BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, June 13, 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 : 4,289: 0 12 73 3,932 4,110 4,005 4,195: 284 94
Old : 4,289: 0 12 73 3,932 4,110 4,005 4,195: 284 94
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 34: 0 -1 20 99 184 119 203: -85 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 1.7 91.7 95.8 93.4 97.8: 6.6 2.2
Old : 100.0: 0.0 0.3 1.7 91.7 95.8 93.4 97.8: 6.6 2.2
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 : 21: 0 1 1 11 13 12 14:
Old : 21: 0 1 1 11 13 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 67.1 86.8 84.6 67.2 65.5 84.2 81.8
Old : 68.5 67.1 86.8 84.6 67.2 65.5 84.2 81.8
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 13, 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 : 30,756: 1,413 1,886 1,029 24,251 15,961 26,693 18,876: 4,063 11,880
Old : 30,756: 1,413 1,886 1,029 24,251 15,961 26,693 18,876: 4,063 11,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 840: 331 42 -105 258 609 484 546: 356 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 6.1 3.3 78.8 51.9 86.8 61.4: 13.2 38.6
Old : 100.0: 4.6 6.1 3.3 78.8 51.9 86.8 61.4: 13.2 38.6
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 : 41: 3 10 7 21 17 29 29:
Old : 41: 3 10 7 21 17 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 36.2 69.2 46.7 49.4 34.8 68.6 44.6
Old : 49.4 36.2 69.2 46.7 49.4 34.8 68.6 44.6
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 13, 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 : 156,142: 29,740 21,065 33,869 74,922 63,447 138,531 118,381: 17,611 37,761
Old : 137,018: 25,396 28,279 25,618 71,769 52,393 122,783 106,290: 14,235 30,728
Other: 19,124: 12,096 538 499 3,153 11,054 15,748 12,091: 3,376 7,033
: : :
: : Changes in Commitments from: June 6, 2006 :
: -6,152: 4,052 -5,182 -13,302 -141 8,082 -9,391 -10,402: 3,239 4,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 13.5 21.7 48.0 40.6 88.7 75.8: 11.3 24.2
Old : 100.0: 18.5 20.6 18.7 52.4 38.2 89.6 77.6: 10.4 22.4
Other: 100.0: 63.3 2.8 2.6 16.5 57.8 82.3 63.2: 17.7 36.8
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 81 59 76 36 47 161 153:
Old : 213: 70 71 70 29 46 146 152:
Other: 79: 26 10 11 16 33 47 51:
:----------------------------------------------------------------------------------------------------
: 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 : 31.6 21.2 43.6 29.0 31.6 20.7 41.9 27.0
Old : 36.0 22.2 47.6 30.5 36.0 22.2 47.4 28.7
Other: 36.7 28.7 55.1 40.0 36.7 24.9 52.6 34.6
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, June 13, 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 : 1,928: 392 482 241 566 391 1,199 1,114: 729 814
Old : 1,898: 392 465 241 566 391 1,199 1,097: 699 801
Other: 30: 0 17 0 0 0 0 17: 30 13
: : :
: : Changes in Commitments from: June 6, 2006 :
: -163: 14 -266 -1 -131 21 -118 -246: -45 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 25.0 12.5 29.4 20.3 62.2 57.8: 37.8 42.2
Old : 100.0: 20.7 24.5 12.7 29.8 20.6 63.2 57.8: 36.8 42.2
Other: 100.0: 0.0 56.7 0.0 0.0 0.0 0.0 56.7: 100.0 43.3
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 7 4 3 5 13 13:
Old : 22: 7 7 4 3 5 13 13:
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 : 36.5 31.9 51.1 49.1 35.0 29.4 46.3 39.4
Old : 37.1 32.4 51.9 49.0 35.5 29.9 47.0 40.0
Other: 0.0 56.7 0.0 56.7 0.0 56.7 0.0 56.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 13, 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 : 244,033: 54,531 32,147 47,345 115,608 104,636 217,484 184,128: 26,549 59,905
Old : 244,033: 54,531 32,147 47,345 115,608 104,636 217,484 184,128: 26,549 59,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: -4,804: -111 -2,680 -4,182 -3,910 -2,358 -8,203 -9,220: 3,399 4,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 13.2 19.4 47.4 42.9 89.1 75.5: 10.9 24.5
Old : 100.0: 22.3 13.2 19.4 47.4 42.9 89.1 75.5: 10.9 24.5
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 : 302: 65 70 72 79 138 195 244:
Old : 302: 65 70 72 79 138 195 244:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 12.1 36.1 20.6 20.9 8.9 31.1 14.0
Old : 22.4 12.1 36.1 20.6 20.9 8.9 31.1 14.0
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 13, 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 : 5,568: 2,336 2,171 388 1,320 1,011 4,044 3,570: 1,524 1,998
Old : 5,568: 2,336 2,171 388 1,320 1,011 4,044 3,570: 1,524 1,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 18: -166 200 -101 182 -41 -85 58: 103 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 39.0 7.0 23.7 18.2 72.6 64.1: 27.4 35.9
Old : 100.0: 42.0 39.0 7.0 23.7 18.2 72.6 64.1: 27.4 35.9
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 : 67: 16 26 12 18 18 42 52:
Old : 67: 16 26 12 18 18 42 52:
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 16.2 45.7 26.1 33.8 15.9 42.4 24.2
Old : 33.8 16.2 45.7 26.1 33.8 15.9 42.4 24.2
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 13, 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 : 26,379: 10,683 5,461 1,632 8,406 5,856 20,721 12,949: 5,658 13,430
Old : 26,379: 10,683 5,461 1,632 8,406 5,856 20,721 12,949: 5,658 13,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 619: 257 -339 33 -314 132 -24 -174: 643 793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 20.7 6.2 31.9 22.2 78.6 49.1: 21.4 50.9
Old : 100.0: 40.5 20.7 6.2 31.9 22.2 78.6 49.1: 21.4 50.9
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 : 139: 37 29 23 31 54 85 91:
Old : 139: 37 29 23 31 54 85 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 10.4 30.9 16.9 19.1 10.3 29.7 16.5
Old : 20.2 10.4 30.9 16.9 19.1 10.3 29.7 16.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, June 13, 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 : 129,707: 46,579 13,228 2,212 44,715 95,815 93,506 111,255: 36,201 18,452
Old : 129,707: 46,579 13,228 2,212 44,715 95,815 93,506 111,255: 36,201 18,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 10,909: 2,136 -8,353 -364 9,856 19,755 11,628 11,038: -719 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 10.2 1.7 34.5 73.9 72.1 85.8: 27.9 14.2
Old : 100.0: 35.9 10.2 1.7 34.5 73.9 72.1 85.8: 27.9 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 33 12 3 26 25 61 38:
Old : 81: 33 12 3 26 25 61 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 : 17.2 36.6 29.1 54.8 15.8 32.2 25.9 47.5
Old : 17.2 36.6 29.1 54.8 15.8 32.2 25.9 47.5
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 13, 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 : 122,926: 21,176 24,058 304 86,167 85,686 107,647 110,048: 15,279 12,878
Old : 122,926: 21,176 24,058 304 86,167 85,686 107,647 110,048: 15,279 12,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 15,300: -5,463 6,739 -317 25,739 8,660 19,959 15,082: -4,659 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 19.6 0.2 70.1 69.7 87.6 89.5: 12.4 10.5
Old : 100.0: 17.2 19.6 0.2 70.1 69.7 87.6 89.5: 12.4 10.5
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 : 45: 17 10 2 16 15 33 27:
Old : 45: 17 10 2 16 15 33 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 58.4 67.9 74.2 40.9 50.4 51.8 57.5
Old : 47.8 58.4 67.9 74.2 40.9 50.4 51.8 57.5
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 13, 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 : 103,111: 10,088 36,319 1,804 88,642 60,108 100,534 98,231: 2,577 4,880
Old : 103,111: 10,088 36,319 1,804 88,642 60,108 100,534 98,231: 2,577 4,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 13,089: 1,226 -439 1,092 10,995 11,891 13,313 12,544: -224 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 35.2 1.7 86.0 58.3 97.5 95.3: 2.5 4.7
Old : 100.0: 9.8 35.2 1.7 86.0 58.3 97.5 95.3: 2.5 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 16 39 4 22 17 40 58:
Old : 82: 16 39 4 22 17 40 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 55.3 72.1 71.3 40.1 38.0 50.5 49.3
Old : 57.4 55.3 72.1 71.3 40.1 38.0 50.5 49.3
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 13, 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 : 126,043: 34,221 12,127 690 63,665 98,305 98,576 111,122: 27,467 14,921
Old : 126,043: 34,221 12,127 690 63,665 98,305 98,576 111,122: 27,467 14,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 20,729: 450 642 609 21,461 19,092 22,520 20,343: -1,791 386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 9.6 0.5 50.5 78.0 78.2 88.2: 21.8 11.8
Old : 100.0: 27.2 9.6 0.5 50.5 78.0 78.2 88.2: 21.8 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 : 61: 19 10 7 21 25 44 38:
Old : 61: 19 10 7 21 25 44 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 : 27.1 44.4 45.4 60.9 26.8 36.6 39.6 50.7
Old : 27.1 44.4 45.4 60.9 26.8 36.6 39.6 50.7
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 13, 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 : 243,513: 39,360 48,957 933 157,545 152,880 197,838 202,770: 45,675 40,743
Old : 243,513: 39,360 48,957 933 157,545 152,880 197,838 202,770: 45,675 40,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 41,670: -7,788 22,812 219 43,935 5,978 36,366 29,009: 5,304 12,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 20.1 0.4 64.7 62.8 81.2 83.3: 18.8 16.7
Old : 100.0: 16.2 20.1 0.4 64.7 62.8 81.2 83.3: 18.8 16.7
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 : 90: 32 21 6 27 26 60 52:
Old : 90: 32 21 6 27 26 60 52:
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 : 33.7 34.5 54.4 54.0 27.8 30.4 39.0 41.9
Old : 33.7 34.5 54.4 54.0 27.8 30.4 39.0 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, June 13, 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 : 202,394: 72,732 10,886 1,373 64,770 152,800 138,875 165,059: 63,519 37,335
Old : 202,394: 72,732 10,886 1,373 64,770 152,800 138,875 165,059: 63,519 37,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: -7,158: -29,828 -3,478 194 24,229 -1,967 -5,405 -5,251: -1,753 -1,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 5.4 0.7 32.0 75.5 68.6 81.6: 31.4 18.4
Old : 100.0: 35.9 5.4 0.7 32.0 75.5 68.6 81.6: 31.4 18.4
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 : 107: 48 19 12 26 33 77 61:
Old : 107: 48 19 12 26 33 77 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 40.6 33.3 60.6 15.8 40.1 25.4 55.1
Old : 22.5 40.6 33.3 60.6 15.8 40.1 25.4 55.1
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 13, 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 : 22,546: 7,030 4,717 33 13,997 16,553 21,060 21,303: 1,486 1,243
Old : 22,546: 7,030 4,717 33 13,997 16,553 21,060 21,303: 1,486 1,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 9,371: 120 -35 33 8,871 9,563 9,024 9,561: 347 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 20.9 0.1 62.1 73.4 93.4 94.5: 6.6 5.5
Old : 100.0: 31.2 20.9 0.1 62.1 73.4 93.4 94.5: 6.6 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 3 1 12 12 15 15:
Old : 22: 2 3 1 12 12 15 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 : 74.2 71.6 87.0 90.6 40.7 43.9 47.3 49.9
Old : 74.2 71.6 87.0 90.6 40.7 43.9 47.3 49.9
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 13, 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 : 64,710: 20,960 2,951 485 39,641 56,703 61,086 60,139: 3,624 4,571
Old : 64,710: 20,960 2,951 485 39,641 56,703 61,086 60,139: 3,624 4,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 4,584: -1,479 990 0 6,899 3,230 5,420 4,220: -836 364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 4.6 0.7 61.3 87.6 94.4 92.9: 5.6 7.1
Old : 100.0: 32.4 4.6 0.7 61.3 87.6 94.4 92.9: 5.6 7.1
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 : 22: 5 3 1 11 7 17 10:
Old : 22: 5 3 1 11 7 17 10:
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 : 55.2 82.7 77.6 91.6 55.2 80.9 75.4 87.8
Old : 55.2 82.7 77.6 91.6 55.2 80.9 75.4 87.8
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 13, 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 :10,319,060: 1,152,857 1,572,456 1,493,494 6,586,442 5,798,729 9,232,793 8,864,679: 1,086,267 1,454,381
Old :10,319,060: 1,152,857 1,572,456 1,493,494 6,586,442 5,798,729 9,232,793 8,864,679: 1,086,267 1,454,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 37,335: -37,683 55,405 -4,883 57,743 71,159 15,177 121,681: 22,158 -84,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 15.2 14.5 63.8 56.2 89.5 85.9: 10.5 14.1
Old : 100.0: 11.2 15.2 14.5 63.8 56.2 89.5 85.9: 10.5 14.1
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 : 310: 76 62 102 138 152 260 279:
Old : 310: 76 62 102 138 152 260 279:
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 : 36.1 13.2 43.7 21.2 34.0 10.0 39.3 16.5
Old : 36.1 13.2 43.7 21.2 34.0 10.0 39.3 16.5
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 13, 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 : 788,846: 75,193 63,298 18,845 527,671 543,667 621,709 625,810: 167,137 163,036
Old : 788,846: 75,193 63,298 18,845 527,671 543,667 621,709 625,810: 167,137 163,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 103,195: -3,337 -2,612 11,826 83,315 23,741 91,804 32,955: 11,391 70,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 8.0 2.4 66.9 68.9 78.8 79.3: 21.2 20.7
Old : 100.0: 9.5 8.0 2.4 66.9 68.9 78.8 79.3: 21.2 20.7
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 : 202: 40 51 38 92 68 157 132:
Old : 202: 40 51 38 92 68 157 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 29.4 28.7 39.3 16.2 21.4 22.6 30.7
Old : 21.7 29.4 28.7 39.3 16.2 21.4 22.6 30.7
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 13, 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 : 2,042,655: 235,392 470,466 148,185 1,102,367 1,260,610 1,485,944 1,879,261: 556,711 163,394
Old : 2,042,655: 235,392 470,466 148,185 1,102,367 1,260,610 1,485,944 1,879,261: 556,711 163,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 464,567: 5,643 -9,041 100,466 3,016 349,784 109,125 441,209: 355,442 23,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 23.0 7.3 54.0 61.7 72.7 92.0: 27.3 8.0
Old : 100.0: 11.5 23.0 7.3 54.0 61.7 72.7 92.0: 27.3 8.0
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 : 254: 52 82 47 89 90 168 192:
Old : 254: 52 82 47 89 90 168 192:
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 26.4 27.3 38.4 12.3 19.6 19.9 30.1
Old : 17.4 26.4 27.3 38.4 12.3 19.6 19.9 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 13, 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 : 12,717: 1,979 705 396 6,226 10,414 8,601 11,515: 4,116 1,202
Old : 12,717: 1,979 705 396 6,226 10,414 8,601 11,515: 4,116 1,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 1,867: 419 0 371 766 1,700 1,556 2,071: 311 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 5.5 3.1 49.0 81.9 67.6 90.5: 32.4 9.5
Old : 100.0: 15.6 5.5 3.1 49.0 81.9 67.6 90.5: 32.4 9.5
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 : 26: 4 1 2 12 13 17 15:
Old : 26: 4 1 2 12 13 17 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 : 31.4 38.2 50.1 65.5 31.1 36.5 46.6 60.9
Old : 31.4 38.2 50.1 65.5 31.1 36.5 46.6 60.9
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 13, 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 : 70,537: 9,318 21,521 1,917 52,578 39,658 63,813 63,096: 6,724 7,441
Old : 70,537: 9,318 21,521 1,917 52,578 39,658 63,813 63,096: 6,724 7,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 21,217: 930 3,454 1,792 17,854 11,420 20,576 16,666: 641 4,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 30.5 2.7 74.5 56.2 90.5 89.5: 9.5 10.5
Old : 100.0: 13.2 30.5 2.7 74.5 56.2 90.5 89.5: 9.5 10.5
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 : 60: 8 13 3 31 24 42 37:
Old : 60: 8 13 3 31 24 42 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 : 31.7 32.1 55.4 53.5 28.8 26.1 43.2 39.6
Old : 31.7 32.1 55.4 53.5 28.8 26.1 43.2 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, June 13, 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 : 82,774: 8,451 13,957 2,865 47,147 51,194 58,463 68,016: 24,311 14,758
Old : 82,774: 8,451 13,957 2,865 47,147 51,194 58,463 68,016: 24,311 14,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 6,098: -1,652 -2,887 1,268 893 -70 509 -1,689: 5,589 7,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 16.9 3.5 57.0 61.8 70.6 82.2: 29.4 17.8
Old : 100.0: 10.2 16.9 3.5 57.0 61.8 70.6 82.2: 29.4 17.8
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 : 94: 16 22 6 39 36 58 61:
Old : 94: 16 22 6 39 36 58 61:
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 : 32.6 30.7 42.6 43.3 29.5 30.7 37.1 41.0
Old : 32.6 30.7 42.6 43.3 29.5 30.7 37.1 41.0
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 13, 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 : 598,465: 122,616 250,046 13,383 406,005 243,713 542,004 507,142: 56,461 91,323
Old : 598,465: 122,616 250,046 13,383 406,005 243,713 542,004 507,142: 56,461 91,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 137,445: 17,201 33,504 7,863 79,674 66,899 104,738 108,266: 32,707 29,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 41.8 2.2 67.8 40.7 90.6 84.7: 9.4 15.3
Old : 100.0: 20.5 41.8 2.2 67.8 40.7 90.6 84.7: 9.4 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 57 96 28 57 50 131 160:
Old : 230: 57 96 28 57 50 131 160:
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 : 39.7 23.4 56.2 35.6 33.6 21.7 49.4 31.4
Old : 39.7 23.4 56.2 35.6 33.6 21.7 49.4 31.4
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 13, 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 : 81,160: 23,302 11,350 198 37,012 61,109 60,512 72,657: 20,648 8,503
Old : 81,160: 23,302 11,350 198 37,012 61,109 60,512 72,657: 20,648 8,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 8,192: -804 1,162 181 12,332 7,842 11,709 9,185: -3,517 -993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 14.0 0.2 45.6 75.3 74.6 89.5: 25.4 10.5
Old : 100.0: 28.7 14.0 0.2 45.6 75.3 74.6 89.5: 25.4 10.5
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 : 42: 15 4 2 12 19 29 23:
Old : 42: 15 4 2 12 19 29 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 48.4 52.7 69.7 32.3 48.4 43.9 61.5
Old : 36.6 48.4 52.7 69.7 32.3 48.4 43.9 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, June 13, 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 : 61,497: 5,427 7,208 2,083 40,141 42,199 47,651 51,490: 13,846 10,007
Old : 61,497: 5,427 7,208 2,083 40,141 42,199 47,651 51,490: 13,846 10,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 11,398: -325 1,115 1,704 5,021 4,981 6,400 7,800: 4,998 3,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 11.7 3.4 65.3 68.6 77.5 83.7: 22.5 16.3
Old : 100.0: 8.8 11.7 3.4 65.3 68.6 77.5 83.7: 22.5 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 5 16 7 30 29 41 46:
Old : 65: 5 16 7 30 29 41 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 : 45.0 37.1 58.6 50.7 41.4 32.7 49.5 45.2
Old : 45.0 37.1 58.6 50.7 41.4 32.7 49.5 45.2
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 13, 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 : 633,577: 91,120 126,980 52,608 444,378 381,408 588,106 560,996: 45,471 72,581
Old : 633,577: 91,120 126,980 52,608 444,378 381,408 588,106 560,996: 45,471 72,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 162,976: 17,001 14,360 51,006 68,689 64,068 136,696 129,434: 26,280 33,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 20.0 8.3 70.1 60.2 92.8 88.5: 7.2 11.5
Old : 100.0: 14.4 20.0 8.3 70.1 60.2 92.8 88.5: 7.2 11.5
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 : 177: 29 72 17 48 55 90 133:
Old : 177: 29 72 17 48 55 90 133:
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 : 54.5 25.2 69.8 40.8 43.6 18.9 55.0 29.9
Old : 54.5 25.2 69.8 40.8 43.6 18.9 55.0 29.9
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 13, 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 : 40,853: 12,310 17,986 97 16,971 16,422 29,378 34,505: 11,475 6,348
Old : 40,853: 12,310 17,986 97 16,971 16,422 29,378 34,505: 11,475 6,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: -21,895: -3,936 173 -2,692 -13,699 -15,997 -20,327 -18,516: -1,568 -3,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 44.0 0.2 41.5 40.2 71.9 84.5: 28.1 15.5
Old : 100.0: 30.1 44.0 0.2 41.5 40.2 71.9 84.5: 28.1 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 : 73: 21 23 2 14 17 37 40:
Old : 73: 21 23 2 14 17 37 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 35.1 46.1 48.9 32.3 33.5 46.1 47.3
Old : 32.3 35.1 46.1 48.9 32.3 33.5 46.1 47.3
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 13, 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 : 36,395: 14,259 4,459 38 14,588 14,914 28,885 19,411: 7,510 16,984
Old : 36,395: 14,259 4,459 38 14,588 14,914 28,885 19,411: 7,510 16,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: -14,726: 5,700 -3,274 -3,667 -16,250 -5,280 -14,217 -12,221: -509 -2,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 12.3 0.1 40.1 41.0 79.4 53.3: 20.6 46.7
Old : 100.0: 39.2 12.3 0.1 40.1 41.0 79.4 53.3: 20.6 46.7
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 : 53: 18 10 1 14 12 32 23:
Old : 53: 18 10 1 14 12 32 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 29.0 47.6 38.4 30.5 29.0 45.3 38.1
Old : 32.8 29.0 47.6 38.4 30.5 29.0 45.3 38.1
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 13, 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 : 22,364: 4,507 510 127 14,677 20,428 19,311 21,065: 3,053 1,299
Old : 22,364: 4,507 510 127 14,677 20,428 19,311 21,065: 3,053 1,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 590: -1,422 130 97 -5 -185 -1,330 42: 1,920 548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 2.3 0.6 65.6 91.3 86.3 94.2: 13.7 5.8
Old : 100.0: 20.2 2.3 0.6 65.6 91.3 86.3 94.2: 13.7 5.8
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 : 23: 11 2 2 8 4 19 8:
Old : 23: 11 2 2 8 4 19 8:
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 : 64.2 93.2 76.6 94.2 63.8 93.1 76.0 93.5
Old : 64.2 93.2 76.6 94.2 63.8 93.1 76.0 93.5
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 13, 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 : 50,705: 6,801 5,369 2,747 16,601 33,690 26,149 41,806: 24,556 8,899
Old : 50,705: 6,801 5,369 2,747 16,601 33,690 26,149 41,806: 24,556 8,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 2,879: 600 482 260 -1,240 848 -380 1,590: 3,259 1,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 10.6 5.4 32.7 66.4 51.6 82.4: 48.4 17.6
Old : 100.0: 13.4 10.6 5.4 32.7 66.4 51.6 82.4: 48.4 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 10 13 4 25 36 37 52:
Old : 63: 10 13 4 25 36 37 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 22.3 32.1 40.4 11.2 17.6 15.3 31.4
Old : 23.2 22.3 32.1 40.4 11.2 17.6 15.3 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 16, 2006