BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, May 2, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,460: 0 33 61 3,921 3,922 3,982 4,016: 478 444
Old : 4,460: 0 33 61 3,921 3,922 3,982 4,016: 478 444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 1.4 87.9 87.9 89.3 90.0: 10.7 10.0
Old : 100.0: 0.0 0.7 1.4 87.9 87.9 89.3 90.0: 10.7 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 10 13 11 14:
Old : 20: 0 1 1 10 13 11 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 : 69.1 59.0 86.9 78.7 67.9 59.0 83.2 77.5
Old : 69.1 59.0 86.9 78.7 67.9 59.0 83.2 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, May 2, 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 : 32,726: 1,772 3,175 1,277 26,112 16,774 29,161 21,226: 3,565 11,500
Old : 32,726: 1,772 3,175 1,277 26,112 16,774 29,161 21,226: 3,565 11,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 312: 206 -70 -77 277 344 406 197: -94 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 9.7 3.9 79.8 51.3 89.1 64.9: 10.9 35.1
Old : 100.0: 5.4 9.7 3.9 79.8 51.3 89.1 64.9: 10.9 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 : 50: 6 13 9 22 18 32 36:
Old : 50: 6 13 9 22 18 32 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 : 51.3 29.4 73.8 41.6 51.3 27.8 72.1 39.4
Old : 51.3 29.4 73.8 41.6 51.3 27.8 72.1 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, May 2, 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 : 147,770: 19,950 32,445 44,195 73,894 44,683 138,039 121,323: 9,731 26,447
Old : 141,340: 18,090 34,184 41,623 72,787 41,565 132,500 117,372: 8,840 23,968
Other: 6,430: 4,083 484 349 1,107 3,118 5,539 3,951: 891 2,479
: : :
: : Changes in Commitments from: April 25, 2006 :
: -1,310: 4,205 262 776 534 3,956 5,515 4,994: -6,825 -6,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 22.0 29.9 50.0 30.2 93.4 82.1: 6.6 17.9
Old : 100.0: 12.8 24.2 29.4 51.5 29.4 93.7 83.0: 6.3 17.0
Other: 100.0: 63.5 7.5 5.4 17.2 48.5 86.1 61.4: 13.9 38.6
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 45 72 71 30 39 127 154:
Old : 192: 47 76 70 28 39 123 154:
Other: 52: 18 9 5 8 19 29 30:
:----------------------------------------------------------------------------------------------------
: 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 : 33.7 17.9 47.5 26.3 33.7 14.7 44.4 20.8
Old : 35.2 18.1 48.8 26.9 35.2 14.8 46.4 21.2
Other: 41.4 31.4 60.8 41.9 41.0 31.4 60.4 41.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, May 2, 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 : 2,178: 542 697 60 884 407 1,486 1,164: 692 1,014
Old : 2,163: 542 697 54 880 407 1,476 1,158: 687 1,005
Other: 15: 0 0 6 4 0 10 6: 5 9
: : :
: : Changes in Commitments from: April 25, 2006 :
: -337: 198 -361 -183 -73 36 -58 -508: -279 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 32.0 2.8 40.6 18.7 68.2 53.4: 31.8 46.6
Old : 100.0: 25.1 32.2 2.5 40.7 18.8 68.2 53.5: 31.8 46.5
Other: 100.0: 0.0 0.0 40.0 26.7 0.0 66.7 40.0: 33.3 60.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 10 7 2 8 6 20 13:
Old : 28: 10 7 2 8 6 20 13:
Other: 2: 0 0 1 1 0 2 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 36.1 48.8 47.2 32.5 35.8 45.5 43.8
Old : 34.5 36.3 48.9 47.6 32.7 36.1 45.7 44.1
Other: 66.7 40.0 66.7 40.0 26.7 0.0 26.7 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 2, 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 : 241,495: 49,331 48,053 53,258 120,644 99,217 223,233 200,528: 18,262 40,967
Old : 241,495: 49,331 48,053 53,258 120,644 99,217 223,233 200,528: 18,262 40,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -4,269: 4,774 -1,464 1,160 149 6,341 6,083 6,037: -10,352 -10,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 19.9 22.1 50.0 41.1 92.4 83.0: 7.6 17.0
Old : 100.0: 20.4 19.9 22.1 50.0 41.1 92.4 83.0: 7.6 17.0
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 : 332: 68 79 91 89 137 218 278:
Old : 332: 68 79 91 89 137 218 278:
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 : 22.4 14.0 35.9 22.3 21.4 10.3 31.2 15.8
Old : 22.4 14.0 35.9 22.3 21.4 10.3 31.2 15.8
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, May 2, 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 : 4,927: 2,605 944 279 534 2,043 3,418 3,266: 1,509 1,661
Old : 4,927: 2,605 944 279 534 2,043 3,418 3,266: 1,509 1,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -207: 514 -281 -50 -405 367 59 36: -266 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 19.2 5.7 10.8 41.5 69.4 66.3: 30.6 33.7
Old : 100.0: 52.9 19.2 5.7 10.8 41.5 69.4 66.3: 30.6 33.7
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: 17 10 7 11 24 35 36:
Old : 54: 17 10 7 11 24 35 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 : 32.5 19.8 47.2 31.9 32.5 18.9 47.2 29.9
Old : 32.5 19.8 47.2 31.9 32.5 18.9 47.2 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, May 2, 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 : 27,825: 11,339 7,383 1,245 10,583 6,264 23,167 14,892: 4,658 12,933
Old : 27,825: 11,339 7,383 1,245 10,583 6,264 23,167 14,892: 4,658 12,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -3,836: -1,258 -998 -1,096 -1,490 -764 -3,844 -2,858: 8 -978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 26.5 4.5 38.0 22.5 83.3 53.5: 16.7 46.5
Old : 100.0: 40.8 26.5 4.5 38.0 22.5 83.3 53.5: 16.7 46.5
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 : 152: 28 43 22 42 55 85 106:
Old : 152: 28 43 22 42 55 85 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 11.3 35.5 16.6 23.1 10.2 32.9 14.5
Old : 23.4 11.3 35.5 16.6 23.1 10.2 32.9 14.5
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, May 2, 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 : 110,279: 48,997 16,845 1,542 29,719 79,539 80,258 97,926: 30,021 12,353
Old : 110,279: 48,997 16,845 1,542 29,719 79,539 80,258 97,926: 30,021 12,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 9,688: 17,048 519 -707 -1,884 12,431 14,457 12,243: -4,769 -2,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 15.3 1.4 26.9 72.1 72.8 88.8: 27.2 11.2
Old : 100.0: 44.4 15.3 1.4 26.9 72.1 72.8 88.8: 27.2 11.2
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 : 90: 39 14 2 21 25 61 40:
Old : 90: 39 14 2 21 25 61 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 : 18.8 39.5 30.9 54.0 18.6 39.4 30.7 54.0
Old : 18.8 39.5 30.9 54.0 18.6 39.4 30.7 54.0
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, May 2, 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 : 89,956: 17,518 30,147 0 56,625 45,190 74,143 75,337: 15,813 14,619
Old : 89,956: 17,518 30,147 0 56,625 45,190 74,143 75,337: 15,813 14,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 5,881: 5,405 -6,395 0 414 15,636 5,819 9,241: 62 -3,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 33.5 0.0 62.9 50.2 82.4 83.7: 17.6 16.3
Old : 100.0: 19.5 33.5 0.0 62.9 50.2 82.4 83.7: 17.6 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 : 49: 14 14 0 11 15 25 29:
Old : 49: 14 14 0 11 15 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 52.8 66.5 64.6 52.5 52.8 64.7 64.3
Old : 52.7 52.8 66.5 64.6 52.5 52.8 64.7 64.3
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, May 2, 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 : 84,728: 17,300 23,957 723 64,412 57,736 82,435 82,416: 2,293 2,312
Old : 84,728: 17,300 23,957 723 64,412 57,736 82,435 82,416: 2,293 2,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -7,076: -1,479 -7,872 723 -4,796 3,232 -5,552 -3,917: -1,524 -3,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 28.3 0.9 76.0 68.1 97.3 97.3: 2.7 2.7
Old : 100.0: 20.4 28.3 0.9 76.0 68.1 97.3 97.3: 2.7 2.7
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 : 72: 17 24 3 21 16 40 43:
Old : 72: 17 24 3 21 16 40 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 : 50.3 56.5 71.6 74.4 43.0 41.9 58.5 57.2
Old : 50.3 56.5 71.6 74.4 43.0 41.9 58.5 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, May 2, 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 : 89,073: 34,133 15,509 84 31,213 58,070 65,430 73,663: 23,643 15,410
Old : 89,073: 34,133 15,509 84 31,213 58,070 65,430 73,663: 23,643 15,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -4,589: -872 -7,206 65 -3,760 5,274 -4,567 -1,867: -22 -2,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 17.4 0.1 35.0 65.2 73.5 82.7: 26.5 17.3
Old : 100.0: 38.3 17.4 0.1 35.0 65.2 73.5 82.7: 26.5 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 : 67: 23 15 3 14 23 38 40:
Old : 67: 23 15 3 14 23 38 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 : 26.9 34.5 42.2 53.5 26.9 31.8 42.0 50.8
Old : 26.9 34.5 42.2 53.5 26.9 31.8 42.0 50.8
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, May 2, 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 : 206,400: 44,389 41,700 684 118,301 144,592 163,374 186,976: 43,026 19,424
Old : 206,400: 44,389 41,700 684 118,301 144,592 163,374 186,976: 43,026 19,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 4,985: 3,392 -5,787 208 -530 20,198 3,070 14,619: 1,915 -9,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 20.2 0.3 57.3 70.1 79.2 90.6: 20.8 9.4
Old : 100.0: 21.5 20.2 0.3 57.3 70.1 79.2 90.6: 20.8 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 31 22 8 25 28 58 56:
Old : 95: 31 22 8 25 28 58 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 : 34.8 42.8 51.3 59.8 31.3 38.1 44.8 52.9
Old : 34.8 42.8 51.3 59.8 31.3 38.1 44.8 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, May 2, 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 : 187,074: 90,615 16,141 1,346 39,152 138,150 131,113 155,637: 55,961 31,437
Old : 187,074: 90,615 16,141 1,346 39,152 138,150 131,113 155,637: 55,961 31,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 9,834: 10,774 1,825 633 1,091 7,806 12,498 10,264: -2,664 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 8.6 0.7 20.9 73.8 70.1 83.2: 29.9 16.8
Old : 100.0: 48.4 8.6 0.7 20.9 73.8 70.1 83.2: 29.9 16.8
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 : 132: 66 20 14 27 33 97 63:
Old : 132: 66 20 14 27 33 97 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 37.7 27.8 58.0 19.0 37.4 27.1 55.8
Old : 19.1 37.7 27.8 58.0 19.0 37.4 27.1 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, May 2, 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 : 12,204: 6,517 314 0 4,245 9,917 10,762 10,231: 1,442 1,973
Old : 12,204: 6,517 314 0 4,245 9,917 10,762 10,231: 1,442 1,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 33: 799 -596 0 -729 619 70 23: -37 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 2.6 0.0 34.8 81.3 88.2 83.8: 11.8 16.2
Old : 100.0: 53.4 2.6 0.0 34.8 81.3 88.2 83.8: 11.8 16.2
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 : 22: 3 2 0 8 12 11 14:
Old : 22: 3 2 0 8 12 11 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 : 68.5 69.2 84.3 78.7 68.1 68.8 83.8 78.2
Old : 68.5 69.2 84.3 78.7 68.1 68.8 83.8 78.2
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, May 2, 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 : 66,265: 24,810 873 215 36,665 58,920 61,690 60,008: 4,575 6,257
Old : 66,265: 24,810 873 215 36,665 58,920 61,690 60,008: 4,575 6,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 3,170: -751 0 -170 3,615 2,950 2,694 2,780: 476 390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 1.3 0.3 55.3 88.9 93.1 90.6: 6.9 9.4
Old : 100.0: 37.4 1.3 0.3 55.3 88.9 93.1 90.6: 6.9 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 1 1 12 14 18 16:
Old : 28: 6 1 1 12 14 18 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 : 45.6 63.9 70.4 80.2 44.5 63.0 67.1 78.2
Old : 45.6 63.9 70.4 80.2 44.5 63.0 67.1 78.2
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, May 2, 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 : 9,714,535: 949,787 1,510,615 1,599,286 6,132,998 5,162,971 8,682,071 8,272,872: 1,032,464 1,441,663
Old : 9,714,535: 949,787 1,510,615 1,599,286 6,132,998 5,162,971 8,682,071 8,272,872: 1,032,464 1,441,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -172,331: -66,872 -33,430 -7,416 -69,731 -108,612 -144,019 -149,458: -28,312 -22,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 15.6 16.5 63.1 53.1 89.4 85.2: 10.6 14.8
Old : 100.0: 9.8 15.6 16.5 63.1 53.1 89.4 85.2: 10.6 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 : 292: 62 67 103 125 144 240 270:
Old : 292: 62 67 103 125 144 240 270:
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 11.1 45.1 18.2 33.1 8.8 39.1 14.6
Old : 34.9 11.1 45.1 18.2 33.1 8.8 39.1 14.6
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, May 2, 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 : 660,812: 71,217 57,823 2,844 457,938 508,391 531,999 569,058: 128,813 91,754
Old : 660,812: 71,217 57,823 2,844 457,938 508,391 531,999 569,058: 128,813 91,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 2,544: 2,754 -1,528 941 1,898 4,809 5,593 4,222: -3,049 -1,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 8.8 0.4 69.3 76.9 80.5 86.1: 19.5 13.9
Old : 100.0: 10.8 8.8 0.4 69.3 76.9 80.5 86.1: 19.5 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 36 43 14 89 56 135 103:
Old : 197: 36 43 14 89 56 135 103:
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 : 20.3 32.1 29.2 45.2 20.2 31.1 29.1 44.2
Old : 20.3 32.1 29.2 45.2 20.2 31.1 29.1 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, May 2, 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 : 1,307,160: 213,579 425,888 17,616 800,917 735,852 1,032,112 1,179,356: 275,048 127,804
Old : 1,307,160: 213,579 425,888 17,616 800,917 735,852 1,032,112 1,179,356: 275,048 127,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 42,100: 15,327 -12,308 -2,793 31,774 46,643 44,308 31,542: -2,208 10,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 32.6 1.3 61.3 56.3 79.0 90.2: 21.0 9.8
Old : 100.0: 16.3 32.6 1.3 61.3 56.3 79.0 90.2: 21.0 9.8
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 : 222: 53 60 19 71 73 137 139:
Old : 222: 53 60 19 71 73 137 139:
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 : 22.0 28.5 34.0 42.1 20.9 22.8 31.0 35.1
Old : 22.0 28.5 34.0 42.1 20.9 22.8 31.0 35.1
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, May 2, 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 : 11,319: 1,961 705 0 5,609 8,626 7,570 9,331: 3,749 1,988
Old : 11,319: 1,961 705 0 5,609 8,626 7,570 9,331: 3,749 1,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 280: 14 0 0 70 -33 84 -33: 196 313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 6.2 0.0 49.6 76.2 66.9 82.4: 33.1 17.6
Old : 100.0: 17.3 6.2 0.0 49.6 76.2 66.9 82.4: 33.1 17.6
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 : 26: 4 1 0 13 13 17 14:
Old : 26: 4 1 0 13 13 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 43.8 48.6 69.7 31.7 41.7 48.4 65.6
Old : 31.7 43.8 48.6 69.7 31.7 41.7 48.4 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, May 2, 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 : 57,277: 10,386 11,697 0 35,942 42,840 46,328 54,537: 10,949 2,740
Old : 57,277: 10,386 11,697 0 35,942 42,840 46,328 54,537: 10,949 2,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 3,113: 405 960 0 199 2,914 604 3,874: 2,509 -761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 20.4 0.0 62.8 74.8 80.9 95.2: 19.1 4.8
Old : 100.0: 18.1 20.4 0.0 62.8 74.8 80.9 95.2: 19.1 4.8
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 : 56: 9 9 0 21 25 30 34:
Old : 56: 9 9 0 21 25 30 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 38.7 54.4 60.1 33.1 38.7 47.1 58.6
Old : 38.5 38.7 54.4 60.1 33.1 38.7 47.1 58.6
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, May 2, 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 : 62,761: 14,723 11,875 191 38,275 39,598 53,189 51,664: 9,572 11,097
Old : 62,761: 14,723 11,875 191 38,275 39,598 53,189 51,664: 9,572 11,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 703: -1,906 190 5 2,851 1,014 950 1,209: -247 -506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 18.9 0.3 61.0 63.1 84.7 82.3: 15.3 17.7
Old : 100.0: 23.5 18.9 0.3 61.0 63.1 84.7 82.3: 15.3 17.7
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 : 78: 14 15 2 29 28 45 43:
Old : 78: 14 15 2 29 28 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 : 42.2 32.8 54.7 46.9 41.3 32.5 52.0 44.6
Old : 42.2 32.8 54.7 46.9 41.3 32.5 52.0 44.6
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, May 2, 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 : 355,396: 106,799 138,043 3,960 206,399 194,555 317,158 336,558: 38,238 18,838
Old : 355,396: 106,799 138,043 3,960 206,399 194,555 317,158 336,558: 38,238 18,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 31,515: -5,061 19,959 -33 46,846 10,870 41,752 30,796: -10,237 719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 38.8 1.1 58.1 54.7 89.2 94.7: 10.8 5.3
Old : 100.0: 30.1 38.8 1.1 58.1 54.7 89.2 94.7: 10.8 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 79 63 12 51 38 135 108:
Old : 220: 79 63 12 51 38 135 108:
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 : 33.3 35.4 42.5 52.3 29.3 35.4 38.5 50.3
Old : 33.3 35.4 42.5 52.3 29.3 35.4 38.5 50.3
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, May 2, 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 : 57,861: 27,297 5,524 0 12,098 45,089 39,395 50,613: 18,466 7,248
Old : 57,861: 27,297 5,524 0 12,098 45,089 39,395 50,613: 18,466 7,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 5,270: 3,613 -10,403 -75 -1,343 20,652 2,195 10,174: 3,075 -4,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 9.5 0.0 20.9 77.9 68.1 87.5: 31.9 12.5
Old : 100.0: 47.2 9.5 0.0 20.9 77.9 68.1 87.5: 31.9 12.5
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 : 48: 17 7 0 12 16 29 23:
Old : 48: 17 7 0 12 16 29 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 40.0 44.0 61.7 31.3 40.0 44.0 60.5
Old : 31.3 40.0 44.0 61.7 31.3 40.0 44.0 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, May 2, 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 : 37,700: 5,853 5,133 21 28,009 25,635 33,883 30,789: 3,817 6,911
Old : 37,700: 5,853 5,133 21 28,009 25,635 33,883 30,789: 3,817 6,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 1,374: 196 -674 0 821 1,136 1,017 462: 357 912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 13.6 0.1 74.3 68.0 89.9 81.7: 10.1 18.3
Old : 100.0: 15.5 13.6 0.1 74.3 68.0 89.9 81.7: 10.1 18.3
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 : 64: 6 10 1 29 26 36 36:
Old : 64: 6 10 1 29 26 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 : 39.4 37.2 54.6 49.2 39.4 35.1 54.3 47.0
Old : 39.4 37.2 54.6 49.2 39.4 35.1 54.3 47.0
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, May 2, 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 : 355,633: 73,343 97,672 1,776 258,032 242,476 333,151 341,924: 22,482 13,709
Old : 355,633: 73,343 97,672 1,776 258,032 242,476 333,151 341,924: 22,482 13,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 19,441: -3,078 18,564 897 20,676 1,321 18,495 20,782: 946 -1,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 27.5 0.5 72.6 68.2 93.7 96.1: 6.3 3.9
Old : 100.0: 20.6 27.5 0.5 72.6 68.2 93.7 96.1: 6.3 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 28 59 8 39 49 71 112:
Old : 158: 28 59 8 39 49 71 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 33.2 69.5 49.5 51.2 29.8 64.1 46.0
Old : 54.9 33.2 69.5 49.5 51.2 29.8 64.1 46.0
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, May 2, 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 : 50,687: 15,365 16,009 77 25,209 26,327 40,651 42,413: 10,036 8,274
Old : 50,687: 15,365 16,009 77 25,209 26,327 40,651 42,413: 10,036 8,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 201: 1,520 -287 -13 -279 489 1,228 189: -1,027 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 31.6 0.2 49.7 51.9 80.2 83.7: 19.8 16.3
Old : 100.0: 30.3 31.6 0.2 49.7 51.9 80.2 83.7: 19.8 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 : 80: 24 22 3 19 18 46 40:
Old : 80: 24 22 3 19 18 46 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 : 32.4 42.0 44.8 54.0 32.4 38.7 44.2 50.6
Old : 32.4 42.0 44.8 54.0 32.4 38.7 44.2 50.6
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, May 2, 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 : 32,087: 8,640 4,889 5 18,195 17,996 26,840 22,890: 5,247 9,197
Old : 32,087: 8,640 4,889 5 18,195 17,996 26,840 22,890: 5,247 9,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -2,718: -1,856 -473 -42 145 1,475 -1,753 960: -965 -3,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 15.2 0.0 56.7 56.1 83.6 71.3: 16.4 28.7
Old : 100.0: 26.9 15.2 0.0 56.7 56.1 83.6 71.3: 16.4 28.7
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 : 48: 11 10 1 12 17 23 28:
Old : 48: 11 10 1 12 17 23 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 41.7 57.4 53.0 29.0 31.7 49.1 40.4
Old : 35.0 41.7 57.4 53.0 29.0 31.7 49.1 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, May 2, 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 : 42,352: 5,561 4,628 1,949 17,359 24,289 24,869 30,866: 17,483 11,486
Old : 42,352: 5,561 4,628 1,949 17,359 24,289 24,869 30,866: 17,483 11,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 1,378: 800 1,548 -200 697 -1,755 1,297 -407: 81 1,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 10.9 4.6 41.0 57.4 58.7 72.9: 41.3 27.1
Old : 100.0: 13.1 10.9 4.6 41.0 57.4 58.7 72.9: 41.3 27.1
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 : 56: 9 10 7 24 30 37 44:
Old : 56: 9 10 7 24 30 37 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 : 33.9 26.1 41.7 40.0 15.5 21.1 21.5 30.8
Old : 33.9 26.1 41.7 40.0 15.5 21.1 21.5 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 5, 2006