BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, May 23, 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 : 4,273: 0 25 77 3,876 3,940 3,953 4,042: 320 231
Old : 4,273: 0 25 77 3,876 3,940 3,953 4,042: 320 231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -157: 0 -1 -6 -6 -66 -12 -73: -145 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 1.8 90.7 92.2 92.5 94.6: 7.5 5.4
Old : 100.0: 0.0 0.6 1.8 90.7 92.2 92.5 94.6: 7.5 5.4
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 : 20: 0 1 1 12 13 13 14:
Old : 20: 0 1 1 12 13 13 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 : 72.4 65.3 90.3 83.9 71.4 65.2 86.2 82.3
Old : 72.4 65.3 90.3 83.9 71.4 65.2 86.2 82.3
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 23, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 31,611: 1,481 3,199 1,328 25,378 15,697 28,187 20,224: 3,424 11,387
Old : 31,611: 1,481 3,199 1,328 25,378 15,697 28,187 20,224: 3,424 11,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 298: -225 -548 248 421 188 444 -112: -146 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 10.1 4.2 80.3 49.7 89.2 64.0: 10.8 36.0
Old : 100.0: 4.7 10.1 4.2 80.3 49.7 89.2 64.0: 10.8 36.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 4 14 8 23 18 32 35:
Old : 49: 4 14 8 23 18 32 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 : 50.3 31.8 71.5 42.2 50.3 30.3 70.6 39.8
Old : 50.3 31.8 71.5 42.2 50.3 30.3 70.6 39.8
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 23, 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 : 159,146: 23,726 30,306 44,750 73,804 48,725 142,280 123,781: 16,866 35,365
Old : 145,910: 20,563 34,924 39,211 71,504 41,859 131,278 115,994: 14,632 29,916
Other: 13,236: 8,151 370 551 2,300 6,866 11,002 7,787: 2,234 5,449
: : :
: : Changes in Commitments from: May 16, 2006 :
: 1,096: -121 -653 2,032 579 408 2,490 1,787: -1,394 -691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 19.0 28.1 46.4 30.6 89.4 77.8: 10.6 22.2
Old : 100.0: 14.1 23.9 26.9 49.0 28.7 90.0 79.5: 10.0 20.5
Other: 100.0: 61.6 2.8 4.2 17.4 51.9 83.1 58.8: 16.9 41.2
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 46 77 74 35 39 137 157:
Old : 199: 45 85 72 30 39 129 157:
Other: 64: 21 10 10 12 28 38 44:
:----------------------------------------------------------------------------------------------------
: 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 : 31.5 17.2 44.7 26.4 31.5 15.0 41.4 21.2
Old : 34.4 17.8 46.5 27.8 34.4 15.7 44.9 22.3
Other: 45.3 26.2 60.9 37.3 43.6 21.8 56.0 31.7
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, May 23, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,836: 324 516 169 678 343 1,171 1,028: 665 808
Old : 1,813: 337 516 156 678 343 1,171 1,015: 642 798
Other: 23: 0 13 0 0 0 0 13: 23 10
: : :
: : Changes in Commitments from: May 16, 2006 :
: -373: -88 -115 48 -112 -16 -152 -83: -221 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 28.1 9.2 36.9 18.7 63.8 56.0: 36.2 44.0
Old : 100.0: 18.6 28.5 8.6 37.4 18.9 64.6 56.0: 35.4 44.0
Other: 100.0: 0.0 56.5 0.0 0.0 0.0 0.0 56.5: 100.0 43.5
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 5 3 7 5 14 11:
Old : 20: 5 5 3 7 5 14 11:
Other: 1: 0 1 0 0 0 0 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 : 39.2 35.9 55.7 50.3 39.2 34.9 51.1 44.5
Old : 39.7 36.3 56.4 50.2 39.7 35.4 51.7 45.1
Other: 0.0 56.5 0.0 56.5 0.0 56.5 0.0 56.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 23, 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 : 268,812: 52,137 45,864 56,642 131,444 108,834 240,223 211,340: 28,589 57,472
Old : 268,812: 52,137 45,864 56,642 131,444 108,834 240,223 211,340: 28,589 57,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -2,336: -24 -20 593 2,826 -19 3,395 554: -5,731 -2,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 17.1 21.1 48.9 40.5 89.4 78.6: 10.6 21.4
Old : 100.0: 19.4 17.1 21.1 48.9 40.5 89.4 78.6: 10.6 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 : 332: 68 82 90 91 141 218 280:
Old : 332: 68 82 90 91 141 218 280:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 12.6 33.7 20.8 19.3 9.1 28.4 14.4
Old : 20.5 12.6 33.7 20.8 19.3 9.1 28.4 14.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, May 23, 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 : 4,240: 2,278 1,132 353 655 1,329 3,286 2,814: 954 1,426
Old : 4,240: 2,278 1,132 353 655 1,329 3,286 2,814: 954 1,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -288: -89 173 106 84 -247 101 32: -389 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 26.7 8.3 15.4 31.3 77.5 66.4: 22.5 33.6
Old : 100.0: 53.7 26.7 8.3 15.4 31.3 77.5 66.4: 22.5 33.6
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 : 56: 13 17 8 9 22 27 44:
Old : 56: 13 17 8 9 22 27 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 : 41.0 15.4 58.7 26.3 41.0 15.4 56.5 25.3
Old : 41.0 15.4 58.7 26.3 41.0 15.4 56.5 25.3
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 23, 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 : 27,086: 10,450 7,646 1,418 9,875 5,272 21,743 14,336: 5,343 12,750
Old : 27,086: 10,450 7,646 1,418 9,875 5,272 21,743 14,336: 5,343 12,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -1,663: -271 404 -380 -539 -419 -1,190 -395: -473 -1,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 28.2 5.2 36.5 19.5 80.3 52.9: 19.7 47.1
Old : 100.0: 38.6 28.2 5.2 36.5 19.5 80.3 52.9: 19.7 47.1
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 : 150: 34 44 21 43 49 93 99:
Old : 150: 34 44 21 43 49 93 99:
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 : 19.2 10.8 30.1 16.8 18.9 10.1 29.1 16.1
Old : 19.2 10.8 30.1 16.8 18.9 10.1 29.1 16.1
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 23, 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 : 111,976: 36,980 21,278 2,183 36,757 71,810 75,920 95,271: 36,056 16,705
Old : 111,976: 36,980 21,278 2,183 36,757 71,810 75,920 95,271: 36,056 16,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -5,863: -9,080 -5,254 879 3,836 -466 -4,365 -4,841: -1,498 -1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 19.0 1.9 32.8 64.1 67.8 85.1: 32.2 14.9
Old : 100.0: 33.0 19.0 1.9 32.8 64.1 67.8 85.1: 32.2 14.9
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 : 82: 33 12 4 22 22 57 37:
Old : 82: 33 12 4 22 22 57 37:
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 : 16.7 35.7 29.3 54.3 16.5 33.9 28.7 52.2
Old : 16.7 35.7 29.3 54.3 16.5 33.9 28.7 52.2
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 23, 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 : 101,734: 30,138 21,756 80 51,282 68,412 81,500 90,248: 20,234 11,486
Old : 101,734: 30,138 21,756 80 51,282 68,412 81,500 90,248: 20,234 11,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 998: 6,203 -3,760 -81 -3,605 5,648 2,517 1,807: -1,519 -809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 21.4 0.1 50.4 67.2 80.1 88.7: 19.9 11.3
Old : 100.0: 29.6 21.4 0.1 50.4 67.2 80.1 88.7: 19.9 11.3
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 : 47: 19 8 1 12 13 31 22:
Old : 47: 19 8 1 12 13 31 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 67.2 55.0 77.1 38.6 67.0 53.5 76.9
Old : 38.8 67.2 55.0 77.1 38.6 67.0 53.5 76.9
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 23, 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 : 90,941: 11,984 30,505 525 75,127 55,976 87,636 87,006: 3,305 3,935
Old : 90,941: 11,984 30,505 525 75,127 55,976 87,636 87,006: 3,305 3,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 2,617: -3,504 3,945 -176 6,624 -1,306 2,944 2,463: -327 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 33.5 0.6 82.6 61.6 96.4 95.7: 3.6 4.3
Old : 100.0: 13.2 33.5 0.6 82.6 61.6 96.4 95.7: 3.6 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 16 30 3 21 15 39 47:
Old : 76: 16 30 3 21 15 39 47:
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 : 56.2 55.3 72.2 77.8 48.7 44.3 59.2 60.1
Old : 56.2 55.3 72.2 77.8 48.7 44.3 59.2 60.1
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 23, 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 : 114,772: 42,928 12,370 116 40,784 87,163 83,828 99,649: 30,944 15,123
Old : 114,772: 42,928 12,370 116 40,784 87,163 83,828 99,649: 30,944 15,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 4,766: 3,570 -2,716 -314 1,048 8,333 4,304 5,303: 462 -537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 10.8 0.1 35.5 75.9 73.0 86.8: 27.0 13.2
Old : 100.0: 37.4 10.8 0.1 35.5 75.9 73.0 86.8: 27.0 13.2
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 : 73: 30 10 4 18 27 50 39:
Old : 73: 30 10 4 18 27 50 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 : 24.8 41.6 38.4 57.9 24.8 39.6 38.3 55.8
Old : 24.8 41.6 38.4 57.9 24.8 39.6 38.3 55.8
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 23, 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 : 211,949: 49,669 31,340 710 116,134 154,398 166,513 186,448: 45,436 25,501
Old : 211,949: 49,669 31,340 710 116,134 154,398 166,513 186,448: 45,436 25,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -437: 2,616 3,408 -390 -671 -3,680 1,555 -662: -1,992 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 14.8 0.3 54.8 72.8 78.6 88.0: 21.4 12.0
Old : 100.0: 23.4 14.8 0.3 54.8 72.8 78.6 88.0: 21.4 12.0
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 : 91: 34 18 8 24 24 61 47:
Old : 91: 34 18 8 24 24 61 47:
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 45.3 47.1 64.3 28.0 40.4 40.8 56.3
Old : 31.7 45.3 47.1 64.3 28.0 40.4 40.8 56.3
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 23, 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 : 197,806: 87,361 15,285 2,317 50,079 146,064 139,757 163,666: 58,049 34,140
Old : 197,806: 87,361 15,285 2,317 50,079 146,064 139,757 163,666: 58,049 34,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 2,552: -75 1,225 486 4,500 2,640 4,911 4,351: -2,359 -1,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 7.7 1.2 25.3 73.8 70.7 82.7: 29.3 17.3
Old : 100.0: 44.2 7.7 1.2 25.3 73.8 70.7 82.7: 29.3 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 : 132: 66 21 20 28 31 102 64:
Old : 132: 66 21 20 28 31 102 64:
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 : 17.4 41.8 28.2 60.1 16.5 41.6 25.8 58.6
Old : 17.4 41.8 28.2 60.1 16.5 41.6 25.8 58.6
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 23, 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 : 14,325: 7,483 216 0 5,595 12,040 13,078 12,256: 1,247 2,069
Old : 14,325: 7,483 216 0 5,595 12,040 13,078 12,256: 1,247 2,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 132: -384 -285 0 459 85 75 -200: 57 332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 1.5 0.0 39.1 84.0 91.3 85.6: 8.7 14.4
Old : 100.0: 52.2 1.5 0.0 39.1 84.0 91.3 85.6: 8.7 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 : 23: 2 2 0 10 13 12 15:
Old : 23: 2 2 0 10 13 12 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 : 69.4 71.1 86.1 81.2 69.3 70.7 85.4 80.9
Old : 69.4 71.1 86.1 81.2 69.3 70.7 85.4 80.9
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, May 23, 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 :10,310,637: 1,056,168 1,597,727 1,619,661 6,579,262 5,728,180 9,255,091 8,945,568: 1,055,546 1,365,069
Old :10,310,637: 1,056,168 1,597,727 1,619,661 6,579,262 5,728,180 9,255,091 8,945,568: 1,055,546 1,365,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 109,814: 175,362 31,004 -187,320 88,242 107,160 76,284 -49,156: 33,530 158,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 15.5 15.7 63.8 55.6 89.8 86.8: 10.2 13.2
Old : 100.0: 10.2 15.5 15.7 63.8 55.6 89.8 86.8: 10.2 13.2
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 : 300: 64 64 103 130 148 243 279:
Old : 300: 64 64 103 130 148 243 279:
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 : 34.3 12.4 43.6 20.1 32.2 10.1 38.2 16.9
Old : 34.3 12.4 43.6 20.1 32.2 10.1 38.2 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, May 23, 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 : 669,008: 80,126 61,988 4,781 436,811 515,287 521,718 582,056: 147,290 86,952
Old : 669,008: 80,126 61,988 4,781 436,811 515,287 521,718 582,056: 147,290 86,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 2,695: -1,168 2,161 2,970 -1,622 7,440 180 12,571: 2,515 -9,876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 9.3 0.7 65.3 77.0 78.0 87.0: 22.0 13.0
Old : 100.0: 12.0 9.3 0.7 65.3 77.0 78.0 87.0: 22.0 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 40 42 24 88 60 147 107:
Old : 199: 40 42 24 88 60 147 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 32.5 27.2 45.4 19.1 31.5 27.0 44.4
Old : 19.2 32.5 27.2 45.4 19.1 31.5 27.0 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, May 23, 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 : 1,475,797: 196,500 453,312 41,973 974,775 854,980 1,213,248 1,350,265: 262,549 125,532
Old : 1,475,797: 196,500 453,312 41,973 974,775 854,980 1,213,248 1,350,265: 262,549 125,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 106,792: -10,857 30,162 6,811 120,940 65,528 116,894 102,501: -10,102 4,291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 30.7 2.8 66.1 57.9 82.2 91.5: 17.8 8.5
Old : 100.0: 13.3 30.7 2.8 66.1 57.9 82.2 91.5: 17.8 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 49 65 31 79 81 151 154:
Old : 232: 49 65 31 79 81 151 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 28.7 36.8 40.5 22.6 22.6 32.3 33.6
Old : 25.3 28.7 36.8 40.5 22.6 22.6 32.3 33.6
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 23, 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 : 10,695: 1,854 705 0 5,126 8,699 6,980 9,404: 3,715 1,291
Old : 10,695: 1,854 705 0 5,126 8,699 6,980 9,404: 3,715 1,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -222: -228 0 0 35 72 -193 72: -29 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 6.6 0.0 47.9 81.3 65.3 87.9: 34.7 12.1
Old : 100.0: 17.3 6.6 0.0 47.9 81.3 65.3 87.9: 34.7 12.1
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 : 25: 4 1 0 12 13 16 14:
Old : 25: 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 : 33.6 46.4 49.4 73.7 33.6 44.0 49.2 69.1
Old : 33.6 46.4 49.4 73.7 33.6 44.0 49.2 69.1
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 23, 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 : 53,160: 9,893 15,475 0 36,884 34,162 46,777 49,637: 6,383 3,523
Old : 53,160: 9,893 15,475 0 36,884 34,162 46,777 49,637: 6,383 3,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -3,065: -1,405 2,531 -2 1,021 -5,650 -386 -3,121: -2,679 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 29.1 0.0 69.4 64.3 88.0 93.4: 12.0 6.6
Old : 100.0: 18.6 29.1 0.0 69.4 64.3 88.0 93.4: 12.0 6.6
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 : 56: 8 12 0 21 22 29 34:
Old : 56: 8 12 0 21 22 29 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 : 40.9 41.1 62.5 61.3 37.5 38.5 56.5 58.5
Old : 40.9 41.1 62.5 61.3 37.5 38.5 56.5 58.5
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 23, 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 : 68,692: 13,158 15,540 93 42,709 45,610 55,960 61,243: 12,732 7,449
Old : 68,692: 13,158 15,540 93 42,709 45,610 55,960 61,243: 12,732 7,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 5,478: -829 3,772 90 4,706 1,982 3,967 5,844: 1,511 -366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 22.6 0.1 62.2 66.4 81.5 89.2: 18.5 10.8
Old : 100.0: 19.2 22.6 0.1 62.2 66.4 81.5 89.2: 18.5 10.8
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 : 90: 16 23 3 32 29 50 53:
Old : 90: 16 23 3 32 29 50 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 : 39.5 37.1 50.2 52.6 38.9 37.1 48.2 50.1
Old : 39.5 37.1 50.2 52.6 38.9 37.1 48.2 50.1
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 23, 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 : 417,808: 100,386 193,745 4,881 282,386 186,165 387,653 384,791: 30,155 33,017
Old : 417,808: 100,386 193,745 4,881 282,386 186,165 387,653 384,791: 30,155 33,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 44,689: 20,964 24,474 2,273 21,755 10,681 44,992 37,428: -303 7,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 46.4 1.2 67.6 44.6 92.8 92.1: 7.2 7.9
Old : 100.0: 24.0 46.4 1.2 67.6 44.6 92.8 92.1: 7.2 7.9
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 : 235: 68 91 10 56 37 130 133:
Old : 235: 68 91 10 56 37 130 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 31.5 54.9 46.1 41.2 30.3 52.2 44.0
Old : 43.9 31.5 54.9 46.1 41.2 30.3 52.2 44.0
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 23, 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 : 81,572: 28,453 12,143 0 28,741 61,558 57,194 73,701: 24,378 7,871
Old : 81,572: 28,453 12,143 0 28,741 61,558 57,194 73,701: 24,378 7,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 2,741: -8,069 6,206 0 11,499 -4,764 3,430 1,442: -689 1,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 14.9 0.0 35.2 75.5 70.1 90.4: 29.9 9.6
Old : 100.0: 34.9 14.9 0.0 35.2 75.5 70.1 90.4: 29.9 9.6
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 : 52: 20 6 0 14 16 34 22:
Old : 52: 20 6 0 14 16 34 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 : 27.0 49.5 40.3 71.9 27.0 49.4 40.3 69.2
Old : 27.0 49.5 40.3 71.9 27.0 49.4 40.3 69.2
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 23, 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 : 42,027: 5,431 5,578 14 31,690 30,963 37,135 36,555: 4,892 5,472
Old : 42,027: 5,431 5,578 14 31,690 30,963 37,135 36,555: 4,892 5,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 1,950: -659 26 -26 1,711 1,704 1,026 1,704: 924 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 13.3 0.0 75.4 73.7 88.4 87.0: 11.6 13.0
Old : 100.0: 12.9 13.3 0.0 75.4 73.7 88.4 87.0: 11.6 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 6 11 2 26 26 33 38:
Old : 62: 6 11 2 26 26 33 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 40.1 64.3 54.2 50.5 38.2 63.9 52.3
Old : 50.5 40.1 64.3 54.2 50.5 38.2 63.9 52.3
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 23, 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 : 416,166: 78,136 102,412 1,766 317,653 294,856 397,555 399,034: 18,611 17,132
Old : 416,166: 78,136 102,412 1,766 317,653 294,856 397,555 399,034: 18,611 17,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 5,624: 5,677 -6,067 -147 8,269 19,555 13,799 13,341: -8,175 -7,717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 24.6 0.4 76.3 70.9 95.5 95.9: 4.5 4.1
Old : 100.0: 18.8 24.6 0.4 76.3 70.9 95.5 95.9: 4.5 4.1
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 : 165: 26 65 8 39 54 71 121:
Old : 165: 26 65 8 39 54 71 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 31.3 75.5 46.3 55.7 28.5 70.4 42.5
Old : 59.6 31.3 75.5 46.3 55.7 28.5 70.4 42.5
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, May 23, 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 : 55,816: 16,952 20,231 601 24,966 27,210 42,519 48,042: 13,297 7,774
Old : 55,816: 16,952 20,231 601 24,966 27,210 42,519 48,042: 13,297 7,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 191: -801 1,429 358 -576 -501 -1,019 1,286: 1,210 -1,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 36.2 1.1 44.7 48.7 76.2 86.1: 23.8 13.9
Old : 100.0: 30.4 36.2 1.1 44.7 48.7 76.2 86.1: 23.8 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 : 81: 23 26 4 18 15 44 43:
Old : 81: 23 26 4 18 15 44 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 : 27.6 43.0 41.5 54.2 27.6 41.5 41.5 52.6
Old : 27.6 43.0 41.5 54.2 27.6 41.5 41.5 52.6
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 23, 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 : 42,666: 8,553 7,011 601 26,877 17,234 36,031 24,846: 6,635 17,820
Old : 42,666: 8,553 7,011 601 26,877 17,234 36,031 24,846: 6,635 17,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 6,992: 859 1,644 -106 4,531 -1,218 5,284 320: 1,708 6,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 16.4 1.4 63.0 40.4 84.4 58.2: 15.6 41.8
Old : 100.0: 20.0 16.4 1.4 63.0 40.4 84.4 58.2: 15.6 41.8
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 : 57: 13 12 3 19 15 35 28:
Old : 57: 13 12 3 19 15 35 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 : 45.0 32.5 57.9 42.2 30.3 21.1 43.2 29.1
Old : 45.0 32.5 57.9 42.2 30.3 21.1 43.2 29.1
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 23, 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 : 48,322: 7,102 3,893 2,973 18,041 30,740 28,116 37,606: 20,206 10,716
Old : 48,322: 7,102 3,893 2,973 18,041 30,740 28,116 37,606: 20,206 10,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -1,528: -274 1,159 -160 -2,045 2,265 -2,479 3,264: 951 -4,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 8.1 6.2 37.3 63.6 58.2 77.8: 41.8 22.2
Old : 100.0: 14.7 8.1 6.2 37.3 63.6 58.2 77.8: 41.8 22.2
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 : 60: 9 11 5 28 32 40 46:
Old : 60: 9 11 5 28 32 40 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 : 22.7 29.0 33.9 43.7 13.3 25.4 18.8 34.9
Old : 22.7 29.0 33.9 43.7 13.3 25.4 18.8 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 26, 2006