MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, April 25, 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 : 32,414: 1,566 3,245 1,354 25,835 16,430 28,755 21,029: 3,659 11,385
Old : 32,414: 1,566 3,245 1,354 25,835 16,430 28,755 21,029: 3,659 11,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 515: 30 64 75 253 482 358 621: 157 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 10.0 4.2 79.7 50.7 88.7 64.9: 11.3 35.1
Old : 100.0: 4.8 10.0 4.2 79.7 50.7 88.7 64.9: 11.3 35.1
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 : 48: 6 12 7 21 18 29 35:
Old : 48: 6 12 7 21 18 29 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 : 51.4 29.4 73.9 41.7 51.4 27.9 72.3 39.4
Old : 51.4 29.4 73.9 41.7 51.4 27.9 72.3 39.4
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 25, 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 : 149,080: 15,745 32,183 43,419 73,360 40,727 132,524 116,329: 16,556 32,751
Old : 143,450: 15,250 33,934 40,985 72,174 38,472 128,409 113,391: 15,041 30,059
Other: 5,630: 2,836 590 93 1,186 2,255 4,115 2,938: 1,515 2,692
: : :
: : Changes in Commitments from: April 18, 2006 :
: 7,462: 1,416 -1,163 6,989 -1,874 218 6,531 6,044: 931 1,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 21.6 29.1 49.2 27.3 88.9 78.0: 11.1 22.0
Old : 100.0: 10.6 23.7 28.6 50.3 26.8 89.5 79.0: 10.5 21.0
Other: 100.0: 50.4 10.5 1.7 21.1 40.1 73.1 52.2: 26.9 47.8
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 40 71 65 29 37 118 151:
Old : 186: 42 73 64 26 37 112 151:
Other: 52: 19 10 4 9 17 31 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 16.9 47.5 24.9 34.1 12.9 44.8 19.2
Old : 35.4 17.2 48.8 25.5 35.4 13.2 46.6 19.8
Other: 35.2 26.3 52.1 36.7 35.2 26.2 51.3 35.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, April 25, 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 : 2,515: 344 1,058 243 957 371 1,544 1,672: 971 843
Old : 2,500: 344 1,061 228 957 371 1,529 1,660: 971 840
Other: 15: 3 0 12 0 0 15 12: 0 3
: : :
: : Changes in Commitments from: April 18, 2006 :
: 136: -136 220 219 98 -143 181 296: -45 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 42.1 9.7 38.1 14.8 61.4 66.5: 38.6 33.5
Old : 100.0: 13.8 42.4 9.1 38.3 14.8 61.2 66.4: 38.8 33.6
Other: 100.0: 20.0 0.0 80.0 0.0 0.0 100.0 80.0: 0.0 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 7 11 4 9 6 19 19:
Old : 30: 7 11 4 9 6 19 19:
Other: 2: 1 0 2 0 0 2 2:
:----------------------------------------------------------------------------------------------------
: 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 : 32.2 38.9 45.3 51.3 31.1 38.6 41.3 46.5
Old : 32.4 39.1 45.6 51.6 31.2 38.9 41.6 46.8
Other: 100.0 80.0 100.0 80.0 20.0 0.0 20.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, April 25, 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 : 245,764: 44,557 49,517 52,098 120,495 92,876 217,150 194,491: 28,614 51,273
Old : 245,764: 44,557 49,517 52,098 120,495 92,876 217,150 194,491: 28,614 51,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 6,133: 318 796 2,656 3,221 3,091 6,195 6,543: -62 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 20.1 21.2 49.0 37.8 88.4 79.1: 11.6 20.9
Old : 100.0: 18.1 20.1 21.2 49.0 37.8 88.4 79.1: 11.6 20.9
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 : 316: 60 83 85 81 127 198 268:
Old : 316: 60 83 85 81 127 198 268:
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 : 22.5 13.5 35.3 21.2 21.6 9.6 31.2 14.6
Old : 22.5 13.5 35.3 21.2 21.6 9.6 31.2 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 25, 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 : 5,134: 2,091 1,225 329 939 1,676 3,359 3,230: 1,775 1,904
Old : 5,134: 2,091 1,225 329 939 1,676 3,359 3,230: 1,775 1,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 228: 157 163 -108 -60 167 -11 222: 239 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 23.9 6.4 18.3 32.6 65.4 62.9: 34.6 37.1
Old : 100.0: 40.7 23.9 6.4 18.3 32.6 65.4 62.9: 34.6 37.1
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 : 58: 17 17 9 12 21 37 40:
Old : 58: 17 17 9 12 21 37 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 : 29.9 15.9 44.0 26.5 29.9 15.1 40.6 24.5
Old : 29.9 15.9 44.0 26.5 29.9 15.1 40.6 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, April 25, 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 : 31,661: 12,597 8,381 2,341 12,073 7,028 27,011 17,750: 4,650 13,911
Old : 31,661: 12,597 8,381 2,341 12,073 7,028 27,011 17,750: 4,650 13,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: -1,268: 187 -591 -921 405 910 -329 -602: -939 -666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 26.5 7.4 38.1 22.2 85.3 56.1: 14.7 43.9
Old : 100.0: 39.8 26.5 7.4 38.1 22.2 85.3 56.1: 14.7 43.9
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 : 161: 28 42 28 53 58 99 113:
Old : 161: 28 42 28 53 58 99 113:
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 : 25.4 11.0 37.7 17.9 23.2 10.2 34.7 15.2
Old : 25.4 11.0 37.7 17.9 23.2 10.2 34.7 15.2
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 25, 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 : 100,591: 31,949 16,326 2,249 31,603 67,108 65,801 85,683: 34,790 14,908
Old : 100,591: 31,949 16,326 2,249 31,603 67,108 65,801 85,683: 34,790 14,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 7,421: 8,724 19 782 -4,581 7,865 4,925 8,666: 2,496 -1,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 16.2 2.2 31.4 66.7 65.4 85.2: 34.6 14.8
Old : 100.0: 31.8 16.2 2.2 31.4 66.7 65.4 85.2: 34.6 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 : 80: 30 15 3 19 23 51 39:
Old : 80: 30 15 3 19 23 51 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 35.7 33.1 50.1 19.9 35.2 32.9 49.4
Old : 20.2 35.7 33.1 50.1 19.9 35.2 32.9 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, April 25, 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 : 84,075: 12,113 36,542 0 56,211 29,554 68,324 66,096: 15,751 17,979
Old : 84,075: 12,113 36,542 0 56,211 29,554 68,324 66,096: 15,751 17,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 3,150: 1,369 3,630 -123 256 104 1,502 3,611: 1,648 -461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 43.5 0.0 66.9 35.2 81.3 78.6: 18.7 21.4
Old : 100.0: 14.4 43.5 0.0 66.9 35.2 81.3 78.6: 18.7 21.4
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 : 46: 10 18 0 11 13 21 31:
Old : 46: 10 18 0 11 13 21 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 44.2 72.4 56.5 57.3 44.1 70.2 56.2
Old : 57.6 44.2 72.4 56.5 57.3 44.1 70.2 56.2
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 25, 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 : 91,804: 18,779 31,829 0 69,208 54,504 87,987 86,333: 3,817 5,471
Old : 91,804: 18,779 31,829 0 69,208 54,504 87,987 86,333: 3,817 5,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 10,864: 2,257 8,340 -329 8,713 1,205 10,641 9,216: 223 1,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 34.7 0.0 75.4 59.4 95.8 94.0: 4.2 6.0
Old : 100.0: 20.5 34.7 0.0 75.4 59.4 95.8 94.0: 4.2 6.0
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 : 73: 15 31 0 19 15 34 46:
Old : 73: 15 31 0 19 15 34 46:
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 : 48.9 55.3 71.4 72.6 42.8 42.2 59.7 55.4
Old : 48.9 55.3 71.4 72.6 42.8 42.2 59.7 55.4
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 25, 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 : 93,662: 35,005 22,715 19 34,973 52,796 69,997 75,530: 23,665 18,132
Old : 93,662: 35,005 22,715 19 34,973 52,796 69,997 75,530: 23,665 18,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 10,380: 7,703 507 -285 991 10,866 8,409 11,088: 1,971 -708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 24.3 0.0 37.3 56.4 74.7 80.6: 25.3 19.4
Old : 100.0: 37.4 24.3 0.0 37.3 56.4 74.7 80.6: 25.3 19.4
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 : 72: 23 18 2 16 22 40 41:
Old : 72: 23 18 2 16 22 40 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 : 27.4 31.9 43.8 51.6 25.0 25.9 39.6 43.4
Old : 27.4 31.9 43.8 51.6 25.0 25.9 39.6 43.4
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 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 201,415: 40,997 47,487 476 118,831 124,394 160,304 172,357: 41,111 29,058
Old : 201,415: 40,997 47,487 476 118,831 124,394 160,304 172,357: 41,111 29,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: -624: 2,248 -32,403 116 -10,612 35,770 -8,248 3,483: 7,624 -4,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 23.6 0.2 59.0 61.8 79.6 85.6: 20.4 14.4
Old : 100.0: 20.4 23.6 0.2 59.0 61.8 79.6 85.6: 20.4 14.4
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 : 96: 33 23 6 24 26 59 53:
Old : 96: 33 23 6 24 26 59 53:
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 : 35.3 35.8 53.0 53.2 32.5 31.3 45.4 45.8
Old : 35.3 35.8 53.0 53.2 32.5 31.3 45.4 45.8
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 25, 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 : 177,240: 79,841 14,316 713 38,061 130,344 118,615 145,373: 58,625 31,867
Old : 177,240: 79,841 14,316 713 38,061 130,344 118,615 145,373: 58,625 31,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 11,499: 9,822 -361 -607 -500 11,819 8,715 10,851: 2,784 648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 8.1 0.4 21.5 73.5 66.9 82.0: 33.1 18.0
Old : 100.0: 45.0 8.1 0.4 21.5 73.5 66.9 82.0: 33.1 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 60 20 8 26 33 90 57:
Old : 124: 60 20 8 26 33 90 57:
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 : 20.7 42.3 30.2 58.2 20.5 41.0 29.3 56.3
Old : 20.7 42.3 30.2 58.2 20.5 41.0 29.3 56.3
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 25, 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 : 12,171: 5,718 910 0 4,974 9,298 10,692 10,208: 1,479 1,963
Old : 12,171: 5,718 910 0 4,974 9,298 10,692 10,208: 1,479 1,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: -983: 446 110 0 -1,346 -1,110 -900 -1,000: -83 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 7.5 0.0 40.9 76.4 87.8 83.9: 12.2 16.1
Old : 100.0: 47.0 7.5 0.0 40.9 76.4 87.8 83.9: 12.2 16.1
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: 5 3 0 9 12 14 15:
Old : 26: 5 3 0 9 12 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 64.1 76.0 77.0 57.0 63.7 75.6 76.5
Old : 57.4 64.1 76.0 77.0 57.0 63.7 75.6 76.5
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 25, 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 : 63,095: 25,561 873 385 33,050 55,970 58,996 57,228: 4,099 5,867
Old : 63,095: 25,561 873 385 33,050 55,970 58,996 57,228: 4,099 5,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 3,671: -1,021 0 235 3,498 3,000 2,712 3,235: 959 436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 1.4 0.6 52.4 88.7 93.5 90.7: 6.5 9.3
Old : 100.0: 40.5 1.4 0.6 52.4 88.7 93.5 90.7: 6.5 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 6 1 1 10 14 16 16:
Old : 26: 6 1 1 10 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 65.0 74.2 80.4 49.4 64.9 72.2 79.9
Old : 50.0 65.0 74.2 80.4 49.4 64.9 72.2 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, April 25, 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 : 9,886,866: 1,016,659 1,544,045 1,606,702 6,202,729 5,271,583 8,826,090 8,422,330: 1,060,776 1,464,536
Old : 9,886,866: 1,016,659 1,544,045 1,606,702 6,202,729 5,271,583 8,826,090 8,422,330: 1,060,776 1,464,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 173,061: -430 78,368 87,348 116,607 26,839 203,525 192,555: -30,464 -19,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 15.6 16.3 62.7 53.3 89.3 85.2: 10.7 14.8
Old : 100.0: 10.3 15.6 16.3 62.7 53.3 89.3 85.2: 10.7 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 : 302: 69 66 104 134 146 252 276:
Old : 302: 69 66 104 134 146 252 276:
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 11.7 45.0 18.4 32.4 9.3 38.8 15.3
Old : 34.2 11.7 45.0 18.4 32.4 9.3 38.8 15.3
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 25, 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 : 658,268: 68,463 59,351 1,903 456,040 503,582 526,406 564,836: 131,862 93,432
Old : 658,268: 68,463 59,351 1,903 456,040 503,582 526,406 564,836: 131,862 93,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 4,073: -165 -758 767 3,434 5,974 4,036 5,983: 37 -1,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 9.0 0.3 69.3 76.5 80.0 85.8: 20.0 14.2
Old : 100.0: 10.4 9.0 0.3 69.3 76.5 80.0 85.8: 20.0 14.2
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 : 193: 33 43 12 86 58 129 104:
Old : 193: 33 43 12 86 58 129 104:
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 : 20.4 32.0 29.3 45.1 20.4 31.1 29.2 44.2
Old : 20.4 32.0 29.3 45.1 20.4 31.1 29.2 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 25, 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 : 1,265,060: 198,252 438,196 20,409 769,143 689,209 987,804 1,147,814: 277,256 117,246
Old : 1,265,060: 198,252 438,196 20,409 769,143 689,209 987,804 1,147,814: 277,256 117,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 63,128: 9,064 59,661 -3,583 72,639 8,700 78,120 64,778: -14,992 -1,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 34.6 1.6 60.8 54.5 78.1 90.7: 21.9 9.3
Old : 100.0: 15.7 34.6 1.6 60.8 54.5 78.1 90.7: 21.9 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 53 65 21 69 73 134 147:
Old : 227: 53 65 21 69 73 134 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 28.1 32.8 42.7 19.7 23.7 29.3 35.5
Old : 21.0 28.1 32.8 42.7 19.7 23.7 29.3 35.5
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 25, 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 : 11,039: 1,947 705 0 5,539 8,659 7,486 9,364: 3,553 1,675
Old : 11,039: 1,947 705 0 5,539 8,659 7,486 9,364: 3,553 1,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 30: -44 0 0 -52 4 -96 4: 126 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 6.4 0.0 50.2 78.4 67.8 84.8: 32.2 15.2
Old : 100.0: 17.6 6.4 0.0 50.2 78.4 67.8 84.8: 32.2 15.2
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 : 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 : 31.9 44.9 49.3 71.5 31.9 42.7 49.1 67.2
Old : 31.9 44.9 49.3 71.5 31.9 42.7 49.1 67.2
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 25, 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 : 54,164: 9,981 10,737 0 35,743 39,926 45,724 50,663: 8,440 3,501
Old : 54,164: 9,981 10,737 0 35,743 39,926 45,724 50,663: 8,440 3,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 1,928: -1,667 -779 0 4,328 2,174 2,661 1,395: -733 533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 19.8 0.0 66.0 73.7 84.4 93.5: 15.6 6.5
Old : 100.0: 18.4 19.8 0.0 66.0 73.7 84.4 93.5: 15.6 6.5
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 : 56: 9 8 0 23 24 32 32:
Old : 56: 9 8 0 23 24 32 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 : 40.3 40.3 58.1 62.8 36.5 40.3 53.6 61.0
Old : 40.3 40.3 58.1 62.8 36.5 40.3 53.6 61.0
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 25, 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 : 62,058: 16,629 11,685 186 35,424 38,584 52,239 50,455: 9,819 11,603
Old : 62,058: 16,629 11,685 186 35,424 38,584 52,239 50,455: 9,819 11,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 2,155: 467 -392 -11 1,783 2,492 2,239 2,089: -84 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 18.8 0.3 57.1 62.2 84.2 81.3: 15.8 18.7
Old : 100.0: 26.8 18.8 0.3 57.1 62.2 84.2 81.3: 15.8 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 16 15 2 29 29 47 44:
Old : 80: 16 15 2 29 29 47 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 : 40.0 31.7 52.4 46.7 39.4 31.4 50.8 45.9
Old : 40.0 31.7 52.4 46.7 39.4 31.4 50.8 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 25, 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 : 323,881: 111,860 118,084 3,993 159,553 183,685 275,406 305,762: 48,475 18,119
Old : 323,881: 111,860 118,084 3,993 159,553 183,685 275,406 305,762: 48,475 18,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 5,669: -4,243 7,616 -947 10,306 -1,563 5,116 5,106: 553 563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 36.5 1.2 49.3 56.7 85.0 94.4: 15.0 5.6
Old : 100.0: 34.5 36.5 1.2 49.3 56.7 85.0 94.4: 15.0 5.6
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 : 213: 75 65 11 47 38 127 109:
Old : 213: 75 65 11 47 38 127 109:
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 : 29.4 34.8 38.4 50.9 25.8 34.4 34.8 48.7
Old : 29.4 34.8 38.4 50.9 25.8 34.4 34.8 48.7
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 25, 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 : 52,591: 23,684 15,927 75 13,441 24,437 37,200 40,439: 15,391 12,152
Old : 52,591: 23,684 15,927 75 13,441 24,437 37,200 40,439: 15,391 12,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 542: 3,087 6,491 0 -4,151 -3,363 -1,064 3,128: 1,606 -2,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 30.3 0.1 25.6 46.5 70.7 76.9: 29.3 23.1
Old : 100.0: 45.0 30.3 0.1 25.6 46.5 70.7 76.9: 29.3 23.1
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 : 44: 13 9 1 13 13 27 22:
Old : 44: 13 9 1 13 13 27 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 38.0 49.0 55.4 38.8 38.0 49.0 55.0
Old : 38.8 38.0 49.0 55.4 38.8 38.0 49.0 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, April 25, 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 : 36,326: 5,657 5,807 21 27,188 24,499 32,866 30,327: 3,460 5,999
Old : 36,326: 5,657 5,807 21 27,188 24,499 32,866 30,327: 3,460 5,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 2,207: 396 664 0 1,608 1,728 2,004 2,392: 203 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 16.0 0.1 74.8 67.4 90.5 83.5: 9.5 16.5
Old : 100.0: 15.6 16.0 0.1 74.8 67.4 90.5 83.5: 9.5 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 6 11 1 30 27 37 38:
Old : 66: 6 11 1 30 27 37 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 : 37.8 35.7 53.6 48.1 37.8 33.4 53.3 45.8
Old : 37.8 35.7 53.6 48.1 37.8 33.4 53.3 45.8
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 25, 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 : 336,192: 76,421 79,108 879 237,356 241,155 314,656 321,142: 21,536 15,050
Old : 336,192: 76,421 79,108 879 237,356 241,155 314,656 321,142: 21,536 15,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 17,315: -1,218 6,135 -691 18,156 11,615 16,247 17,059: 1,068 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 23.5 0.3 70.6 71.7 93.6 95.5: 6.4 4.5
Old : 100.0: 22.7 23.5 0.3 70.6 71.7 93.6 95.5: 6.4 4.5
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 : 150: 27 53 6 40 48 71 103:
Old : 150: 27 53 6 40 48 71 103:
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 : 53.6 35.2 69.2 52.1 49.8 31.5 63.1 47.5
Old : 53.6 35.2 69.2 52.1 49.8 31.5 63.1 47.5
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 25, 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 : 50,486: 13,845 16,296 90 25,488 25,838 39,423 42,224: 11,063 8,262
Old : 50,486: 13,845 16,296 90 25,488 25,838 39,423 42,224: 11,063 8,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: -1,884: -1,682 -428 -2 -595 -1,205 -2,279 -1,635: 395 -249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 32.3 0.2 50.5 51.2 78.1 83.6: 21.9 16.4
Old : 100.0: 27.4 32.3 0.2 50.5 51.2 78.1 83.6: 21.9 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 : 79: 23 22 3 17 20 43 42:
Old : 79: 23 22 3 17 20 43 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 : 33.3 39.6 46.0 50.9 33.3 35.7 44.8 46.9
Old : 33.3 39.6 46.0 50.9 33.3 35.7 44.8 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, April 25, 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 : 34,805: 10,496 5,362 47 18,050 16,521 28,593 21,930: 6,212 12,875
Old : 34,805: 10,496 5,362 47 18,050 16,521 28,593 21,930: 6,212 12,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 663: -3,110 1,833 28 1,587 -1,453 -1,495 408: 2,158 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 15.4 0.1 51.9 47.5 82.2 63.0: 17.8 37.0
Old : 100.0: 30.2 15.4 0.1 51.9 47.5 82.2 63.0: 17.8 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: 14 12 2 12 13 27 26:
Old : 49: 14 12 2 12 13 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 37.2 54.4 46.9 28.5 26.9 46.1 35.9
Old : 35.3 37.2 54.4 46.9 28.5 26.9 46.1 35.9
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 25, 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 : 40,974: 4,761 3,080 2,149 16,662 26,044 23,572 31,273: 17,402 9,701
Old : 40,974: 4,761 3,080 2,149 16,662 26,044 23,572 31,273: 17,402 9,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: -529: 269 -346 -45 -1,148 1,536 -924 1,145: 395 -1,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 7.5 5.2 40.7 63.6 57.5 76.3: 42.5 23.7
Old : 100.0: 11.6 7.5 5.2 40.7 63.6 57.5 76.3: 42.5 23.7
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 : 56: 8 10 7 22 31 34 46:
Old : 56: 8 10 7 22 31 34 46:
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 31.0 41.9 46.6 15.2 25.2 19.8 34.1
Old : 33.8 31.0 41.9 46.6 15.2 25.2 19.8 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 28, 2006