BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 4,452: 0 13 64 4,065 4,129 4,129 4,206: 323 246
Old : 4,452: 0 13 64 4,065 4,129 4,129 4,206: 323 246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 179: 0 -12 -13 189 189 176 164: 3 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 1.4 91.3 92.7 92.7 94.5: 7.3 5.5
Old : 100.0: 0.0 0.3 1.4 91.3 92.7 92.7 94.5: 7.3 5.5
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 : 21: 0 1 1 13 13 14 14:
Old : 21: 0 1 1 13 13 14 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 : 69.7 66.1 87.7 83.9 68.2 65.0 85.0 81.4
Old : 69.7 66.1 87.7 83.9 68.2 65.0 85.0 81.4
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 30, 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 : 39,485: 798 1,988 4,643 29,578 18,062 35,019 24,693: 4,466 14,792
Old : 39,485: 798 1,988 4,643 29,578 18,062 35,019 24,693: 4,466 14,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 435: -34 -1,426 108 249 776 323 -542: 112 977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 5.0 11.8 74.9 45.7 88.7 62.5: 11.3 37.5
Old : 100.0: 2.0 5.0 11.8 74.9 45.7 88.7 62.5: 11.3 37.5
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 : 46: 5 9 8 25 19 34 32:
Old : 46: 5 9 8 25 19 34 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 28.1 68.6 41.3 49.3 26.5 65.3 34.9
Old : 49.4 28.1 68.6 41.3 49.3 26.5 65.3 34.9
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 30, 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 : 167,969: 22,280 28,215 51,635 75,681 50,703 149,596 130,554: 18,373 37,415
Old : 152,544: 18,870 33,330 45,153 72,791 42,939 136,814 121,422: 15,730 31,122
Other: 15,425: 8,916 391 976 2,890 7,765 12,782 9,132: 2,644 6,294
: : :
: : Changes in Commitments from: May 23, 2006 :
: 1,987: -1,525 197 2,690 278 -345 1,443 2,543: 544 -555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 16.8 30.7 45.1 30.2 89.1 77.7: 10.9 22.3
Old : 100.0: 12.4 21.8 29.6 47.7 28.1 89.7 79.6: 10.3 20.4
Other: 100.0: 57.8 2.5 6.3 18.7 50.3 82.9 59.2: 17.1 40.8
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 52 78 84 39 41 151 162:
Old : 201: 50 82 83 37 41 146 162:
Other: 68: 26 7 11 15 28 46 42:
:----------------------------------------------------------------------------------------------------
: 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 : 30.0 16.4 42.4 24.8 29.9 14.2 39.4 20.0
Old : 33.0 17.0 44.4 26.2 33.0 14.9 43.0 21.3
Other: 41.1 25.7 55.4 36.0 40.4 21.2 51.9 31.3
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,098: 378 748 242 697 370 1,317 1,360: 781 738
Old : 2,072: 391 748 229 697 370 1,317 1,347: 755 725
Other: 26: 0 13 0 0 0 0 13: 26 13
: : :
: : Changes in Commitments from: May 23, 2006 :
: 254: 54 232 73 19 27 146 332: 108 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 35.6 11.5 33.2 17.6 62.8 64.8: 37.2 35.2
Old : 100.0: 18.9 36.1 11.0 33.6 17.9 63.5 65.0: 36.5 35.0
Other: 100.0: 0.0 50.0 0.0 0.0 0.0 0.0 50.0: 100.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 7 7 3 5 5 13 15:
Old : 24: 7 7 3 5 5 13 15:
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 : 38.3 34.0 56.2 48.8 38.3 33.1 48.2 45.9
Old : 38.8 34.2 56.9 48.8 38.8 33.5 49.1 46.5
Other: 0.0 50.0 0.0 50.0 0.0 50.0 0.0 50.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 302,003: 58,887 36,195 74,695 135,241 128,375 268,823 239,266: 33,180 62,737
Old : 302,003: 58,887 36,195 74,695 135,241 128,375 268,823 239,266: 33,180 62,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -5,498: 1,435 -2,876 -2,163 -3,379 167 -4,106 -4,873: -1,392 -625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 12.0 24.7 44.8 42.5 89.0 79.2: 11.0 20.8
Old : 100.0: 19.5 12.0 24.7 44.8 42.5 89.0 79.2: 11.0 20.8
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 : 342: 85 72 95 109 156 250 286:
Old : 342: 85 72 95 109 156 250 286:
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 : 19.3 12.1 31.8 21.2 17.2 8.4 25.6 12.8
Old : 19.3 12.1 31.8 21.2 17.2 8.4 25.6 12.8
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 30, 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 : 5,428: 2,263 1,227 899 753 1,245 3,914 3,371: 1,514 2,057
Old : 5,428: 2,263 1,227 899 753 1,245 3,914 3,371: 1,514 2,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 837: -41 201 383 71 -222 413 362: 425 475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 22.6 16.6 13.9 22.9 72.1 62.1: 27.9 37.9
Old : 100.0: 41.7 22.6 16.6 13.9 22.9 72.1 62.1: 27.9 37.9
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 : 60: 17 18 12 12 21 35 47:
Old : 60: 17 18 12 12 21 35 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 : 32.6 15.1 48.9 26.0 32.6 13.4 44.7 20.3
Old : 32.6 15.1 48.9 26.0 32.6 13.4 44.7 20.3
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 30, 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 : 28,561: 9,941 4,493 3,891 9,010 6,123 22,842 14,507: 5,719 14,054
Old : 28,561: 9,941 4,493 3,891 9,010 6,123 22,842 14,507: 5,719 14,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -2,897: -724 -1,084 -495 -1,236 -680 -2,455 -2,259: -442 -638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 15.7 13.6 31.5 21.4 80.0 50.8: 20.0 49.2
Old : 100.0: 34.8 15.7 13.6 31.5 21.4 80.0 50.8: 20.0 49.2
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 : 142: 40 32 20 44 50 95 92:
Old : 142: 40 32 20 44 50 95 92:
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 : 17.0 9.9 27.6 16.3 16.1 8.1 25.3 12.6
Old : 17.0 9.9 27.6 16.3 16.1 8.1 25.3 12.6
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 30, 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 : 123,201: 47,879 18,050 6,986 30,528 75,898 85,392 100,933: 37,809 22,267
Old : 123,201: 47,879 18,050 6,986 30,528 75,898 85,392 100,933: 37,809 22,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -1,328: 10,225 -4,388 133 -9,454 2,302 904 -1,953: -2,233 625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 14.7 5.7 24.8 61.6 69.3 81.9: 30.7 18.1
Old : 100.0: 38.9 14.7 5.7 24.8 61.6 69.3 81.9: 30.7 18.1
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 : 92: 37 19 13 20 25 66 50:
Old : 92: 37 19 13 20 25 66 50:
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 : 15.6 32.3 26.6 47.8 15.4 32.1 25.5 47.0
Old : 15.6 32.3 26.6 47.8 15.4 32.1 25.5 47.0
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 30, 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 : 102,662: 30,735 19,733 84 51,217 70,926 82,036 90,743: 20,625 11,918
Old : 102,662: 30,735 19,733 84 51,217 70,926 82,036 90,743: 20,625 11,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -941: 78 -2,023 4 -311 2,091 -229 72: -712 -1,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 19.2 0.1 49.9 69.1 79.9 88.4: 20.1 11.6
Old : 100.0: 29.9 19.2 0.1 49.9 69.1 79.9 88.4: 20.1 11.6
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 : 47: 22 9 2 8 14 30 25:
Old : 47: 22 9 2 8 14 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 65.4 58.6 75.6 43.3 65.4 57.2 75.4
Old : 43.5 65.4 58.6 75.6 43.3 65.4 57.2 75.4
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 30, 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 : 90,624: 8,027 36,887 321 79,365 48,217 87,713 85,425: 2,911 5,199
Old : 90,624: 8,027 36,887 321 79,365 48,217 87,713 85,425: 2,911 5,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -320: -3,957 6,382 -205 4,238 -7,759 76 -1,582: -396 1,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 40.7 0.4 87.6 53.2 96.8 94.3: 3.2 5.7
Old : 100.0: 8.9 40.7 0.4 87.6 53.2 96.8 94.3: 3.2 5.7
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 : 75: 15 35 2 20 12 35 49:
Old : 75: 15 35 2 20 12 35 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 53.2 77.0 72.7 53.1 43.1 63.8 56.6
Old : 59.5 53.2 77.0 72.7 53.1 43.1 63.8 56.6
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 30, 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 : 120,581: 51,073 11,737 3,678 32,271 84,667 87,022 100,082: 33,559 20,499
Old : 120,581: 51,073 11,737 3,678 32,271 84,667 87,022 100,082: 33,559 20,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -2,577: 8,821 -182 141 -10,494 -3,420 -1,532 -3,462: -1,045 885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 9.7 3.0 26.8 70.2 72.2 83.0: 27.8 17.0
Old : 100.0: 42.4 9.7 3.0 26.8 70.2 72.2 83.0: 27.8 17.0
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 : 70: 32 10 5 19 23 52 37:
Old : 70: 32 10 5 19 23 52 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 41.9 38.8 57.5 25.2 40.3 38.6 55.9
Old : 25.2 41.9 38.8 57.5 25.2 40.3 38.6 55.9
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 30, 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 : 267,343: 56,673 32,160 6,684 153,489 199,033 216,846 237,877: 50,498 29,467
Old : 267,343: 56,673 32,160 6,684 153,489 199,033 216,846 237,877: 50,498 29,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -4,089: 7,693 -691 -510 -8,733 -698 -1,550 -1,899: -2,539 -2,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 12.0 2.5 57.4 74.4 81.1 89.0: 18.9 11.0
Old : 100.0: 21.2 12.0 2.5 57.4 74.4 81.1 89.0: 18.9 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 : 96: 35 21 12 25 28 66 55:
Old : 96: 35 21 12 25 28 66 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 : 39.7 36.9 52.4 55.1 31.1 32.8 37.7 46.2
Old : 39.7 36.9 52.4 55.1 31.1 32.8 37.7 46.2
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 30, 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 : 249,949: 91,649 15,684 35,101 54,862 149,230 181,612 200,015: 68,337 49,934
Old : 249,949: 91,649 15,684 35,101 54,862 149,230 181,612 200,015: 68,337 49,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -1,339: 10,053 1,734 -911 -10,843 -6,327 -1,701 -5,503: 362 4,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 6.3 14.0 21.9 59.7 72.7 80.0: 27.3 20.0
Old : 100.0: 36.7 6.3 14.0 21.9 59.7 72.7 80.0: 27.3 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 : 135: 66 27 40 28 32 109 84:
Old : 135: 66 27 40 28 32 109 84:
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 : 15.2 31.8 26.8 47.2 12.3 31.6 20.8 45.0
Old : 15.2 31.8 26.8 47.2 12.3 31.6 20.8 45.0
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 30, 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 : 13,244: 7,614 4,786 0 4,459 6,802 12,073 11,588: 1,171 1,656
Old : 13,244: 7,614 4,786 0 4,459 6,802 12,073 11,588: 1,171 1,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -1,081: 131 4,570 0 -1,136 -5,238 -1,005 -668: -76 -413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 36.1 0.0 33.7 51.4 91.2 87.5: 8.8 12.5
Old : 100.0: 57.5 36.1 0.0 33.7 51.4 91.2 87.5: 8.8 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 : 23: 3 4 0 10 10 13 14:
Old : 23: 3 4 0 10 10 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 : 73.0 75.0 85.2 84.3 72.4 74.7 84.4 83.9
Old : 73.0 75.0 85.2 84.3 72.4 74.7 84.4 83.9
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 30, 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 :18,630,866: 855,077 1,259,971 6,946,880 9,575,030 8,813,240 17,376,987 17,020,091: 1,253,878 1,610,775
Old :18,630,866: 855,077 1,259,971 6,946,880 9,575,030 8,813,240 17,376,987 17,020,091: 1,253,878 1,610,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -23,360: 29,971 33,483 -53,017 -28,356 -60,140 -51,402 -79,674: 28,042 56,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 6.8 37.3 51.4 47.3 93.3 91.4: 6.7 8.6
Old : 100.0: 4.6 6.8 37.3 51.4 47.3 93.3 91.4: 6.7 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 70 76 118 149 157 281 294:
Old : 318: 70 76 118 149 157 281 294:
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 : 29.1 18.5 40.2 26.3 18.9 5.2 22.0 9.0
Old : 29.1 18.5 40.2 26.3 18.9 5.2 22.0 9.0
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 30, 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 : 801,380: 91,989 73,048 68,321 460,280 546,415 620,589 687,783: 180,791 113,597
Old : 801,380: 91,989 73,048 68,321 460,280 546,415 620,589 687,783: 180,791 113,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -3,214: -2,032 -2,023 5,362 -2,588 -1,860 741 1,479: -3,955 -4,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 9.1 8.5 57.4 68.2 77.4 85.8: 22.6 14.2
Old : 100.0: 11.5 9.1 8.5 57.4 68.2 77.4 85.8: 22.6 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 57 50 66 91 69 182 151:
Old : 224: 57 50 66 91 69 182 151:
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 : 15.7 27.3 22.7 39.5 15.6 26.3 22.2 37.0
Old : 15.7 27.3 22.7 39.5 15.6 26.3 22.2 37.0
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 30, 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 : 1,556,778: 219,243 447,321 65,704 1,038,163 908,678 1,323,109 1,421,702: 233,669 135,075
Old : 1,556,778: 219,243 447,321 65,704 1,038,163 908,678 1,323,109 1,421,702: 233,669 135,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 24,892: 19,708 -16,558 4,001 42,080 35,335 65,789 22,778: -40,897 2,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 28.7 4.2 66.7 58.4 85.0 91.3: 15.0 8.7
Old : 100.0: 14.1 28.7 4.2 66.7 58.4 85.0 91.3: 15.0 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 : 251: 59 74 43 88 80 171 173:
Old : 251: 59 74 43 88 80 171 173:
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 : 25.2 27.3 37.1 38.0 21.6 21.3 31.7 30.9
Old : 25.2 27.3 37.1 38.0 21.6 21.3 31.7 30.9
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 30, 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 : 10,601: 1,855 705 0 5,000 8,642 6,855 9,347: 3,746 1,254
Old : 10,601: 1,855 705 0 5,000 8,642 6,855 9,347: 3,746 1,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -94: 1 0 0 -126 -57 -125 -57: 31 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 6.7 0.0 47.2 81.5 64.7 88.2: 35.3 11.8
Old : 100.0: 17.5 6.7 0.0 47.2 81.5 64.7 88.2: 35.3 11.8
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 : 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 : 32.9 46.3 49.6 73.9 32.9 43.9 49.3 69.2
Old : 32.9 46.3 49.6 73.9 32.9 43.9 49.3 69.2
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 30, 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 : 51,660: 8,581 18,362 0 37,495 29,897 46,076 48,259: 5,584 3,401
Old : 51,660: 8,581 18,362 0 37,495 29,897 46,076 48,259: 5,584 3,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -1,500: -1,312 2,887 0 611 -4,265 -701 -1,378: -799 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 35.5 0.0 72.6 57.9 89.2 93.4: 10.8 6.6
Old : 100.0: 16.6 35.5 0.0 72.6 57.9 89.2 93.4: 10.8 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 : 62: 6 18 0 24 21 30 39:
Old : 62: 6 18 0 24 21 30 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 41.0 63.7 62.2 39.5 39.1 58.7 59.7
Old : 42.8 41.0 63.7 62.2 39.5 39.1 58.7 59.7
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 30, 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 : 69,801: 11,799 15,231 103 42,336 47,259 54,238 62,593: 15,563 7,208
Old : 69,801: 11,799 15,231 103 42,336 47,259 54,238 62,593: 15,563 7,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 873: -1,359 -310 10 -424 1,577 -1,773 1,277: 2,645 -404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 21.8 0.1 60.7 67.7 77.7 89.7: 22.3 10.3
Old : 100.0: 16.9 21.8 0.1 60.7 67.7 77.7 89.7: 22.3 10.3
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 : 92: 15 23 3 36 29 53 53:
Old : 92: 15 23 3 36 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 : 37.2 38.1 48.6 53.0 36.4 38.1 46.4 52.0
Old : 37.2 38.1 48.6 53.0 36.4 38.1 46.4 52.0
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 30, 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 : 434,640: 107,725 207,196 5,934 292,671 177,369 406,331 390,499: 28,309 44,141
Old : 434,640: 107,725 207,196 5,934 292,671 177,369 406,331 390,499: 28,309 44,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 11,455: 4,892 13,581 -408 9,147 -12,539 13,631 634: -2,176 10,821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 47.7 1.4 67.3 40.8 93.5 89.8: 6.5 10.2
Old : 100.0: 24.8 47.7 1.4 67.3 40.8 93.5 89.8: 6.5 10.2
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 : 242: 57 109 18 57 39 125 155:
Old : 242: 57 109 18 57 39 125 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 28.1 58.3 40.1 41.9 27.0 55.5 38.6
Old : 44.5 28.1 58.3 40.1 41.9 27.0 55.5 38.6
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 30, 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 : 78,174: 33,727 6,768 313 18,797 61,867 52,837 68,948: 25,337 9,226
Old : 78,174: 33,727 6,768 313 18,797 61,867 52,837 68,948: 25,337 9,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -5,148: 5,255 -5,292 46 -9,944 309 -4,643 -4,937: -505 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 8.7 0.4 24.0 79.1 67.6 88.2: 32.4 11.8
Old : 100.0: 43.1 8.7 0.4 24.0 79.1 67.6 88.2: 32.4 11.8
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 : 52: 25 5 1 10 15 36 20:
Old : 52: 25 5 1 10 15 36 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 53.0 35.9 72.5 23.4 53.0 35.9 70.1
Old : 23.4 53.0 35.9 72.5 23.4 53.0 35.9 70.1
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 30, 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 : 43,104: 4,998 5,835 18 31,989 32,048 37,005 37,901: 6,098 5,203
Old : 43,104: 4,998 5,835 18 31,989 32,048 37,005 37,901: 6,098 5,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 1,059: -433 252 -0 297 1,085 -136 1,337: 1,195 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 13.5 0.0 74.2 74.4 85.9 87.9: 14.1 12.1
Old : 100.0: 11.6 13.5 0.0 74.2 74.4 85.9 87.9: 14.1 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 : 61: 4 13 2 26 28 32 41:
Old : 61: 4 13 2 26 28 32 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 : 50.8 40.6 64.2 54.6 50.8 38.8 63.7 52.7
Old : 50.8 40.6 64.2 54.6 50.8 38.8 63.7 52.7
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 30, 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 : 432,732: 75,170 101,864 6,875 335,824 297,289 417,869 406,027: 14,863 26,705
Old : 432,732: 75,170 101,864 6,875 335,824 297,289 417,869 406,027: 14,863 26,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 9,766: -2,543 -1,272 1,178 16,449 955 15,084 862: -5,318 8,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 23.5 1.6 77.6 68.7 96.6 93.8: 3.4 6.2
Old : 100.0: 17.4 23.5 1.6 77.6 68.7 96.6 93.8: 3.4 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 : 181: 38 72 28 39 50 87 140:
Old : 181: 38 72 28 39 50 87 140:
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 : 59.8 29.7 75.1 46.1 54.0 26.9 68.1 40.4
Old : 59.8 29.7 75.1 46.1 54.0 26.9 68.1 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 55,184: 13,442 16,972 1,909 26,990 29,175 42,341 48,056: 12,843 7,128
Old : 55,184: 13,442 16,972 1,909 26,990 29,175 42,341 48,056: 12,843 7,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -2,154: -2,184 -3,259 -34 518 1,935 -1,700 -1,358: -454 -796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 30.8 3.5 48.9 52.9 76.7 87.1: 23.3 12.9
Old : 100.0: 24.4 30.8 3.5 48.9 52.9 76.7 87.1: 23.3 12.9
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 : 79: 20 25 9 20 18 45 48:
Old : 79: 20 25 9 20 18 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 : 28.9 42.0 44.4 52.6 28.9 37.9 43.3 48.5
Old : 28.9 42.0 44.4 52.6 28.9 37.9 43.3 48.5
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 30, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 41,581: 7,917 5,580 122 26,249 16,475 34,288 22,177: 7,293 19,404
Old : 41,581: 7,917 5,580 122 26,249 16,475 34,288 22,177: 7,293 19,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -1,085: -636 -1,431 -479 -628 -759 -1,743 -2,669: 658 1,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 13.4 0.3 63.1 39.6 82.5 53.3: 17.5 46.7
Old : 100.0: 19.0 13.4 0.3 63.1 39.6 82.5 53.3: 17.5 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 : 51: 12 11 2 15 15 28 27:
Old : 51: 12 11 2 15 15 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 30.9 59.0 38.5 29.7 18.6 44.7 25.8
Old : 44.0 30.9 59.0 38.5 29.7 18.6 44.7 25.8
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, May 30, 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 : 21,375: 5,734 498 123 14,688 20,585 20,545 21,206: 830 169
Old : 21,375: 5,734 498 123 14,688 20,585 20,545 21,206: 830 169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 2.3 0.6 68.7 96.3 96.1 99.2: 3.9 0.8
Old : 100.0: 26.8 2.3 0.6 68.7 96.3 96.1 99.2: 3.9 0.8
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 : 20: 10 2 2 7 2 17 6:
Old : 20: 10 2 2 7 2 17 6:
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 : 73.7 98.6 87.4 99.2 73.3 98.6 86.8 98.6
Old : 73.7 98.6 87.4 99.2 73.3 98.6 86.8 98.6
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 30, 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 : 46,891: 7,102 3,666 2,096 16,814 31,204 26,012 36,966: 20,879 9,925
Old : 46,891: 7,102 3,666 2,096 16,814 31,204 26,012 36,966: 20,879 9,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -1,476: 0 -227 -877 -1,227 464 -2,104 -640: 628 -835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 7.8 4.5 35.9 66.5 55.5 78.8: 44.5 21.2
Old : 100.0: 15.1 7.8 4.5 35.9 66.5 55.5 78.8: 44.5 21.2
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 : 58: 9 10 5 27 33 39 46:
Old : 58: 9 10 5 27 33 39 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 : 23.9 26.1 33.9 42.1 13.7 21.6 18.0 33.5
Old : 23.9 26.1 33.9 42.1 13.7 21.6 18.0 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 2, 2006