MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 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 : 38,525: 749 3,380 3,998 28,630 16,278 33,377 23,656: 5,148 14,869
Old : 38,525: 749 3,380 3,998 28,630 16,278 33,377 23,656: 5,148 14,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -2,745: 103 827 -550 -2,210 -1,117 -2,656 -839: -88 -1,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 8.8 10.4 74.3 42.3 86.6 61.4: 13.4 38.6
Old : 100.0: 1.9 8.8 10.4 74.3 42.3 86.6 61.4: 13.4 38.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 1 15 11 21 18 33 33:
Old : 46: 1 15 11 21 18 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 : 50.0 24.5 70.9 38.2 50.0 21.2 67.6 30.9
Old : 50.0 24.5 70.9 38.2 50.0 21.2 67.6 30.9
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, April 4, 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 : 153,753: 17,096 28,480 37,835 80,997 53,246 135,929 119,561: 17,824 34,192
Old : 149,620: 17,446 29,131 36,224 79,251 51,808 132,921 117,163: 16,699 32,457
Other: 4,133: 950 649 312 1,746 1,438 3,008 2,399: 1,125 1,734
: : :
: : Changes in Commitments from: March 28, 2006 :
: 2,536: -193 2,622 3,392 -1,069 -2,837 2,130 3,177: 406 -641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 18.5 24.6 52.7 34.6 88.4 77.8: 11.6 22.2
Old : 100.0: 11.7 19.5 24.2 53.0 34.6 88.8 78.3: 11.2 21.7
Other: 100.0: 23.0 15.7 7.6 42.2 34.8 72.8 58.0: 27.2 42.0
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 56 71 80 40 37 145 164:
Old : 203: 61 72 79 37 37 140 164:
Other: 48: 13 13 8 11 14 30 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 21.9 47.0 29.7 34.1 18.1 44.8 24.4
Old : 35.1 22.3 48.2 30.2 35.1 18.4 46.0 25.0
Other: 33.5 27.9 51.6 39.3 33.5 24.0 50.6 35.1
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,768: 341 315 93 754 540 1,189 949: 580 820
Old : 1,755: 341 316 86 754 540 1,182 943: 574 813
Other: 13: 1 0 6 0 0 7 6: 6 7
: : :
: : Changes in Commitments from: March 28, 2006 :
: -108: -160 123 -50 222 -144 12 -71: -119 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 17.8 5.3 42.6 30.5 67.2 53.7: 32.8 46.3
Old : 100.0: 19.4 18.0 4.9 43.0 30.8 67.3 53.7: 32.7 46.3
Other: 100.0: 7.7 0.0 46.2 0.0 0.0 53.8 46.2: 46.2 53.8
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 7 7 4 7 5 16 14:
Old : 23: 7 7 4 7 5 16 14:
Other: 1: 1 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 : 42.8 34.0 56.6 43.9 40.0 33.8 53.8 42.2
Old : 43.1 34.3 57.0 43.9 40.3 34.0 54.2 42.5
Other: 53.8 46.2 53.8 46.2 7.7 0.0 7.7 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 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 : 285,524: 44,435 43,032 72,670 133,607 108,699 250,712 224,402: 34,812 61,123
Old : 285,524: 44,435 43,032 72,670 133,607 108,699 250,712 224,402: 34,812 61,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 11,724: 4,948 1,062 1,082 4,272 9,241 10,302 11,385: 1,421 339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 15.1 25.5 46.8 38.1 87.8 78.6: 12.2 21.4
Old : 100.0: 15.6 15.1 25.5 46.8 38.1 87.8 78.6: 12.2 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 : 332: 73 88 84 114 138 232 282:
Old : 332: 73 88 84 114 138 232 282:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 13.9 32.5 22.1 19.3 5.6 27.5 9.9
Old : 20.2 13.9 32.5 22.1 19.3 5.6 27.5 9.9
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, April 4, 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 : 5,504: 1,753 803 690 1,063 1,577 3,505 3,069: 1,999 2,435
Old : 5,504: 1,753 803 690 1,063 1,577 3,505 3,069: 1,999 2,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 937: 137 -43 -35 185 193 287 115: 650 823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 14.6 12.5 19.3 28.6 63.7 55.8: 36.3 44.2
Old : 100.0: 31.8 14.6 12.5 19.3 28.6 63.7 55.8: 36.3 44.2
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 : 56: 16 18 13 16 18 38 43:
Old : 56: 16 18 13 16 18 38 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 16.2 40.9 25.1 26.8 11.1 35.4 17.8
Old : 26.8 16.2 40.9 25.1 26.8 11.1 35.4 17.8
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, April 4, 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 : 40,008: 12,825 5,467 7,533 13,485 8,842 33,844 21,843: 6,164 18,165
Old : 40,008: 12,825 5,467 7,533 13,485 8,842 33,844 21,843: 6,164 18,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -4,252: -2,226 109 -982 -1,339 -1,347 -4,548 -2,221: 296 -2,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 13.7 18.8 33.7 22.1 84.6 54.6: 15.4 45.4
Old : 100.0: 32.1 13.7 18.8 33.7 22.1 84.6 54.6: 15.4 45.4
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 : 174: 35 46 31 65 63 117 129:
Old : 174: 35 46 31 65 63 117 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 12.7 33.3 19.3 20.9 5.5 27.9 8.5
Old : 22.2 12.7 33.3 19.3 20.9 5.5 27.9 8.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 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 : 92,245: 12,485 16,698 4,081 38,278 53,064 54,844 73,843: 37,401 18,402
Old : 92,245: 12,485 16,698 4,081 38,278 53,064 54,844 73,843: 37,401 18,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -3,355: -2,142 -5,527 966 -257 1,122 -1,433 -3,439: -1,921 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 18.1 4.4 41.5 57.5 59.5 80.1: 40.5 19.9
Old : 100.0: 13.5 18.1 4.4 41.5 57.5 59.5 80.1: 40.5 19.9
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 : 75: 21 20 10 21 24 45 51:
Old : 75: 21 20 10 21 24 45 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 32.9 34.0 45.1 19.7 30.0 27.6 40.1
Old : 23.1 32.9 34.0 45.1 19.7 30.0 27.6 40.1
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, April 4, 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 : 80,222: 7,687 45,543 145 62,779 11,331 70,611 57,019: 9,611 23,203
Old : 80,222: 7,687 45,543 145 62,779 11,331 70,611 57,019: 9,611 23,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -5,676: 1,642 -5,814 -249 -9,757 -275 -8,364 -6,337: 2,688 662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 56.8 0.2 78.3 14.1 88.0 71.1: 12.0 28.9
Old : 100.0: 9.6 56.8 0.2 78.3 14.1 88.0 71.1: 12.0 28.9
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 : 50: 10 25 1 10 10 21 35:
Old : 50: 10 25 1 10 10 21 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 : 66.7 34.3 78.8 45.9 66.7 34.3 76.8 45.9
Old : 66.7 34.3 78.8 45.9 66.7 34.3 76.8 45.9
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, April 4, 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 : 79,910: 16,625 19,831 303 59,162 56,308 76,090 76,442: 3,820 3,468
Old : 79,910: 16,625 19,831 303 59,162 56,308 76,090 76,442: 3,820 3,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 9,407: -4,114 10,314 -446 14,985 -506 10,425 9,362: -1,018 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 24.8 0.4 74.0 70.5 95.2 95.7: 4.8 4.3
Old : 100.0: 20.8 24.8 0.4 74.0 70.5 95.2 95.7: 4.8 4.3
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 : 69: 15 27 2 20 13 36 41:
Old : 69: 15 27 2 20 13 36 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 : 47.8 64.4 68.8 77.3 40.6 46.1 54.4 57.7
Old : 47.8 64.4 68.8 77.3 40.6 46.1 54.4 57.7
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, April 4, 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 : 82,697: 13,803 24,887 1,535 49,914 32,788 65,252 59,211: 17,445 23,486
Old : 82,697: 13,803 24,887 1,535 49,914 32,788 65,252 59,211: 17,445 23,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 12,109: 1,501 5,918 125 7,301 4,576 8,926 10,618: 3,183 1,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 30.1 1.9 60.4 39.6 78.9 71.6: 21.1 28.4
Old : 100.0: 16.7 30.1 1.9 60.4 39.6 78.9 71.6: 21.1 28.4
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: 13 21 5 22 16 36 41:
Old : 64: 13 21 5 22 16 36 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 : 32.2 31.2 51.4 43.5 29.8 24.2 46.6 36.2
Old : 32.2 31.2 51.4 43.5 29.8 24.2 46.6 36.2
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, April 4, 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 : 234,809: 29,716 63,515 5,142 165,010 131,805 199,868 200,461: 34,941 34,348
Old : 234,809: 29,716 63,515 5,142 165,010 131,805 199,868 200,461: 34,941 34,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 10,313: 3,166 5,867 365 1,031 3,636 4,562 9,869: 5,751 444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 27.0 2.2 70.3 56.1 85.1 85.4: 14.9 14.6
Old : 100.0: 12.7 27.0 2.2 70.3 56.1 85.1 85.4: 14.9 14.6
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 : 102: 25 41 10 28 24 59 69:
Old : 102: 25 41 10 28 24 59 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 : 47.4 33.3 62.7 49.8 38.4 25.1 45.8 36.1
Old : 47.4 33.3 62.7 49.8 38.4 25.1 45.8 36.1
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, April 4, 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 : 197,383: 64,326 14,962 22,947 53,553 116,838 140,825 154,747: 56,557 42,635
Old : 197,383: 64,326 14,962 22,947 53,553 116,838 140,825 154,747: 56,557 42,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 30,756: 12,167 -582 5,498 11,388 19,970 29,054 24,886: 1,702 5,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 7.6 11.6 27.1 59.2 71.3 78.4: 28.7 21.6
Old : 100.0: 32.6 7.6 11.6 27.1 59.2 71.3 78.4: 28.7 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 : 135: 57 34 45 28 33 107 90:
Old : 135: 57 34 45 28 33 107 90:
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 : 18.6 33.0 31.8 46.3 18.2 31.8 28.9 44.1
Old : 18.6 33.0 31.8 46.3 18.2 31.8 28.9 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 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 : 12,473: 3,002 2,614 0 7,488 7,864 10,490 10,478: 1,983 1,995
Old : 12,473: 3,002 2,614 0 7,488 7,864 10,490 10,478: 1,983 1,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 226: -227 284 0 430 184 203 468: 23 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 21.0 0.0 60.0 63.0 84.1 84.0: 15.9 16.0
Old : 100.0: 24.1 21.0 0.0 60.0 63.0 84.1 84.0: 15.9 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 6 0 12 8 17 14:
Old : 29: 5 6 0 12 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 : 47.1 63.5 66.6 78.6 47.1 61.7 66.6 76.1
Old : 47.1 63.5 66.6 78.6 47.1 61.7 66.6 76.1
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, April 4, 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 : 72,465: 29,662 873 1,949 38,232 64,739 69,843 67,561: 2,622 4,904
Old : 72,465: 29,662 873 1,949 38,232 64,739 69,843 67,561: 2,622 4,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 2,695: 1,995 0 209 2,302 4,364 4,506 4,573: -1,811 -1,878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 1.2 2.7 52.8 89.3 96.4 93.2: 3.6 6.8
Old : 100.0: 40.9 1.2 2.7 52.8 89.3 96.4 93.2: 3.6 6.8
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 : 32: 7 1 3 13 19 20 23:
Old : 32: 7 1 3 13 19 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 57.1 70.8 76.0 46.1 57.1 66.1 73.7
Old : 47.6 57.1 70.8 76.0 46.1 57.1 66.1 73.7
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, April 4, 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 :17,024,146: 860,685 1,212,170 6,147,261 8,849,349 8,015,936 15,857,295 15,375,367: 1,166,851 1,648,779
Old :17,024,146: 860,685 1,212,170 6,147,261 8,849,349 8,015,936 15,857,295 15,375,367: 1,166,851 1,648,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 877,403: 21,069 295,389 371,370 389,514 97,548 781,953 764,308: 95,450 113,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 7.1 36.1 52.0 47.1 93.1 90.3: 6.9 9.7
Old : 100.0: 5.1 7.1 36.1 52.0 47.1 93.1 90.3: 6.9 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 : 324: 78 75 120 147 155 285 296:
Old : 324: 78 75 120 147 155 285 296:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 17.4 38.0 26.7 19.5 6.6 23.4 10.1
Old : 25.6 17.4 38.0 26.7 19.5 6.6 23.4 10.1
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, April 4, 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 : 720,534: 68,905 58,260 40,523 470,578 502,409 580,006 601,192: 140,528 119,341
Old : 720,534: 68,905 58,260 40,523 470,578 502,409 580,006 601,192: 140,528 119,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -1,314: 2,502 665 6,483 -4,810 4,259 4,175 11,406: -5,489 -12,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 8.1 5.6 65.3 69.7 80.5 83.4: 19.5 16.6
Old : 100.0: 9.6 8.1 5.6 65.3 69.7 80.5 83.4: 19.5 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 : 210: 49 46 62 91 64 176 136:
Old : 210: 49 46 62 91 64 176 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 27.9 26.5 40.4 18.5 27.4 26.3 39.7
Old : 18.7 27.9 26.5 40.4 18.5 27.4 26.3 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 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 : 1,202,335: 201,474 314,230 36,702 644,034 724,141 882,210 1,075,073: 320,125 127,261
Old : 1,202,335: 201,474 314,230 36,702 644,034 724,141 882,210 1,075,073: 320,125 127,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 18,859: 40,846 15,608 -5,481 68,916 8,513 104,281 18,640: -85,422 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 26.1 3.1 53.6 60.2 73.4 89.4: 26.6 10.6
Old : 100.0: 16.8 26.1 3.1 53.6 60.2 73.4 89.4: 26.6 10.6
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 : 221: 56 58 40 77 70 161 140:
Old : 221: 56 58 40 77 70 161 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 31.4 29.6 45.9 17.2 28.5 25.7 40.0
Old : 19.0 31.4 29.6 45.9 17.2 28.5 25.7 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 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 : 11,091: 1,954 705 0 5,545 8,845 7,499 9,550: 3,592 1,541
Old : 11,091: 1,954 705 0 5,545 8,845 7,499 9,550: 3,592 1,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -65: -1 0 0 -273 -60 -274 -60: 209 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 6.4 0.0 50.0 79.7 67.6 86.1: 32.4 13.9
Old : 100.0: 17.6 6.4 0.0 50.0 79.7 67.6 86.1: 32.4 13.9
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 : 26: 4 1 1 12 13 16 15:
Old : 26: 4 1 1 12 13 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 45.4 49.0 71.8 31.8 43.2 48.8 67.6
Old : 31.8 45.4 49.0 71.8 31.8 43.2 48.8 67.6
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, April 4, 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 : 46,857: 8,728 11,655 0 29,712 32,294 38,440 43,949: 8,417 2,908
Old : 46,857: 8,728 11,655 0 29,712 32,294 38,440 43,949: 8,417 2,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 2,418: 720 -1,711 0 764 3,833 1,484 2,122: 934 296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 24.9 0.0 63.4 68.9 82.0 93.8: 18.0 6.2
Old : 100.0: 18.6 24.9 0.0 63.4 68.9 82.0 93.8: 18.0 6.2
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: 8 9 0 20 25 28 34:
Old : 55: 8 9 0 20 25 28 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 37.0 59.5 57.5 40.6 35.1 55.6 55.4
Old : 43.7 37.0 59.5 57.5 40.6 35.1 55.6 55.4
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, April 4, 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 : 59,912: 16,924 12,120 261 33,065 35,530 50,250 47,912: 9,662 12,000
Old : 59,912: 16,924 12,120 261 33,065 35,530 50,250 47,912: 9,662 12,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 3,259: 1,169 927 152 739 -1,020 2,060 60: 1,198 3,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 20.2 0.4 55.2 59.3 83.9 80.0: 16.1 20.0
Old : 100.0: 28.2 20.2 0.4 55.2 59.3 83.9 80.0: 16.1 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 19 16 6 27 25 49 44:
Old : 80: 19 16 6 27 25 49 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 : 39.8 31.3 51.7 47.0 39.8 31.2 51.2 45.8
Old : 39.8 31.3 51.7 47.0 39.8 31.2 51.2 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 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 : 291,687: 105,570 112,575 7,736 124,600 149,558 237,906 269,869: 53,781 21,818
Old : 291,687: 105,570 112,575 7,736 124,600 149,558 237,906 269,869: 53,781 21,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 38,254: 35,326 -9,777 2,200 -18,950 41,164 18,576 33,586: 19,678 4,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 38.6 2.7 42.7 51.3 81.6 92.5: 18.4 7.5
Old : 100.0: 36.2 38.6 2.7 42.7 51.3 81.6 92.5: 18.4 7.5
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 : 211: 84 58 11 40 45 132 106:
Old : 211: 84 58 11 40 45 132 106:
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 : 26.0 26.9 34.5 43.0 23.5 25.4 31.8 40.0
Old : 26.0 26.9 34.5 43.0 23.5 25.4 31.8 40.0
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, April 4, 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 : 66,818: 21,693 27,570 955 30,227 16,853 52,876 45,378: 13,942 21,440
Old : 66,818: 21,693 27,570 955 30,227 16,853 52,876 45,378: 13,942 21,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -3,730: 3,110 -4,430 -66 -6,058 2,666 -3,014 -1,830: -716 -1,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 41.3 1.4 45.2 25.2 79.1 67.9: 20.9 32.1
Old : 100.0: 32.5 41.3 1.4 45.2 25.2 79.1 67.9: 20.9 32.1
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 : 57: 14 19 3 16 13 32 33:
Old : 57: 14 19 3 16 13 32 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 : 32.9 24.5 50.6 39.9 31.5 24.2 48.4 39.6
Old : 32.9 24.5 50.6 39.9 31.5 24.2 48.4 39.6
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, April 4, 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 : 30,630: 5,310 4,895 21 21,578 18,753 26,909 23,669: 3,720 6,960
Old : 30,630: 5,310 4,895 21 21,578 18,753 26,909 23,669: 3,720 6,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -237: 74 -170 1 -411 -32 -336 -201: 98 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 16.0 0.1 70.4 61.2 87.9 77.3: 12.1 22.7
Old : 100.0: 17.3 16.0 0.1 70.4 61.2 87.9 77.3: 12.1 22.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 6 9 1 28 27 35 36:
Old : 62: 6 9 1 28 27 35 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 29.4 52.6 43.5 37.0 26.8 52.1 40.8
Old : 37.5 29.4 52.6 43.5 37.0 26.8 52.1 40.8
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, April 4, 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 : 308,311: 78,364 67,388 5,019 202,401 223,022 285,784 295,429: 22,527 12,882
Old : 308,311: 78,364 67,388 5,019 202,401 223,022 285,784 295,429: 22,527 12,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 11,013: 3,980 3,319 330 4,904 9,621 9,215 13,271: 1,799 -2,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 21.9 1.6 65.6 72.3 92.7 95.8: 7.3 4.2
Old : 100.0: 25.4 21.9 1.6 65.6 72.3 92.7 95.8: 7.3 4.2
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 : 176: 31 75 31 39 49 96 129:
Old : 176: 31 75 31 39 49 96 129:
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 : 48.7 33.8 65.6 51.0 48.7 31.5 60.7 47.3
Old : 48.7 33.8 65.6 51.0 48.7 31.5 60.7 47.3
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, April 4, 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 : 52,809: 17,245 16,553 1,163 26,221 28,139 44,630 45,856: 8,179 6,953
Old : 52,809: 17,245 16,553 1,163 26,221 28,139 44,630 45,856: 8,179 6,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 19: -617 -324 293 1,718 2,074 1,395 2,043: -1,376 -2,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 31.3 2.2 49.7 53.3 84.5 86.8: 15.5 13.2
Old : 100.0: 32.7 31.3 2.2 49.7 53.3 84.5 86.8: 15.5 13.2
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 : 90: 31 21 9 19 22 56 48:
Old : 90: 31 21 9 19 22 56 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 : 36.0 37.6 48.2 50.4 35.0 33.3 46.2 46.1
Old : 36.0 37.6 48.2 50.4 35.0 33.3 46.2 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 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 : 34,521: 14,575 2,787 5 15,867 14,921 30,447 17,713: 4,074 16,808
Old : 34,521: 14,575 2,787 5 15,867 14,921 30,447 17,713: 4,074 16,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -2,756: -1,956 -314 5 729 3,719 -1,222 3,410: -1,534 -6,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 8.1 0.0 46.0 43.2 88.2 51.3: 11.8 48.7
Old : 100.0: 42.2 8.1 0.0 46.0 43.2 88.2 51.3: 11.8 48.7
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 : 47: 16 5 1 13 15 29 21:
Old : 47: 16 5 1 13 15 29 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 : 36.9 25.6 57.1 36.1 32.1 17.7 50.7 27.3
Old : 36.9 25.6 57.1 36.1 32.1 17.7 50.7 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 23,384: 7,206 1,126 97 15,189 21,740 22,492 22,963: 892 421
Old : 23,384: 7,206 1,126 97 15,189 21,740 22,492 22,963: 892 421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 678: 880 645 -123 -161 366 596 888: 82 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 4.8 0.4 65.0 93.0 96.2 98.2: 3.8 1.8
Old : 100.0: 30.8 4.8 0.4 65.0 93.0 96.2 98.2: 3.8 1.8
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 : 22: 9 4 1 6 4 15 9:
Old : 22: 9 4 1 6 4 15 9:
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 : 78.6 95.0 90.5 98.2 78.2 95.0 90.1 97.8
Old : 78.6 95.0 90.5 98.2 78.2 95.0 90.1 97.8
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, April 4, 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 : 39,155: 4,721 3,367 1,951 17,102 23,099 23,774 28,417: 15,381 10,738
Old : 39,155: 4,721 3,367 1,951 17,102 23,099 23,774 28,417: 15,381 10,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 8,403: -574 -66 822 3,520 1,317 3,768 2,073: 4,635 6,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 8.6 5.0 43.7 59.0 60.7 72.6: 39.3 27.4
Old : 100.0: 12.1 8.6 5.0 43.7 59.0 60.7 72.6: 39.3 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 : 51: 8 9 7 21 28 33 41:
Old : 51: 8 9 7 21 28 33 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 : 33.8 32.4 43.6 45.3 16.8 27.5 23.4 35.2
Old : 33.8 32.4 43.6 45.3 16.8 27.5 23.4 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 7, 2006