BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, June 6, 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 : 4,255: 0 13 53 3,833 3,926 3,886 3,992: 369 263
Old : 4,255: 0 13 53 3,833 3,926 3,886 3,992: 369 263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -197: 0 0 -11 -232 -203 -243 -214: 46 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 1.2 90.1 92.3 91.3 93.8: 8.7 6.2
Old : 100.0: 0.0 0.3 1.2 90.1 92.3 91.3 93.8: 8.7 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 11 12 12 13:
Old : 20: 0 1 1 11 12 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 66.5 85.2 84.2 66.3 64.7 83.4 81.0
Old : 67.6 66.5 85.2 84.2 66.3 64.7 83.4 81.0
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, June 6, 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 : 29,916: 1,082 1,844 1,134 23,993 15,352 26,209 18,330: 3,707 11,586
Old : 29,916: 1,082 1,844 1,134 23,993 15,352 26,209 18,330: 3,707 11,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -2,124: -145 -70 -361 -1,796 -882 -2,302 -1,313: 178 -811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 6.2 3.8 80.2 51.3 87.6 61.3: 12.4 38.7
Old : 100.0: 3.6 6.2 3.8 80.2 51.3 87.6 61.3: 12.4 38.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 4 10 7 22 17 30 30:
Old : 43: 4 10 7 22 17 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 35.0 70.7 45.8 50.7 33.5 70.7 43.4
Old : 50.7 35.0 70.7 45.8 50.7 33.5 70.7 43.4
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, June 6, 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 : 162,294: 25,688 26,247 47,171 75,063 55,365 147,922 128,783: 14,372 33,511
Old : 145,879: 21,846 33,168 38,995 72,291 45,313 133,132 117,476: 12,747 28,403
Other: 16,415: 11,302 539 716 2,772 10,052 14,790 11,307: 1,625 5,108
: : :
: : Changes in Commitments from: May 30, 2006 :
: 1,464: 3,543 -4,411 115 970 7,104 4,628 2,808: -3,164 -1,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 16.2 29.1 46.3 34.1 91.1 79.4: 8.9 20.6
Old : 100.0: 15.0 22.7 26.7 49.6 31.1 91.3 80.5: 8.7 19.5
Other: 100.0: 68.9 3.3 4.4 16.9 61.2 90.1 68.9: 9.9 31.1
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 65 72 85 34 44 155 163:
Old : 210: 61 78 80 28 43 142 162:
Other: 71: 21 13 11 13 32 40 50:
:----------------------------------------------------------------------------------------------------
: 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 : 31.0 17.8 44.0 26.2 31.0 16.4 40.9 22.0
Old : 34.4 18.3 46.5 27.5 34.4 17.0 45.3 23.1
Other: 46.5 30.2 64.8 42.2 45.6 26.1 60.5 36.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 6, 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 : 248,837: 54,642 34,827 51,527 119,518 106,994 225,687 193,348: 23,150 55,489
Old : 248,837: 54,642 34,827 51,527 119,518 106,994 225,687 193,348: 23,150 55,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -10,908: 2,648 -7,920 -1,763 -8,331 -135 -7,446 -9,818: -3,462 -1,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 14.0 20.7 48.0 43.0 90.7 77.7: 9.3 22.3
Old : 100.0: 22.0 14.0 20.7 48.0 43.0 90.7 77.7: 9.3 22.3
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 : 307: 65 71 78 80 137 200 251:
Old : 307: 65 71 78 80 137 200 251:
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 : 22.2 12.4 36.3 21.8 20.8 9.5 31.0 14.6
Old : 22.2 12.4 36.3 21.8 20.8 9.5 31.0 14.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, June 6, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,550: 2,502 1,971 489 1,138 1,052 4,129 3,512: 1,421 2,038
Old : 5,550: 2,502 1,971 489 1,138 1,052 4,129 3,512: 1,421 2,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 571: 271 648 -208 416 -33 479 407: 92 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 35.5 8.8 20.5 19.0 74.4 63.3: 25.6 36.7
Old : 100.0: 45.1 35.5 8.8 20.5 19.0 74.4 63.3: 25.6 36.7
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 : 71: 20 25 12 20 22 45 56:
Old : 71: 20 25 12 20 22 45 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 : 33.8 14.3 46.8 23.4 33.8 14.3 44.3 22.8
Old : 33.8 14.3 46.8 23.4 33.8 14.3 44.3 22.8
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, June 6, 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 : 25,760: 10,426 5,800 1,599 8,720 5,724 20,745 13,123: 5,015 12,637
Old : 25,760: 10,426 5,800 1,599 8,720 5,724 20,745 13,123: 5,015 12,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 1,053: 713 -683 444 -28 1,143 1,129 904: -76 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 22.5 6.2 33.9 22.2 80.5 50.9: 19.5 49.1
Old : 100.0: 40.5 22.5 6.2 33.9 22.2 80.5 50.9: 19.5 49.1
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 : 140: 38 31 19 33 52 84 90:
Old : 140: 38 31 19 33 52 84 90:
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 : 19.7 10.8 30.9 17.4 18.7 10.8 29.3 16.8
Old : 19.7 10.8 30.9 17.4 18.7 10.8 29.3 16.8
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, June 6, 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 : 118,798: 44,443 21,581 2,576 34,859 76,060 81,878 100,217: 36,920 18,581
Old : 118,798: 44,443 21,581 2,576 34,859 76,060 81,878 100,217: 36,920 18,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 9,546: -1,494 7,351 -336 8,871 1,286 7,041 8,301: 2,505 1,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 18.2 2.2 29.3 64.0 68.9 84.4: 31.1 15.6
Old : 100.0: 37.4 18.2 2.2 29.3 64.0 68.9 84.4: 31.1 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 37 15 10 24 22 64 44:
Old : 87: 37 15 10 24 22 64 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 : 16.7 32.7 29.1 50.5 16.6 31.6 28.9 49.3
Old : 16.7 32.7 29.1 50.5 16.6 31.6 28.9 49.3
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, June 6, 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 : 107,626: 26,639 17,319 621 60,428 77,026 87,688 94,966: 19,938 12,660
Old : 107,626: 26,639 17,319 621 60,428 77,026 87,688 94,966: 19,938 12,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 6,774: -3,625 -2,414 541 9,455 6,498 6,371 4,625: 403 2,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 16.1 0.6 56.1 71.6 81.5 88.2: 18.5 11.8
Old : 100.0: 24.8 16.1 0.6 56.1 71.6 81.5 88.2: 18.5 11.8
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 : 45: 19 10 2 11 14 31 25:
Old : 45: 19 10 2 11 14 31 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 62.5 60.7 72.6 44.3 61.6 56.2 70.0
Old : 45.4 62.5 60.7 72.6 44.3 61.6 56.2 70.0
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, June 6, 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 : 90,022: 8,862 36,758 712 77,647 48,217 87,221 85,687: 2,801 4,335
Old : 90,022: 8,862 36,758 712 77,647 48,217 87,221 85,687: 2,801 4,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -599: 835 -129 392 -1,718 0 -491 263: -108 -862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 40.8 0.8 86.3 53.6 96.9 95.2: 3.1 4.8
Old : 100.0: 9.8 40.8 0.8 86.3 53.6 96.9 95.2: 3.1 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 : 81: 16 39 2 20 14 37 54:
Old : 81: 16 39 2 20 14 37 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 53.8 74.2 71.0 50.0 43.8 61.1 55.7
Old : 57.1 53.8 74.2 71.0 50.0 43.8 61.1 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, June 6, 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 : 105,314: 33,771 11,485 81 42,204 79,213 76,056 90,779: 29,258 14,535
Old : 105,314: 33,771 11,485 81 42,204 79,213 76,056 90,779: 29,258 14,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -6,785: -18,194 -783 31 11,950 -4,498 -6,213 -5,250: -572 -1,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 10.9 0.1 40.1 75.2 72.2 86.2: 27.8 13.8
Old : 100.0: 32.1 10.9 0.1 40.1 75.2 72.2 86.2: 27.8 13.8
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 : 69: 26 9 2 20 24 47 34:
Old : 69: 26 9 2 20 24 47 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 : 27.5 46.0 41.5 63.3 27.4 44.0 41.3 61.2
Old : 27.5 46.0 41.5 63.3 27.4 44.0 41.3 61.2
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, June 6, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 201,843: 47,148 26,145 714 113,610 146,902 161,472 173,761: 40,371 28,082
Old : 201,843: 47,148 26,145 714 113,610 146,902 161,472 173,761: 40,371 28,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -6,669: -8,871 -4,133 70 5,589 -6,367 -3,212 -10,430: -3,457 3,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 13.0 0.4 56.3 72.8 80.0 86.1: 20.0 13.9
Old : 100.0: 23.4 13.0 0.4 56.3 72.8 80.0 86.1: 20.0 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 : 89: 33 19 7 23 25 59 48:
Old : 89: 33 19 7 23 25 59 48:
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 42.4 52.6 62.0 30.9 37.7 43.5 51.0
Old : 34.8 42.4 52.6 62.0 30.9 37.7 43.5 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, June 6, 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 : 209,552: 102,560 14,364 1,179 40,541 154,767 144,280 170,310: 65,272 39,242
Old : 209,552: 102,560 14,364 1,179 40,541 154,767 144,280 170,310: 65,272 39,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 14,050: 5,696 -2,616 -67 1,536 15,876 7,165 13,193: 6,885 857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 6.9 0.6 19.3 73.9 68.9 81.3: 31.1 18.7
Old : 100.0: 48.9 6.9 0.6 19.3 73.9 68.9 81.3: 31.1 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 70 21 15 26 30 102 60:
Old : 132: 70 21 15 26 30 102 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 43.3 27.6 61.0 16.6 43.3 25.9 58.3
Old : 17.1 43.3 27.6 61.0 16.6 43.3 25.9 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, June 6, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 13,175: 6,910 4,752 0 5,126 6,990 12,036 11,742: 1,139 1,433
Old : 13,175: 6,910 4,752 0 5,126 6,990 12,036 11,742: 1,139 1,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -69: -704 -34 0 667 188 -37 154: -32 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 36.1 0.0 38.9 53.1 91.4 89.1: 8.6 10.9
Old : 100.0: 52.4 36.1 0.0 38.9 53.1 91.4 89.1: 8.6 10.9
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 : 24: 3 3 0 13 11 16 14:
Old : 24: 3 3 0 13 11 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 : 68.3 77.0 80.4 85.8 67.6 75.8 79.5 84.7
Old : 68.3 77.0 80.4 85.8 67.6 75.8 79.5 84.7
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, June 6, 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 : 60,126: 22,439 1,961 485 32,742 53,473 55,666 55,919: 4,460 4,207
Old : 60,126: 22,439 1,961 485 32,742 53,473 55,666 55,919: 4,460 4,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 3.3 0.8 54.5 88.9 92.6 93.0: 7.4 7.0
Old : 100.0: 37.3 3.3 0.8 54.5 88.9 92.6 93.0: 7.4 7.0
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: 5 2 1 10 7 16 9:
Old : 20: 5 2 1 10 7 16 9:
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 : 56.3 83.5 76.9 92.7 53.9 80.8 74.1 86.7
Old : 56.3 83.5 76.9 92.7 53.9 80.8 74.1 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, June 6, 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 :10,281,725: 1,190,540 1,517,051 1,498,377 6,528,699 5,727,570 9,217,616 8,742,998: 1,064,109 1,538,727
Old :10,281,725: 1,190,540 1,517,051 1,498,377 6,528,699 5,727,570 9,217,616 8,742,998: 1,064,109 1,538,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 126,362: 113,910 -91,928 12,122 34,016 79,268 160,048 -538: -33,686 126,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 14.8 14.6 63.5 55.7 89.7 85.0: 10.3 15.0
Old : 100.0: 11.6 14.8 14.6 63.5 55.7 89.7 85.0: 10.3 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 74 60 109 133 152 255 284:
Old : 306: 74 60 109 133 152 255 284:
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 : 35.5 12.4 43.7 20.6 33.7 10.4 39.1 17.1
Old : 35.5 12.4 43.7 20.6 33.7 10.4 39.1 17.1
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, June 6, 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 : 685,651: 78,530 65,910 7,019 444,356 519,926 529,905 592,855: 155,746 92,796
Old : 685,651: 78,530 65,910 7,019 444,356 519,926 529,905 592,855: 155,746 92,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 21,733: -1,547 1,385 2,241 12,426 8,787 13,120 12,413: 8,613 9,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 9.6 1.0 64.8 75.8 77.3 86.5: 22.7 13.5
Old : 100.0: 11.5 9.6 1.0 64.8 75.8 77.3 86.5: 22.7 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 39 47 26 85 65 144 118:
Old : 199: 39 47 26 85 65 144 118:
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 33.0 26.8 44.5 18.6 30.9 26.4 42.3
Old : 19.1 33.0 26.8 44.5 18.6 30.9 26.4 42.3
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, June 6, 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 : 1,578,088: 229,749 479,507 47,719 1,099,351 910,826 1,376,819 1,438,052: 201,269 140,036
Old : 1,578,088: 229,749 479,507 47,719 1,099,351 910,826 1,376,819 1,438,052: 201,269 140,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 84,488: 11,892 41,278 8,529 86,603 22,397 107,024 72,204: -22,536 12,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 30.4 3.0 69.7 57.7 87.2 91.1: 12.8 8.9
Old : 100.0: 14.6 30.4 3.0 69.7 57.7 87.2 91.1: 12.8 8.9
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 : 242: 48 81 25 80 77 147 164:
Old : 242: 48 81 25 80 77 147 164:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 26.4 41.2 38.7 22.5 20.0 33.6 30.1
Old : 28.5 26.4 41.2 38.7 22.5 20.0 33.6 30.1
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, June 6, 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 : 10,850: 1,560 705 25 5,460 8,714 7,045 9,444: 3,805 1,406
Old : 10,850: 1,560 705 25 5,460 8,714 7,045 9,444: 3,805 1,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 249: -295 0 25 460 72 190 97: 59 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 6.5 0.2 50.3 80.3 64.9 87.0: 35.1 13.0
Old : 100.0: 14.4 6.5 0.2 50.3 80.3 64.9 87.0: 35.1 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 : 25: 3 1 1 13 13 16 15:
Old : 25: 3 1 1 13 13 16 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 : 32.4 44.9 48.5 72.8 32.4 42.9 48.1 67.4
Old : 32.4 44.9 48.5 72.8 32.4 42.9 48.1 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, June 6, 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 : 49,320: 8,388 18,067 125 34,724 28,238 43,237 46,430: 6,083 2,890
Old : 49,320: 8,388 18,067 125 34,724 28,238 43,237 46,430: 6,083 2,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -2,340: -193 -295 125 -2,771 -1,659 -2,839 -1,829: 499 -511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 36.6 0.3 70.4 57.3 87.7 94.1: 12.3 5.9
Old : 100.0: 17.0 36.6 0.3 70.4 57.3 87.7 94.1: 12.3 5.9
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 : 60: 7 15 1 23 22 31 37:
Old : 60: 7 15 1 23 22 31 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 : 43.6 38.9 62.3 59.4 39.1 37.7 57.2 58.3
Old : 43.6 38.9 62.3 59.4 39.1 37.7 57.2 58.3
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, June 6, 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 : 76,676: 10,103 16,844 1,597 46,254 51,264 57,954 69,705: 18,722 6,971
Old : 76,676: 10,103 16,844 1,597 46,254 51,264 57,954 69,705: 18,722 6,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 7,106: -1,696 1,614 1,494 3,969 4,077 3,767 7,185: 3,339 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 22.0 2.1 60.3 66.9 75.6 90.9: 24.4 9.1
Old : 100.0: 13.2 22.0 2.1 60.3 66.9 75.6 90.9: 24.4 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 14 20 2 38 33 53 54:
Old : 91: 14 20 2 38 33 53 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 35.8 46.8 50.7 34.0 35.8 43.1 49.9
Old : 35.9 35.8 46.8 50.7 34.0 35.8 43.1 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, June 6, 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 : 461,020: 105,415 216,542 5,520 326,331 176,814 437,266 398,876: 23,754 62,144
Old : 461,020: 105,415 216,542 5,520 326,331 176,814 437,266 398,876: 23,754 62,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 33,111: -183 8,893 2,226 35,298 3,686 37,341 14,805: -4,230 18,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 47.0 1.2 70.8 38.4 94.8 86.5: 5.2 13.5
Old : 100.0: 22.9 47.0 1.2 70.8 38.4 94.8 86.5: 5.2 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 55 98 13 56 37 121 138:
Old : 228: 55 98 13 56 37 121 138:
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 : 45.1 27.3 61.9 40.8 42.1 25.8 58.9 38.6
Old : 45.1 27.3 61.9 40.8 42.1 25.8 58.9 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, June 6, 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 : 72,968: 24,106 10,188 17 24,680 53,267 48,803 63,472: 24,165 9,496
Old : 72,968: 24,106 10,188 17 24,680 53,267 48,803 63,472: 24,165 9,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -3,428: -9,614 3,256 17 5,883 -8,600 -3,714 -5,327: 286 1,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 14.0 0.0 33.8 73.0 66.9 87.0: 33.1 13.0
Old : 100.0: 33.0 14.0 0.0 33.8 73.0 66.9 87.0: 33.1 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 : 43: 15 5 1 11 17 27 22:
Old : 43: 15 5 1 11 17 27 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 48.3 41.0 67.8 23.8 48.3 37.2 64.2
Old : 26.7 48.3 41.0 67.8 23.8 48.3 37.2 64.2
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, June 6, 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 : 50,099: 5,752 6,093 379 35,120 37,218 41,251 43,690: 8,848 6,409
Old : 50,099: 5,752 6,093 379 35,120 37,218 41,251 43,690: 8,848 6,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 7,014: 754 263 365 3,133 5,170 4,252 5,798: 2,762 1,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 12.2 0.8 70.1 74.3 82.3 87.2: 17.7 12.8
Old : 100.0: 11.5 12.2 0.8 70.1 74.3 82.3 87.2: 17.7 12.8
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 : 62: 6 13 4 26 27 35 41:
Old : 62: 6 13 4 26 27 35 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 41.6 60.9 56.1 49.0 38.4 58.4 52.7
Old : 49.0 41.6 60.9 56.1 49.0 38.4 58.4 52.7
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, June 6, 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 : 470,601: 74,119 112,620 1,602 375,689 317,340 451,410 431,562: 19,191 39,039
Old : 470,601: 74,119 112,620 1,602 375,689 317,340 451,410 431,562: 19,191 39,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 45,105: -1,669 11,196 -764 41,734 21,612 39,301 32,044: 5,804 13,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 23.9 0.3 79.8 67.4 95.9 91.7: 4.1 8.3
Old : 100.0: 15.7 23.9 0.3 79.8 67.4 95.9 91.7: 4.1 8.3
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 : 184: 35 73 13 43 52 86 130:
Old : 184: 35 73 13 43 52 86 130:
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 : 61.5 28.2 76.0 44.5 55.0 25.1 68.4 38.2
Old : 61.5 28.2 76.0 44.5 55.0 25.1 68.4 38.2
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, June 6, 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 : 62,748: 16,246 17,813 2,789 30,670 32,419 49,705 53,021: 13,043 9,727
Old : 62,748: 16,246 17,813 2,789 30,670 32,419 49,705 53,021: 13,043 9,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 9,103: 1,478 841 2,222 5,186 3,291 8,886 6,354: 217 2,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 28.4 4.4 48.9 51.7 79.2 84.5: 20.8 15.5
Old : 100.0: 25.9 28.4 4.4 48.9 51.7 79.2 84.5: 20.8 15.5
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 : 81: 23 24 9 22 20 51 47:
Old : 81: 23 24 9 22 20 51 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 : 23.5 35.3 37.7 47.4 23.4 31.5 36.1 41.2
Old : 23.5 35.3 37.7 47.4 23.4 31.5 36.1 41.2
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, June 6, 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 : 51,121: 8,559 7,733 3,705 30,838 20,194 43,102 31,632: 8,019 19,489
Old : 51,121: 8,559 7,733 3,705 30,838 20,194 43,102 31,632: 8,019 19,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 9,540: 642 2,153 3,583 4,589 3,719 8,814 9,455: 726 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 15.1 7.2 60.3 39.5 84.3 61.9: 15.7 38.1
Old : 100.0: 16.7 15.1 7.2 60.3 39.5 84.3 61.9: 15.7 38.1
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: 14 12 6 20 15 36 31:
Old : 56: 14 12 6 20 15 36 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 29.4 52.5 40.4 21.8 15.0 33.5 22.0
Old : 36.8 29.4 52.5 40.4 21.8 15.0 33.5 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, June 6, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 21,774: 5,929 380 30 14,682 20,613 20,641 21,023: 1,133 751
Old : 21,774: 5,929 380 30 14,682 20,613 20,641 21,023: 1,133 751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 399: 195 -118 -93 -6 28 96 -183: 303 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 1.7 0.1 67.4 94.7 94.8 96.6: 5.2 3.4
Old : 100.0: 27.2 1.7 0.1 67.4 94.7 94.8 96.6: 5.2 3.4
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 : 21: 11 1 1 8 2 19 4:
Old : 21: 11 1 1 8 2 19 4:
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 : 72.0 96.6 84.9 96.6 72.0 96.4 84.8 96.4
Old : 72.0 96.6 84.9 96.6 72.0 96.4 84.8 96.4
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, June 6, 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 : 47,826: 6,201 4,887 2,487 17,841 32,842 26,529 40,216: 21,297 7,610
Old : 47,826: 6,201 4,887 2,487 17,841 32,842 26,529 40,216: 21,297 7,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 985: -901 1,228 391 1,027 1,638 517 3,257: 468 -2,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 10.2 5.2 37.3 68.7 55.5 84.1: 44.5 15.9
Old : 100.0: 13.0 10.2 5.2 37.3 68.7 55.5 84.1: 44.5 15.9
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 : 60: 9 12 3 27 33 37 48:
Old : 60: 9 12 3 27 33 37 48:
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 : 24.0 28.9 35.4 45.3 13.0 23.0 17.9 34.5
Old : 24.0 28.9 35.4 45.3 13.0 23.0 17.9 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 9, 2006