MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, February 28, 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 : 31,120: 517 2,154 1,357 25,351 15,586 27,225 19,097: 3,895 12,023
Old : 31,120: 517 2,154 1,357 25,351 15,586 27,225 19,097: 3,895 12,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 1,622: 165 486 295 1,075 978 1,535 1,759: 87 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 6.9 4.4 81.5 50.1 87.5 61.4: 12.5 38.6
Old : 100.0: 1.7 6.9 4.4 81.5 50.1 87.5 61.4: 12.5 38.6
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 : 42: 4 10 9 20 18 29 32:
Old : 42: 4 10 9 20 18 29 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 : 50.1 30.0 73.4 40.7 50.0 28.1 73.4 37.8
Old : 50.1 30.0 73.4 40.7 50.0 28.1 73.4 37.8
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 28, 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 : 151,031: 20,256 28,659 35,070 75,273 53,365 130,599 117,094: 20,432 33,937
Old : 148,491: 20,606 28,929 34,153 74,003 52,626 128,762 115,708: 19,729 32,783
Other: 2,540: 527 607 40 1,270 739 1,837 1,386: 703 1,154
: : :
: : Changes in Commitments from: February 21, 2006 :
: 4,299: 1,225 2,715 1,991 872 -1,009 4,088 3,697: 211 602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 19.0 23.2 49.8 35.3 86.5 77.5: 13.5 22.5
Old : 100.0: 13.9 19.5 23.0 49.8 35.4 86.7 77.9: 13.3 22.1
Other: 100.0: 20.7 23.9 1.6 50.0 29.1 72.3 54.6: 27.7 45.4
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 55 74 78 31 34 138 161:
Old : 202: 56 75 75 27 34 130 161:
Other: 33: 6 8 2 8 12 16 20:
:----------------------------------------------------------------------------------------------------
: 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 : 34.3 21.1 46.9 27.8 34.3 20.5 45.2 26.2
Old : 34.9 21.4 47.7 27.9 34.9 20.9 45.9 26.6
Other: 43.3 28.0 63.4 41.9 43.3 26.5 62.0 40.4
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, February 28, 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 : 1,871: 321 127 109 872 648 1,302 884: 569 987
Old : 1,859: 321 127 103 872 648 1,296 878: 563 981
Other: 12: 0 0 6 0 0 6 6: 6 6
: : :
: : Changes in Commitments from: February 21, 2006 :
: -254: 37 -341 50 -161 -4 -74 -295: -180 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 6.8 5.8 46.6 34.6 69.6 47.2: 30.4 52.8
Old : 100.0: 17.3 6.8 5.5 46.9 34.9 69.7 47.2: 30.3 52.8
Other: 100.0: 0.0 0.0 50.0 0.0 0.0 50.0 50.0: 50.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 8 6 4 8 5 19 12:
Old : 24: 8 6 4 8 5 19 12:
Other: 1: 0 0 1 0 0 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 37.4 33.4 53.7 41.8 35.6 32.2 51.5 38.4
Old : 37.6 33.2 53.7 41.8 35.8 32.4 51.9 38.7
Other: 50.0 50.0 50.0 50.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, February 28, 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 : 211,135: 39,966 22,804 41,553 104,875 95,671 186,394 160,028: 24,741 51,107
Old : 211,135: 39,966 22,804 41,553 104,875 95,671 186,394 160,028: 24,741 51,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -4,439: -3,743 3,681 -1,431 5,201 2,550 27 4,800: -4,466 -9,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 10.8 19.7 49.7 45.3 88.3 75.8: 11.7 24.2
Old : 100.0: 18.9 10.8 19.7 49.7 45.3 88.3 75.8: 11.7 24.2
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 : 273: 60 69 74 66 109 174 220:
Old : 273: 60 69 74 66 109 174 220:
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 : 25.3 16.5 39.0 23.6 25.3 12.6 36.8 17.5
Old : 25.3 16.5 39.0 23.6 25.3 12.6 36.8 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, February 28, 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 : 4,656: 1,663 676 279 1,024 2,247 2,966 3,202: 1,690 1,454
Old : 4,656: 1,663 676 279 1,024 2,247 2,966 3,202: 1,690 1,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -393: -138 211 -20 -6 -475 -164 -284: -229 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 14.5 6.0 22.0 48.3 63.7 68.8: 36.3 31.2
Old : 100.0: 35.7 14.5 6.0 22.0 48.3 63.7 68.8: 36.3 31.2
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 : 50: 15 13 9 11 17 30 35:
Old : 50: 15 13 9 11 17 30 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 : 26.7 32.6 40.8 43.3 26.7 31.6 38.9 40.5
Old : 26.7 32.6 40.8 43.3 26.7 31.6 38.9 40.5
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 28, 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 : 35,758: 13,120 5,667 3,555 13,297 10,328 29,972 19,550: 5,786 16,208
Old : 35,758: 13,120 5,667 3,555 13,297 10,328 29,972 19,550: 5,786 16,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 187: 769 618 -556 -144 -245 69 -183: 118 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 15.8 9.9 37.2 28.9 83.8 54.7: 16.2 45.3
Old : 100.0: 36.7 15.8 9.9 37.2 28.9 83.8 54.7: 16.2 45.3
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 : 159: 28 41 26 50 58 100 109:
Old : 159: 28 41 26 50 58 100 109:
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 : 21.9 10.3 31.7 16.4 21.2 5.9 28.8 10.9
Old : 21.9 10.3 31.7 16.4 21.2 5.9 28.8 10.9
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 28, 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 : 124,984: 54,931 14,297 1,609 27,081 89,171 83,621 105,077: 41,363 19,907
Old : 124,984: 54,931 14,297 1,609 27,081 89,171 83,621 105,077: 41,363 19,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 9,108: 8,221 2,784 -103 -2,615 1,579 5,503 4,260: 3,605 4,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 11.4 1.3 21.7 71.3 66.9 84.1: 33.1 15.9
Old : 100.0: 44.0 11.4 1.3 21.7 71.3 66.9 84.1: 33.1 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 : 79: 33 12 5 20 21 55 36:
Old : 79: 33 12 5 20 21 55 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 43.5 30.6 63.2 20.2 42.4 30.4 61.6
Old : 20.4 43.5 30.6 63.2 20.2 42.4 30.4 61.6
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 28, 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 : 134,418: 16,309 84,571 0 107,965 24,547 124,274 109,118: 10,144 25,300
Old : 134,418: 16,309 84,571 0 107,965 24,547 124,274 109,118: 10,144 25,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 22,010: -7,480 23,807 0 29,144 -3,690 21,664 20,117: 346 1,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 62.9 0.0 80.3 18.3 92.5 81.2: 7.5 18.8
Old : 100.0: 12.1 62.9 0.0 80.3 18.3 92.5 81.2: 7.5 18.8
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 : 64: 7 36 0 17 11 24 47:
Old : 64: 7 36 0 17 11 24 47:
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 : 49.0 31.7 73.2 44.6 48.6 31.7 72.8 44.6
Old : 49.0 31.7 73.2 44.6 48.6 31.7 72.8 44.6
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 28, 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 : 113,669: 66,951 4,046 736 39,890 106,468 107,577 111,250: 6,092 2,419
Old : 113,669: 66,951 4,046 736 39,890 106,468 107,577 111,250: 6,092 2,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -5,634: -3,015 -1,217 162 -1,612 -4,121 -4,465 -5,176: -1,169 -458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 3.6 0.6 35.1 93.7 94.6 97.9: 5.4 2.1
Old : 100.0: 58.9 3.6 0.6 35.1 93.7 94.6 97.9: 5.4 2.1
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 : 89: 56 9 4 16 14 75 24:
Old : 89: 56 9 4 16 14 75 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 : 37.3 71.3 55.9 90.7 32.3 52.3 43.1 70.2
Old : 37.3 71.3 55.9 90.7 32.3 52.3 43.1 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, February 28, 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 : 98,756: 15,055 23,244 131 66,047 55,160 81,233 78,535: 17,523 20,221
Old : 98,756: 15,055 23,244 131 66,047 55,160 81,233 78,535: 17,523 20,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 1,539: 333 -11,359 89 -553 15,214 -131 3,944: 1,670 -2,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 23.5 0.1 66.9 55.9 82.3 79.5: 17.7 20.5
Old : 100.0: 15.2 23.5 0.1 66.9 55.9 82.3 79.5: 17.7 20.5
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 : 62: 14 16 2 20 22 35 39:
Old : 62: 14 16 2 20 22 35 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 : 42.5 35.7 63.1 52.5 42.4 34.0 59.4 49.4
Old : 42.5 35.7 63.1 52.5 42.4 34.0 59.4 49.4
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 - Futures Only, February 28, 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 : 201,773: 41,587 64,408 216 127,801 107,765 169,604 172,389: 32,169 29,384
Old : 201,773: 41,587 64,408 216 127,801 107,765 169,604 172,389: 32,169 29,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -1,692: 14,628 -33,735 194 -21,891 37,069 -7,069 3,528: 5,377 -5,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 31.9 0.1 63.3 53.4 84.1 85.4: 15.9 14.6
Old : 100.0: 20.6 31.9 0.1 63.3 53.4 84.1 85.4: 15.9 14.6
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 : 84: 20 23 2 27 25 47 50:
Old : 84: 20 23 2 27 25 47 50:
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 : 43.8 36.1 65.2 53.6 42.6 31.4 57.3 45.9
Old : 43.8 36.1 65.2 53.6 42.6 31.4 57.3 45.9
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 28, 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 : 159,681: 50,882 32,480 1,482 56,481 82,130 108,845 116,092: 50,836 43,589
Old : 159,681: 50,882 32,480 1,482 56,481 82,130 108,845 116,092: 50,836 43,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 8,381: 8,785 468 -252 -2,465 6,447 6,068 6,663: 2,313 1,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 20.3 0.9 35.4 51.4 68.2 72.7: 31.8 27.3
Old : 100.0: 31.9 20.3 0.9 35.4 51.4 68.2 72.7: 31.8 27.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 45 35 8 28 27 77 66:
Old : 118: 45 35 8 28 27 77 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 : 20.9 32.6 33.8 46.6 18.1 30.7 30.1 44.8
Old : 20.9 32.6 33.8 46.6 18.1 30.7 30.1 44.8
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 28, 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 : 14,476: 4,273 1,373 0 8,838 11,363 13,111 12,736: 1,365 1,740
Old : 14,476: 4,273 1,373 0 8,838 11,363 13,111 12,736: 1,365 1,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -127: -836 -113 -119 821 -225 -134 -457: 7 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 9.5 0.0 61.1 78.5 90.6 88.0: 9.4 12.0
Old : 100.0: 29.5 9.5 0.0 61.1 78.5 90.6 88.0: 9.4 12.0
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: 6 5 0 10 8 16 13:
Old : 27: 6 5 0 10 8 16 13:
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 : 55.0 70.8 75.0 82.5 55.0 67.0 74.2 78.7
Old : 55.0 70.8 75.0 82.5 55.0 67.0 74.2 78.7
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 28, 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 : 41,652: 7,889 2,342 433 29,196 35,399 37,518 38,174: 4,134 3,478
Old : 41,652: 7,889 2,342 433 29,196 35,399 37,518 38,174: 4,134 3,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 3,833: 1,501 621 -278 2,654 3,941 3,877 4,284: -44 -451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 5.6 1.0 70.1 85.0 90.1 91.6: 9.9 8.4
Old : 100.0: 18.9 5.6 1.0 70.1 85.0 90.1 91.6: 9.9 8.4
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 : 23: 5 3 2 11 12 17 16:
Old : 23: 5 3 2 11 12 17 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 : 55.5 53.1 72.1 80.7 53.5 51.2 68.6 72.6
Old : 55.5 53.1 72.1 80.7 53.5 51.2 68.6 72.6
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 28, 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 :10,033,891: 1,129,256 1,660,216 1,297,945 6,619,887 5,613,510 9,047,088 8,571,671: 986,803 1,462,220
Old :10,033,891: 1,129,256 1,660,216 1,297,945 6,619,887 5,613,510 9,047,088 8,571,671: 986,803 1,462,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 208,863: -14,828 75,449 16,165 135,676 48,382 137,013 139,996: 71,850 68,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 16.5 12.9 66.0 55.9 90.2 85.4: 9.8 14.6
Old : 100.0: 11.3 16.5 12.9 66.0 55.9 90.2 85.4: 9.8 14.6
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 : 310: 66 70 105 142 155 260 288:
Old : 310: 66 70 105 142 155 260 288:
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 : 32.5 13.9 43.2 22.9 30.7 11.8 36.1 19.4
Old : 32.5 13.9 43.2 22.9 30.7 11.8 36.1 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 28, 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 : 672,537: 64,163 42,672 3,416 465,052 515,713 532,631 561,801: 139,906 110,736
Old : 672,537: 64,163 42,672 3,416 465,052 515,713 532,631 561,801: 139,906 110,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -1,148: -3,656 2,733 14 -4,897 5,894 -8,539 8,641: 7,391 -9,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 6.3 0.5 69.1 76.7 79.2 83.5: 20.8 16.5
Old : 100.0: 9.5 6.3 0.5 69.1 76.7 79.2 83.5: 20.8 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 : 186: 33 33 16 94 63 139 100:
Old : 186: 33 33 16 94 63 139 100:
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 : 20.1 32.0 28.6 45.4 20.0 31.5 28.5 44.9
Old : 20.1 32.0 28.6 45.4 20.0 31.5 28.5 44.9
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 28, 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 : 1,220,242: 252,103 434,187 18,449 637,835 643,158 908,387 1,095,794: 311,855 124,448
Old : 1,220,242: 252,103 434,187 18,449 637,835 643,158 908,387 1,095,794: 311,855 124,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 17,021: 29,356 2,432 4,230 30,392 786 63,978 7,448: -46,957 9,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 35.6 1.5 52.3 52.7 74.4 89.8: 25.6 10.2
Old : 100.0: 20.7 35.6 1.5 52.3 52.7 74.4 89.8: 25.6 10.2
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 : 224: 58 61 22 77 66 147 137:
Old : 224: 58 61 22 77 66 147 137:
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 : 24.7 26.9 33.4 42.0 17.8 22.8 25.9 35.2
Old : 24.7 26.9 33.4 42.0 17.8 22.8 25.9 35.2
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 28, 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 : 12,112: 2,500 733 0 5,885 10,238 8,385 10,971: 3,727 1,141
Old : 12,112: 2,500 733 0 5,885 10,238 8,385 10,971: 3,727 1,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 151: 28 0 0 77 0 105 0: 46 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 6.1 0.0 48.6 84.5 69.2 90.6: 30.8 9.4
Old : 100.0: 20.6 6.1 0.0 48.6 84.5 69.2 90.6: 30.8 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 : 28: 5 1 0 13 14 18 15:
Old : 28: 5 1 0 13 14 18 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 : 31.8 52.2 49.2 75.3 31.8 51.0 49.1 72.7
Old : 31.8 52.2 49.2 75.3 31.8 51.0 49.1 72.7
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 28, 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 : 47,861: 6,858 10,931 0 34,240 33,271 41,098 44,202: 6,763 3,659
Old : 47,861: 6,858 10,931 0 34,240 33,271 41,098 44,202: 6,763 3,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -2,011: -921 -50 0 -2,671 -3,138 -3,592 -3,188: 1,581 1,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 22.8 0.0 71.5 69.5 85.9 92.4: 14.1 7.6
Old : 100.0: 14.3 22.8 0.0 71.5 69.5 85.9 92.4: 14.1 7.6
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 : 50: 6 7 0 23 21 29 28:
Old : 50: 6 7 0 23 21 29 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 : 52.4 53.2 67.7 72.5 52.4 52.7 66.6 72.0
Old : 52.4 53.2 67.7 72.5 52.4 52.7 66.6 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 28, 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 : 7,509: 3,176 1,456 250 3,854 5,803 7,280 7,509: 229 0
Old : 7,509: 3,176 1,456 250 3,854 5,803 7,280 7,509: 229 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 1,855: 1,200 -45 200 550 1,700 1,950 1,855: -95 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 19.4 3.3 51.3 77.3 97.0 100.0: 3.0 0.0
Old : 100.0: 42.3 19.4 3.3 51.3 77.3 97.0 100.0: 3.0 0.0
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 : 24: 6 7 2 5 6 13 13:
Old : 24: 6 7 2 5 6 13 13:
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 : 59.3 77.5 89.6 93.0 59.3 77.5 89.6 90.3
Old : 59.3 77.5 89.6 93.0 59.3 77.5 89.6 90.3
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 28, 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 : 68,475: 13,515 8,325 256 34,147 52,674 47,918 61,255: 20,557 7,220
Old : 68,475: 13,515 8,325 256 34,147 52,674 47,918 61,255: 20,557 7,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 3,072: 451 -384 -24 2,372 2,683 2,799 2,275: 273 797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 12.2 0.4 49.9 76.9 70.0 89.5: 30.0 10.5
Old : 100.0: 19.7 12.2 0.4 49.9 76.9 70.0 89.5: 30.0 10.5
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 : 84: 19 13 2 33 28 53 42:
Old : 84: 19 13 2 33 28 53 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 32.9 38.3 52.5 24.1 30.7 33.3 48.0
Old : 28.0 32.9 38.3 52.5 24.1 30.7 33.3 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, February 28, 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 : 372,376: 105,782 109,785 5,372 235,832 189,277 346,986 304,434: 25,390 67,942
Old : 372,376: 105,782 109,785 5,372 235,832 189,277 346,986 304,434: 25,390 67,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -10,505: -3,282 -22,029 1,090 -8,487 885 -10,679 -20,054: 174 9,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 29.5 1.4 63.3 50.8 93.2 81.8: 6.8 18.2
Old : 100.0: 28.4 29.5 1.4 63.3 50.8 93.2 81.8: 6.8 18.2
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 : 210: 72 69 12 41 44 119 119:
Old : 210: 72 69 12 41 44 119 119:
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 : 44.0 32.6 53.9 43.4 28.9 20.6 34.9 27.6
Old : 44.0 32.6 53.9 43.4 28.9 20.6 34.9 27.6
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 28, 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 : 58,377: 16,175 14,800 273 26,143 29,205 42,591 44,278: 15,786 14,099
Old : 58,377: 16,175 14,800 273 26,143 29,205 42,591 44,278: 15,786 14,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -4,596: -3,474 -848 273 -184 -2,148 -3,385 -2,723: -1,211 -1,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 25.4 0.5 44.8 50.0 73.0 75.8: 27.0 24.2
Old : 100.0: 27.7 25.4 0.5 44.8 50.0 73.0 75.8: 27.0 24.2
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 12 1 16 13 29 25:
Old : 46: 12 12 1 16 13 29 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 34.1 50.3 51.0 35.2 30.8 46.5 46.3
Old : 35.2 34.1 50.3 51.0 35.2 30.8 46.5 46.3
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 28, 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 : 31,570: 5,378 6,684 3 20,936 17,699 26,317 24,386: 5,253 7,184
Old : 31,570: 5,378 6,684 3 20,936 17,699 26,317 24,386: 5,253 7,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 1,304: 7 8 1 1,075 642 1,083 651: 221 653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 21.2 0.0 66.3 56.1 83.4 77.2: 16.6 22.8
Old : 100.0: 17.0 21.2 0.0 66.3 56.1 83.4 77.2: 16.6 22.8
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 : 59: 3 14 1 30 22 34 36:
Old : 59: 3 14 1 30 22 34 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 27.1 53.5 41.2 33.4 23.7 44.7 34.5
Old : 34.9 27.1 53.5 41.2 33.4 23.7 44.7 34.5
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 28, 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 : 284,871: 35,616 65,309 548 225,777 208,657 261,941 274,514: 22,930 10,357
Old : 284,871: 35,616 65,309 548 225,777 208,657 261,941 274,514: 22,930 10,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 8,830: 1,236 6,166 -709 5,786 5,574 6,313 11,031: 2,517 -2,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 22.9 0.2 79.3 73.2 92.0 96.4: 8.0 3.6
Old : 100.0: 12.5 22.9 0.2 79.3 73.2 92.0 96.4: 8.0 3.6
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 : 155: 30 53 8 35 57 69 114:
Old : 155: 30 53 8 35 57 69 114:
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 : 57.0 28.1 68.0 44.9 54.0 26.7 62.2 40.9
Old : 57.0 28.1 68.0 44.9 54.0 26.7 62.2 40.9
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 28, 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 : 67,300: 23,426 16,250 214 29,502 39,569 53,142 56,033: 14,158 11,267
Old : 67,300: 23,426 16,250 214 29,502 39,569 53,142 56,033: 14,158 11,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 1,387: 1,957 -507 143 1 2,501 2,101 2,137: -714 -750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 24.1 0.3 43.8 58.8 79.0 83.3: 21.0 16.7
Old : 100.0: 34.8 24.1 0.3 43.8 58.8 79.0 83.3: 21.0 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 35 25 2 21 25 58 50:
Old : 102: 35 25 2 21 25 58 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 39.1 41.5 51.6 23.5 30.9 35.7 43.4
Old : 27.9 39.1 41.5 51.6 23.5 30.9 35.7 43.4
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 28, 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 : 44,211: 14,543 10,132 780 22,924 26,525 38,247 37,437: 5,964 6,774
Old : 44,211: 14,543 10,132 780 22,924 26,525 38,247 37,437: 5,964 6,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 3,047: 1,008 472 414 707 1,223 2,129 2,109: 918 938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 22.9 1.8 51.9 60.0 86.5 84.7: 13.5 15.3
Old : 100.0: 32.9 22.9 1.8 51.9 60.0 86.5 84.7: 13.5 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 19 9 4 20 13 41 25:
Old : 58: 19 9 4 20 13 41 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 56.5 46.6 71.5 21.4 39.0 35.5 53.4
Old : 31.8 56.5 46.6 71.5 21.4 39.0 35.5 53.4
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 28, 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 : 39,274: 3,121 2,597 1,478 13,455 30,129 18,054 34,204: 21,220 5,070
Old : 39,274: 3,121 2,597 1,478 13,455 30,129 18,054 34,204: 21,220 5,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -235: 80 -900 0 521 -1,250 601 -2,150: -836 1,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 6.6 3.8 34.3 76.7 46.0 87.1: 54.0 12.9
Old : 100.0: 7.9 6.6 3.8 34.3 76.7 46.0 87.1: 54.0 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 5 10 4 21 29 29 41:
Old : 49: 5 10 4 21 29 29 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 : 24.4 40.2 34.3 55.5 11.0 33.9 15.1 42.7
Old : 24.4 40.2 34.3 55.5 11.0 33.9 15.1 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 3, 2006