MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, March 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 : 30,502: 462 2,445 1,311 24,393 15,301 26,166 19,057: 4,336 11,445
Old : 30,502: 462 2,445 1,311 24,393 15,301 26,166 19,057: 4,336 11,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 957: -50 165 96 310 522 356 783: 601 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 8.0 4.3 80.0 50.2 85.8 62.5: 14.2 37.5
Old : 100.0: 1.5 8.0 4.3 80.0 50.2 85.8 62.5: 14.2 37.5
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 : 40: 4 9 6 17 16 23 29:
Old : 40: 4 9 6 17 16 23 29:
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 : 49.6 28.5 73.4 40.1 49.6 26.7 72.6 37.6
Old : 49.6 28.5 73.4 40.1 49.6 26.7 72.6 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, March 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 : 144,113: 17,965 29,646 28,569 79,083 51,918 125,617 110,133: 18,496 33,980
Old : 140,896: 17,904 29,687 27,823 77,660 50,860 123,387 108,370: 17,509 32,526
Other: 3,217: 637 535 170 1,423 1,058 2,230 1,763: 987 1,454
: : :
: : Changes in Commitments from: March 7, 2006 :
: -5,997: 600 2,532 -8,252 3,103 -330 -4,549 -6,050: -1,448 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 20.6 19.8 54.9 36.0 87.2 76.4: 12.8 23.6
Old : 100.0: 12.7 21.1 19.7 55.1 36.1 87.6 76.9: 12.4 23.1
Other: 100.0: 19.8 16.6 5.3 44.2 32.9 69.3 54.8: 30.7 45.2
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 52 70 63 31 36 122 152:
Old : 192: 53 69 63 29 36 119 152:
Other: 36: 8 9 2 8 12 18 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 22.5 49.7 29.7 36.2 20.5 47.8 26.7
Old : 37.0 22.8 50.6 30.2 37.0 20.9 48.6 27.2
Other: 36.4 33.0 57.1 45.2 36.1 28.1 53.7 39.9
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, March 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 : 2,086: 694 158 191 581 787 1,466 1,136: 620 950
Old : 2,074: 694 158 185 581 787 1,460 1,130: 614 944
Other: 12: 0 0 6 0 0 6 6: 6 6
: : :
: : Changes in Commitments from: March 7, 2006 :
: -116: 71 -11 -21 -137 118 -87 86: -29 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 7.6 9.2 27.9 37.7 70.3 54.5: 29.7 45.5
Old : 100.0: 33.5 7.6 8.9 28.0 37.9 70.4 54.5: 29.6 45.5
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 : 23: 7 7 4 7 6 17 14:
Old : 23: 7 7 4 7 6 17 14:
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 : 40.3 31.9 56.6 47.2 39.8 30.5 52.0 38.8
Old : 40.5 32.1 56.7 47.2 40.1 30.7 52.3 39.1
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, March 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 : 217,731: 41,577 36,621 40,549 107,793 85,219 189,919 162,389: 27,812 55,342
Old : 217,731: 41,577 36,621 40,549 107,793 85,219 189,919 162,389: 27,812 55,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 9,070: 930 10,552 4,830 274 -8,233 6,034 7,149: 3,036 1,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 16.8 18.6 49.5 39.1 87.2 74.6: 12.8 25.4
Old : 100.0: 19.1 16.8 18.6 49.5 39.1 87.2 74.6: 12.8 25.4
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 : 309: 69 83 90 79 116 203 257:
Old : 309: 69 83 90 79 116 203 257:
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 : 25.2 14.2 37.4 21.5 25.2 10.7 35.9 16.0
Old : 25.2 14.2 37.4 21.5 25.2 10.7 35.9 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, March 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 : 3,944: 1,652 704 278 794 1,700 2,724 2,682: 1,220 1,262
Old : 3,944: 1,652 704 278 794 1,700 2,724 2,682: 1,220 1,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -193: -23 169 -1 24 -209 0 -41: -193 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 17.8 7.0 20.1 43.1 69.1 68.0: 30.9 32.0
Old : 100.0: 41.9 17.8 7.0 20.1 43.1 69.1 68.0: 30.9 32.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 13 12 5 10 17 26 31:
Old : 47: 13 12 5 10 17 26 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 26.4 48.2 38.1 32.7 24.5 46.0 33.2
Old : 32.7 26.4 48.2 38.1 32.7 24.5 46.0 33.2
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, March 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 : 36,320: 13,365 7,316 3,129 14,135 9,453 30,629 19,898: 5,691 16,422
Old : 36,320: 13,365 7,316 3,129 14,135 9,453 30,629 19,898: 5,691 16,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -858: -1,049 1,291 -563 666 -737 -946 -9: 88 -849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 20.1 8.6 38.9 26.0 84.3 54.8: 15.7 45.2
Old : 100.0: 36.8 20.1 8.6 38.9 26.0 84.3 54.8: 15.7 45.2
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 : 160: 35 43 28 57 56 109 114:
Old : 160: 35 43 28 57 56 109 114:
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 : 23.0 10.5 32.5 16.7 21.4 6.1 29.4 11.0
Old : 23.0 10.5 32.5 16.7 21.4 6.1 29.4 11.0
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, March 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 : 125,712: 33,979 19,958 3,137 50,076 89,290 87,192 112,385: 38,520 13,327
Old : 125,712: 33,979 19,958 3,137 50,076 89,290 87,192 112,385: 38,520 13,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -11,483: -21,247 6,055 1,407 9,842 -15,872 -9,998 -8,410: -1,485 -3,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 15.9 2.5 39.8 71.0 69.4 89.4: 30.6 10.6
Old : 100.0: 27.0 15.9 2.5 39.8 71.0 69.4 89.4: 30.6 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 26 18 6 28 22 57 43:
Old : 80: 26 18 6 28 22 57 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 41.8 33.4 62.1 16.7 35.8 25.0 51.0
Old : 20.9 41.8 33.4 62.1 16.7 35.8 25.0 51.0
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, March 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 : 93,713: 7,429 55,807 36 78,117 14,175 85,582 70,018: 8,131 23,695
Old : 93,713: 7,429 55,807 36 78,117 14,175 85,582 70,018: 8,131 23,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -34,066: -8,546 -6,391 -77 -24,419 -24,514 -33,042 -30,982: -1,024 -3,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 59.6 0.0 83.4 15.1 91.3 74.7: 8.7 25.3
Old : 100.0: 7.9 59.6 0.0 83.4 15.1 91.3 74.7: 8.7 25.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 4 26 1 10 8 15 34:
Old : 46: 4 26 1 10 8 15 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 34.2 86.2 45.8 61.2 34.2 84.1 45.8
Old : 61.3 34.2 86.2 45.8 61.2 34.2 84.1 45.8
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, March 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 : 77,716: 35,654 5,724 397 35,277 67,501 71,328 73,622: 6,388 4,094
Old : 77,716: 35,654 5,724 397 35,277 67,501 71,328 73,622: 6,388 4,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -21,126: -5,076 -446 -1,089 -15,067 -19,860 -21,232 -21,395: 106 269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 7.4 0.5 45.4 86.9 91.8 94.7: 8.2 5.3
Old : 100.0: 45.9 7.4 0.5 45.4 86.9 91.8 94.7: 8.2 5.3
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 : 71: 29 12 3 19 15 50 29:
Old : 71: 29 12 3 19 15 50 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 68.2 56.6 86.1 24.2 49.8 36.4 58.3
Old : 36.2 68.2 56.6 86.1 24.2 49.8 36.4 58.3
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, March 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 : 70,017: 10,989 25,621 10 44,935 22,224 55,934 47,855: 14,083 22,162
Old : 70,017: 10,989 25,621 10 44,935 22,224 55,934 47,855: 14,083 22,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -35,149: -3,992 -1,704 -2 -26,936 -30,775 -30,930 -32,481: -4,219 -2,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 36.6 0.0 64.2 31.7 79.9 68.3: 20.1 31.7
Old : 100.0: 15.7 36.6 0.0 64.2 31.7 79.9 68.3: 20.1 31.7
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 : 53: 11 17 1 19 11 31 28:
Old : 53: 11 17 1 19 11 31 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 : 38.7 37.8 58.2 49.6 32.9 26.7 49.9 38.5
Old : 38.7 37.8 58.2 49.6 32.9 26.7 49.9 38.5
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, March 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 : 189,513: 24,814 70,103 151 135,112 85,072 160,077 155,326: 29,436 34,187
Old : 189,513: 24,814 70,103 151 135,112 85,072 160,077 155,326: 29,436 34,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -59,099: -11,924 -8,466 -195 -41,635 -49,192 -53,754 -57,853: -5,345 -1,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 37.0 0.1 71.3 44.9 84.5 82.0: 15.5 18.0
Old : 100.0: 13.1 37.0 0.1 71.3 44.9 84.5 82.0: 15.5 18.0
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 : 89: 19 33 4 28 20 48 56:
Old : 89: 19 33 4 28 20 48 56:
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 : 39.1 35.3 58.6 51.5 35.6 31.2 52.2 42.5
Old : 39.1 35.3 58.6 51.5 35.6 31.2 52.2 42.5
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, March 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 : 134,870: 55,058 27,074 1,435 35,565 69,607 92,058 98,116: 42,812 36,754
Old : 134,870: 55,058 27,074 1,435 35,565 69,607 92,058 98,116: 42,812 36,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -42,525: 5,181 -8,925 -1,155 -40,218 -28,871 -36,192 -38,951: -6,333 -3,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 20.1 1.1 26.4 51.6 68.3 72.7: 31.7 27.3
Old : 100.0: 40.8 20.1 1.1 26.4 51.6 68.3 72.7: 31.7 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: 50 32 10 20 26 75 63:
Old : 118: 50 32 10 20 26 75 63:
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 : 24.6 34.5 35.1 44.5 24.4 32.8 34.8 41.7
Old : 24.6 34.5 35.1 44.5 24.4 32.8 34.8 41.7
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, March 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 : 10,702: 4,349 1,746 0 5,389 7,052 9,738 8,798: 964 1,904
Old : 10,702: 4,349 1,746 0 5,389 7,052 9,738 8,798: 964 1,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -7,280: -15 228 -123 -7,177 -7,407 -7,315 -7,302: 35 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 16.3 0.0 50.4 65.9 91.0 82.2: 9.0 17.8
Old : 100.0: 40.6 16.3 0.0 50.4 65.9 91.0 82.2: 9.0 17.8
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 : 27: 5 6 0 12 6 17 12:
Old : 27: 5 6 0 12 6 17 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 : 46.2 65.7 66.4 77.7 45.5 65.7 65.6 75.4
Old : 46.2 65.7 66.4 77.7 45.5 65.7 65.6 75.4
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, March 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 : 56,844: 21,200 76 1,055 28,449 48,337 50,704 49,468: 6,140 7,376
Old : 56,844: 21,200 76 1,055 28,449 48,337 50,704 49,468: 6,140 7,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 12,935: 12,914 -1,904 -188 -167 12,000 12,559 9,908: 376 3,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 0.1 1.9 50.0 85.0 89.2 87.0: 10.8 13.0
Old : 100.0: 37.3 0.1 1.9 50.0 85.0 89.2 87.0: 10.8 13.0
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 1 3 9 13 16 16:
Old : 24: 6 1 3 9 13 16 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 : 51.8 64.4 74.0 80.0 50.0 62.8 71.8 76.9
Old : 51.8 64.4 74.0 80.0 50.0 62.8 71.8 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, March 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 : 9,285,730: 1,009,907 1,234,778 1,270,234 6,042,624 5,311,299 8,322,765 7,816,311: 962,965 1,469,419
Old : 9,285,730: 1,009,907 1,234,778 1,270,234 6,042,624 5,311,299 8,322,765 7,816,311: 962,965 1,469,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -904,742: -187,450 -385,723 -44,586 -661,492 -461,767 -893,528 -892,076: -11,214 -12,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 13.3 13.7 65.1 57.2 89.6 84.2: 10.4 15.8
Old : 100.0: 10.9 13.3 13.7 65.1 57.2 89.6 84.2: 10.4 15.8
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 : 301: 61 59 98 140 156 251 280:
Old : 301: 61 59 98 140 156 251 280:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 14.1 47.1 22.0 33.4 10.9 40.8 18.0
Old : 35.4 14.1 47.1 22.0 33.4 10.9 40.8 18.0
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, March 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 : 739,997: 66,542 42,357 20,467 484,643 547,447 571,652 610,271: 168,345 129,726
Old : 739,997: 66,542 42,357 20,467 484,643 547,447 571,652 610,271: 168,345 129,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 44,307: 583 -5,998 8,460 14,464 21,833 23,507 24,295: 20,800 20,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 5.7 2.8 65.5 74.0 77.3 82.5: 22.7 17.5
Old : 100.0: 9.0 5.7 2.8 65.5 74.0 77.3 82.5: 22.7 17.5
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 : 183: 35 34 22 94 69 146 109:
Old : 183: 35 34 22 94 69 146 109:
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 : 18.5 29.8 26.5 41.7 18.4 28.5 26.4 40.4
Old : 18.5 29.8 26.5 41.7 18.4 28.5 26.4 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, March 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 : 1,703,932: 257,022 388,229 62,957 1,020,940 1,022,051 1,340,919 1,473,237: 363,013 230,695
Old : 1,703,932: 257,022 388,229 62,957 1,020,940 1,022,051 1,340,919 1,473,237: 363,013 230,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 352,204: 9,251 -9,589 18,157 253,940 234,823 281,348 243,391: 70,856 108,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 22.8 3.7 59.9 60.0 78.7 86.5: 21.3 13.5
Old : 100.0: 15.1 22.8 3.7 59.9 60.0 78.7 86.5: 21.3 13.5
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 : 232: 63 61 40 78 77 160 160:
Old : 232: 63 61 40 78 77 160 160:
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 : 23.2 25.3 35.0 39.7 14.9 17.7 22.7 27.4
Old : 23.2 25.3 35.0 39.7 14.9 17.7 22.7 27.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, March 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 : 14,716: 2,199 705 0 7,611 12,210 9,810 12,915: 4,906 1,801
Old : 14,716: 2,199 705 0 7,611 12,210 9,810 12,915: 4,906 1,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 1,628: -203 -28 -29 1,208 1,319 976 1,262: 652 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 4.8 0.0 51.7 83.0 66.7 87.8: 33.3 12.2
Old : 100.0: 14.9 4.8 0.0 51.7 83.0 66.7 87.8: 33.3 12.2
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 : 28: 4 1 0 17 15 21 16:
Old : 28: 4 1 0 17 15 21 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 : 33.2 44.6 47.4 67.9 26.5 41.1 40.5 61.4
Old : 33.2 44.6 47.4 67.9 26.5 41.1 40.5 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, March 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 : 66,827: 6,788 13,036 191 51,787 45,627 58,766 58,854: 8,061 7,973
Old : 66,827: 6,788 13,036 191 51,787 45,627 58,766 58,854: 8,061 7,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 13,690: 309 591 -413 11,891 9,235 11,787 9,413: 1,903 4,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 19.5 0.3 77.5 68.3 87.9 88.1: 12.1 11.9
Old : 100.0: 10.2 19.5 0.3 77.5 68.3 87.9 88.1: 12.1 11.9
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 : 55: 8 8 2 32 26 41 35:
Old : 55: 8 8 2 32 26 41 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 : 45.1 38.4 64.7 55.9 41.3 36.8 53.5 51.6
Old : 45.1 38.4 64.7 55.9 41.3 36.8 53.5 51.6
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, March 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 : 3,040: 2,250 1,005 0 775 2,035 3,025 3,040: 15 0
Old : 3,040: 2,250 1,005 0 775 2,035 3,025 3,040: 15 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 0: -225 300 0 225 -300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 33.1 0.0 25.5 66.9 99.5 100.0: 0.5 0.0
Old : 100.0: 74.0 33.1 0.0 25.5 66.9 99.5 100.0: 0.5 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 : 20: 7 5 0 3 5 10 10:
Old : 20: 7 5 0 3 5 10 10:
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 : 71.5 87.5 97.0 96.7 71.5 87.5 97.0 96.7
Old : 71.5 87.5 97.0 96.7 71.5 87.5 97.0 96.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, March 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 : 90,832: 12,183 9,239 3,816 46,917 65,427 62,916 78,482: 27,916 12,350
Old : 90,832: 12,183 9,239 3,816 46,917 65,427 62,916 78,482: 27,916 12,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 15,950: -1,095 51 2,876 8,908 9,740 10,689 12,667: 5,261 3,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 10.2 4.2 51.7 72.0 69.3 86.4: 30.7 13.6
Old : 100.0: 13.4 10.2 4.2 51.7 72.0 69.3 86.4: 30.7 13.6
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 : 86: 16 16 11 37 37 60 59:
Old : 86: 16 16 11 37 37 60 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 : 26.7 24.9 37.2 40.6 21.0 22.6 27.6 36.7
Old : 26.7 24.9 37.2 40.6 21.0 22.6 27.6 36.7
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, March 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 : 482,497: 116,396 103,456 18,817 311,140 269,960 446,353 392,233: 36,144 90,264
Old : 482,497: 116,396 103,456 18,817 311,140 269,960 446,353 392,233: 36,144 90,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 74,006: 2,633 -20,644 10,261 48,285 73,153 61,179 62,770: 12,827 11,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 21.4 3.9 64.5 56.0 92.5 81.3: 7.5 18.7
Old : 100.0: 24.1 21.4 3.9 64.5 56.0 92.5 81.3: 7.5 18.7
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 : 219: 79 68 31 52 57 147 141:
Old : 219: 79 68 31 52 57 147 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 28.8 52.0 40.4 25.5 17.1 31.7 23.6
Old : 41.1 28.8 52.0 40.4 25.5 17.1 31.7 23.6
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, March 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 : 43,094: 16,571 14,937 0 15,857 12,127 32,428 27,064: 10,666 16,030
Old : 43,094: 16,571 14,937 0 15,857 12,127 32,428 27,064: 10,666 16,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -24,613: -232 -4,762 -578 -20,654 -19,940 -21,464 -25,280: -3,149 667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 34.7 0.0 36.8 28.1 75.2 62.8: 24.8 37.2
Old : 100.0: 38.5 34.7 0.0 36.8 28.1 75.2 62.8: 24.8 37.2
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 : 44: 12 14 0 10 13 22 27:
Old : 44: 12 14 0 10 13 22 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 24.3 50.7 36.9 36.9 23.9 49.3 36.5
Old : 37.1 24.3 50.7 36.9 36.9 23.9 49.3 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, March 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 : 46,896: 5,404 7,281 3,745 31,387 26,462 40,536 37,488: 6,360 9,408
Old : 46,896: 5,404 7,281 3,745 31,387 26,462 40,536 37,488: 6,360 9,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 12,649: 20 465 3,551 8,131 6,908 11,702 10,924: 947 1,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 15.5 8.0 66.9 56.4 86.4 79.9: 13.6 20.1
Old : 100.0: 11.5 15.5 8.0 66.9 56.4 86.4 79.9: 13.6 20.1
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 : 64: 4 15 7 34 23 44 40:
Old : 64: 4 15 7 34 23 44 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 34.4 55.7 46.7 30.3 21.0 39.8 29.6
Old : 36.0 34.4 55.7 46.7 30.3 21.0 39.8 29.6
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, March 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 : 387,982: 32,191 69,515 45,681 284,454 255,961 362,326 371,157: 25,656 16,825
Old : 387,982: 32,191 69,515 45,681 284,454 255,961 362,326 371,157: 25,656 16,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 82,663: 481 -2,664 41,146 40,825 40,546 82,452 79,028: 211 3,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 17.9 11.8 73.3 66.0 93.4 95.7: 6.6 4.3
Old : 100.0: 8.3 17.9 11.8 73.3 66.0 93.4 95.7: 6.6 4.3
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 : 165: 31 58 17 45 58 86 124:
Old : 165: 31 58 17 45 58 86 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 25.7 70.1 44.9 43.3 23.0 48.8 34.7
Old : 54.0 25.7 70.1 44.9 43.3 23.0 48.8 34.7
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, March 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 : 48,033: 14,453 14,791 187 22,491 25,438 37,131 40,416: 10,902 7,617
Old : 48,033: 14,453 14,791 187 22,491 25,438 37,131 40,416: 10,902 7,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -26,596: -5,755 -556 -1,964 -14,107 -19,455 -21,826 -21,975: -4,770 -4,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 30.8 0.4 46.8 53.0 77.3 84.1: 22.7 15.9
Old : 100.0: 30.1 30.8 0.4 46.8 53.0 77.3 84.1: 22.7 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: 25 20 3 14 22 42 42:
Old : 79: 25 20 3 14 22 42 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 : 35.4 37.5 47.6 49.7 35.4 34.5 47.1 46.7
Old : 35.4 37.5 47.6 49.7 35.4 34.5 47.1 46.7
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, March 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 : 33,840: 13,105 2,751 105 15,684 10,225 28,894 13,081: 4,946 20,759
Old : 33,840: 13,105 2,751 105 15,684 10,225 28,894 13,081: 4,946 20,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -17,320: -138 -8,863 -4,809 -9,516 -18,833 -14,463 -32,505: -2,857 15,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 8.1 0.3 46.3 30.2 85.4 38.7: 14.6 61.3
Old : 100.0: 38.7 8.1 0.3 46.3 30.2 85.4 38.7: 14.6 61.3
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 : 44: 15 4 1 17 11 32 16:
Old : 44: 15 4 1 17 11 32 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 : 36.5 22.0 53.9 32.0 36.5 18.4 53.2 28.1
Old : 36.5 22.0 53.9 32.0 36.5 18.4 53.2 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 24,123: 6,280 1,208 236 16,977 22,234 23,493 23,678: 630 445
Old : 24,123: 6,280 1,208 236 16,977 22,234 23,493 23,678: 630 445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 5.0 1.0 70.4 92.2 97.4 98.2: 2.6 1.8
Old : 100.0: 26.0 5.0 1.0 70.4 92.2 97.4 98.2: 2.6 1.8
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 : 21: 9 3 3 6 4 16 9:
Old : 21: 9 3 3 6 4 16 9:
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 : 73.5 93.8 90.3 97.8 73.1 89.8 85.3 91.2
Old : 73.5 93.8 90.3 97.8 73.1 89.8 85.3 91.2
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, March 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 : 34,727: 5,195 3,115 892 14,130 23,235 20,217 27,242: 14,510 7,485
Old : 34,727: 5,195 3,115 892 14,130 23,235 20,217 27,242: 14,510 7,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -9,674: -12 185 -739 -2,300 -9,682 -3,051 -10,236: -6,623 562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 9.0 2.6 40.7 66.9 58.2 78.4: 41.8 21.6
Old : 100.0: 15.0 9.0 2.6 40.7 66.9 58.2 78.4: 41.8 21.6
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 : 49: 9 10 6 16 26 28 40:
Old : 49: 9 10 6 16 26 28 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 39.9 47.4 53.2 21.0 30.5 26.6 38.9
Old : 40.2 39.9 47.4 53.2 21.0 30.5 26.6 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 17, 2006