,092 45,496 44,318 54,551: 16,591 6,358
Old : 60,909: 12,946 8,775 280 31,092 45,496 44,318 54,551: 16,591 6,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -137: -1,601 -316 128 862 803 -611 615: 474 -752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 14.4 0.5 51.0 74.7 72.8 89.6: 27.2 10.4
Old : 100.0: 21.3 14.4 0.5 51.0 74.7 72.8 89.6: 27.2 10.4
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 : 81: 16 14 2 36 24 53 39:
Old : 81: 16 14 2 36 24 53 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 37.3 36.7 57.5 24.5 35.7 35.4 51.8
Old : 24.5 37.3 36.7 57.5 24.5 35.7 35.4 51.8
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 - Futures Only, February 14, 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 : 346,652: 106,205 103,366 2,500 213,347 198,086 322,052 303,952: 24,600 42,700
Old : 346,652: 106,205 103,366 2,500 213,347 198,086 322,052 303,952: 24,600 42,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -11,207: -4,801 9,260 492 -7,770 -19,802 -12,079 -10,050: 872 -1,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 29.8 0.7 61.5 57.1 92.9 87.7: 7.1 12.3
Old : 100.0: 30.6 29.8 0.7 61.5 57.1 92.9 87.7: 7.1 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 : 209: 75 63 10 46 37 125 106:
Old : 209: 75 63 10 46 37 125 106:
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 : 44.4 34.0 54.9 48.9 29.6 24.8 37.9 32.3
Old : 44.4 34.0 54.9 48.9 29.6 24.8 37.9 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, February 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 62,933: 22,669 14,618 3 25,417 33,199 48,089 47,820: 14,844 15,113
Old : 62,933: 22,669 14,618 3 25,417 33,199 48,089 47,820: 14,844 15,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -5,592: -8,640 4,090 3 6,303 -10,866 -2,334 -6,773: -3,258 1,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 23.2 0.0 40.4 52.8 76.4 76.0: 23.6 24.0
Old : 100.0: 36.0 23.2 0.0 40.4 52.8 76.4 76.0: 23.6 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 : 48: 13 10 1 13 16 27 26:
Old : 48: 13 10 1 13 16 27 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 : 42.9 30.8 55.2 47.6 42.9 30.2 53.8 45.0
Old : 42.9 30.8 55.2 47.6 42.9 30.2 53.8 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, February 14, 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 : 31,680: 5,368 6,276 2 19,783 17,282 25,153 23,560: 6,527 8,120
Old : 31,680: 5,368 6,276 2 19,783 17,282 25,153 23,560: 6,527 8,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 2,282: 273 180 0 76 853 349 1,033: 1,933 1,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 19.8 0.0 62.4 54.6 79.4 74.4: 20.6 25.6
Old : 100.0: 16.9 19.8 0.0 62.4 54.6 79.4 74.4: 20.6 25.6
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 : 59: 3 14 1 29 21 33 35:
Old : 59: 3 14 1 29 21 33 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 28.3 51.4 41.6 33.3 23.7 48.1 36.7
Old : 33.8 28.3 51.4 41.6 33.3 23.7 48.1 36.7
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 - Futures Only, February 14, 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 : 272,819: 38,212 62,089 1,020 211,701 200,145 250,933 263,254: 21,886 9,565
Old : 272,819: 38,212 62,089 1,020 211,701 200,145 250,933 263,254: 21,886 9,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 1,268: -6,598 1,238 462 4,450 1,848 -1,686 3,548: 2,954 -2,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 22.8 0.4 77.6 73.4 92.0 96.5: 8.0 3.5
Old : 100.0: 14.0 22.8 0.4 77.6 73.4 92.0 96.5: 8.0 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 : 159: 30 57 12 31 59 68 121:
Old : 159: 30 57 12 31 59 68 121:
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 : 57.3 29.8 68.0 46.1 52.6 27.4 60.6 40.7
Old : 57.3 29.8 68.0 46.1 52.6 27.4 60.6 40.7
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 - Futures Only, February 14, 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 : 61,030: 19,418 15,605 69 28,229 35,806 47,716 51,480: 13,314 9,550
Old : 61,030: 19,418 15,605 69 28,229 35,806 47,716 51,480: 13,314 9,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 1,852: 1,081 -160 -40 125 2,167 1,166 1,967: 686 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 25.6 0.1 46.3 58.7 78.2 84.4: 21.8 15.6
Old : 100.0: 31.8 25.6 0.1 46.3 58.7 78.2 84.4: 21.8 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 31 21 2 20 27 53 48:
Old : 94: 31 21 2 20 27 53 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 38.4 42.9 51.0 26.3 31.3 38.0 43.9
Old : 29.3 38.4 42.9 51.0 26.3 31.3 38.0 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, February 14, 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 : 35,210: 11,059 7,591 0 18,480 21,579 29,539 29,170: 5,671 6,040
Old : 35,210: 11,059 7,591 0 18,480 21,579 29,539 29,170: 5,671 6,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -1,554: -1,229 199 -12 1,192 2,546 -49 2,733: -1,505 -4,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 21.6 0.0 52.5 61.3 83.9 82.8: 16.1 17.2
Old : 100.0: 31.4 21.6 0.0 52.5 61.3 83.9 82.8: 16.1 17.2
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 : 46: 12 10 0 17 11 29 21:
Old : 46: 12 10 0 17 11 29 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 61.4 52.6 71.2 26.4 45.0 44.5 54.8
Old : 32.9 61.4 52.6 71.2 26.4 45.0 44.5 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, February 14, 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 : 39,200: 2,650 2,697 331 14,403 33,090 17,384 36,118: 21,816 3,082
Old : 39,200: 2,650 2,697 331 14,403 33,090 17,384 36,118: 21,816 3,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -2,852: -10 -224 -3 -174 -1,697 -187 -1,924: -2,665 -928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 6.9 0.8 36.7 84.4 44.3 92.1: 55.7 7.9
Old : 100.0: 6.8 6.9 0.8 36.7 84.4 44.3 92.1: 55.7 7.9
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 : 47: 5 10 4 19 27 27 39:
Old : 47: 5 10 4 19 27 27 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 42.9 34.0 60.3 12.0 37.7 15.8 47.8
Old : 23.9 42.9 34.0 60.3 12.0 37.7 15.8 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 17, 2006