BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, July 3, 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 : 4,991: 0 23 83 3,536 3,722 3,619 3,828: 1,372 1,163
Old : 4,991: 0 23 83 3,536 3,722 3,619 3,828: 1,372 1,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 425: 0 -9 9 -482 -497 -473 -497: 898 922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 1.7 70.8 74.6 72.5 76.7: 27.5 23.3
Old : 100.0: 0.0 0.5 1.7 70.8 74.6 72.5 76.7: 27.5 23.3
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 : 20: 0 1 1 10 12 11 13:
Old : 20: 0 1 1 10 12 11 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 : 57.3 53.4 69.6 67.5 57.3 53.4 67.7 66.2
Old : 57.3 53.4 69.6 67.5 57.3 53.4 67.7 66.2
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, July 3, 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 : 29,429: 1,429 2,257 795 23,363 15,801 25,587 18,853: 3,842 10,576
Old : 29,429: 1,429 2,257 795 23,363 15,801 25,587 18,853: 3,842 10,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -2,910: 344 -130 -404 -3,182 -1,430 -3,242 -1,964: 332 -946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 7.7 2.7 79.4 53.7 86.9 64.1: 13.1 35.9
Old : 100.0: 4.9 7.7 2.7 79.4 53.7 86.9 64.1: 13.1 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 : 46: 4 11 9 23 19 33 33:
Old : 46: 4 11 9 23 19 33 33:
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 : 49.2 37.2 68.2 46.9 49.2 36.0 67.7 45.0
Old : 49.2 37.2 68.2 46.9 49.2 36.0 67.7 45.0
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, July 3, 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 : 162,959: 36,021 15,575 28,686 79,391 82,040 144,098 126,301: 18,861 36,658
Old : 134,819: 30,427 25,239 17,695 72,906 65,140 121,028 108,074: 13,791 26,745
Other: 28,140: 16,106 848 479 6,485 16,900 23,070 18,227: 5,070 9,913
: : :
: : Changes in Commitments from: June 27, 2006 :
: -115: 532 68 -2,169 998 1,497 -639 -604: 524 489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 9.6 17.6 48.7 50.3 88.4 77.5: 11.6 22.5
Old : 100.0: 22.6 18.7 13.1 54.1 48.3 89.8 80.2: 10.2 19.8
Other: 100.0: 57.2 3.0 1.7 23.0 60.1 82.0 64.8: 18.0 35.2
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 68 48 64 36 43 152 127:
Old : 191: 59 60 53 30 42 133 126:
Other: 82: 30 10 13 18 33 56 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 : 30.7 30.6 42.3 39.0 30.7 27.7 40.4 33.5
Old : 37.1 33.6 48.6 42.9 37.1 31.3 48.2 38.7
Other: 38.6 31.0 56.6 42.1 33.9 24.1 49.6 34.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, July 3, 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 : 1,843: 698 392 183 202 572 1,083 1,147: 760 696
Old : 1,793: 698 366 183 202 572 1,083 1,121: 710 672
Other: 50: 0 26 0 0 0 0 26: 50 24
: : :
: : Changes in Commitments from: June 27, 2006 :
: -104: -38 -97 133 -150 -32 -55 4: -49 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 21.3 9.9 11.0 31.0 58.8 62.2: 41.2 37.8
Old : 100.0: 38.9 20.4 10.2 11.3 31.9 60.4 62.5: 39.6 37.5
Other: 100.0: 0.0 52.0 0.0 0.0 0.0 0.0 52.0: 100.0 48.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 12 9 5 3 7 18 18:
Old : 29: 12 9 5 3 7 18 18:
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 : 23.5 25.0 39.5 42.2 22.3 24.3 36.6 38.8
Old : 24.2 25.7 40.6 43.4 22.9 24.9 37.6 39.9
Other: 0.0 52.0 0.0 52.0 0.0 52.0 0.0 52.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, July 3, 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 : 223,722: 55,632 18,230 41,041 107,132 109,629 203,805 168,900: 19,917 54,822
Old : 223,722: 55,632 18,230 41,041 107,132 109,629 203,805 168,900: 19,917 54,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -3,345: 4,962 -3,662 -3,535 -3,972 1,739 -2,545 -5,458: -800 2,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 8.1 18.3 47.9 49.0 91.1 75.5: 8.9 24.5
Old : 100.0: 24.9 8.1 18.3 47.9 49.0 91.1 75.5: 8.9 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 : 285: 73 43 64 77 140 193 220:
Old : 285: 73 43 64 77 140 193 220:
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 : 23.1 11.7 35.7 20.0 23.1 9.2 33.6 15.1
Old : 23.1 11.7 35.7 20.0 23.1 9.2 33.6 15.1
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, July 3, 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 : 5,026: 2,634 2,535 202 849 568 3,685 3,305: 1,341 1,721
Old : 5,026: 2,634 2,535 202 849 568 3,685 3,305: 1,341 1,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -240: 109 349 -22 -95 -348 -8 -21: -232 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 50.4 4.0 16.9 11.3 73.3 65.8: 26.7 34.2
Old : 100.0: 52.4 50.4 4.0 16.9 11.3 73.3 65.8: 26.7 34.2
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 : 50: 16 20 6 11 11 31 34:
Old : 50: 16 20 6 11 11 31 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 23.9 53.6 37.3 40.9 23.9 51.7 37.3
Old : 40.9 23.9 53.6 37.3 40.9 23.9 51.7 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, July 3, 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 : 29,566: 13,198 5,184 2,863 8,484 7,679 24,545 15,726: 5,021 13,840
Old : 29,566: 13,198 5,184 2,863 8,484 7,679 24,545 15,726: 5,021 13,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 2,093: 1,287 80 809 -329 463 1,767 1,352: 326 741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 17.5 9.7 28.7 26.0 83.0 53.2: 17.0 46.8
Old : 100.0: 44.6 17.5 9.7 28.7 26.0 83.0 53.2: 17.0 46.8
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 : 145: 44 26 25 32 51 96 88:
Old : 145: 44 26 25 32 51 96 88:
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 : 17.0 10.8 28.3 17.7 15.2 10.2 25.6 15.6
Old : 17.0 10.8 28.3 17.7 15.2 10.2 25.6 15.6
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, July 3, 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 : 93,841: 42,762 6,315 1,083 14,847 71,446 58,692 78,844: 35,149 14,997
Old : 93,841: 42,762 6,315 1,083 14,847 71,446 58,692 78,844: 35,149 14,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 4,050: 4,597 -1,541 0 -1,127 5,464 3,470 3,923: 580 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 6.7 1.2 15.8 76.1 62.5 84.0: 37.5 16.0
Old : 100.0: 45.6 6.7 1.2 15.8 76.1 62.5 84.0: 37.5 16.0
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 : 68: 25 13 1 16 19 42 32:
Old : 68: 25 13 1 16 19 42 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 43.6 39.2 62.5 28.3 43.4 39.1 62.3
Old : 28.3 43.6 39.2 62.5 28.3 43.4 39.1 62.3
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, July 3, 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 : 58,809: 21,327 25,641 0 26,070 20,703 47,397 46,344: 11,412 12,465
Old : 58,809: 21,327 25,641 0 26,070 20,703 47,397 46,344: 11,412 12,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -4,747: 6,818 -4,757 -36 -10,595 1,138 -3,813 -3,655: -934 -1,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 43.6 0.0 44.3 35.2 80.6 78.8: 19.4 21.2
Old : 100.0: 36.3 43.6 0.0 44.3 35.2 80.6 78.8: 19.4 21.2
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 : 40: 16 12 0 5 8 21 20:
Old : 40: 16 12 0 5 8 21 20:
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 : 46.8 49.0 63.5 65.3 46.8 48.6 63.5 64.9
Old : 46.8 49.0 63.5 65.3 46.8 48.6 63.5 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, July 3, 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 : 85,075: 10,965 22,601 180 70,446 57,773 81,591 80,554: 3,484 4,521
Old : 85,075: 10,965 22,601 180 70,446 57,773 81,591 80,554: 3,484 4,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -3,184: 2,048 -14,134 0 -5,838 11,627 -3,790 -2,507: 606 -677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 26.6 0.2 82.8 67.9 95.9 94.7: 4.1 5.3
Old : 100.0: 12.9 26.6 0.2 82.8 67.9 95.9 94.7: 4.1 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 15 29 1 19 14 35 43:
Old : 71: 15 29 1 19 14 35 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 62.7 74.8 78.2 59.6 61.4 73.5 76.3
Old : 60.9 62.7 74.8 78.2 59.6 61.4 73.5 76.3
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, July 3, 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 : 78,658: 22,169 10,306 1 34,262 55,238 56,432 65,545: 22,226 13,113
Old : 78,658: 22,169 10,306 1 34,262 55,238 56,432 65,545: 22,226 13,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 66: 4,460 -832 -41 -4,022 1,713 397 840: -331 -774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 13.1 0.0 43.6 70.2 71.7 83.3: 28.3 16.7
Old : 100.0: 28.2 13.1 0.0 43.6 70.2 71.7 83.3: 28.3 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 : 52: 15 10 1 16 15 32 25:
Old : 52: 15 10 1 16 15 32 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 : 36.4 38.4 50.9 60.9 36.4 38.4 47.5 58.4
Old : 36.4 38.4 50.9 60.9 36.4 38.4 47.5 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, July 3, 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 : 168,688: 25,330 49,239 707 110,040 90,220 136,077 140,166: 32,611 28,522
Old : 168,688: 25,330 49,239 707 110,040 90,220 136,077 140,166: 32,611 28,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -5,378: 140 -11,523 621 -6,343 9,011 -5,582 -1,891: 204 -3,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 29.2 0.4 65.2 53.5 80.7 83.1: 19.3 16.9
Old : 100.0: 15.0 29.2 0.4 65.2 53.5 80.7 83.1: 19.3 16.9
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 : 95: 31 30 3 24 18 56 50:
Old : 95: 31 30 3 24 18 56 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 41.8 55.1 57.4 32.6 31.7 41.0 40.9
Old : 40.8 41.8 55.1 57.4 32.6 31.7 41.0 40.9
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, July 3, 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 : 162,104: 87,088 18,543 518 21,368 114,031 108,974 133,092: 53,130 29,012
Old : 162,104: 87,088 18,543 518 21,368 114,031 108,974 133,092: 53,130 29,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 13,938: 9,146 5,271 122 3,094 7,311 12,362 12,704: 1,576 1,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 11.4 0.3 13.2 70.3 67.2 82.1: 32.8 17.9
Old : 100.0: 53.7 11.4 0.3 13.2 70.3 67.2 82.1: 32.8 17.9
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 : 116: 61 19 7 19 29 80 55:
Old : 116: 61 19 7 19 29 80 55:
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 : 23.6 43.3 31.2 60.6 23.5 42.0 31.0 58.5
Old : 23.6 43.3 31.2 60.6 23.5 42.0 31.0 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, July 3, 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 : 64,726: 24,170 1,799 0 36,224 56,911 60,394 58,710: 4,332 6,016
Old : 64,726: 24,170 1,799 0 36,224 56,911 60,394 58,710: 4,332 6,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 10,219: 2,922 -2,405 0 8,685 12,969 11,607 10,564: -1,388 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 2.8 0.0 56.0 87.9 93.3 90.7: 6.7 9.3
Old : 100.0: 37.3 2.8 0.0 56.0 87.9 93.3 90.7: 6.7 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 2 0 13 15 18 17:
Old : 29: 5 2 0 13 15 18 17:
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 : 58.2 63.5 76.5 78.9 57.2 63.2 74.3 77.8
Old : 58.2 63.5 76.5 78.9 57.2 63.2 74.3 77.8
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, July 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 9,525,090: 765,976 1,531,739 1,328,023 6,403,989 5,205,498 8,497,988 8,065,260: 1,027,102 1,459,830
Old : 9,525,090: 765,976 1,531,739 1,328,023 6,403,989 5,205,498 8,497,988 8,065,260: 1,027,102 1,459,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -77,798: -127,441 -164,794 -104,620 107,137 52,222 -124,924 -217,192: 47,126 139,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 16.1 13.9 67.2 54.7 89.2 84.7: 10.8 15.3
Old : 100.0: 8.0 16.1 13.9 67.2 54.7 89.2 84.7: 10.8 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 : 312: 63 71 99 135 153 251 282:
Old : 312: 63 71 99 135 153 251 282:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 12.5 46.0 20.5 35.0 10.1 40.0 16.7
Old : 37.4 12.5 46.0 20.5 35.0 10.1 40.0 16.7
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, July 3, 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 : 623,220: 85,583 65,054 1,091 404,264 442,692 490,938 508,837: 132,282 114,383
Old : 623,220: 85,583 65,054 1,091 404,264 442,692 490,938 508,837: 132,282 114,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -410: 6,353 -3,489 -170 -5,168 6,060 1,015 2,401: -1,425 -2,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 10.4 0.2 64.9 71.0 78.8 81.6: 21.2 18.4
Old : 100.0: 13.7 10.4 0.2 64.9 71.0 78.8 81.6: 21.2 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 : 202: 53 37 13 78 59 138 102:
Old : 202: 53 37 13 78 59 138 102:
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 : 20.9 29.9 28.9 41.1 20.8 29.6 28.7 40.8
Old : 20.9 29.9 28.9 41.1 20.8 29.6 28.7 40.8
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, July 3, 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 : 1,332,529: 226,286 304,824 21,699 712,009 876,858 959,994 1,203,381: 372,535 129,148
Old : 1,332,529: 226,286 304,824 21,699 712,009 876,858 959,994 1,203,381: 372,535 129,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 33,584: 17,371 -83,893 652 26,131 124,227 44,154 40,986: -10,570 -7,402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 22.9 1.6 53.4 65.8 72.0 90.3: 28.0 9.7
Old : 100.0: 17.0 22.9 1.6 53.4 65.8 72.0 90.3: 28.0 9.7
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 : 221: 49 61 21 77 70 138 140:
Old : 221: 49 61 21 77 70 138 140:
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 : 19.9 26.1 30.2 38.9 16.2 23.2 25.0 34.5
Old : 19.9 26.1 30.2 38.9 16.2 23.2 25.0 34.5
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, July 3, 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 : 62,943: 8,439 28,640 0 49,031 28,841 57,470 57,481: 5,473 5,462
Old : 62,943: 8,439 28,640 0 49,031 28,841 57,470 57,481: 5,473 5,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -644: 1,034 -1,910 0 -2,484 1,309 -1,450 -601: 806 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 45.5 0.0 77.9 45.8 91.3 91.3: 8.7 8.7
Old : 100.0: 13.4 45.5 0.0 77.9 45.8 91.3 91.3: 8.7 8.7
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 : 62: 7 14 0 28 20 35 34:
Old : 62: 7 14 0 28 20 35 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 : 45.0 50.3 64.9 67.6 43.0 50.3 62.9 67.0
Old : 45.0 50.3 64.9 67.6 43.0 50.3 62.9 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, July 3, 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 : 52,018: 7,719 12,083 38 37,162 25,001 44,919 37,122: 7,099 14,896
Old : 52,018: 7,719 12,083 38 37,162 25,001 44,919 37,122: 7,099 14,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 327: -311 -2,146 -4 850 -2,533 535 -4,683: -208 5,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 23.2 0.1 71.4 48.1 86.4 71.4: 13.6 28.6
Old : 100.0: 14.8 23.2 0.1 71.4 48.1 86.4 71.4: 13.6 28.6
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 : 80: 14 19 1 30 24 45 43:
Old : 80: 14 19 1 30 24 45 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 24.1 58.1 39.4 43.2 23.8 57.1 38.7
Old : 44.2 24.1 58.1 39.4 43.2 23.8 57.1 38.7
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, July 3, 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 : 325,610: 59,317 131,492 2,870 199,967 174,126 262,154 308,488: 63,456 17,122
Old : 325,610: 59,317 131,492 2,870 199,967 174,126 262,154 308,488: 63,456 17,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -27,234: -10,338 -50,941 2,228 -41,883 25,092 -49,993 -23,621: 22,759 -3,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 40.4 0.9 61.4 53.5 80.5 94.7: 19.5 5.3
Old : 100.0: 18.2 40.4 0.9 61.4 53.5 80.5 94.7: 19.5 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 48 70 5 42 41 91 115:
Old : 189: 48 70 5 42 41 91 115:
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 : 45.9 31.7 55.6 43.7 43.9 31.7 50.1 41.3
Old : 45.9 31.7 55.6 43.7 43.9 31.7 50.1 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, July 3, 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 : 45,680: 17,141 12,080 65 11,331 24,672 28,537 36,817: 17,143 8,863
Old : 45,680: 17,141 12,080 65 11,331 24,672 28,537 36,817: 17,143 8,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 3,666: 2,921 566 65 717 2,938 3,703 3,569: -37 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 26.4 0.1 24.8 54.0 62.5 80.6: 37.5 19.4
Old : 100.0: 37.5 26.4 0.1 24.8 54.0 62.5 80.6: 37.5 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 14 6 1 11 12 25 19:
Old : 40: 14 6 1 11 12 25 19:
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 : 30.6 45.5 41.8 61.8 27.7 45.5 39.0 61.7
Old : 30.6 45.5 41.8 61.8 27.7 45.5 39.0 61.7
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, July 3, 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 : 33,583: 5,733 6,536 7 23,760 20,629 29,500 27,172: 4,083 6,411
Old : 33,583: 5,733 6,536 7 23,760 20,629 29,500 27,172: 4,083 6,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -426: -242 -508 0 -245 296 -487 -212: 61 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 19.5 0.0 70.8 61.4 87.8 80.9: 12.2 19.1
Old : 100.0: 17.1 19.5 0.0 70.8 61.4 87.8 80.9: 12.2 19.1
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 : 59: 2 15 2 24 28 28 43:
Old : 59: 2 15 2 24 28 28 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 18.4 67.1 31.8 51.5 16.2 59.9 28.2
Old : 57.4 18.4 67.1 31.8 51.5 16.2 59.9 28.2
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, July 3, 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 : 427,029: 122,909 111,809 793 284,952 298,064 408,654 410,666: 18,375 16,363
Old : 427,029: 122,909 111,809 793 284,952 298,064 408,654 410,666: 18,375 16,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 3,537: -3,653 -393 -109 8,516 4,095 4,754 3,593: -1,217 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 26.2 0.2 66.7 69.8 95.7 96.2: 4.3 3.8
Old : 100.0: 28.8 26.2 0.2 66.7 69.8 95.7 96.2: 4.3 3.8
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 : 171: 19 73 9 40 57 62 136:
Old : 171: 19 73 9 40 57 62 136:
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 : 62.4 28.7 76.8 45.3 59.0 27.1 72.5 42.4
Old : 62.4 28.7 76.8 45.3 59.0 27.1 72.5 42.4
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, July 3, 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 : 38,138: 9,596 13,872 2 18,278 16,646 27,876 30,520: 10,262 7,618
Old : 38,138: 9,596 13,872 2 18,278 16,646 27,876 30,520: 10,262 7,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 871: -445 -633 0 44 427 -401 -206: 1,272 1,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 36.4 0.0 47.9 43.6 73.1 80.0: 26.9 20.0
Old : 100.0: 25.2 36.4 0.0 47.9 43.6 73.1 80.0: 26.9 20.0
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 : 65: 17 19 1 14 16 32 35:
Old : 65: 17 19 1 14 16 32 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 32.1 53.3 46.3 38.0 31.0 53.3 45.2
Old : 38.0 32.1 53.3 46.3 38.0 31.0 53.3 45.2
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, July 3, 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 : 36,550: 11,806 3,394 43 17,930 16,262 29,779 19,699: 6,771 16,851
Old : 36,550: 11,806 3,394 43 17,930 16,262 29,779 19,699: 6,771 16,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 741: -58 -534 -24 1,953 -556 1,871 -1,114: -1,130 1,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 9.3 0.1 49.1 44.5 81.5 53.9: 18.5 46.1
Old : 100.0: 32.3 9.3 0.1 49.1 44.5 81.5 53.9: 18.5 46.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 17 7 1 17 10 34 18:
Old : 50: 17 7 1 17 10 34 18:
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 : 30.9 34.6 45.2 43.5 28.1 34.3 42.4 42.4
Old : 30.9 34.6 45.2 43.5 28.1 34.3 42.4 42.4
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, July 3, 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 : 20,570: 4,858 738 93 14,898 19,312 19,849 20,143: 721 427
Old : 20,570: 4,858 738 93 14,898 19,312 19,849 20,143: 721 427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 53: 0 0 0 -15 13 -15 13: 68 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 3.6 0.5 72.4 93.9 96.5 97.9: 3.5 2.1
Old : 100.0: 23.6 3.6 0.5 72.4 93.9 96.5 97.9: 3.5 2.1
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 : 20: 8 2 1 7 3 15 6:
Old : 20: 8 2 1 7 3 15 6:
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 : 75.5 96.9 89.4 97.9 75.1 96.9 88.9 97.5
Old : 75.5 96.9 89.4 97.9 75.1 96.9 88.9 97.5
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, July 3, 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 : 35,460: 7,435 3,892 850 14,959 26,109 23,244 30,851: 12,216 4,609
Old : 35,460: 7,435 3,892 850 14,959 26,109 23,244 30,851: 12,216 4,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -546: 700 -250 -500 -1,683 2,572 -1,483 1,822: 937 -2,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 11.0 2.4 42.2 73.6 65.5 87.0: 34.5 13.0
Old : 100.0: 21.0 11.0 2.4 42.2 73.6 65.5 87.0: 34.5 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 : 51: 7 8 3 22 32 29 43:
Old : 51: 7 8 3 22 32 29 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 27.0 47.3 48.0 24.6 25.1 31.8 41.1
Old : 34.1 27.0 47.3 48.0 24.6 25.1 31.8 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 7, 2006