MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 31,181: 1,063 3,216 1,285 24,663 16,355 27,011 20,856: 4,170 10,325
Old : 31,181: 1,063 3,216 1,285 24,663 16,355 27,011 20,856: 4,170 10,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 1,004: -253 234 383 590 337 720 954: 284 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 10.3 4.1 79.1 52.5 86.6 66.9: 13.4 33.1
Old : 100.0: 3.4 10.3 4.1 79.1 52.5 86.6 66.9: 13.4 33.1
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 : 51: 6 14 10 24 19 36 37:
Old : 51: 6 14 10 24 19 36 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 : 50.2 36.0 67.5 45.5 50.2 34.9 67.4 43.1
Old : 50.2 36.0 67.5 45.5 50.2 34.9 67.4 43.1
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 18, 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 : 156,875: 31,737 16,081 29,903 76,349 74,349 137,989 120,333: 18,886 36,542
Old : 125,408: 26,269 27,076 17,134 68,505 55,405 111,908 99,615: 13,500 25,793
Other: 31,467: 17,375 912 862 7,844 18,944 26,081 20,718: 5,386 10,749
: : :
: : Changes in Commitments from: July 11, 2006 :
: 5,978: -2,517 -375 10,929 -3,152 -3,326 5,260 7,228: 718 -1,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 10.3 19.1 48.7 47.4 88.0 76.7: 12.0 23.3
Old : 100.0: 20.9 21.6 13.7 54.6 44.2 89.2 79.4: 10.8 20.6
Other: 100.0: 55.2 2.9 2.7 24.9 60.2 82.9 65.8: 17.1 34.2
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 55 52 64 35 48 141 138:
Old : 188: 50 67 50 26 47 116 137:
Other: 92: 37 10 13 20 35 64 52:
:----------------------------------------------------------------------------------------------------
: 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 : 31.9 26.7 43.5 35.1 31.9 25.7 42.1 31.9
Old : 39.8 29.3 52.1 37.7 39.8 29.3 52.1 36.9
Other: 35.3 30.8 50.8 42.2 30.5 24.5 43.2 34.4
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, July 18, 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 : 1,782: 886 394 76 108 394 1,070 864: 712 918
Old : 1,698: 886 350 71 108 394 1,065 815: 633 883
Other: 84: 0 44 5 0 0 5 49: 79 35
: : :
: : Changes in Commitments from: July 11, 2006 :
: -106: 141 67 -80 -75 -97 -14 -110: -92 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 22.1 4.3 6.1 22.1 60.0 48.5: 40.0 51.5
Old : 100.0: 52.2 20.6 4.2 6.4 23.2 62.7 48.0: 37.3 52.0
Other: 100.0: 0.0 52.4 6.0 0.0 0.0 6.0 58.3: 94.0 41.7
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 14 6 4 3 5 21 11:
Old : 26: 14 6 4 3 5 21 11:
Other: 3: 0 2 1 0 0 1 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 22.4 39.1 42.0 26.0 21.3 38.9 37.8
Old : 27.3 23.1 41.0 42.2 27.3 22.3 40.9 38.7
Other: 6.0 58.3 6.0 58.3 0.0 52.4 0.0 52.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, July 18, 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 : 232,171: 50,947 21,145 46,662 111,697 108,425 209,306 176,232: 22,865 55,939
Old : 232,171: 50,947 21,145 46,662 111,697 108,425 209,306 176,232: 22,865 55,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: -911: -2,861 1,746 5,407 -4,367 -7,390 -1,821 -237: 910 -674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 9.1 20.1 48.1 46.7 90.2 75.9: 9.8 24.1
Old : 100.0: 21.9 9.1 20.1 48.1 46.7 90.2 75.9: 9.8 24.1
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 : 303: 73 47 82 76 143 201 246:
Old : 303: 73 47 82 76 143 201 246:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 10.0 33.9 16.9 22.2 7.9 32.5 13.6
Old : 22.2 10.0 33.9 16.9 22.2 7.9 32.5 13.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, July 18, 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 : 5,175: 2,669 2,670 296 750 474 3,715 3,440: 1,460 1,735
Old : 5,175: 2,669 2,670 296 750 474 3,715 3,440: 1,460 1,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 143: 102 39 63 33 36 198 138: -55 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 51.6 5.7 14.5 9.2 71.8 66.5: 28.2 33.5
Old : 100.0: 51.6 51.6 5.7 14.5 9.2 71.8 66.5: 28.2 33.5
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 : 52: 17 23 8 7 10 30 36:
Old : 52: 17 23 8 7 10 30 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 26.4 50.1 39.7 35.7 26.4 48.8 39.0
Old : 35.7 26.4 50.1 39.7 35.7 26.4 48.8 39.0
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 18, 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 : 30,695: 12,198 4,779 3,285 9,508 8,817 24,991 16,881: 5,704 13,814
Old : 30,695: 12,198 4,779 3,285 9,508 8,817 24,991 16,881: 5,704 13,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 797: -210 74 752 143 468 685 1,294: 112 -497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 15.6 10.7 31.0 28.7 81.4 55.0: 18.6 45.0
Old : 100.0: 39.7 15.6 10.7 31.0 28.7 81.4 55.0: 18.6 45.0
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 : 154: 44 26 25 40 60 102 98:
Old : 154: 44 26 25 40 60 102 98:
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 12.0 27.4 18.9 16.4 9.0 24.9 13.7
Old : 17.2 12.0 27.4 18.9 16.4 9.0 24.9 13.7
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 18, 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 : 83,415: 23,302 14,018 1,561 24,893 48,876 49,756 64,455: 33,659 18,960
Old : 83,415: 23,302 14,018 1,561 24,893 48,876 49,756 64,455: 33,659 18,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: -9,563: -6,640 -4,303 33 392 -6,584 -6,215 -10,854: -3,348 1,291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 16.8 1.9 29.8 58.6 59.6 77.3: 40.4 22.7
Old : 100.0: 27.9 16.8 1.9 29.8 58.6 59.6 77.3: 40.4 22.7
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 : 67: 21 13 2 24 16 47 29:
Old : 67: 21 13 2 24 16 47 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 : 17.5 37.5 28.4 53.8 17.4 36.5 28.3 52.7
Old : 17.5 37.5 28.4 53.8 17.4 36.5 28.3 52.7
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 18, 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 : 69,612: 18,116 33,533 0 40,527 18,602 58,643 52,135: 10,969 17,477
Old : 69,612: 18,116 33,533 0 40,527 18,602 58,643 52,135: 10,969 17,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 6,841: -2,004 6,154 0 10,032 -5,068 8,028 1,086: -1,187 5,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 48.2 0.0 58.2 26.7 84.2 74.9: 15.8 25.1
Old : 100.0: 26.0 48.2 0.0 58.2 26.7 84.2 74.9: 15.8 25.1
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 : 46: 13 19 0 9 7 22 26:
Old : 46: 13 19 0 9 7 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 40.9 66.1 55.2 52.1 40.8 66.0 55.1
Old : 52.3 40.9 66.1 55.2 52.1 40.8 66.0 55.1
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 18, 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 : 81,681: 17,009 10,583 216 60,013 67,576 77,238 78,375: 4,443 3,306
Old : 81,681: 17,009 10,583 216 60,013 67,576 77,238 78,375: 4,443 3,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 4,362: 6,171 -4,612 -140 -2,630 8,898 3,401 4,146: 961 216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 13.0 0.3 73.5 82.7 94.6 96.0: 5.4 4.0
Old : 100.0: 20.8 13.0 0.3 73.5 82.7 94.6 96.0: 5.4 4.0
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 : 56: 16 15 1 15 16 32 31:
Old : 56: 16 15 1 15 16 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 72.8 74.4 87.2 58.3 71.4 73.1 84.9
Old : 59.6 72.8 74.4 87.2 58.3 71.4 73.1 84.9
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 18, 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 : 88,080: 28,460 11,383 5 35,604 62,241 64,069 73,629: 24,011 14,451
Old : 88,080: 28,460 11,383 5 35,604 62,241 64,069 73,629: 24,011 14,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 2,409: 3,192 -136 3 436 560 3,631 427: -1,222 1,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 12.9 0.0 40.4 70.7 72.7 83.6: 27.3 16.4
Old : 100.0: 32.3 12.9 0.0 40.4 70.7 72.7 83.6: 27.3 16.4
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 : 54: 18 9 2 14 20 34 29:
Old : 54: 18 9 2 14 20 34 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 : 34.9 34.0 53.7 55.3 34.9 34.0 49.3 55.0
Old : 34.9 34.0 53.7 55.3 34.9 34.0 49.3 55.0
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 18, 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 : 203,567: 27,724 96,773 200 145,874 74,172 173,798 171,145: 29,769 32,422
Old : 203,567: 27,724 96,773 200 145,874 74,172 173,798 171,145: 29,769 32,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 30,097: 85 48,430 -864 33,812 -25,379 33,033 22,187: -2,936 7,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 47.5 0.1 71.7 36.4 85.4 84.1: 14.6 15.9
Old : 100.0: 13.6 47.5 0.1 71.7 36.4 85.4 84.1: 14.6 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 30 42 3 29 16 61 59:
Old : 108: 30 42 3 29 16 61 59:
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 : 34.6 34.4 50.8 53.3 28.9 25.9 41.0 39.5
Old : 34.6 34.4 50.8 53.3 28.9 25.9 41.0 39.5
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 18, 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 : 152,795: 67,816 16,122 449 29,176 101,106 97,441 117,677: 55,354 35,118
Old : 152,795: 67,816 16,122 449 29,176 101,106 97,441 117,677: 55,354 35,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: -15,274: -24,475 1,726 172 9,395 -27,456 -14,908 -25,558: -366 10,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 10.6 0.3 19.1 66.2 63.8 77.0: 36.2 23.0
Old : 100.0: 44.4 10.6 0.3 19.1 66.2 63.8 77.0: 36.2 23.0
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 : 110: 52 19 4 23 26 75 49:
Old : 110: 52 19 4 23 26 75 49:
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 : 21.4 42.8 29.7 58.1 21.3 41.5 28.4 54.2
Old : 21.4 42.8 29.7 58.1 21.3 41.5 28.4 54.2
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, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 14,948: 7,204 3,636 0 6,189 9,629 13,393 13,265: 1,555 1,683
Old : 14,948: 7,204 3,636 0 6,189 9,629 13,393 13,265: 1,555 1,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 867: 2,875 -1,636 0 -1,926 2,129 949 493: -82 374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 24.3 0.0 41.4 64.4 89.6 88.7: 10.4 11.3
Old : 100.0: 48.2 24.3 0.0 41.4 64.4 89.6 88.7: 10.4 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 3 0 6 9 10 12:
Old : 21: 4 3 0 6 9 10 12:
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 : 75.1 68.4 87.8 84.2 74.6 68.0 81.9 79.6
Old : 75.1 68.4 87.8 84.2 74.6 68.0 81.9 79.6
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 18, 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 : 39,219: 16,082 2,593 0 17,647 31,952 33,729 34,545: 5,490 4,674
Old : 39,219: 16,082 2,593 0 17,647 31,952 33,729 34,545: 5,490 4,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: -28,562: -8,802 794 0 -21,248 -27,087 -30,050 -26,293: 1,488 -2,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 6.6 0.0 45.0 81.5 86.0 88.1: 14.0 11.9
Old : 100.0: 41.0 6.6 0.0 45.0 81.5 86.0 88.1: 14.0 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 3 0 7 12 12 15:
Old : 24: 5 3 0 7 12 12 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 58.6 78.0 74.6 55.8 55.3 76.9 71.3
Old : 55.8 58.6 78.0 74.6 55.8 55.3 76.9 71.3
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 18, 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 : 9,567,100: 608,021 1,414,106 1,320,365 6,594,178 5,458,080 8,522,564 8,192,551: 1,044,536 1,374,549
Old : 9,567,100: 608,021 1,414,106 1,320,365 6,594,178 5,458,080 8,522,564 8,192,551: 1,044,536 1,374,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 26,070: -67,980 -15,824 -3,475 94,396 123,615 22,941 104,316: 3,129 -78,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 14.8 13.8 68.9 57.1 89.1 85.6: 10.9 14.4
Old : 100.0: 6.4 14.8 13.8 68.9 57.1 89.1 85.6: 10.9 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 60 74 102 135 154 250 290:
Old : 314: 60 74 102 135 154 250 290:
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 : 37.7 12.4 45.7 20.2 35.3 10.3 40.5 16.3
Old : 37.7 12.4 45.7 20.2 35.3 10.3 40.5 16.3
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 18, 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 : 627,990: 83,349 69,633 2,541 400,284 445,265 486,174 517,439: 141,816 110,551
Old : 627,990: 83,349 69,633 2,541 400,284 445,265 486,174 517,439: 141,816 110,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 3,509: -2,430 3,443 1,463 -2,107 2,929 -3,074 7,835: 6,583 -4,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 11.1 0.4 63.7 70.9 77.4 82.4: 22.6 17.6
Old : 100.0: 13.3 11.1 0.4 63.7 70.9 77.4 82.4: 22.6 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 : 202: 55 41 16 76 54 140 102:
Old : 202: 55 41 16 76 54 140 102:
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 : 20.6 30.1 28.4 41.2 20.4 29.8 28.2 40.9
Old : 20.6 30.1 28.4 41.2 20.4 29.8 28.2 40.9
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 18, 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 : 1,403,408: 189,559 393,530 27,368 836,206 861,717 1,053,133 1,282,615: 350,275 120,793
Old : 1,403,408: 189,559 393,530 27,368 836,206 861,717 1,053,133 1,282,615: 350,275 120,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 58,823: -17,509 68,708 2,270 88,775 -1,749 73,536 69,229: -14,713 -10,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 28.0 2.0 59.6 61.4 75.0 91.4: 25.0 8.6
Old : 100.0: 13.5 28.0 2.0 59.6 61.4 75.0 91.4: 25.0 8.6
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 : 237: 51 77 23 80 68 145 154:
Old : 237: 51 77 23 80 68 145 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 24.1 36.4 37.3 20.4 22.9 29.3 34.0
Old : 23.5 24.1 36.4 37.3 20.4 22.9 29.3 34.0
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, July 18, 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 : 9,314: 1,381 705 0 4,265 7,275 5,646 7,980: 3,668 1,334
Old : 9,314: 1,381 705 0 4,265 7,275 5,646 7,980: 3,668 1,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 180: -2 0 0 0 0 -2 0: 182 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 7.6 0.0 45.8 78.1 60.6 85.7: 39.4 14.3
Old : 100.0: 14.8 7.6 0.0 45.8 78.1 60.6 85.7: 39.4 14.3
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: 3 1 0 8 10 11 11:
Old : 20: 3 1 0 8 10 11 11:
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 : 38.6 49.8 55.1 77.7 38.6 46.2 54.0 74.0
Old : 38.6 49.8 55.1 77.7 38.6 46.2 54.0 74.0
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 18, 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 : 64,508: 9,407 28,547 18 49,765 30,240 59,190 58,805: 5,318 5,703
Old : 64,508: 9,407 28,547 18 49,765 30,240 59,190 58,805: 5,318 5,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 2,230: 680 1,154 18 2,065 579 2,763 1,751: -533 479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 44.3 0.0 77.1 46.9 91.8 91.2: 8.2 8.8
Old : 100.0: 14.6 44.3 0.0 77.1 46.9 91.8 91.2: 8.2 8.8
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 : 65: 8 14 1 27 24 35 39:
Old : 65: 8 14 1 27 24 35 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 47.6 62.8 63.5 40.7 47.6 61.1 61.9
Old : 42.5 47.6 62.8 63.5 40.7 47.6 61.1 61.9
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 18, 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 : 54,901: 10,178 14,653 27 35,669 30,664 45,874 45,344: 9,027 9,557
Old : 54,901: 10,178 14,653 27 35,669 30,664 45,874 45,344: 9,027 9,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 3,708: 2,435 -83 -1 -610 2,635 1,824 2,551: 1,884 1,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 26.7 0.0 65.0 55.9 83.6 82.6: 16.4 17.4
Old : 100.0: 18.5 26.7 0.0 65.0 55.9 83.6 82.6: 16.4 17.4
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 : 81: 17 22 1 23 26 41 48:
Old : 81: 17 22 1 23 26 41 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 25.1 57.3 44.4 41.2 24.8 55.5 43.8
Old : 42.2 25.1 57.3 44.4 41.2 24.8 55.5 43.8
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 18, 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 : 426,672: 89,172 191,207 8,365 293,628 204,462 391,165 404,034: 35,507 22,638
Old : 426,672: 89,172 191,207 8,365 293,628 204,462 391,165 404,034: 35,507 22,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 84,001: 1,024 35,817 6,791 79,321 39,083 87,136 81,691: -3,135 2,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 44.8 2.0 68.8 47.9 91.7 94.7: 8.3 5.3
Old : 100.0: 20.9 44.8 2.0 68.8 47.9 91.7 94.7: 8.3 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 : 226: 59 87 9 50 44 116 133:
Old : 226: 59 87 9 50 44 116 133:
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 : 47.0 25.6 60.8 38.8 44.7 25.5 54.8 38.2
Old : 47.0 25.6 60.8 38.8 44.7 25.5 54.8 38.2
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 18, 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 : 54,649: 30,614 2,399 0 4,185 44,690 34,799 47,089: 19,850 7,560
Old : 54,649: 30,614 2,399 0 4,185 44,690 34,799 47,089: 19,850 7,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 2,892: 8,713 -2,566 -391 -6,218 8,439 2,104 5,482: 788 -2,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 4.4 0.0 7.7 81.8 63.7 86.2: 36.3 13.8
Old : 100.0: 56.0 4.4 0.0 7.7 81.8 63.7 86.2: 36.3 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 22 3 0 8 18 30 21:
Old : 47: 22 3 0 8 18 30 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 40.1 38.5 63.8 25.6 40.1 38.5 62.3
Old : 25.6 40.1 38.5 63.8 25.6 40.1 38.5 62.3
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 18, 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 : 36,792: 5,733 6,547 4 27,019 23,828 32,756 30,379: 4,036 6,413
Old : 36,792: 5,733 6,547 4 27,019 23,828 32,756 30,379: 4,036 6,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 2,135: 0 -227 -3 1,157 3,648 1,154 3,418: 981 -1,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 17.8 0.0 73.4 64.8 89.0 82.6: 11.0 17.4
Old : 100.0: 15.6 17.8 0.0 73.4 64.8 89.0 82.6: 11.0 17.4
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 : 60: 2 15 1 27 26 30 41:
Old : 60: 2 15 1 27 26 30 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 23.1 67.4 37.7 47.2 21.2 54.7 32.2
Old : 55.2 23.1 67.4 37.7 47.2 21.2 54.7 32.2
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 18, 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 : 434,954: 119,616 101,810 1,507 294,486 317,514 415,609 420,831: 19,345 14,123
Old : 434,954: 119,616 101,810 1,507 294,486 317,514 415,609 420,831: 19,345 14,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 14,342: 1,595 -2,949 225 11,931 18,459 13,751 15,735: 591 -1,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 23.4 0.3 67.7 73.0 95.6 96.8: 4.4 3.2
Old : 100.0: 27.5 23.4 0.3 67.7 73.0 95.6 96.8: 4.4 3.2
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 : 175: 19 76 8 40 58 65 136:
Old : 175: 19 76 8 40 58 65 136:
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 : 62.8 29.1 75.4 47.4 58.0 27.7 69.2 42.4
Old : 62.8 29.1 75.4 47.4 58.0 27.7 69.2 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 18, 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 : 40,567: 10,136 12,765 395 17,341 20,085 27,872 33,245: 12,695 7,322
Old : 40,567: 10,136 12,765 395 17,341 20,085 27,872 33,245: 12,695 7,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 1,406: 529 -66 143 -1,117 1,838 -445 1,915: 1,851 -509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 31.5 1.0 42.7 49.5 68.7 82.0: 31.3 18.0
Old : 100.0: 25.0 31.5 1.0 42.7 49.5 68.7 82.0: 31.3 18.0
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 : 75: 20 22 2 13 23 35 45:
Old : 75: 20 22 2 13 23 35 45:
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 32.5 46.4 46.0 32.3 30.6 46.4 44.1
Old : 32.3 32.5 46.4 46.0 32.3 30.6 46.4 44.1
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 18, 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 : 37,100: 7,896 3,785 0 21,008 14,994 28,904 18,779: 8,196 18,321
Old : 37,100: 7,896 3,785 0 21,008 14,994 28,904 18,779: 8,196 18,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 1,656: -1,730 368 -398 2,903 -932 775 -962: 881 2,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 10.2 0.0 56.6 40.4 77.9 50.6: 22.1 49.4
Old : 100.0: 21.3 10.2 0.0 56.6 40.4 77.9 50.6: 22.1 49.4
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 : 48: 12 9 0 17 11 29 20:
Old : 48: 12 9 0 17 11 29 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 : 31.7 30.3 48.3 38.6 28.0 29.1 44.7 36.4
Old : 31.7 30.3 48.3 38.6 28.0 29.1 44.7 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, July 18, 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 : 41,681: 4,885 4,438 2,580 19,893 29,523 27,358 36,541: 14,323 5,140
Old : 41,681: 4,885 4,438 2,580 19,893 29,523 27,358 36,541: 14,323 5,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 1,680: -2,570 -50 1,730 1,160 162 320 1,842: 1,360 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 10.6 6.2 47.7 70.8 65.6 87.7: 34.4 12.3
Old : 100.0: 11.7 10.6 6.2 47.7 70.8 65.6 87.7: 34.4 12.3
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 : 55: 7 9 4 24 34 32 47:
Old : 55: 7 9 4 24 34 32 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 28.7 45.4 48.6 25.2 26.8 30.4 41.8
Old : 34.3 28.7 45.4 48.6 25.2 26.8 30.4 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 21, 2006