MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, April 18, 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 : 31,899: 1,536 3,181 1,279 25,582 15,948 28,397 20,408: 3,502 11,491
Old : 31,899: 1,536 3,181 1,279 25,582 15,948 28,397 20,408: 3,502 11,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: -535: -37 60 137 228 66 328 263: -863 -798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 10.0 4.0 80.2 50.0 89.0 64.0: 11.0 36.0
Old : 100.0: 4.8 10.0 4.0 80.2 50.0 89.0 64.0: 11.0 36.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 5 13 7 19 18 27 35:
Old : 48: 5 13 7 19 18 27 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 : 51.6 28.4 74.4 40.6 51.6 26.8 72.8 38.3
Old : 51.6 28.4 74.4 40.6 51.6 26.8 72.8 38.3
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 18, 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 : 141,618: 14,329 33,346 36,430 75,234 40,509 125,993 110,285: 15,625 31,333
Old : 136,642: 14,093 34,624 34,290 74,049 38,690 122,432 107,604: 14,210 29,038
Other: 4,976: 2,320 806 56 1,185 1,819 3,561 2,681: 1,415 2,295
: : :
: : Changes in Commitments from: April 11, 2006 :
: 92: -1,788 -158 4,769 -2,644 -4,778 337 -167: -245 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 23.5 25.7 53.1 28.6 89.0 77.9: 11.0 22.1
Old : 100.0: 10.3 25.3 25.1 54.2 28.3 89.6 78.7: 10.4 21.3
Other: 100.0: 46.6 16.2 1.1 23.8 36.6 71.6 53.9: 28.4 46.1
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 43 70 57 26 33 107 143:
Old : 178: 45 72 56 24 33 102 143:
Other: 46: 14 13 3 8 13 25 26:
:----------------------------------------------------------------------------------------------------
: 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 16.9 50.0 24.9 36.2 12.8 47.7 20.2
Old : 37.6 17.2 51.8 25.4 37.6 13.1 49.5 20.7
Other: 37.8 23.5 54.4 35.8 37.8 23.4 53.6 35.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, April 18, 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 : 2,379: 480 838 24 859 514 1,363 1,376: 1,016 1,003
Old : 2,379: 480 838 24 859 514 1,363 1,376: 1,016 1,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 411: 126 349 5 167 -116 298 238: 113 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 35.2 1.0 36.1 21.6 57.3 57.8: 42.7 42.2
Old : 100.0: 20.2 35.2 1.0 36.1 21.6 57.3 57.8: 42.7 42.2
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 : 29: 9 10 1 8 6 17 17:
Old : 29: 9 10 1 8 6 17 17:
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 33.1 46.9 44.6 31.5 32.6 42.4 42.1
Old : 33.5 33.1 46.9 44.6 31.5 32.6 42.4 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, April 18, 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 : 239,631: 44,239 48,721 49,442 117,274 89,785 210,955 187,948: 28,676 51,683
Old : 239,631: 44,239 48,721 49,442 117,274 89,785 210,955 187,948: 28,676 51,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 1,597: 355 2,661 3,455 -995 -2,005 2,815 4,111: -1,218 -2,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 20.3 20.6 48.9 37.5 88.0 78.4: 12.0 21.6
Old : 100.0: 18.5 20.3 20.6 48.9 37.5 88.0 78.4: 12.0 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 : 319: 62 85 85 86 122 209 262:
Old : 319: 62 85 85 86 122 209 262:
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 14.9 36.5 22.2 22.3 9.3 32.2 14.4
Old : 23.2 14.9 36.5 22.2 22.3 9.3 32.2 14.4
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 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,906: 1,934 1,062 437 999 1,509 3,370 3,008: 1,536 1,898
Old : 4,906: 1,934 1,062 437 999 1,509 3,370 3,008: 1,536 1,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 117: 138 284 -177 -27 59 -66 166: 183 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 21.6 8.9 20.4 30.8 68.7 61.3: 31.3 38.7
Old : 100.0: 39.4 21.6 8.9 20.4 30.8 68.7 61.3: 31.3 38.7
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 : 54: 15 16 9 11 18 33 38:
Old : 54: 15 16 9 11 18 33 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 21.0 49.8 30.9 30.5 12.8 41.4 21.1
Old : 31.7 21.0 49.8 30.9 30.5 12.8 41.4 21.1
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 18, 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 : 32,929: 12,410 8,972 3,262 11,668 6,118 27,340 18,352: 5,589 14,577
Old : 32,929: 12,410 8,972 3,262 11,668 6,118 27,340 18,352: 5,589 14,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 812: -169 770 115 -20 -341 -74 544: 886 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 27.2 9.9 35.4 18.6 83.0 55.7: 17.0 44.3
Old : 100.0: 37.7 27.2 9.9 35.4 18.6 83.0 55.7: 17.0 44.3
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 : 152: 26 44 26 47 50 90 108:
Old : 152: 26 44 26 47 50 90 108:
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 : 25.8 12.9 36.6 19.6 22.2 10.6 31.8 15.9
Old : 25.8 12.9 36.6 19.6 22.2 10.6 31.8 15.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, April 18, 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 : 93,170: 23,225 16,307 1,467 36,184 59,243 60,876 77,017: 32,294 16,153
Old : 93,170: 23,225 16,307 1,467 36,184 59,243 60,876 77,017: 32,294 16,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 5,480: -1,414 5,610 -64 6,369 317 4,891 5,863: 589 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 17.5 1.6 38.8 63.6 65.3 82.7: 34.7 17.3
Old : 100.0: 24.9 17.5 1.6 38.8 63.6 65.3 82.7: 34.7 17.3
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 : 78: 26 16 3 22 22 49 40:
Old : 78: 26 16 3 22 22 49 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 : 18.0 35.0 31.8 51.1 17.7 32.6 31.2 48.0
Old : 18.0 35.0 31.8 51.1 17.7 32.6 31.2 48.0
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, April 18, 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 : 80,925: 10,744 32,912 123 55,955 29,450 66,822 62,485: 14,103 18,440
Old : 80,925: 10,744 32,912 123 55,955 29,450 66,822 62,485: 14,103 18,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 2,320: 4,274 -2,209 -172 -5,602 6,074 -1,500 3,693: 3,820 -1,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 40.7 0.2 69.1 36.4 82.6 77.2: 17.4 22.8
Old : 100.0: 13.3 40.7 0.2 69.1 36.4 82.6 77.2: 17.4 22.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 9 19 1 12 11 22 30:
Old : 46: 9 19 1 12 11 22 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 39.7 72.9 52.4 59.3 39.6 70.8 52.1
Old : 59.4 39.7 72.9 52.4 59.3 39.6 70.8 52.1
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 18, 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 : 80,940: 16,522 23,489 329 60,495 53,299 77,346 77,117: 3,594 3,823
Old : 80,940: 16,522 23,489 329 60,495 53,299 77,346 77,117: 3,594 3,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 979: 342 2,685 329 572 -2,182 1,243 832: -264 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 29.0 0.4 74.7 65.9 95.6 95.3: 4.4 4.7
Old : 100.0: 20.4 29.0 0.4 74.7 65.9 95.6 95.3: 4.4 4.7
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 : 69: 13 28 2 18 16 33 44:
Old : 69: 13 28 2 18 16 33 44:
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 58.6 70.3 72.5 40.3 42.0 55.3 53.9
Old : 47.6 58.6 70.3 72.5 40.3 42.0 55.3 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, April 18, 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 : 83,282: 27,302 22,208 304 33,982 41,930 61,588 64,442: 21,694 18,840
Old : 83,282: 27,302 22,208 304 33,982 41,930 61,588 64,442: 21,694 18,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 4,155: 10,331 -387 304 -8,554 4,243 2,081 4,160: 2,074 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 26.7 0.4 40.8 50.3 74.0 77.4: 26.0 22.6
Old : 100.0: 32.8 26.7 0.4 40.8 50.3 74.0 77.4: 26.0 22.6
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 : 71: 19 21 2 17 21 37 43:
Old : 71: 19 21 2 17 21 37 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 : 28.1 32.6 43.7 47.8 26.7 26.2 39.2 41.4
Old : 28.1 32.6 43.7 47.8 26.7 26.2 39.2 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, April 18, 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 : 202,039: 38,749 79,890 360 129,443 88,624 168,552 168,874: 33,487 33,165
Old : 202,039: 38,749 79,890 360 129,443 88,624 168,552 168,874: 33,487 33,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: -3,591: 2,536 -10,794 228 -10,619 8,390 -7,855 -2,176: 4,264 -1,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 39.5 0.2 64.1 43.9 83.4 83.6: 16.6 16.4
Old : 100.0: 19.2 39.5 0.2 64.1 43.9 83.4 83.6: 16.6 16.4
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 : 104: 29 35 5 27 22 58 60:
Old : 104: 29 35 5 27 22 58 60:
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 : 36.7 35.2 54.4 49.6 34.5 30.9 47.5 42.5
Old : 36.7 35.2 54.4 49.6 34.5 30.9 47.5 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, April 18, 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 : 165,741: 70,019 14,677 1,320 38,561 118,525 109,900 134,522: 55,841 31,219
Old : 165,741: 70,019 14,677 1,320 38,561 118,525 109,900 134,522: 55,841 31,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 6,431: 11,302 -2,410 -692 -7,702 8,204 2,908 5,102: 3,523 1,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 8.9 0.8 23.3 71.5 66.3 81.2: 33.7 18.8
Old : 100.0: 42.2 8.9 0.8 23.3 71.5 66.3 81.2: 33.7 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 61 20 8 24 31 88 56:
Old : 122: 61 20 8 24 31 88 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 : 20.9 42.7 30.3 58.3 20.4 41.2 29.3 55.9
Old : 20.9 42.7 30.3 58.3 20.4 41.2 29.3 55.9
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 18, 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 : 13,154: 5,272 800 0 6,320 10,408 11,592 11,208: 1,562 1,946
Old : 13,154: 5,272 800 0 6,320 10,408 11,592 11,208: 1,562 1,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 742: 1,685 -451 0 -872 863 813 412: -71 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 6.1 0.0 48.0 79.1 88.1 85.2: 11.9 14.8
Old : 100.0: 40.1 6.1 0.0 48.0 79.1 88.1 85.2: 11.9 14.8
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 : 26: 7 2 0 10 10 17 12:
Old : 26: 7 2 0 10 10 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 : 49.2 74.5 70.2 83.1 49.1 72.5 70.1 81.0
Old : 49.2 74.5 70.2 83.1 49.1 72.5 70.1 81.0
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 18, 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 : 59,424: 26,582 873 150 29,552 52,970 56,284 53,993: 3,140 5,431
Old : 59,424: 26,582 873 150 29,552 52,970 56,284 53,993: 3,140 5,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: -25,299: -4,065 0 -1,754 -20,550 -22,950 -26,369 -24,704: 1,070 -595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 1.5 0.3 49.7 89.1 94.7 90.9: 5.3 9.1
Old : 100.0: 44.7 1.5 0.3 49.7 89.1 94.7 90.9: 5.3 9.1
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 : 26: 6 1 1 10 15 16 17:
Old : 26: 6 1 1 10 15 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 65.3 72.3 80.8 52.0 65.2 69.6 80.6
Old : 52.0 65.3 72.3 80.8 52.0 65.2 69.6 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, April 18, 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 : 9,713,805: 1,017,089 1,465,677 1,519,354 6,086,122 5,244,744 8,622,565 8,229,775: 1,091,240 1,484,030
Old : 9,713,805: 1,017,089 1,465,677 1,519,354 6,086,122 5,244,744 8,622,565 8,229,775: 1,091,240 1,484,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 113,433: 25,126 -69,583 139,281 -151,914 -3,275 12,493 66,423: 100,940 47,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 15.1 15.6 62.7 54.0 88.8 84.7: 11.2 15.3
Old : 100.0: 10.5 15.1 15.6 62.7 54.0 88.8 84.7: 11.2 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 69 63 101 130 146 246 273:
Old : 298: 69 63 101 130 146 246 273:
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 : 34.2 12.5 44.9 19.5 32.3 10.3 39.3 16.6
Old : 34.2 12.5 44.9 19.5 32.3 10.3 39.3 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, April 18, 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 : 654,195: 68,628 60,109 1,136 452,606 497,608 522,370 558,853: 131,825 95,342
Old : 654,195: 68,628 60,109 1,136 452,606 497,608 522,370 558,853: 131,825 95,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 7,611: 1,359 842 12 5,533 4,663 6,904 5,517: 707 2,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 9.2 0.2 69.2 76.1 79.8 85.4: 20.2 14.6
Old : 100.0: 10.5 9.2 0.2 69.2 76.1 79.8 85.4: 20.2 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 35 44 11 84 58 128 104:
Old : 195: 35 44 11 84 58 128 104:
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 : 20.6 31.8 29.3 45.0 20.5 30.9 29.2 44.1
Old : 20.6 31.8 29.3 45.0 20.5 30.9 29.2 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, April 18, 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 : 1,201,932: 189,188 378,535 23,992 696,504 680,509 909,684 1,083,036: 292,248 118,896
Old : 1,201,932: 189,188 378,535 23,992 696,504 680,509 909,684 1,083,036: 292,248 118,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 22,801: 15,195 5,630 10,525 -16,950 13,230 8,770 29,385: 14,031 -6,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 31.5 2.0 57.9 56.6 75.7 90.1: 24.3 9.9
Old : 100.0: 15.7 31.5 2.0 57.9 56.6 75.7 90.1: 24.3 9.9
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 : 220: 57 57 20 69 71 138 136:
Old : 220: 57 57 20 69 71 138 136:
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 : 20.6 28.3 32.0 43.6 18.9 25.8 28.1 38.5
Old : 20.6 28.3 32.0 43.6 18.9 25.8 28.1 38.5
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 18, 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 : 11,009: 1,991 705 0 5,591 8,655 7,582 9,360: 3,427 1,649
Old : 11,009: 1,991 705 0 5,591 8,655 7,582 9,360: 3,427 1,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 108: 43 0 0 16 -111 59 -111: 49 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 6.4 0.0 50.8 78.6 68.9 85.0: 31.1 15.0
Old : 100.0: 18.1 6.4 0.0 50.8 78.6 68.9 85.0: 31.1 15.0
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 : 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 : 32.5 45.0 50.2 71.6 32.5 42.8 50.0 67.4
Old : 32.5 45.0 50.2 71.6 32.5 42.8 50.0 67.4
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, April 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 52,236: 11,648 11,516 0 31,415 37,752 43,063 49,268: 9,173 2,968
Old : 52,236: 11,648 11,516 0 31,415 37,752 43,063 49,268: 9,173 2,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 3,845: 1,701 -344 0 126 4,717 1,827 4,373: 2,018 -528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 22.0 0.0 60.1 72.3 82.4 94.3: 17.6 5.7
Old : 100.0: 22.3 22.0 0.0 60.1 72.3 82.4 94.3: 17.6 5.7
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 : 60: 12 9 0 24 23 36 32:
Old : 60: 12 9 0 24 23 36 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 : 39.4 39.4 54.9 62.5 36.7 39.4 50.0 60.9
Old : 39.4 39.4 54.9 62.5 36.7 39.4 50.0 60.9
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 18, 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 : 59,903: 16,162 12,077 197 33,641 36,092 50,000 48,366: 9,903 11,537
Old : 59,903: 16,162 12,077 197 33,641 36,092 50,000 48,366: 9,903 11,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 231: -545 9 -26 532 12 -39 -5: 270 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 20.2 0.3 56.2 60.3 83.5 80.7: 16.5 19.3
Old : 100.0: 27.0 20.2 0.3 56.2 60.3 83.5 80.7: 16.5 19.3
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 : 78: 16 17 2 27 26 45 43:
Old : 78: 16 17 2 27 26 45 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 : 40.0 31.6 52.6 47.3 39.1 31.4 50.9 46.4
Old : 40.0 31.6 52.6 47.3 39.1 31.4 50.9 46.4
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 18, 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 : 318,212: 116,103 110,468 4,940 149,247 185,248 270,290 300,656: 47,922 17,556
Old : 318,212: 116,103 110,468 4,940 149,247 185,248 270,290 300,656: 47,922 17,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 26,749: 18,309 -4,305 -908 13,415 27,699 30,816 22,486: -4,067 4,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 34.7 1.6 46.9 58.2 84.9 94.5: 15.1 5.5
Old : 100.0: 36.5 34.7 1.6 46.9 58.2 84.9 94.5: 15.1 5.5
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 : 214: 78 62 9 44 43 129 107:
Old : 214: 78 62 9 44 43 129 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 30.0 38.6 48.6 26.0 29.7 35.0 45.6
Old : 29.5 30.0 38.6 48.6 26.0 29.7 35.0 45.6
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 18, 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 : 52,049: 20,597 9,436 75 17,592 27,800 38,264 37,311: 13,785 14,738
Old : 52,049: 20,597 9,436 75 17,592 27,800 38,264 37,311: 13,785 14,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: -2,569: -2,657 -6,881 73 -1,446 5,509 -4,030 -1,299: 1,461 -1,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 18.1 0.1 33.8 53.4 73.5 71.7: 26.5 28.3
Old : 100.0: 39.6 18.1 0.1 33.8 53.4 73.5 71.7: 26.5 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 : 44: 12 8 1 14 17 27 25:
Old : 44: 12 8 1 14 17 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 33.1 49.9 49.5 36.6 32.6 49.9 49.1
Old : 36.6 33.1 49.9 49.5 36.6 32.6 49.9 49.1
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 18, 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 : 34,119: 5,261 5,143 21 25,580 22,771 30,862 27,935: 3,257 6,184
Old : 34,119: 5,261 5,143 21 25,580 22,771 30,862 27,935: 3,257 6,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 1,612: -5 70 0 1,760 1,914 1,755 1,984: -143 -372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 15.1 0.1 75.0 66.7 90.5 81.9: 9.5 18.1
Old : 100.0: 15.4 15.1 0.1 75.0 66.7 90.5 81.9: 9.5 18.1
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 : 63: 5 9 1 30 27 36 36:
Old : 63: 5 9 1 30 27 36 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 : 35.2 33.8 53.0 46.8 35.2 31.4 52.6 44.4
Old : 35.2 33.8 53.0 46.8 35.2 31.4 52.6 44.4
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 18, 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 : 318,877: 77,639 72,973 1,570 219,200 229,540 298,409 304,083: 20,468 14,794
Old : 318,877: 77,639 72,973 1,570 219,200 229,540 298,409 304,083: 20,468 14,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 5,035: 5,233 7,642 898 -1,344 -5,567 4,787 2,973: 248 2,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 22.9 0.5 68.7 72.0 93.6 95.4: 6.4 4.6
Old : 100.0: 24.3 22.9 0.5 68.7 72.0 93.6 95.4: 6.4 4.6
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 : 166: 27 66 9 41 49 73 119:
Old : 166: 27 66 9 41 49 73 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 35.2 67.9 51.5 49.3 31.8 62.6 47.7
Old : 52.4 35.2 67.9 51.5 49.3 31.8 62.6 47.7
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, April 18, 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 : 52,370: 15,527 16,724 92 26,083 27,043 41,702 43,859: 10,668 8,511
Old : 52,370: 15,527 16,724 92 26,083 27,043 41,702 43,859: 10,668 8,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: -1,327: -2,783 -1,076 20 725 -743 -2,038 -1,799: 711 472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 31.9 0.2 49.8 51.6 79.6 83.7: 20.4 16.3
Old : 100.0: 29.6 31.9 0.2 49.8 51.6 79.6 83.7: 20.4 16.3
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 : 83: 27 22 3 17 20 47 42:
Old : 83: 27 22 3 17 20 47 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 : 34.9 39.5 46.2 49.9 34.1 35.2 44.1 45.6
Old : 34.9 39.5 46.2 49.9 34.1 35.2 44.1 45.6
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 18, 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 : 34,142: 13,606 3,529 19 16,463 17,974 30,088 21,522: 4,054 12,620
Old : 34,142: 13,606 3,529 19 16,463 17,974 30,088 21,522: 4,054 12,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: -549: 688 -1,009 -60 -70 -39 558 -1,108: -1,107 559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 10.3 0.1 48.2 52.6 88.1 63.0: 11.9 37.0
Old : 100.0: 39.9 10.3 0.1 48.2 52.6 88.1 63.0: 11.9 37.0
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 : 49: 17 7 2 12 16 30 24:
Old : 49: 17 7 2 12 16 30 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 38.4 58.1 47.8 32.6 28.2 50.0 36.8
Old : 37.7 38.4 58.1 47.8 32.6 28.2 50.0 36.8
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 18, 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 : 24,975: 7,110 1,140 99 16,941 23,505 24,150 24,744: 825 231
Old : 24,975: 7,110 1,140 99 16,941 23,505 24,150 24,744: 825 231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 1,467: 1,550 92 41 1,799 1,596 3,390 1,729: -1,923 -262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 4.6 0.4 67.8 94.1 96.7 99.1: 3.3 0.9
Old : 100.0: 28.5 4.6 0.4 67.8 94.1 96.7 99.1: 3.3 0.9
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 : 21: 9 3 2 8 3 18 7:
Old : 21: 9 3 2 8 3 18 7:
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 96.5 88.1 99.1 73.1 90.1 84.2 92.2
Old : 73.5 96.5 88.1 99.1 73.1 90.1 84.2 92.2
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, April 18, 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 : 41,503: 4,492 3,426 2,194 17,810 24,508 24,496 30,128: 17,007 11,375
Old : 41,503: 4,492 3,426 2,194 17,810 24,508 24,496 30,128: 17,007 11,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: -1,050: -373 521 -248 462 -1,082 -159 -809: -891 -241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 8.3 5.3 42.9 59.1 59.0 72.6: 41.0 27.4
Old : 100.0: 10.8 8.3 5.3 42.9 59.1 59.0 72.6: 41.0 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 : 55: 7 11 6 23 30 33 45:
Old : 55: 7 11 6 23 30 33 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 : 31.4 29.1 42.2 42.7 15.6 24.4 23.2 33.3
Old : 31.4 29.1 42.2 42.7 15.6 24.4 23.2 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 21, 2006