BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,273: 0 25 77 3,876 3,940 3,953 4,042: 320 231
Old : 4,273: 0 25 77 3,876 3,940 3,953 4,042: 320 231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -157: 0 -1 -6 -6 -66 -12 -73: -145 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 1.8 90.7 92.2 92.5 94.6: 7.5 5.4
Old : 100.0: 0.0 0.6 1.8 90.7 92.2 92.5 94.6: 7.5 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 12 13 13 14:
Old : 20: 0 1 1 12 13 13 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 : 72.4 65.3 90.3 83.9 71.4 65.2 86.2 82.3
Old : 72.4 65.3 90.3 83.9 71.4 65.2 86.2 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 39,050: 832 3,414 4,535 29,329 17,286 34,696 25,235: 4,355 13,815
Old : 39,050: 832 3,414 4,535 29,329 17,286 34,696 25,235: 4,355 13,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 423: -154 -656 361 341 259 548 -37: -125 460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 8.7 11.6 75.1 44.3 88.8 64.6: 11.2 35.4
Old : 100.0: 2.1 8.7 11.6 75.1 44.3 88.8 64.6: 11.2 35.4
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 : 50: 4 14 10 24 19 35 36:
Old : 50: 4 14 10 24 19 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 : 49.6 27.2 69.3 39.3 49.5 24.6 66.0 32.9
Old : 49.6 27.2 69.3 39.3 49.5 24.6 66.0 32.9
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, May 23, 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 : 165,982: 23,805 28,018 48,945 75,403 51,048 148,152 128,011: 17,829 37,971
Old : 151,602: 20,624 32,817 42,872 72,669 43,754 136,165 119,443: 15,437 32,159
Other: 14,379: 8,294 314 960 2,734 7,294 11,987 8,568: 2,392 5,811
: : :
: : Changes in Commitments from: May 16, 2006 :
: 1,027: -301 -344 2,068 608 146 2,374 1,870: -1,348 -843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 16.9 29.5 45.4 30.8 89.3 77.1: 10.7 22.9
Old : 100.0: 13.6 21.6 28.3 47.9 28.9 89.8 78.8: 10.2 21.2
Other: 100.0: 57.7 2.2 6.7 19.0 50.7 83.4 59.6: 16.6 40.4
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 51 76 79 40 41 149 159:
Old : 203: 50 83 78 37 41 144 159:
Other: 66: 23 9 12 15 28 43 45:
:----------------------------------------------------------------------------------------------------
: 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 : 30.2 16.5 42.9 25.3 30.2 14.4 39.7 20.4
Old : 33.1 17.2 44.8 26.8 33.1 15.1 43.2 21.4
Other: 41.7 25.1 56.0 36.0 40.1 21.0 52.3 30.8
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 1,845: 324 516 169 678 343 1,171 1,028: 674 817
Old : 1,822: 337 516 156 678 343 1,171 1,015: 651 807
Other: 23: 0 13 0 0 0 0 13: 23 10
: : :
: : Changes in Commitments from: May 16, 2006 :
: -372: -88 -115 48 -112 -16 -152 -83: -220 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 28.0 9.2 36.8 18.6 63.5 55.7: 36.5 44.3
Old : 100.0: 18.5 28.3 8.6 37.2 18.8 64.3 55.7: 35.7 44.3
Other: 100.0: 0.0 56.5 0.0 0.0 0.0 0.0 56.5: 100.0 43.5
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 5 3 7 5 14 11:
Old : 20: 5 5 3 7 5 14 11:
Other: 1: 0 1 0 0 0 0 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 35.7 55.5 50.1 39.0 34.7 50.8 44.3
Old : 39.5 36.2 56.2 50.0 39.5 35.2 51.5 44.8
Other: 0.0 56.5 0.0 56.5 0.0 56.5 0.0 56.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 307,501: 57,451 39,072 76,859 138,619 128,209 272,929 244,139: 34,572 63,362
Old : 307,501: 57,451 39,072 76,859 138,619 128,209 272,929 244,139: 34,572 63,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -4,222: 655 -811 409 1,282 -634 2,345 -1,037: -6,567 -3,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 12.7 25.0 45.1 41.7 88.8 79.4: 11.2 20.6
Old : 100.0: 18.7 12.7 25.0 45.1 41.7 88.8 79.4: 11.2 20.6
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 : 355: 92 73 104 119 155 267 300:
Old : 355: 92 73 104 119 155 267 300:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 11.6 30.3 20.4 16.9 8.0 24.8 12.7
Old : 18.3 11.6 30.3 20.4 16.9 8.0 24.8 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, May 23, 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 : 4,591: 2,304 1,026 516 682 1,467 3,501 3,009: 1,089 1,582
Old : 4,591: 2,304 1,026 516 682 1,467 3,501 3,009: 1,089 1,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -249: -80 195 91 108 -231 118 55: -368 -304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 22.3 11.2 14.8 32.0 76.3 65.5: 23.7 34.5
Old : 100.0: 50.2 22.3 11.2 14.8 32.0 76.3 65.5: 23.7 34.5
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: 15 16 10 10 23 29 47:
Old : 57: 15 16 10 10 23 29 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 14.7 54.6 24.9 37.8 14.4 51.8 22.9
Old : 37.8 14.7 54.6 24.9 37.8 14.4 51.8 22.9
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, May 23, 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 : 31,458: 10,665 5,577 4,386 10,245 6,803 25,297 16,766: 6,161 14,691
Old : 31,458: 10,665 5,577 4,386 10,245 6,803 25,297 16,766: 6,161 14,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -1,524: -152 257 -311 -544 -232 -1,006 -286: -517 -1,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 17.7 13.9 32.6 21.6 80.4 53.3: 19.6 46.7
Old : 100.0: 33.9 17.7 13.9 32.6 21.6 80.4 53.3: 19.6 46.7
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 : 160: 38 41 25 57 57 110 109:
Old : 160: 38 41 25 57 57 110 109:
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 10.0 27.7 15.7 16.3 6.8 25.1 10.9
Old : 17.4 10.0 27.7 15.7 16.3 6.8 25.1 10.9
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, May 23, 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 : 124,529: 37,653 22,438 6,853 39,982 73,596 84,488 102,886: 40,042 21,643
Old : 124,529: 37,653 22,438 6,853 39,982 73,596 84,488 102,886: 40,042 21,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -4,722: -8,768 -5,804 873 3,674 -105 -4,221 -5,036: -501 314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 18.0 5.5 32.1 59.1 67.8 82.6: 32.2 17.4
Old : 100.0: 30.2 18.0 5.5 32.1 59.1 67.8 82.6: 32.2 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 33 15 8 22 24 58 45:
Old : 85: 33 15 8 22 24 58 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 32.1 26.4 48.8 14.8 30.5 25.8 46.9
Old : 15.0 32.1 26.4 48.8 14.8 30.5 25.8 46.9
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, May 23, 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 : 103,603: 30,657 21,756 80 51,528 68,836 82,265 90,672: 21,338 12,931
Old : 103,603: 30,657 21,756 80 51,528 68,836 82,265 90,672: 21,338 12,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 1,067: 6,207 -3,760 -81 -3,599 5,666 2,527 1,825: -1,460 -758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 21.0 0.1 49.7 66.4 79.4 87.5: 20.6 12.5
Old : 100.0: 29.6 21.0 0.1 49.7 66.4 79.4 87.5: 20.6 12.5
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 : 48: 20 8 1 12 14 32 23:
Old : 48: 20 8 1 12 14 32 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 : 38.1 65.9 54.1 75.7 37.9 65.8 52.6 75.5
Old : 38.1 65.9 54.1 75.7 37.9 65.8 52.6 75.5
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, May 23, 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 : 90,944: 11,984 30,505 526 75,127 55,976 87,637 87,007: 3,307 3,937
Old : 90,944: 11,984 30,505 526 75,127 55,976 87,637 87,007: 3,307 3,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 2,617: -3,503 3,945 -177 6,624 -1,306 2,944 2,463: -327 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 33.5 0.6 82.6 61.5 96.4 95.7: 3.6 4.3
Old : 100.0: 13.2 33.5 0.6 82.6 61.5 96.4 95.7: 3.6 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 : 76: 16 30 3 21 15 39 47:
Old : 76: 16 30 3 21 15 39 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 55.3 72.2 77.8 48.7 44.3 59.2 60.1
Old : 56.2 55.3 72.2 77.8 48.7 44.3 59.2 60.1
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, May 23, 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 : 123,158: 42,252 11,920 3,537 42,765 88,087 88,554 103,544: 34,604 19,615
Old : 123,158: 42,252 11,920 3,537 42,765 88,087 88,554 103,544: 34,604 19,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 4,542: 3,705 -2,623 -392 1,084 8,303 4,396 5,288: 145 -746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 9.7 2.9 34.7 71.5 71.9 84.1: 28.1 15.9
Old : 100.0: 34.3 9.7 2.9 34.7 71.5 71.9 84.1: 28.1 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 30 10 7 20 27 53 41:
Old : 73: 30 10 7 20 27 53 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 : 23.1 38.8 35.8 54.0 23.1 36.9 35.7 52.0
Old : 23.1 38.8 35.8 54.0 23.1 36.9 35.7 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 271,432: 48,980 32,851 7,194 162,222 199,731 218,396 239,776: 53,037 31,656
Old : 271,432: 48,980 32,851 7,194 162,222 199,731 218,396 239,776: 53,037 31,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -3,171: -890 1,812 503 112 -5,156 -275 -2,840: -2,896 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 12.1 2.7 59.8 73.6 80.5 88.3: 19.5 11.7
Old : 100.0: 18.0 12.1 2.7 59.8 73.6 80.5 88.3: 19.5 11.7
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 : 97: 35 21 11 28 28 68 55:
Old : 97: 35 21 11 28 28 68 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 37.5 50.8 56.7 30.4 33.4 38.0 47.4
Old : 38.7 37.5 50.8 56.7 30.4 33.4 38.0 47.4
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, May 23, 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 : 251,288: 81,596 13,949 36,012 65,705 155,557 183,313 205,518: 67,975 45,770
Old : 251,288: 81,596 13,949 36,012 65,705 155,557 183,313 205,518: 67,975 45,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 4,909: 57 2,007 1,456 4,983 3,299 6,496 6,762: -1,588 -1,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 5.6 14.3 26.1 61.9 72.9 81.8: 27.1 18.2
Old : 100.0: 32.5 5.6 14.3 26.1 61.9 72.9 81.8: 27.1 18.2
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 : 138: 58 33 44 32 35 112 90:
Old : 138: 58 33 44 32 35 112 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 : 15.5 32.9 27.3 47.9 13.0 32.6 21.2 46.0
Old : 15.5 32.9 27.3 47.9 13.0 32.6 21.2 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 14,325: 7,483 216 0 5,595 12,040 13,078 12,256: 1,247 2,069
Old : 14,325: 7,483 216 0 5,595 12,040 13,078 12,256: 1,247 2,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 132: -384 -285 0 459 85 75 -200: 57 332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 1.5 0.0 39.1 84.0 91.3 85.6: 8.7 14.4
Old : 100.0: 52.2 1.5 0.0 39.1 84.0 91.3 85.6: 8.7 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 2 0 10 13 12 15:
Old : 23: 2 2 0 10 13 12 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 71.1 86.1 81.2 69.3 70.7 85.4 80.9
Old : 69.4 71.1 86.1 81.2 69.3 70.7 85.4 80.9
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, May 23, 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 :18,654,226: 825,106 1,226,487 6,999,897 9,603,385 8,873,380 17,428,389 17,099,764: 1,225,837 1,554,462
Old :18,654,226: 825,106 1,226,487 6,999,897 9,603,385 8,873,380 17,428,389 17,099,764: 1,225,837 1,554,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 256,589: -5,008 -123,301 13,793 164,023 194,770 172,809 85,262: 83,781 171,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 6.6 37.5 51.5 47.6 93.4 91.7: 6.6 8.3
Old : 100.0: 4.4 6.6 37.5 51.5 47.6 93.4 91.7: 6.6 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 71 77 122 151 159 285 303:
Old : 326: 71 77 122 151 159 285 303:
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 : 28.6 18.5 39.7 26.1 18.9 5.4 21.9 9.1
Old : 28.6 18.5 39.7 26.1 18.9 5.4 21.9 9.1
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, May 23, 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 : 804,594: 94,021 75,071 62,959 462,868 548,275 619,848 686,305: 184,746 118,289
Old : 804,594: 94,021 75,071 62,959 462,868 548,275 619,848 686,305: 184,746 118,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 42,473: 6,129 11,378 13,445 1,765 15,792 21,339 40,616: 21,134 1,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 9.3 7.8 57.5 68.1 77.0 85.3: 23.0 14.7
Old : 100.0: 11.7 9.3 7.8 57.5 68.1 77.0 85.3: 23.0 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 57 46 62 92 69 180 146:
Old : 221: 57 46 62 92 69 180 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 27.0 22.7 39.2 15.9 26.2 22.5 36.9
Old : 16.0 27.0 22.7 39.2 15.9 26.2 22.5 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 1,531,886: 199,534 463,878 61,703 996,083 873,343 1,257,320 1,398,924: 274,566 132,962
Old : 1,531,886: 199,534 463,878 61,703 996,083 873,343 1,257,320 1,398,924: 274,566 132,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 104,229: -4,070 39,021 -3,901 117,466 62,642 109,495 97,762: -5,266 6,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 30.3 4.0 65.0 57.0 82.1 91.3: 17.9 8.7
Old : 100.0: 13.0 30.3 4.0 65.0 57.0 82.1 91.3: 17.9 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 55 64 45 83 84 165 166:
Old : 238: 55 64 45 83 84 165 166:
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 27.7 35.5 39.0 21.8 21.8 31.1 32.4
Old : 24.4 27.7 35.5 39.0 21.8 21.8 31.1 32.4
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, May 23, 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 : 10,695: 1,854 705 0 5,126 8,699 6,980 9,404: 3,715 1,291
Old : 10,695: 1,854 705 0 5,126 8,699 6,980 9,404: 3,715 1,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -222: -228 0 0 35 72 -193 72: -29 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 6.6 0.0 47.9 81.3 65.3 87.9: 34.7 12.1
Old : 100.0: 17.3 6.6 0.0 47.9 81.3 65.3 87.9: 34.7 12.1
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 : 25: 4 1 1 12 13 16 15:
Old : 25: 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 : 33.6 46.4 49.4 73.7 33.6 44.0 49.2 69.1
Old : 33.6 46.4 49.4 73.7 33.6 44.0 49.2 69.1
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, May 23, 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 : 53,160: 9,893 15,475 0 36,884 34,162 46,777 49,637: 6,383 3,523
Old : 53,160: 9,893 15,475 0 36,884 34,162 46,777 49,637: 6,383 3,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -3,065: -1,405 2,531 -2 1,021 -5,650 -386 -3,121: -2,679 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 29.1 0.0 69.4 64.3 88.0 93.4: 12.0 6.6
Old : 100.0: 18.6 29.1 0.0 69.4 64.3 88.0 93.4: 12.0 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 8 12 0 21 22 29 34:
Old : 56: 8 12 0 21 22 29 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 41.1 62.5 61.3 37.5 38.5 56.5 58.5
Old : 40.9 41.1 62.5 61.3 37.5 38.5 56.5 58.5
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, May 23, 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 : 68,928: 13,158 15,541 93 42,760 45,682 56,011 61,317: 12,918 7,612
Old : 68,928: 13,158 15,541 93 42,760 45,682 56,011 61,317: 12,918 7,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 5,341: -826 3,771 87 4,627 1,989 3,888 5,847: 1,453 -506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 22.5 0.1 62.0 66.3 81.3 89.0: 18.7 11.0
Old : 100.0: 19.1 22.5 0.1 62.0 66.3 81.3 89.0: 18.7 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 : 91: 16 23 3 35 29 53 53:
Old : 91: 16 23 3 35 29 53 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 37.0 50.0 52.4 38.8 37.0 48.1 50.0
Old : 39.4 37.0 50.0 52.4 38.8 37.0 48.1 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 423,185: 102,833 193,615 6,342 283,524 189,908 392,699 389,865: 30,485 33,320
Old : 423,185: 102,833 193,615 6,342 283,524 189,908 392,699 389,865: 30,485 33,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 43,273: 21,214 24,789 1,257 21,245 10,096 43,716 36,142: -443 7,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 45.8 1.5 67.0 44.9 92.8 92.1: 7.2 7.9
Old : 100.0: 24.3 45.8 1.5 67.0 44.9 92.8 92.1: 7.2 7.9
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 : 235: 68 91 17 56 38 133 138:
Old : 235: 68 91 17 56 38 133 138:
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 : 43.3 31.1 54.3 45.5 40.7 30.0 51.5 43.5
Old : 43.3 31.1 54.3 45.5 40.7 30.0 51.5 43.5
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, May 23, 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 : 83,322: 28,472 12,060 267 28,741 61,558 57,480 73,885: 25,842 9,437
Old : 83,322: 28,472 12,060 267 28,741 61,558 57,480 73,885: 25,842 9,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 2,843: -8,061 6,205 3 11,442 -4,764 3,384 1,444: -541 1,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 14.5 0.3 34.5 73.9 69.0 88.7: 31.0 11.3
Old : 100.0: 34.2 14.5 0.3 34.5 73.9 69.0 88.7: 31.0 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 21 6 1 14 16 36 22:
Old : 53: 21 6 1 14 16 36 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 48.4 39.4 70.4 26.4 48.4 39.4 67.8
Old : 26.4 48.4 39.4 70.4 26.4 48.4 39.4 67.8
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, May 23, 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 : 42,045: 5,431 5,583 18 31,692 30,963 37,142 36,564: 4,904 5,481
Old : 42,045: 5,431 5,583 18 31,692 30,963 37,142 36,564: 4,904 5,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 1,926: -659 21 -25 1,711 1,704 1,026 1,699: 900 227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 13.3 0.0 75.4 73.6 88.3 87.0: 11.7 13.0
Old : 100.0: 12.9 13.3 0.0 75.4 73.6 88.3 87.0: 11.7 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 : 62: 6 11 2 26 27 33 39:
Old : 62: 6 11 2 26 27 33 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 40.0 64.2 54.2 50.5 38.1 63.9 52.2
Old : 50.5 40.0 64.2 54.2 50.5 38.1 63.9 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 422,966: 77,713 103,136 5,696 319,375 296,333 402,785 405,165: 20,181 17,801
Old : 422,966: 77,713 103,136 5,696 319,375 296,333 402,785 405,165: 20,181 17,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 3,958: 3,729 -6,925 -114 8,666 18,639 12,281 11,600: -8,323 -7,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 24.4 1.3 75.5 70.1 95.2 95.8: 4.8 4.2
Old : 100.0: 18.4 24.4 1.3 75.5 70.1 95.2 95.8: 4.8 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 : 173: 34 65 22 41 54 82 134:
Old : 173: 34 65 22 41 54 82 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 30.8 74.2 45.5 54.8 28.0 69.3 41.9
Old : 58.7 30.8 74.2 45.5 54.8 28.0 69.3 41.9
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, May 23, 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 : 57,338: 15,626 20,231 1,942 26,472 27,240 44,040 49,414: 13,297 7,924
Old : 57,338: 15,626 20,231 1,942 26,472 27,240 44,040 49,414: 13,297 7,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 190: -702 1,429 258 -576 -501 -1,020 1,185: 1,210 -995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 35.3 3.4 46.2 47.5 76.8 86.2: 23.2 13.8
Old : 100.0: 27.3 35.3 3.4 46.2 47.5 76.8 86.2: 23.2 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 22 26 8 19 16 45 48:
Old : 81: 22 26 8 19 16 45 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 : 29.4 41.9 43.0 52.7 29.4 40.4 43.0 51.2
Old : 29.4 41.9 43.0 52.7 29.4 40.4 43.0 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 42,666: 8,553 7,011 601 26,877 17,234 36,031 24,846: 6,635 17,820
Old : 42,666: 8,553 7,011 601 26,877 17,234 36,031 24,846: 6,635 17,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 6,992: 859 1,644 -106 4,531 -1,218 5,284 320: 1,708 6,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 16.4 1.4 63.0 40.4 84.4 58.2: 15.6 41.8
Old : 100.0: 20.0 16.4 1.4 63.0 40.4 84.4 58.2: 15.6 41.8
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 : 57: 13 12 3 19 15 35 28:
Old : 57: 13 12 3 19 15 35 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 : 45.0 32.5 57.9 42.2 30.3 21.1 43.2 29.1
Old : 45.0 32.5 57.9 42.2 30.3 21.1 43.2 29.1
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, May 23, 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 : 48,367: 7,102 3,893 2,973 18,041 30,740 28,116 37,606: 20,251 10,761
Old : 48,367: 7,102 3,893 2,973 18,041 30,740 28,116 37,606: 20,251 10,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -1,530: -274 1,159 -160 -2,045 2,265 -2,479 3,264: 949 -4,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 8.0 6.1 37.3 63.6 58.1 77.8: 41.9 22.2
Old : 100.0: 14.7 8.0 6.1 37.3 63.6 58.1 77.8: 41.9 22.2
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 : 60: 9 11 5 28 32 40 46:
Old : 60: 9 11 5 28 32 40 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 : 22.7 29.0 33.9 43.7 13.3 25.4 18.8 34.9
Old : 22.7 29.0 33.9 43.7 13.3 25.4 18.8 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 26, 2006