MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 37,584: 0 2,028 4,236 28,644 16,041 32,880 22,304: 4,704 15,280
Old : 37,584: 0 2,028 4,236 28,644 16,041 32,880 22,304: 4,704 15,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 2,210: 0 603 237 1,843 -400 2,080 439: 130 1,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.4 11.3 76.2 42.7 87.5 59.3: 12.5 40.7
Old : 100.0: 0.0 5.4 11.3 76.2 42.7 87.5 59.3: 12.5 40.7
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 : 40: 0 11 10 22 18 32 29:
Old : 40: 0 11 10 22 18 32 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 : 51.3 26.2 73.8 39.3 51.2 22.7 70.0 31.8
Old : 51.3 26.2 73.8 39.3 51.2 22.7 70.0 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 154,207: 19,434 24,263 37,118 75,784 57,243 132,336 118,624: 21,871 35,583
Old : 151,528: 19,819 24,529 36,122 74,411 56,505 130,352 117,156: 21,176 34,372
Other: 2,679: 507 625 104 1,372 738 1,984 1,467: 695 1,211
: : :
: : Changes in Commitments from: February 14, 2006 :
: 150: 184 -2,249 -413 612 2,340 383 -322: -234 472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 15.7 24.1 49.1 37.1 85.8 76.9: 14.2 23.1
Old : 100.0: 13.1 16.2 23.8 49.1 37.3 86.0 77.3: 14.0 22.7
Other: 100.0: 18.9 23.3 3.9 51.2 27.5 74.1 54.8: 25.9 45.2
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 60 56 74 32 36 134 147:
Old : 187: 63 55 73 29 36 130 147:
Other: 34: 4 12 5 7 12 16 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 20.9 44.8 28.0 33.0 20.4 43.5 26.3
Old : 33.6 21.2 45.5 28.4 33.6 20.7 44.1 26.8
Other: 42.7 24.6 65.0 36.8 42.7 24.5 63.7 36.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 2,242: 294 498 115 1,033 652 1,443 1,265: 800 978
Old : 2,242: 294 498 115 1,033 652 1,443 1,265: 800 978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -424: 38 -303 -217 -198 84 -378 -436: -46 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 22.2 5.1 46.1 29.1 64.3 56.4: 35.7 43.6
Old : 100.0: 13.1 22.2 5.1 46.1 29.1 64.3 56.4: 35.7 43.6
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 : 30: 9 10 5 8 5 21 17:
Old : 30: 9 10 5 8 5 21 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 : 34.9 31.7 50.4 45.1 33.8 31.7 49.4 43.0
Old : 34.9 31.7 50.4 45.1 33.8 31.7 49.4 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 238,634: 42,447 15,974 55,594 109,415 100,969 207,456 172,537: 31,177 66,097
Old : 238,634: 42,447 15,974 55,594 109,415 100,969 207,456 172,537: 31,177 66,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -2,494: -3,101 162 -767 2,132 -178 -1,735 -782: -759 -1,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 6.7 23.3 45.9 42.3 86.9 72.3: 13.1 27.7
Old : 100.0: 17.8 6.7 23.3 45.9 42.3 86.9 72.3: 13.1 27.7
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 : 292: 69 68 87 86 118 215 235:
Old : 292: 69 68 87 86 118 215 235:
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 : 22.1 15.0 34.3 21.3 22.1 8.6 32.0 13.1
Old : 22.1 15.0 34.3 21.3 22.1 8.6 32.0 13.1
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 with Delta-adjusted Options and Futures Combined, February 21, 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 : 5,798: 1,763 358 854 1,104 2,929 3,721 4,141: 2,077 1,657
Old : 5,798: 1,763 358 854 1,104 2,929 3,721 4,141: 2,077 1,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 15: -6 59 79 49 -88 122 49: -108 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 6.2 14.7 19.0 50.5 64.2 71.4: 35.8 28.6
Old : 100.0: 30.4 6.2 14.7 19.0 50.5 64.2 71.4: 35.8 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 : 56: 20 11 14 12 20 38 40:
Old : 56: 20 11 14 12 20 38 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 33.8 34.0 44.7 20.2 31.8 29.9 38.7
Old : 21.0 33.8 34.0 44.7 20.2 31.8 29.9 38.7
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 with Delta-adjusted Options and Futures Combined, February 21, 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 : 40,362: 12,289 3,498 7,028 14,430 11,476 33,747 22,002: 6,614 18,360
Old : 40,362: 12,289 3,498 7,028 14,430 11,476 33,747 22,002: 6,614 18,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 953: 330 520 339 295 128 965 988: -12 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 8.7 17.4 35.8 28.4 83.6 54.5: 16.4 45.5
Old : 100.0: 30.4 8.7 17.4 35.8 28.4 83.6 54.5: 16.4 45.5
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 : 170: 35 36 34 63 65 121 121:
Old : 170: 35 36 34 63 65 121 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 8.9 27.5 15.3 17.4 6.1 23.9 10.4
Old : 18.3 8.9 27.5 15.3 17.4 6.1 23.9 10.4
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 with Delta-adjusted Options and Futures Combined, February 21, 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 : 122,799: 47,599 12,888 3,048 31,520 88,827 82,167 104,763: 40,632 18,035
Old : 122,799: 47,599 12,888 3,048 31,520 88,827 82,167 104,763: 40,632 18,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -2,648: -5,088 835 -772 2,622 -2,065 -3,237 -2,002: 590 -646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 10.5 2.5 25.7 72.3 66.9 85.3: 33.1 14.7
Old : 100.0: 38.8 10.5 2.5 25.7 72.3 66.9 85.3: 33.1 14.7
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 : 79: 29 15 6 23 23 55 41:
Old : 79: 29 15 6 23 23 55 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 : 16.9 43.9 27.0 61.1 16.7 43.4 26.8 59.7
Old : 16.9 43.9 27.0 61.1 16.7 43.4 26.8 59.7
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 with Delta-adjusted Options and Futures Combined, February 21, 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 : 113,472: 23,899 60,764 273 78,821 28,237 102,993 89,274: 10,479 24,198
Old : 113,472: 23,899 60,764 273 78,821 28,237 102,993 89,274: 10,479 24,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 4,096: 2,186 7,964 -86 1,300 -5,279 3,400 2,599: 696 1,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 53.5 0.2 69.5 24.9 90.8 78.7: 9.2 21.3
Old : 100.0: 21.1 53.5 0.2 69.5 24.9 90.8 78.7: 9.2 21.3
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 : 58: 8 30 1 15 11 23 42:
Old : 58: 8 30 1 15 11 23 42:
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 : 51.6 29.2 76.0 42.9 51.6 29.2 75.1 42.9
Old : 51.6 29.2 76.0 42.9 51.6 29.2 75.1 42.9
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 with Delta-adjusted Options and Futures Combined, February 21, 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 : 119,312: 69,966 5,263 574 41,511 110,589 112,051 116,426: 7,261 2,886
Old : 119,312: 69,966 5,263 574 41,511 110,589 112,051 116,426: 7,261 2,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -795: -497 1,276 185 -211 -1,961 -523 -500: -272 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 4.4 0.5 34.8 92.7 93.9 97.6: 6.1 2.4
Old : 100.0: 58.6 4.4 0.5 34.8 92.7 93.9 97.6: 6.1 2.4
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 : 97: 61 10 3 18 15 81 27:
Old : 97: 61 10 3 18 15 81 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 69.4 52.2 88.0 29.6 51.1 41.2 67.8
Old : 35.7 69.4 52.2 88.0 29.6 51.1 41.2 67.8
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 with Delta-adjusted Options and Futures Combined, February 21, 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 : 100,268: 14,570 34,719 833 67,415 40,614 82,817 76,166: 17,451 24,103
Old : 100,268: 14,570 34,719 833 67,415 40,614 82,817 76,166: 17,451 24,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -2,376: 2,587 -2,070 -74 -5,137 1,806 -2,624 -338: 248 -2,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 34.6 0.8 67.2 40.5 82.6 76.0: 17.4 24.0
Old : 100.0: 14.5 34.6 0.8 67.2 40.5 82.6 76.0: 17.4 24.0
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 : 61: 12 19 3 23 20 37 40:
Old : 61: 12 19 3 23 20 37 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 41.5 60.0 53.6 39.1 39.9 56.3 49.3
Old : 39.4 41.5 60.0 53.6 39.1 39.9 56.3 49.3
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 with Delta-adjusted Options and Futures Combined, February 21, 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 : 246,162: 24,016 98,155 4,528 187,969 105,911 216,513 208,594: 29,649 37,568
Old : 246,162: 24,016 98,155 4,528 187,969 105,911 216,513 208,594: 29,649 37,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 7,816: -880 15,550 53 8,498 -10,101 7,671 5,501: 145 2,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 39.9 1.8 76.4 43.0 88.0 84.7: 12.0 15.3
Old : 100.0: 9.8 39.9 1.8 76.4 43.0 88.0 84.7: 12.0 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 : 93: 13 41 6 28 25 44 69:
Old : 93: 13 41 6 28 25 44 69:
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 : 48.8 28.9 67.3 45.0 37.3 20.9 48.3 31.3
Old : 48.8 28.9 67.3 45.0 37.3 20.9 48.3 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 172,762: 40,404 33,644 13,879 62,570 77,950 116,853 125,474: 55,909 47,289
Old : 172,762: 40,404 33,644 13,879 62,570 77,950 116,853 125,474: 55,909 47,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 11,194: -1,785 388 1,075 8,791 5,909 8,081 7,371: 3,114 3,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 19.5 8.0 36.2 45.1 67.6 72.6: 32.4 27.4
Old : 100.0: 23.4 19.5 8.0 36.2 45.1 67.6 72.6: 32.4 27.4
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 : 128: 45 43 35 28 31 87 95:
Old : 128: 45 43 35 28 31 87 95:
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 : 20.3 29.2 32.0 39.9 19.7 27.2 30.6 37.0
Old : 20.3 29.2 32.0 39.9 19.7 27.2 30.6 37.0
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 with Delta-adjusted Options and Futures Combined, February 21, 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 : 14,603: 5,109 1,486 119 8,017 11,588 13,245 13,193: 1,358 1,410
Old : 14,603: 5,109 1,486 119 8,017 11,588 13,245 13,193: 1,358 1,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 3,378: 487 875 1 2,984 2,317 3,472 3,193: -94 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 10.2 0.8 54.9 79.4 90.7 90.3: 9.3 9.7
Old : 100.0: 35.0 10.2 0.8 54.9 79.4 90.7 90.3: 9.3 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 : 27: 7 5 1 9 8 16 14:
Old : 27: 7 5 1 9 8 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 69.4 77.2 83.2 55.4 66.9 77.2 80.7
Old : 55.4 69.4 77.2 83.2 55.4 66.9 77.2 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 37,819: 6,388 1,721 711 26,542 31,458 33,641 33,890: 4,178 3,929
Old : 37,819: 6,388 1,721 711 26,542 31,458 33,641 33,890: 4,178 3,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 3,293: 274 0 27 2,421 2,890 2,722 2,917: 571 376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 4.6 1.9 70.2 83.2 89.0 89.6: 11.0 10.4
Old : 100.0: 16.9 4.6 1.9 70.2 83.2 89.0 89.6: 11.0 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 2 2 11 10 16 14:
Old : 20: 5 2 2 11 10 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 56.2 76.5 80.7 57.3 54.5 71.9 72.2
Old : 59.1 56.2 76.5 80.7 57.3 54.5 71.9 72.2
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 with Delta-adjusted Options and Futures Combined, February 21, 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 :16,518,690: 742,151 1,195,310 5,890,064 8,875,769 7,938,617 15,507,983 15,023,991: 1,010,706 1,494,699
Old :16,518,690: 742,151 1,195,310 5,890,064 8,875,769 7,938,617 15,507,983 15,023,991: 1,010,706 1,494,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 232,746: -6,021 123,658 45,767 199,978 111,066 239,724 280,491: -6,978 -47,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 7.2 35.7 53.7 48.1 93.9 91.0: 6.1 9.0
Old : 100.0: 4.5 7.2 35.7 53.7 48.1 93.9 91.0: 6.1 9.0
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 : 340: 71 87 130 158 164 304 316:
Old : 340: 71 87 130 158 164 304 316:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 14.8 34.9 24.3 19.2 7.5 22.8 12.2
Old : 24.3 14.8 34.9 24.3 19.2 7.5 22.8 12.2
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 with Delta-adjusted Options and Futures Combined, February 21, 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 : 738,761: 70,932 38,633 33,983 485,693 527,960 590,609 600,576: 148,153 138,185
Old : 738,761: 70,932 38,633 33,983 485,693 527,960 590,609 600,576: 148,153 138,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 2,114: -1,163 560 -3,516 7,493 2,205 2,814 -751: -700 2,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 5.2 4.6 65.7 71.5 79.9 81.3: 20.1 18.7
Old : 100.0: 9.6 5.2 4.6 65.7 71.5 79.9 81.3: 20.1 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 47 38 49 96 65 170 125:
Old : 205: 47 38 49 96 65 170 125:
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 : 18.5 29.5 26.1 41.6 18.3 29.0 25.8 41.2
Old : 18.5 29.5 26.1 41.6 18.3 29.0 25.8 41.2
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 with Delta-adjusted Options and Futures Combined, February 21, 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 : 1,244,175: 219,536 428,562 36,565 624,480 657,996 880,581 1,123,123: 363,594 121,052
Old : 1,244,175: 219,536 428,562 36,565 624,480 657,996 880,581 1,123,123: 363,594 121,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 36,578: -2,351 14,049 -5,732 22,390 21,321 14,308 29,639: 22,271 6,939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 34.4 2.9 50.2 52.9 70.8 90.3: 29.2 9.7
Old : 100.0: 17.6 34.4 2.9 50.2 52.9 70.8 90.3: 29.2 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: 55 64 42 74 67 159 143:
Old : 221: 55 64 42 74 67 159 143:
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 : 22.8 26.4 31.1 41.3 16.4 22.6 23.6 34.2
Old : 22.8 26.4 31.1 41.3 16.4 22.6 23.6 34.2
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 with Delta-adjusted Options and Futures Combined, February 21, 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 : 11,961: 2,472 733 0 5,808 10,238 8,280 10,971: 3,681 990
Old : 11,961: 2,472 733 0 5,808 10,238 8,280 10,971: 3,681 990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 64: -4 0 0 54 227 50 227: 14 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 6.1 0.0 48.6 85.6 69.2 91.7: 30.8 8.3
Old : 100.0: 20.7 6.1 0.0 48.6 85.6 69.2 91.7: 30.8 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 1 1 13 14 18 16:
Old : 28: 5 1 1 13 14 18 16:
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 52.8 49.0 76.2 31.7 51.6 48.9 73.6
Old : 31.7 52.8 49.0 76.2 31.7 51.6 48.9 73.6
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 with Delta-adjusted Options and Futures Combined, February 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 49,872: 7,779 10,981 0 36,911 36,409 44,690 47,390: 5,182 2,482
Old : 49,872: 7,779 10,981 0 36,911 36,409 44,690 47,390: 5,182 2,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 1,409: 607 361 0 1,449 1,206 2,056 1,567: -647 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 22.0 0.0 74.0 73.0 89.6 95.0: 10.4 5.0
Old : 100.0: 15.6 22.0 0.0 74.0 73.0 89.6 95.0: 10.4 5.0
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 : 54: 9 7 0 23 23 32 30:
Old : 54: 9 7 0 23 23 32 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 51.5 70.0 70.9 54.3 50.8 69.4 70.3
Old : 54.3 51.5 70.0 70.9 54.3 50.8 69.4 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CME HDD INDEX X $20) :
: : :
All : 8,750: 2,343 1,809 935 5,141 5,953 8,419 8,697: 331 53
Old : 8,750: 2,343 1,809 935 5,141 5,953 8,419 8,697: 331 53
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 425: 256 62 302 183 569 741 933: -315 -508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 20.7 10.7 58.8 68.0 96.2 99.4: 3.8 0.6
Old : 100.0: 26.8 20.7 10.7 58.8 68.0 96.2 99.4: 3.8 0.6
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 : 25: 6 8 6 8 9 16 21:
Old : 25: 6 8 6 8 9 16 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 : 48.4 54.5 73.3 74.3 41.6 44.2 56.3 54.8
Old : 48.4 54.5 73.3 74.3 41.6 44.2 56.3 54.8
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 with Delta-adjusted Options and Futures Combined, February 21, 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 : 65,588: 13,064 8,709 280 31,788 50,106 45,132 59,096: 20,456 6,493
Old : 65,588: 13,064 8,709 280 31,788 50,106 45,132 59,096: 20,456 6,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 4,479: 118 9 -76 667 4,484 709 4,417: 3,770 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 13.3 0.4 48.5 76.4 68.8 90.1: 31.2 9.9
Old : 100.0: 19.9 13.3 0.4 48.5 76.4 68.8 90.1: 31.2 9.9
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 : 86: 19 14 2 35 29 55 44:
Old : 86: 19 14 2 35 29 55 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 35.0 35.8 55.7 24.9 32.4 34.4 51.0
Old : 24.9 35.0 35.8 55.7 24.9 32.4 34.4 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 387,164: 108,970 131,072 6,792 245,809 190,516 361,571 328,380: 25,593 58,783
Old : 387,164: 108,970 131,072 6,792 245,809 190,516 361,571 328,380: 25,593 58,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 33,022: 3,097 27,481 225 29,178 -10,379 32,500 17,327: 522 15,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 33.9 1.8 63.5 49.2 93.4 84.8: 6.6 15.2
Old : 100.0: 28.1 33.9 1.8 63.5 49.2 93.4 84.8: 6.6 15.2
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 : 221: 71 81 16 48 36 129 123:
Old : 221: 71 81 16 48 36 129 123:
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 : 44.8 33.1 56.6 44.9 31.0 22.3 38.3 29.3
Old : 44.8 33.1 56.6 44.9 31.0 22.3 38.3 29.3
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 with Delta-adjusted Options and Futures Combined, February 21, 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 : 64,110: 19,649 15,648 0 26,327 31,458 45,976 47,106: 18,134 17,004
Old : 64,110: 19,649 15,648 0 26,327 31,458 45,976 47,106: 18,134 17,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 125: -3,020 1,030 -3 910 -1,836 -2,113 -809: 2,238 934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 24.4 0.0 41.1 49.1 71.7 73.5: 28.3 26.5
Old : 100.0: 30.6 24.4 0.0 41.1 49.1 71.7 73.5: 28.3 26.5
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 : 47: 12 11 0 16 15 28 26:
Old : 47: 12 11 0 16 15 28 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 : 37.4 29.7 52.5 45.1 37.4 28.5 51.0 42.0
Old : 37.4 29.7 52.5 45.1 37.4 28.5 51.0 42.0
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 with Delta-adjusted Options and Futures Combined, February 21, 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 : 30,273: 5,371 6,676 2 19,863 17,057 25,236 23,736: 5,038 6,538
Old : 30,273: 5,371 6,676 2 19,863 17,057 25,236 23,736: 5,038 6,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -1,417: 3 400 0 78 -225 81 175: -1,498 -1,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 22.1 0.0 65.6 56.3 83.4 78.4: 16.6 21.6
Old : 100.0: 17.7 22.1 0.0 65.6 56.3 83.4 78.4: 16.6 21.6
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 : 59: 3 14 1 29 24 33 38:
Old : 59: 3 14 1 29 24 33 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 28.0 53.8 41.9 34.8 24.8 50.0 37.3
Old : 35.4 28.0 53.8 41.9 34.8 24.8 50.0 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 278,884: 34,380 58,727 2,952 220,760 203,802 258,092 265,481: 20,792 13,403
Old : 278,884: 34,380 58,727 2,952 220,760 203,802 258,092 265,481: 20,792 13,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 654: -3,572 -2,603 -1,462 7,495 1,624 2,461 -2,440: -1,807 3,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 21.1 1.1 79.2 73.1 92.5 95.2: 7.5 4.8
Old : 100.0: 12.3 21.1 1.1 79.2 73.1 92.5 95.2: 7.5 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 32 57 20 36 56 81 120:
Old : 160: 32 57 20 36 56 81 120:
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 : 57.5 29.2 68.7 45.4 53.9 27.6 62.4 41.4
Old : 57.5 29.2 68.7 45.4 53.9 27.6 62.4 41.4
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 with Delta-adjusted Options and Futures Combined, February 21, 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 : 71,886: 17,007 16,757 4,533 35,471 38,227 57,011 59,517: 14,875 12,369
Old : 71,886: 17,007 16,757 4,533 35,471 38,227 57,011 59,517: 14,875 12,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 4,884: 2,051 1,152 2 1,272 1,263 3,325 2,417: 1,559 2,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 23.3 6.3 49.3 53.2 79.3 82.8: 20.7 17.2
Old : 100.0: 23.7 23.3 6.3 49.3 53.2 79.3 82.8: 20.7 17.2
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 : 106: 30 26 8 21 32 59 63:
Old : 106: 30 26 8 21 32 59 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 32.9 45.3 45.1 29.8 25.6 39.2 36.9
Old : 33.4 32.9 45.3 45.1 29.8 25.6 39.2 36.9
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 with Delta-adjusted Options and Futures Combined, February 21, 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 : 41,164: 13,535 9,660 366 22,217 25,302 36,118 35,328: 5,046 5,836
Old : 41,164: 13,535 9,660 366 22,217 25,302 36,118 35,328: 5,046 5,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 5,954: 2,476 2,069 366 3,737 3,723 6,579 6,158: -625 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 23.5 0.9 54.0 61.5 87.7 85.8: 12.3 14.2
Old : 100.0: 32.9 23.5 0.9 54.0 61.5 87.7 85.8: 12.3 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 17 8 2 21 13 39 22:
Old : 55: 17 8 2 21 13 39 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 58.2 50.8 74.9 23.3 40.6 39.1 55.3
Old : 33.8 58.2 50.8 74.9 23.3 40.6 39.1 55.3
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 with Delta-adjusted Options and Futures Combined, February 21, 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 : 39,519: 3,041 3,497 1,478 12,934 31,379 17,453 36,354: 22,066 3,165
Old : 39,519: 3,041 3,497 1,478 12,934 31,379 17,453 36,354: 22,066 3,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 308: 391 800 1,147 -1,469 -1,711 69 236: 239 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 8.8 3.7 32.7 79.4 44.2 92.0: 55.8 8.0
Old : 100.0: 7.7 8.8 3.7 32.7 79.4 44.2 92.0: 55.8 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 5 10 4 19 27 27 39:
Old : 47: 5 10 4 19 27 27 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 42.7 34.0 59.0 11.6 38.0 16.6 48.5
Old : 24.4 42.7 34.0 59.0 11.6 38.0 16.6 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 24, 2006