MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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 : 37,332: 2 2,673 4,404 28,455 16,153 32,861 23,229: 4,472 14,103
Old : 37,332: 2 2,673 4,404 28,455 16,153 32,861 23,229: 4,472 14,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -1,962: 2 288 -410 -1,351 -888 -1,758 -1,010: -204 -952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.2 11.8 76.2 43.3 88.0 62.2: 12.0 37.8
Old : 100.0: 0.0 7.2 11.8 76.2 43.3 88.0 62.2: 12.0 37.8
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 : 46: 1 14 12 24 20 36 35:
Old : 46: 1 14 12 24 20 36 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 24.9 72.4 38.7 49.9 21.9 68.7 31.4
Old : 50.0 24.9 72.4 38.7 49.9 21.9 68.7 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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 : 158,820: 17,595 25,517 41,709 77,858 55,255 137,162 122,481: 21,658 36,339
Old : 155,631: 17,886 25,681 40,680 76,311 54,291 134,877 120,652: 20,753 34,978
Other: 3,190: 514 642 223 1,547 964 2,285 1,829: 905 1,361
: : :
: : Changes in Commitments from: February 28, 2006 :
: -130: -2,801 -1,110 1,977 1,151 -1,087 327 -220: -457 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 16.1 26.3 49.0 34.8 86.4 77.1: 13.6 22.9
Old : 100.0: 11.5 16.5 26.1 49.0 34.9 86.7 77.5: 13.3 22.5
Other: 100.0: 16.1 20.1 7.0 48.5 30.2 71.6 57.3: 28.4 42.7
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 59 68 89 35 37 149 162:
Old : 198: 60 68 89 33 37 146 162:
Other: 36: 7 10 6 9 12 20 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 : 32.7 20.5 44.7 28.8 32.7 19.4 43.2 25.7
Old : 33.4 20.8 45.6 29.2 33.4 19.8 43.9 26.2
Other: 38.1 27.8 58.4 40.6 38.1 26.1 57.3 38.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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 : 2,261: 614 174 251 718 669 1,582 1,094: 679 1,167
Old : 2,249: 614 174 245 718 669 1,576 1,088: 673 1,161
Other: 12: 0 0 6 0 0 6 6: 6 6
: : :
: : Changes in Commitments from: February 28, 2006 :
: 306: 289 34 122 -154 21 258 177: 48 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 7.7 11.1 31.8 29.6 70.0 48.4: 30.0 51.6
Old : 100.0: 27.3 7.7 10.9 31.9 29.7 70.1 48.4: 29.9 51.6
Other: 100.0: 0.0 0.0 50.0 0.0 0.0 50.0 50.0: 50.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 10 8 7 7 5 21 16:
Old : 27: 10 8 7 7 5 21 16:
Other: 1: 0 0 1 0 0 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 28.7 49.5 40.1 31.6 25.6 45.7 32.4
Old : 32.7 28.8 49.5 40.1 31.8 25.7 46.0 32.6
Other: 50.0 50.0 50.0 50.0 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, March 7, 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 : 239,258: 39,110 21,228 53,518 119,273 104,684 211,902 179,431: 27,356 59,826
Old : 239,258: 39,110 21,228 53,518 119,273 104,684 211,902 179,431: 27,356 59,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 2,086: -564 2,072 -2,375 4,564 -647 1,625 -950: 461 3,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 8.9 22.4 49.9 43.8 88.6 75.0: 11.4 25.0
Old : 100.0: 16.3 8.9 22.4 49.9 43.8 88.6 75.0: 11.4 25.0
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 : 304: 83 68 80 88 122 213 241:
Old : 304: 83 68 80 88 122 213 241:
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 : 22.7 13.7 33.7 20.7 22.7 8.5 32.6 12.7
Old : 22.7 13.7 33.7 20.7 22.7 8.5 32.6 12.7
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, March 7, 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 : 4,440: 1,699 458 437 779 2,021 2,916 2,917: 1,523 1,523
Old : 4,440: 1,699 458 437 779 2,021 2,916 2,917: 1,523 1,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -477: 30 -113 -139 -316 -363 -426 -615: -52 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 10.3 9.9 17.6 45.5 65.7 65.7: 34.3 34.3
Old : 100.0: 38.3 10.3 9.9 17.6 45.5 65.7 65.7: 34.3 34.3
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 : 45: 15 9 8 8 17 26 32:
Old : 45: 15 9 8 8 17 26 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 29.8 42.0 39.8 28.5 28.3 39.6 36.4
Old : 28.5 29.8 42.0 39.8 28.5 28.3 39.6 36.4
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, March 7, 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 : 43,034: 14,421 4,333 7,216 14,491 11,024 36,128 22,573: 6,906 20,461
Old : 43,034: 14,421 4,333 7,216 14,491 11,024 36,128 22,573: 6,906 20,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 1,743: 1,353 -31 533 -52 -247 1,834 255: -91 1,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 10.1 16.8 33.7 25.6 84.0 52.5: 16.0 47.5
Old : 100.0: 33.5 10.1 16.8 33.7 25.6 84.0 52.5: 16.0 47.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 40 39 34 68 66 128 126:
Old : 177: 40 39 34 68 66 128 126:
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 : 18.9 8.6 27.9 15.2 18.5 5.4 25.5 8.8
Old : 18.9 8.6 27.9 15.2 18.5 5.4 25.5 8.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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 : 142,973: 55,397 14,685 3,677 41,330 106,630 100,403 124,991: 42,570 17,982
Old : 142,973: 55,397 14,685 3,677 41,330 106,630 100,403 124,991: 42,570 17,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 8,958: -1,309 -3,377 1,447 11,231 16,676 11,369 14,746: -2,412 -5,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 10.3 2.6 28.9 74.6 70.2 87.4: 29.8 12.6
Old : 100.0: 38.7 10.3 2.6 28.9 74.6 70.2 87.4: 29.8 12.6
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 : 86: 30 18 9 25 27 60 49:
Old : 86: 30 18 9 25 27 60 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 : 23.9 42.8 34.4 61.4 20.9 39.4 29.6 54.9
Old : 23.9 42.8 34.4 61.4 20.9 39.4 29.6 54.9
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, March 7, 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 : 128,812: 16,305 62,198 113 102,674 38,945 119,093 101,256: 9,720 27,556
Old : 128,812: 16,305 62,198 113 102,674 38,945 119,093 101,256: 9,720 27,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -6,923: -98 -22,373 -240 -5,291 14,398 -5,629 -8,215: -1,294 1,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 48.3 0.1 79.7 30.2 92.5 78.6: 7.5 21.4
Old : 100.0: 12.7 48.3 0.1 79.7 30.2 92.5 78.6: 7.5 21.4
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 : 64: 9 32 2 19 16 29 49:
Old : 64: 9 32 2 19 16 29 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 : 50.1 30.4 75.3 42.9 49.5 29.8 73.0 42.2
Old : 50.1 30.4 75.3 42.9 49.5 29.8 73.0 42.2
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, March 7, 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 : 98,842: 40,730 6,170 1,486 50,344 87,361 92,560 95,017: 6,282 3,825
Old : 98,842: 40,730 6,170 1,486 50,344 87,361 92,560 95,017: 6,282 3,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -14,836: -26,221 2,124 750 10,445 -19,107 -15,025 -16,233: 190 1,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 6.2 1.5 50.9 88.4 93.6 96.1: 6.4 3.9
Old : 100.0: 41.2 6.2 1.5 50.9 88.4 93.6 96.1: 6.4 3.9
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 : 76: 34 16 7 20 15 58 35:
Old : 76: 34 16 7 20 15 58 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 65.7 51.9 84.8 24.6 49.0 39.4 61.8
Old : 31.7 65.7 51.9 84.8 24.6 49.0 39.4 61.8
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, March 7, 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 : 106,948: 14,827 27,447 509 72,276 53,208 87,611 81,164: 19,337 25,784
Old : 106,948: 14,827 27,447 509 72,276 53,208 87,611 81,164: 19,337 25,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 4,971: 43 4,114 -831 5,355 -2,590 4,567 692: 404 4,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 25.7 0.5 67.6 49.8 81.9 75.9: 18.1 24.1
Old : 100.0: 13.9 25.7 0.5 67.6 49.8 81.9 75.9: 18.1 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 : 65: 13 19 3 24 22 39 42:
Old : 65: 13 19 3 24 22 39 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 : 35.6 36.0 58.2 49.8 35.6 30.5 54.5 41.7
Old : 35.6 36.0 58.2 49.8 35.6 30.5 54.5 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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 : 289,728: 36,046 78,572 2,452 214,349 170,921 252,847 251,946: 36,881 37,782
Old : 289,728: 36,046 78,572 2,452 214,349 170,921 252,847 251,946: 36,881 37,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 43,584: -2,879 14,173 -2,582 47,887 26,971 42,427 38,562: 1,157 5,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 27.1 0.8 74.0 59.0 87.3 87.0: 12.7 13.0
Old : 100.0: 12.4 27.1 0.8 74.0 59.0 87.3 87.0: 12.7 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 17 32 10 35 30 57 67:
Old : 92: 17 32 10 35 30 57 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 27.6 61.2 44.4 34.3 21.1 45.2 30.1
Old : 43.5 27.6 61.2 44.4 34.3 21.1 45.2 30.1
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, March 7, 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 : 195,913: 47,562 36,429 13,665 79,564 100,759 140,790 150,852: 55,122 45,060
Old : 195,913: 47,562 36,429 13,665 79,564 100,759 140,790 150,852: 55,122 45,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 13,943: -1,592 2,414 -317 19,201 16,492 17,292 18,590: -3,349 -4,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 18.6 7.0 40.6 51.4 71.9 77.0: 28.1 23.0
Old : 100.0: 24.3 18.6 7.0 40.6 51.4 71.9 77.0: 28.1 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 : 125: 42 42 33 32 31 88 93:
Old : 125: 42 42 33 32 31 88 93:
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 : 22.3 32.1 33.5 45.9 19.5 30.3 29.9 40.5
Old : 22.3 32.1 33.5 45.9 19.5 30.3 29.9 40.5
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, March 7, 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 : 17,982: 4,364 1,518 123 12,566 14,459 17,053 16,100: 929 1,882
Old : 17,982: 4,364 1,518 123 12,566 14,459 17,053 16,100: 929 1,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 3,506: 91 145 123 3,728 3,096 3,942 3,364: -436 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 8.4 0.7 69.9 80.4 94.8 89.5: 5.2 10.5
Old : 100.0: 24.3 8.4 0.7 69.9 80.4 94.8 89.5: 5.2 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 6 6 1 14 10 20 17:
Old : 31: 6 6 1 14 10 20 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 : 54.3 62.6 78.7 79.0 54.3 55.9 67.8 65.5
Old : 54.3 62.6 78.7 79.0 54.3 55.9 67.8 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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 : 43,909: 8,286 1,980 1,243 28,616 36,337 38,145 39,560: 5,764 4,349
Old : 43,909: 8,286 1,980 1,243 28,616 36,337 38,145 39,560: 5,764 4,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 2,257: 397 -362 810 -580 938 627 1,386: 1,630 871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 4.5 2.8 65.2 82.8 86.9 90.1: 13.1 9.9
Old : 100.0: 18.9 4.5 2.8 65.2 82.8 86.9 90.1: 13.1 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 : 23: 5 3 3 11 13 17 18:
Old : 23: 5 3 3 11 13 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 51.3 69.5 77.6 50.4 50.5 65.1 70.9
Old : 52.4 51.3 69.5 77.6 50.4 50.5 65.1 70.9
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, March 7, 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 :17,574,194: 801,699 1,196,802 6,355,179 9,326,821 8,415,070 16,483,700 15,967,051: 1,090,494 1,607,143
Old :17,574,194: 801,699 1,196,802 6,355,179 9,326,821 8,415,070 16,483,700 15,967,051: 1,090,494 1,607,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 794,385: 90,357 -98,842 408,013 278,104 444,449 776,474 753,620: 17,911 40,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 6.8 36.2 53.1 47.9 93.8 90.9: 6.2 9.1
Old : 100.0: 4.6 6.8 36.2 53.1 47.9 93.8 90.9: 6.2 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 75 86 126 158 166 305 313:
Old : 344: 75 86 126 158 166 305 313:
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 15.5 35.6 25.0 19.2 7.0 22.8 11.2
Old : 24.4 15.5 35.6 25.0 19.2 7.0 22.8 11.2
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, March 7, 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 : 781,343: 68,830 47,848 56,481 490,049 546,997 615,359 651,327: 165,984 130,017
Old : 781,343: 68,830 47,848 56,481 490,049 546,997 615,359 651,327: 165,984 130,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 38,561: 1,218 6,454 18,168 9,133 12,539 28,520 37,161: 10,041 1,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 6.1 7.2 62.7 70.0 78.8 83.4: 21.2 16.6
Old : 100.0: 8.8 6.1 7.2 62.7 70.0 78.8 83.4: 21.2 16.6
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 : 209: 44 51 61 93 68 176 141:
Old : 209: 44 51 61 93 68 176 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 28.0 25.0 39.3 17.3 27.3 24.6 38.6
Old : 17.4 28.0 25.0 39.3 17.3 27.3 24.6 38.6
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, March 7, 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 : 1,403,750: 244,725 398,142 71,146 788,588 805,179 1,104,459 1,274,467: 299,291 129,283
Old : 1,403,750: 244,725 398,142 71,146 788,588 805,179 1,104,459 1,274,467: 299,291 129,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 137,553: -4,587 -35,299 29,829 132,644 145,803 157,886 140,333: -20,333 -2,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 28.4 5.1 56.2 57.4 78.7 90.8: 21.3 9.2
Old : 100.0: 17.4 28.4 5.1 56.2 57.4 78.7 90.8: 21.3 9.2
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 : 250: 64 74 52 78 75 176 169:
Old : 250: 64 74 52 78 75 176 169:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 26.9 33.9 40.7 15.6 19.8 23.7 31.4
Old : 22.4 26.9 33.9 40.7 15.6 19.8 23.7 31.4
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, March 7, 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 : 13,088: 2,402 733 29 6,403 10,891 8,834 11,653: 4,254 1,435
Old : 13,088: 2,402 733 29 6,403 10,891 8,834 11,653: 4,254 1,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 976: -98 0 29 518 653 449 682: 527 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 5.6 0.2 48.9 83.2 67.5 89.0: 32.5 11.0
Old : 100.0: 18.4 5.6 0.2 48.9 83.2 67.5 89.0: 32.5 11.0
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 : 29: 5 1 1 14 16 19 18:
Old : 29: 5 1 1 14 16 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 48.7 47.2 70.1 29.6 47.2 46.2 67.3
Old : 30.3 48.7 47.2 70.1 29.6 47.2 46.2 67.3
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, March 7, 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 : 53,137: 6,479 12,445 604 39,896 36,392 46,979 49,441: 6,158 3,696
Old : 53,137: 6,479 12,445 604 39,896 36,392 46,979 49,441: 6,158 3,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 5,276: -379 1,514 604 5,656 3,121 5,881 5,239: -605 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 23.4 1.1 75.1 68.5 88.4 93.0: 11.6 7.0
Old : 100.0: 12.2 23.4 1.1 75.1 68.5 88.4 93.0: 11.6 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 6 9 1 26 24 33 33:
Old : 54: 6 9 1 26 24 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 50.0 69.9 67.9 50.7 48.0 66.5 65.9
Old : 51.4 50.0 69.9 67.9 50.7 48.0 66.5 65.9
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, March 7, 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 : 5,005: 3,343 373 512 925 4,120 4,780 5,005: 225 0
Old : 5,005: 3,343 373 512 925 4,120 4,780 5,005: 225 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -6,127: -516 -1,635 -317 -5,279 -4,019 -6,112 -5,972: -15 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 7.4 10.2 18.5 82.3 95.5 100.0: 4.5 0.0
Old : 100.0: 66.8 7.4 10.2 18.5 82.3 95.5 100.0: 4.5 0.0
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 : 22: 10 3 5 5 8 17 14:
Old : 22: 10 3 5 5 8 17 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 : 54.4 83.2 80.0 95.0 51.7 80.6 74.1 85.6
Old : 54.4 83.2 80.0 95.0 51.7 80.6 74.1 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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 : 75,162: 13,366 9,188 940 38,049 55,822 52,355 65,951: 22,807 9,211
Old : 75,162: 13,366 9,188 940 38,049 55,822 52,355 65,951: 22,807 9,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 6,454: -149 863 684 3,862 3,036 4,396 4,583: 2,058 1,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 12.2 1.3 50.6 74.3 69.7 87.7: 30.3 12.3
Old : 100.0: 17.8 12.2 1.3 50.6 74.3 69.7 87.7: 30.3 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 : 86: 20 15 5 36 30 58 48:
Old : 86: 20 15 5 36 30 58 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 : 29.3 29.6 39.9 49.4 23.7 27.3 31.9 43.6
Old : 29.3 29.6 39.9 49.4 23.7 27.3 31.9 43.6
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, March 7, 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 : 415,077: 113,958 124,094 12,220 265,306 199,400 391,484 335,714: 23,593 79,363
Old : 415,077: 113,958 124,094 12,220 265,306 199,400 391,484 335,714: 23,593 79,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 37,578: 7,994 14,988 3,895 27,738 7,562 39,627 26,444: -2,049 11,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 29.9 2.9 63.9 48.0 94.3 80.9: 5.7 19.1
Old : 100.0: 27.5 29.9 2.9 63.9 48.0 94.3 80.9: 5.7 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 67 79 16 49 45 126 131:
Old : 221: 67 79 16 49 45 126 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 30.1 55.9 40.4 30.5 19.0 39.1 25.4
Old : 45.6 30.1 55.9 40.4 30.5 19.0 39.1 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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 : 67,966: 16,803 19,699 578 36,511 32,067 53,892 52,344: 14,074 15,622
Old : 67,966: 16,803 19,699 578 36,511 32,067 53,892 52,344: 14,074 15,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 8,565: 628 4,899 305 10,368 2,798 11,301 8,002: -2,736 563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 29.0 0.9 53.7 47.2 79.3 77.0: 20.7 23.0
Old : 100.0: 24.7 29.0 0.9 53.7 47.2 79.3 77.0: 20.7 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 : 49: 12 12 3 19 15 33 28:
Old : 49: 12 12 3 19 15 33 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 33.2 51.5 49.4 32.7 32.4 45.6 45.2
Old : 35.5 33.2 51.5 49.4 32.7 32.4 45.6 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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 : 34,260: 5,384 6,816 194 23,257 19,554 28,835 26,565: 5,425 7,696
Old : 34,260: 5,384 6,816 194 23,257 19,554 28,835 26,565: 5,425 7,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 2,681: 6 132 191 2,320 1,855 2,517 2,178: 165 503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 19.9 0.6 67.9 57.1 84.2 77.5: 15.8 22.5
Old : 100.0: 15.7 19.9 0.6 67.9 57.1 84.2 77.5: 15.8 22.5
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 : 57: 3 15 3 28 20 34 35:
Old : 57: 3 15 3 28 20 34 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 30.2 57.3 44.6 31.5 21.6 44.3 31.6
Old : 38.7 30.2 57.3 44.6 31.5 21.6 44.3 31.6
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, March 7, 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 : 310,047: 31,723 72,747 6,866 244,828 216,508 283,416 296,120: 26,631 13,927
Old : 310,047: 31,723 72,747 6,866 244,828 216,508 283,416 296,120: 26,631 13,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 21,273: -3,809 7,481 4,081 17,917 6,998 18,189 18,560: 3,084 2,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 23.5 2.2 79.0 69.8 91.4 95.5: 8.6 4.5
Old : 100.0: 10.2 23.5 2.2 79.0 69.8 91.4 95.5: 8.6 4.5
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 : 166: 37 56 24 38 57 85 127:
Old : 166: 37 56 24 38 57 85 127:
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 : 57.8 27.2 68.9 43.3 53.8 25.5 61.1 39.2
Old : 57.8 27.2 68.9 43.3 53.8 25.5 61.1 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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 : 75,616: 19,799 15,347 2,571 37,568 45,116 59,938 63,034: 15,678 12,582
Old : 75,616: 19,799 15,347 2,571 37,568 45,116 59,938 63,034: 15,678 12,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 2,343: 835 -903 -2,105 2,096 4,388 826 1,380: 1,517 963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 20.3 3.4 49.7 59.7 79.3 83.4: 20.7 16.6
Old : 100.0: 26.2 20.3 3.4 49.7 59.7 79.3 83.4: 20.7 16.6
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 : 101: 32 23 12 30 32 68 61:
Old : 101: 32 23 12 30 32 68 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 36.5 41.7 49.3 24.1 28.3 34.7 38.8
Old : 28.8 36.5 41.7 49.3 24.1 28.3 34.7 38.8
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, March 7, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 51,160: 13,243 11,614 4,914 25,200 29,058 43,357 45,586: 7,803 5,574
Old : 51,160: 13,243 11,614 4,914 25,200 29,058 43,357 45,586: 7,803 5,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 6,949: -1,300 1,482 4,134 2,276 2,533 5,110 8,149: 1,839 -1,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 22.7 9.6 49.3 56.8 84.7 89.1: 15.3 10.9
Old : 100.0: 25.9 22.7 9.6 49.3 56.8 84.7 89.1: 15.3 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 16 13 12 22 17 44 37:
Old : 61: 16 13 12 22 17 44 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 : 33.4 48.9 50.0 66.5 19.4 33.5 31.7 45.0
Old : 33.4 48.9 50.0 66.5 19.4 33.5 31.7 45.0
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, March 7, 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 : 44,413: 5,207 2,930 1,631 16,430 32,917 23,268 37,478: 21,145 6,935
Old : 44,413: 5,207 2,930 1,631 16,430 32,917 23,268 37,478: 21,145 6,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 5,128: 2,086 333 153 2,975 2,788 5,214 3,274: -86 1,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 6.6 3.7 37.0 74.1 52.4 84.4: 47.6 15.6
Old : 100.0: 11.7 6.6 3.7 37.0 74.1 52.4 84.4: 47.6 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 11 13 6 20 29 34 46:
Old : 57: 11 13 6 20 29 34 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 41.2 35.7 56.0 11.8 33.6 16.9 42.8
Old : 26.5 41.2 35.7 56.0 11.8 33.6 16.9 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 10, 2006