MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, April 4, 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 : 31,153: 1,551 2,731 984 24,426 15,002 26,961 18,717: 4,192 12,436
Old : 31,153: 1,551 2,731 984 24,426 15,002 26,961 18,717: 4,192 12,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -1,806: 364 828 -324 -1,807 -925 -1,767 -421: -39 -1,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 8.8 3.2 78.4 48.2 86.5 60.1: 13.5 39.9
Old : 100.0: 5.0 8.8 3.2 78.4 48.2 86.5 60.1: 13.5 39.9
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 : 45: 5 11 6 19 17 26 32:
Old : 45: 5 11 6 19 17 26 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 : 49.4 27.7 71.9 39.2 49.4 26.1 71.2 37.3
Old : 49.4 27.7 71.9 39.2 49.4 26.1 71.2 37.3
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, April 4, 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 : 143,750: 17,639 29,956 31,486 78,820 50,877 127,945 112,319: 15,805 31,431
Old : 139,983: 18,006 30,684 29,978 77,287 49,550 125,271 110,212: 14,712 29,771
Other: 3,767: 964 603 177 1,533 1,327 2,674 2,107: 1,093 1,660
: : :
: : Changes in Commitments from: March 28, 2006 :
: 2,108: 230 2,762 2,862 -1,108 -2,485 1,984 3,139: 124 -1,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 20.8 21.9 54.8 35.4 89.0 78.1: 11.0 21.9
Old : 100.0: 12.9 21.9 21.4 55.2 35.4 89.5 78.7: 10.5 21.3
Other: 100.0: 25.6 16.0 4.7 40.7 35.2 71.0 55.9: 29.0 44.1
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 49 74 73 33 36 131 161:
Old : 200: 53 76 72 30 36 126 161:
Other: 45: 13 11 3 9 14 25 25:
:----------------------------------------------------------------------------------------------------
: 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 23.4 50.2 31.3 36.5 19.3 47.9 26.1
Old : 37.5 23.8 51.5 31.8 37.5 19.7 49.2 26.8
Other: 35.8 28.5 53.6 41.0 34.8 24.2 52.2 36.4
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, April 4, 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 : 1,704: 325 298 85 754 540 1,164 923: 540 781
Old : 1,691: 325 299 78 754 540 1,157 917: 534 774
Other: 13: 1 0 6 0 0 7 6: 6 7
: : :
: : Changes in Commitments from: March 28, 2006 :
: -116: -166 126 -49 222 -144 7 -67: -123 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 17.5 5.0 44.2 31.7 68.3 54.2: 31.7 45.8
Old : 100.0: 19.2 17.7 4.6 44.6 31.9 68.4 54.2: 31.6 45.8
Other: 100.0: 7.7 0.0 46.2 0.0 0.0 53.8 46.2: 46.2 53.8
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 7 3 7 5 15 14:
Old : 23: 6 8 3 7 5 15 14:
Other: 1: 1 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 : 44.4 35.3 58.7 45.5 41.5 35.0 55.9 43.8
Old : 44.7 35.6 59.1 45.5 41.9 35.3 56.3 44.1
Other: 53.8 46.2 53.8 46.2 7.7 0.0 7.7 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, April 4, 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 : 237,458: 47,846 45,081 44,665 114,017 93,842 206,528 183,588: 30,930 53,870
Old : 237,458: 47,846 45,081 44,665 114,017 93,842 206,528 183,588: 30,930 53,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 6,688: 5,625 -1,066 -1,479 1,126 8,861 5,272 6,316: 1,416 372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 19.0 18.8 48.0 39.5 87.0 77.3: 13.0 22.7
Old : 100.0: 20.1 19.0 18.8 48.0 39.5 87.0 77.3: 13.0 22.7
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 : 320: 68 86 72 90 125 202 260:
Old : 320: 68 86 72 90 125 202 260:
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 : 23.4 15.7 37.0 22.7 23.2 9.5 32.8 14.6
Old : 23.4 15.7 37.0 22.7 23.2 9.5 32.8 14.6
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, April 4, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,075: 1,753 866 417 1,016 1,458 3,186 2,741: 1,889 2,334
Old : 5,075: 1,753 866 417 1,016 1,458 3,186 2,741: 1,889 2,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 915: 179 -48 -80 175 221 274 93: 641 822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 17.1 8.2 20.0 28.7 62.8 54.0: 37.2 46.0
Old : 100.0: 34.5 17.1 8.2 20.0 28.7 62.8 54.0: 37.2 46.0
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 : 54: 16 18 10 14 17 34 41:
Old : 54: 16 18 10 14 17 34 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 : 29.0 16.7 44.1 26.0 29.0 12.0 38.4 18.9
Old : 29.0 16.7 44.1 26.0 29.0 12.0 38.4 18.9
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, April 4, 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 : 33,499: 12,775 7,507 3,695 12,197 7,611 28,667 18,813: 4,832 14,686
Old : 33,499: 12,775 7,507 3,695 12,197 7,611 28,667 18,813: 4,832 14,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -3,739: -2,068 395 -340 -1,489 -1,449 -3,897 -1,394: 158 -2,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 22.4 11.0 36.4 22.7 85.6 56.2: 14.4 43.8
Old : 100.0: 38.1 22.4 11.0 36.4 22.7 85.6 56.2: 14.4 43.8
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 : 162: 30 43 27 49 52 97 112:
Old : 162: 30 43 27 49 52 97 112:
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 : 26.3 14.1 38.2 20.9 24.8 8.7 33.1 13.2
Old : 26.3 14.1 38.2 20.9 24.8 8.7 33.1 13.2
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, April 4, 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 : 84,301: 12,081 16,227 1,489 37,058 50,463 50,628 68,179: 33,673 16,122
Old : 84,301: 12,081 16,227 1,489 37,058 50,463 50,628 68,179: 33,673 16,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -3,055: -1,193 -4,858 57 -444 1,861 -1,580 -2,940: -1,475 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 19.2 1.8 44.0 59.9 60.1 80.9: 39.9 19.1
Old : 100.0: 14.3 19.2 1.8 44.0 59.9 60.1 80.9: 39.9 19.1
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 : 72: 17 21 3 20 22 38 45:
Old : 72: 17 21 3 20 22 38 45:
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 36.0 37.1 49.3 21.6 32.8 30.6 43.9
Old : 25.3 36.0 37.1 49.3 21.6 32.8 30.6 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, April 4, 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 : 79,020: 7,412 45,540 0 62,580 11,064 69,992 56,604: 9,028 22,416
Old : 79,020: 7,412 45,540 0 62,580 11,064 69,992 56,604: 9,028 22,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -5,675: 1,592 -5,615 -199 -9,782 -257 -8,389 -6,071: 2,714 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 57.6 0.0 79.2 14.0 88.6 71.6: 11.4 28.4
Old : 100.0: 9.4 57.6 0.0 79.2 14.0 88.6 71.6: 11.4 28.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 10 24 0 9 9 19 33:
Old : 49: 10 24 0 9 9 19 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 34.8 80.0 46.6 67.7 34.8 78.0 46.6
Old : 67.7 34.8 80.0 46.6 67.7 34.8 78.0 46.6
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, April 4, 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 : 79,909: 16,625 19,831 303 59,162 56,308 76,090 76,442: 3,819 3,467
Old : 79,909: 16,625 19,831 303 59,162 56,308 76,090 76,442: 3,819 3,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 9,407: -4,114 10,314 -446 14,985 -506 10,425 9,362: -1,018 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 24.8 0.4 74.0 70.5 95.2 95.7: 4.8 4.3
Old : 100.0: 20.8 24.8 0.4 74.0 70.5 95.2 95.7: 4.8 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 : 69: 15 27 2 20 13 36 41:
Old : 69: 15 27 2 20 13 36 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 : 47.8 64.4 68.8 77.3 40.6 46.1 54.4 57.7
Old : 47.8 64.4 68.8 77.3 40.6 46.1 54.4 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, April 4, 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 : 79,371: 14,015 24,699 0 48,888 32,217 62,903 56,916: 16,468 22,455
Old : 79,371: 14,015 24,699 0 48,888 32,217 62,903 56,916: 16,468 22,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 11,372: 1,524 5,924 -274 6,904 4,466 8,154 10,116: 3,218 1,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 31.1 0.0 61.6 40.6 79.3 71.7: 20.7 28.3
Old : 100.0: 17.7 31.1 0.0 61.6 40.6 79.3 71.7: 20.7 28.3
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 : 63: 13 20 0 20 16 33 36:
Old : 63: 13 20 0 20 16 33 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 : 33.5 32.5 53.5 45.1 31.0 25.2 48.6 37.7
Old : 33.5 32.5 53.5 45.1 31.0 25.2 48.6 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, April 4, 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 : 189,732: 30,603 63,319 374 126,842 93,976 157,819 157,669: 31,913 32,063
Old : 189,732: 30,603 63,319 374 126,842 93,976 157,819 157,669: 31,913 32,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 9,631: 3,374 5,678 13 938 3,562 4,325 9,253: 5,306 378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 33.4 0.2 66.9 49.5 83.2 83.1: 16.8 16.9
Old : 100.0: 16.1 33.4 0.2 66.9 49.5 83.2 83.1: 16.8 16.9
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 : 99: 28 36 6 25 18 55 58:
Old : 99: 28 36 6 25 18 55 58:
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 : 39.6 35.3 58.4 50.4 37.1 30.0 50.6 42.0
Old : 39.6 35.3 58.4 50.4 37.1 30.0 50.6 42.0
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, April 4, 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 : 161,921: 67,859 15,467 655 43,679 113,080 112,193 129,202: 49,728 32,719
Old : 161,921: 67,859 15,467 655 43,679 113,080 112,193 129,202: 49,728 32,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 21,206: 11,523 -58 -155 8,121 19,620 19,489 19,407: 1,717 1,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 9.6 0.4 27.0 69.8 69.3 79.8: 30.7 20.2
Old : 100.0: 41.9 9.6 0.4 27.0 69.8 69.3 79.8: 30.7 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 61 19 8 24 30 88 54:
Old : 122: 61 19 8 24 30 88 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 40.1 33.8 55.8 22.2 38.7 33.4 53.7
Old : 22.3 40.1 33.8 55.8 22.2 38.7 33.4 53.7
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, April 4, 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 : 12,473: 3,002 2,614 0 7,488 7,864 10,490 10,478: 1,983 1,995
Old : 12,473: 3,002 2,614 0 7,488 7,864 10,490 10,478: 1,983 1,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 226: -227 284 0 430 184 203 468: 23 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 21.0 0.0 60.0 63.0 84.1 84.0: 15.9 16.0
Old : 100.0: 24.1 21.0 0.0 60.0 63.0 84.1 84.0: 15.9 16.0
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 : 29: 5 6 0 12 8 17 14:
Old : 29: 5 6 0 12 8 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 63.5 66.6 78.6 47.1 61.7 66.6 76.1
Old : 47.1 63.5 66.6 78.6 47.1 61.7 66.6 76.1
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, April 4, 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 : 72,465: 29,662 873 1,949 38,232 64,739 69,843 67,561: 2,622 4,904
Old : 72,465: 29,662 873 1,949 38,232 64,739 69,843 67,561: 2,622 4,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 2,695: 1,995 0 209 2,302 4,364 4,506 4,573: -1,811 -1,878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 1.2 2.7 52.8 89.3 96.4 93.2: 3.6 6.8
Old : 100.0: 40.9 1.2 2.7 52.8 89.3 96.4 93.2: 3.6 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 7 1 3 13 19 20 23:
Old : 32: 7 1 3 13 19 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 57.1 70.8 76.0 46.1 57.1 66.1 73.7
Old : 47.6 57.1 70.8 76.0 46.1 57.1 66.1 73.7
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, April 4, 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 : 9,531,734: 1,003,981 1,431,637 1,377,239 6,147,077 5,258,608 8,528,297 8,067,484: 1,003,437 1,464,250
Old : 9,531,734: 1,003,981 1,431,637 1,377,239 6,147,077 5,258,608 8,528,297 8,067,484: 1,003,437 1,464,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 298,685: -57,575 272,185 90,302 215,800 -130,145 248,527 232,342: 50,158 66,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 15.0 14.4 64.5 55.2 89.5 84.6: 10.5 15.4
Old : 100.0: 10.5 15.0 14.4 64.5 55.2 89.5 84.6: 10.5 15.4
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 : 296: 62 67 100 131 149 241 277:
Old : 296: 62 67 100 131 149 241 277:
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 : 35.1 14.8 47.2 21.9 33.0 11.4 40.4 17.9
Old : 35.1 14.8 47.2 21.9 33.0 11.4 40.4 17.9
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, April 4, 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 : 646,184: 65,999 60,888 1,909 451,043 482,518 518,951 545,315: 127,233 100,869
Old : 646,184: 65,999 60,888 1,909 451,043 482,518 518,951 545,315: 127,233 100,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -6,640: 3,742 2,997 1,473 -7,181 3,362 -1,966 7,832: -4,674 -14,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 9.4 0.3 69.8 74.7 80.3 84.4: 19.7 15.6
Old : 100.0: 10.2 9.4 0.3 69.8 74.7 80.3 84.4: 19.7 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 32 40 11 82 54 122 97:
Old : 186: 32 40 11 82 54 122 97:
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 : 20.8 31.1 29.5 44.8 20.8 30.5 29.4 44.2
Old : 20.8 31.1 29.5 44.8 20.8 30.5 29.4 44.2
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, April 4, 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 : 1,151,679: 202,834 315,377 11,043 622,999 705,464 836,876 1,031,884: 314,803 119,795
Old : 1,151,679: 202,834 315,377 11,043 622,999 705,464 836,876 1,031,884: 314,803 119,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 10,435: 40,188 13,891 -7,491 63,066 5,815 95,763 12,215: -85,328 -1,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 27.4 1.0 54.1 61.3 72.7 89.6: 27.3 10.4
Old : 100.0: 17.6 27.4 1.0 54.1 61.3 72.7 89.6: 27.3 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 54 53 20 71 67 136 129:
Old : 212: 54 53 20 71 67 136 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 32.8 30.9 47.8 18.0 30.2 26.8 42.3
Old : 19.9 32.8 30.9 47.8 18.0 30.2 26.8 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, April 4, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 11,091: 1,954 705 0 5,545 8,845 7,499 9,550: 3,592 1,541
Old : 11,091: 1,954 705 0 5,545 8,845 7,499 9,550: 3,592 1,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -65: -1 0 0 -273 -60 -274 -60: 209 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 6.4 0.0 50.0 79.7 67.6 86.1: 32.4 13.9
Old : 100.0: 17.6 6.4 0.0 50.0 79.7 67.6 86.1: 32.4 13.9
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 : 26: 4 1 0 12 13 16 14:
Old : 26: 4 1 0 12 13 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 45.4 49.0 71.8 31.8 43.2 48.8 67.6
Old : 31.8 45.4 49.0 71.8 31.8 43.2 48.8 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, April 4, 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 : 46,857: 8,728 11,655 0 29,712 32,294 38,440 43,949: 8,417 2,908
Old : 46,857: 8,728 11,655 0 29,712 32,294 38,440 43,949: 8,417 2,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 2,418: 720 -1,711 0 764 3,833 1,484 2,122: 934 296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 24.9 0.0 63.4 68.9 82.0 93.8: 18.0 6.2
Old : 100.0: 18.6 24.9 0.0 63.4 68.9 82.0 93.8: 18.0 6.2
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 : 55: 8 9 0 20 25 28 34:
Old : 55: 8 9 0 20 25 28 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 : 43.7 37.0 59.5 57.5 40.6 35.1 55.6 55.4
Old : 43.7 37.0 59.5 57.5 40.6 35.1 55.6 55.4
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, April 4, 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 : 59,732: 16,926 12,184 162 33,036 35,450 50,124 47,796: 9,608 11,936
Old : 59,732: 16,926 12,184 162 33,036 35,450 50,124 47,796: 9,608 11,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 3,281: 1,168 991 56 749 -1,029 1,973 18: 1,308 3,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 20.4 0.3 55.3 59.3 83.9 80.0: 16.1 20.0
Old : 100.0: 28.3 20.4 0.3 55.3 59.3 83.9 80.0: 16.1 20.0
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 : 79: 19 16 3 25 25 46 42:
Old : 79: 19 16 3 25 25 46 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 : 39.9 31.4 51.9 47.1 39.9 31.3 51.3 45.9
Old : 39.9 31.4 51.9 47.1 39.9 31.3 51.3 45.9
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, April 4, 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 : 286,260: 106,121 113,474 4,066 122,523 147,271 232,710 264,811: 53,550 21,449
Old : 286,260: 106,121 113,474 4,066 122,523 147,271 232,710 264,811: 53,550 21,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 36,875: 35,996 -8,856 570 -19,548 40,426 17,018 32,140: 19,857 4,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 39.6 1.4 42.8 51.4 81.3 92.5: 18.7 7.5
Old : 100.0: 37.1 39.6 1.4 42.8 51.4 81.3 92.5: 18.7 7.5
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 : 211: 84 58 8 38 44 128 104:
Old : 211: 84 58 8 38 44 128 104:
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 : 26.5 27.2 35.1 43.2 24.0 25.8 32.5 40.6
Old : 26.5 27.2 35.1 43.2 24.0 25.8 32.5 40.6
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, April 4, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 65,124: 21,629 27,479 2 30,227 16,853 51,858 44,334: 13,266 20,790
Old : 65,124: 21,629 27,479 2 30,227 16,853 51,858 44,334: 13,266 20,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -3,644: 3,107 -4,375 2 -6,058 2,666 -2,949 -1,707: -695 -1,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 42.2 0.0 46.4 25.9 79.6 68.1: 20.4 31.9
Old : 100.0: 33.2 42.2 0.0 46.4 25.9 79.6 68.1: 20.4 31.9
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 : 57: 14 19 1 16 13 31 32:
Old : 57: 14 19 1 16 13 31 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 : 33.8 25.1 51.9 41.0 32.3 24.8 49.7 40.6
Old : 33.8 25.1 51.9 41.0 32.3 24.8 49.7 40.6
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, April 4, 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 : 30,604: 5,310 4,895 21 21,576 18,753 26,907 23,669: 3,697 6,935
Old : 30,604: 5,310 4,895 21 21,576 18,753 26,907 23,669: 3,697 6,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -230: 74 -170 1 -406 -27 -331 -196: 101 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 16.0 0.1 70.5 61.3 87.9 77.3: 12.1 22.7
Old : 100.0: 17.4 16.0 0.1 70.5 61.3 87.9 77.3: 12.1 22.7
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 : 62: 6 9 1 28 26 35 35:
Old : 62: 6 9 1 28 26 35 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 : 37.5 29.5 52.6 43.5 37.1 26.8 52.2 40.9
Old : 37.5 29.5 52.6 43.5 37.1 26.8 52.2 40.9
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, April 4, 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 : 301,727: 78,627 66,886 1,236 199,912 221,869 279,775 289,991: 21,952 11,736
Old : 301,727: 78,627 66,886 1,236 199,912 221,869 279,775 289,991: 21,952 11,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 9,331: 4,125 3,389 -814 4,367 9,317 7,678 11,892: 1,653 -2,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 22.2 0.4 66.3 73.5 92.7 96.1: 7.3 3.9
Old : 100.0: 26.1 22.2 0.4 66.3 73.5 92.7 96.1: 7.3 3.9
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 : 160: 33 57 9 37 48 75 109:
Old : 160: 33 57 9 37 48 75 109:
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 : 49.8 34.6 67.0 52.1 49.8 32.2 62.0 48.4
Old : 49.8 34.6 67.0 52.1 49.8 32.2 62.0 48.4
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, April 4, 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 : 51,591: 18,318 16,547 74 25,020 28,027 43,412 44,648: 8,179 6,943
Old : 51,591: 18,318 16,547 74 25,020 28,027 43,412 44,648: 8,179 6,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 16: -317 -321 -8 1,717 1,977 1,392 1,648: -1,376 -1,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 32.1 0.1 48.5 54.3 84.1 86.5: 15.9 13.5
Old : 100.0: 35.5 32.1 0.1 48.5 54.3 84.1 86.5: 15.9 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 : 90: 34 20 3 18 21 55 41:
Old : 90: 34 20 3 18 21 55 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 : 34.5 38.5 47.0 51.5 33.6 34.0 45.0 47.0
Old : 34.5 38.5 47.0 51.5 33.6 34.0 45.0 47.0
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, April 4, 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 : 34,521: 14,575 2,787 5 15,867 14,921 30,447 17,713: 4,074 16,808
Old : 34,521: 14,575 2,787 5 15,867 14,921 30,447 17,713: 4,074 16,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -2,756: -1,956 -314 5 729 3,719 -1,222 3,410: -1,534 -6,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 8.1 0.0 46.0 43.2 88.2 51.3: 11.8 48.7
Old : 100.0: 42.2 8.1 0.0 46.0 43.2 88.2 51.3: 11.8 48.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 16 5 1 13 15 29 21:
Old : 47: 16 5 1 13 15 29 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 25.6 57.1 36.1 32.1 17.7 50.7 27.3
Old : 36.9 25.6 57.1 36.1 32.1 17.7 50.7 27.3
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, April 4, 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 : 23,380: 7,206 1,122 97 15,185 21,740 22,488 22,959: 892 421
Old : 23,380: 7,206 1,122 97 15,185 21,740 22,488 22,959: 892 421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 681: 880 648 -123 -158 366 599 891: 82 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 4.8 0.4 64.9 93.0 96.2 98.2: 3.8 1.8
Old : 100.0: 30.8 4.8 0.4 64.9 93.0 96.2 98.2: 3.8 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 1 5 4 14 8:
Old : 21: 9 3 1 5 4 14 8:
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 : 78.6 95.0 90.5 98.2 78.2 95.0 90.1 97.8
Old : 78.6 95.0 90.5 98.2 78.2 95.0 90.1 97.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, April 4, 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 : 39,137: 4,721 3,367 1,951 17,102 23,099 23,774 28,417: 15,363 10,720
Old : 39,137: 4,721 3,367 1,951 17,102 23,099 23,774 28,417: 15,363 10,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 8,402: -574 -66 822 3,520 1,317 3,768 2,073: 4,634 6,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 8.6 5.0 43.7 59.0 60.7 72.6: 39.3 27.4
Old : 100.0: 12.1 8.6 5.0 43.7 59.0 60.7 72.6: 39.3 27.4
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 : 51: 8 9 7 21 28 33 41:
Old : 51: 8 9 7 21 28 33 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 : 33.8 32.4 43.6 45.3 16.8 27.6 23.4 35.2
Old : 33.8 32.4 43.6 45.3 16.8 27.6 23.4 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 7, 2006