BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 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 : 4,255: 0 13 53 3,833 3,926 3,886 3,992: 369 263
Old : 4,255: 0 13 53 3,833 3,926 3,886 3,992: 369 263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -197: 0 0 -11 -232 -203 -243 -214: 46 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 1.2 90.1 92.3 91.3 93.8: 8.7 6.2
Old : 100.0: 0.0 0.3 1.2 90.1 92.3 91.3 93.8: 8.7 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 : 20: 0 1 1 11 12 12 13:
Old : 20: 0 1 1 11 12 12 13:
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 : 67.6 66.5 85.2 84.2 66.3 64.7 83.4 81.0
Old : 67.6 66.5 85.2 84.2 66.3 64.7 83.4 81.0
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, June 6, 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 : 36,666: 689 2,318 3,842 27,637 16,859 32,168 23,020: 4,498 13,647
Old : 36,666: 689 2,318 3,842 27,637 16,859 32,168 23,020: 4,498 13,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -2,819: -109 330 -801 -1,941 -1,203 -2,851 -1,674: 32 -1,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 6.3 10.5 75.4 46.0 87.7 62.8: 12.3 37.2
Old : 100.0: 1.9 6.3 10.5 75.4 46.0 87.7 62.8: 12.3 37.2
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 : 44: 4 10 8 23 18 32 31:
Old : 44: 4 10 8 23 18 32 31:
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 : 50.3 28.9 68.6 42.4 50.2 27.4 66.5 36.5
Old : 50.3 28.9 68.6 42.4 50.2 27.4 66.5 36.5
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, June 6, 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 : 170,963: 25,968 23,059 52,874 76,863 58,661 155,705 134,594: 15,258 36,369
Old : 153,079: 22,127 30,333 43,892 73,608 48,027 139,626 122,253: 13,453 30,826
Other: 17,884: 11,533 417 1,290 3,255 10,634 16,079 12,341: 1,805 5,542
: : :
: : Changes in Commitments from: May 30, 2006 :
: 2,994: 3,688 -5,156 1,239 1,182 7,958 6,109 4,040: -3,115 -1,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 13.5 30.9 45.0 34.3 91.1 78.7: 8.9 21.3
Old : 100.0: 14.5 19.8 28.7 48.1 31.4 91.2 79.9: 8.8 20.1
Other: 100.0: 64.5 2.3 7.2 18.2 59.5 89.9 69.0: 10.1 31.0
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 65 75 91 39 45 167 165:
Old : 213: 62 80 89 35 44 159 164:
Other: 74: 24 11 14 16 33 46 52:
:----------------------------------------------------------------------------------------------------
: 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 17.1 41.8 25.2 29.4 15.9 38.8 21.3
Old : 32.8 17.8 44.4 26.5 32.8 16.5 43.2 22.3
Other: 42.7 28.5 59.5 39.8 41.8 24.7 56.0 34.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 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 : 278,807: 59,055 28,616 66,276 125,236 123,504 250,567 218,396: 28,240 60,410
Old : 278,807: 59,055 28,616 66,276 125,236 123,504 250,567 218,396: 28,240 60,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -23,196: 168 -7,579 -8,419 -10,004 -4,872 -18,256 -20,870: -4,940 -2,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 10.3 23.8 44.9 44.3 89.9 78.3: 10.1 21.7
Old : 100.0: 21.2 10.3 23.8 44.9 44.3 89.9 78.3: 10.1 21.7
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 : 322: 81 67 91 102 147 239 266:
Old : 322: 81 67 91 102 147 239 266:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 12.0 33.4 21.5 18.6 9.1 27.4 13.7
Old : 20.0 12.0 33.4 21.5 18.6 9.1 27.4 13.7
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, June 6, 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 : 6,079: 2,471 1,879 804 1,212 1,203 4,487 3,886: 1,592 2,193
Old : 6,079: 2,471 1,879 804 1,212 1,203 4,487 3,886: 1,592 2,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 651: 208 652 -95 459 -42 573 515: 78 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 30.9 13.2 19.9 19.8 73.8 63.9: 26.2 36.1
Old : 100.0: 40.6 30.9 13.2 19.9 19.8 73.8 63.9: 26.2 36.1
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 : 71: 19 26 14 20 22 46 57:
Old : 71: 19 26 14 20 22 46 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 13.1 43.6 22.0 30.9 13.0 41.0 20.9
Old : 30.9 13.1 43.6 22.0 30.9 13.0 41.0 20.9
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, June 6, 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 : 29,781: 10,599 3,590 4,587 9,023 7,360 24,209 15,536: 5,572 14,245
Old : 29,781: 10,599 3,590 4,587 9,023 7,360 24,209 15,536: 5,572 14,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 1,221: 658 -903 695 14 1,237 1,368 1,029: -147 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 12.1 15.4 30.3 24.7 81.3 52.2: 18.7 47.8
Old : 100.0: 35.6 12.1 15.4 30.3 24.7 81.3 52.2: 18.7 47.8
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 : 146: 43 28 22 43 58 97 98:
Old : 146: 43 28 22 43 58 97 98:
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 : 17.7 10.2 28.0 16.8 16.2 8.0 25.4 13.0
Old : 17.7 10.2 28.0 16.8 16.2 8.0 25.4 13.0
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, June 6, 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 : 134,306: 44,639 22,305 10,424 38,909 78,822 93,972 111,551: 40,334 22,754
Old : 134,306: 44,639 22,305 10,424 38,909 78,822 93,972 111,551: 40,334 22,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 11,105: -3,240 4,255 3,438 8,382 2,925 8,580 10,618: 2,525 487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 16.6 7.8 29.0 58.7 70.0 83.1: 30.0 16.9
Old : 100.0: 33.2 16.6 7.8 29.0 58.7 70.0 83.1: 30.0 16.9
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 : 89: 37 17 13 24 24 64 51:
Old : 89: 37 17 13 24 24 64 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 29.0 26.1 44.7 14.7 27.9 25.6 43.6
Old : 14.7 29.0 26.1 44.7 14.7 27.9 25.6 43.6
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, June 6, 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 : 109,383: 27,091 17,319 625 60,758 77,428 88,474 95,372: 20,909 14,011
Old : 109,383: 27,091 17,319 625 60,758 77,428 88,474 95,372: 20,909 14,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 6,721: -3,644 -2,414 541 9,540 6,502 6,438 4,629: 283 2,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 15.8 0.6 55.5 70.8 80.9 87.2: 19.1 12.8
Old : 100.0: 24.8 15.8 0.6 55.5 70.8 80.9 87.2: 19.1 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 20 10 3 11 15 32 27:
Old : 46: 20 10 3 11 15 32 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 : 44.7 61.5 59.8 71.4 43.6 60.6 55.3 68.9
Old : 44.7 61.5 59.8 71.4 43.6 60.6 55.3 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 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 : 90,062: 8,870 36,774 721 77,668 48,217 87,259 85,712: 2,803 4,349
Old : 90,062: 8,870 36,774 721 77,668 48,217 87,259 85,712: 2,803 4,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -562: 843 -113 400 -1,697 0 -454 287: -108 -849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 40.8 0.8 86.2 53.5 96.9 95.2: 3.1 4.8
Old : 100.0: 9.8 40.8 0.8 86.2 53.5 96.9 95.2: 3.1 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 16 40 2 20 14 37 55:
Old : 82: 16 40 2 20 14 37 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 : 57.1 53.8 74.2 71.0 50.0 43.8 61.1 55.6
Old : 57.1 53.8 74.2 71.0 50.0 43.8 61.1 55.6
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, June 6, 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 : 111,629: 32,965 10,953 3,346 43,850 80,032 80,161 94,331: 31,468 17,299
Old : 111,629: 32,965 10,953 3,346 43,850 80,032 80,161 94,331: 31,468 17,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -8,951: -18,108 -784 -332 11,579 -4,635 -6,861 -5,751: -2,091 -3,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 9.8 3.0 39.3 71.7 71.8 84.5: 28.2 15.5
Old : 100.0: 29.5 9.8 3.0 39.3 71.7 71.8 84.5: 28.2 15.5
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 : 69: 25 10 7 23 25 52 38:
Old : 69: 25 10 7 23 25 52 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 43.4 39.2 59.7 25.9 41.5 39.0 57.7
Old : 25.9 43.4 39.2 59.7 25.9 41.5 39.0 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 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 : 259,655: 46,691 28,018 7,269 158,275 191,130 212,234 226,417: 47,420 33,238
Old : 259,655: 46,691 28,018 7,269 158,275 191,130 212,234 226,417: 47,420 33,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -7,689: -9,982 -4,142 585 4,786 -7,902 -4,611 -11,459: -3,077 3,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 10.8 2.8 61.0 73.6 81.7 87.2: 18.3 12.8
Old : 100.0: 18.0 10.8 2.8 61.0 73.6 81.7 87.2: 18.3 12.8
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 : 94: 35 20 14 26 28 66 57:
Old : 94: 35 20 14 26 28 66 57:
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 : 41.6 35.6 55.6 55.0 31.6 31.3 38.8 43.5
Old : 41.6 35.6 55.6 55.0 31.6 31.3 38.8 43.5
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, June 6, 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 : 260,337: 96,350 13,286 32,746 56,342 164,590 185,438 210,621: 74,899 49,716
Old : 260,337: 96,350 13,286 32,746 56,342 164,590 185,438 210,621: 74,899 49,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 10,388: 4,701 -2,398 -2,355 1,480 15,359 3,826 10,606: 6,562 -218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 5.1 12.6 21.6 63.2 71.2 80.9: 28.8 19.1
Old : 100.0: 37.0 5.1 12.6 21.6 63.2 71.2 80.9: 28.8 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 66 30 41 28 33 112 86:
Old : 138: 66 30 41 28 33 112 86:
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 : 14.9 34.9 27.1 49.3 13.3 34.7 21.8 46.8
Old : 14.9 34.9 27.1 49.3 13.3 34.7 21.8 46.8
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, June 6, 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 : 13,175: 6,910 4,752 0 5,126 6,990 12,036 11,742: 1,139 1,433
Old : 13,175: 6,910 4,752 0 5,126 6,990 12,036 11,742: 1,139 1,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -69: -704 -34 0 667 188 -37 154: -32 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 36.1 0.0 38.9 53.1 91.4 89.1: 8.6 10.9
Old : 100.0: 52.4 36.1 0.0 38.9 53.1 91.4 89.1: 8.6 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 3 0 13 11 16 14:
Old : 24: 3 3 0 13 11 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 77.0 80.4 85.8 67.6 75.8 79.5 84.7
Old : 68.3 77.0 80.4 85.8 67.6 75.8 79.5 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 60,126: 22,439 1,961 485 32,742 53,473 55,666 55,919: 4,460 4,207
Old : 60,126: 22,439 1,961 485 32,742 53,473 55,666 55,919: 4,460 4,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 3.3 0.8 54.5 88.9 92.6 93.0: 7.4 7.0
Old : 100.0: 37.3 3.3 0.8 54.5 88.9 92.6 93.0: 7.4 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 2 1 10 7 16 9:
Old : 20: 5 2 1 10 7 16 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 83.5 76.9 92.7 53.9 80.8 74.1 86.7
Old : 56.3 83.5 76.9 92.7 53.9 80.8 74.1 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 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 :19,411,486: 943,207 1,131,139 7,542,347 9,676,270 9,010,419 18,161,824 17,683,905: 1,249,663 1,727,582
Old :19,411,486: 943,207 1,131,139 7,542,347 9,676,270 9,010,419 18,161,824 17,683,905: 1,249,663 1,727,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 780,621: 88,129 -128,832 595,467 101,240 197,179 784,837 663,814: -4,216 116,807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 5.8 38.9 49.8 46.4 93.6 91.1: 6.4 8.9
Old : 100.0: 4.9 5.8 38.9 49.8 46.4 93.6 91.1: 6.4 8.9
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 : 330: 74 79 124 153 162 291 307:
Old : 330: 74 79 124 153 162 291 307:
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 : 29.8 19.9 41.0 27.5 18.6 5.5 21.5 9.2
Old : 29.8 19.9 41.0 27.5 18.6 5.5 21.5 9.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 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 : 819,435: 89,142 71,657 74,958 472,554 552,899 636,654 699,514: 182,781 119,921
Old : 819,435: 89,142 71,657 74,958 472,554 552,899 636,654 699,514: 182,781 119,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 18,055: -2,847 -1,391 6,637 12,274 6,484 16,064 11,730: 1,991 6,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 8.7 9.1 57.7 67.5 77.7 85.4: 22.3 14.6
Old : 100.0: 10.9 8.7 9.1 57.7 67.5 77.7 85.4: 22.3 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 56 53 67 90 72 183 155:
Old : 223: 56 53 67 90 72 183 155:
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 : 16.0 27.6 22.9 38.5 15.6 25.9 22.1 35.4
Old : 16.0 27.6 22.9 38.5 15.6 25.9 22.1 35.4
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, June 6, 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 : 1,646,419: 230,287 486,908 78,365 1,127,802 933,786 1,436,454 1,499,059: 209,965 147,360
Old : 1,646,419: 230,287 486,908 78,365 1,127,802 933,786 1,436,454 1,499,059: 209,965 147,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 89,641: 11,044 39,587 12,661 89,639 25,109 113,345 77,357: -23,704 12,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 29.6 4.8 68.5 56.7 87.2 91.0: 12.8 9.0
Old : 100.0: 14.0 29.6 4.8 68.5 56.7 87.2 91.0: 12.8 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 51 81 47 84 79 166 176:
Old : 246: 51 81 47 84 79 166 176:
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 : 27.3 25.3 39.5 37.2 21.6 19.1 32.2 28.8
Old : 27.3 25.3 39.5 37.2 21.6 19.1 32.2 28.8
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, June 6, 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 : 10,850: 1,560 705 25 5,460 8,714 7,045 9,444: 3,805 1,406
Old : 10,850: 1,560 705 25 5,460 8,714 7,045 9,444: 3,805 1,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 249: -295 0 25 460 72 190 97: 59 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 6.5 0.2 50.3 80.3 64.9 87.0: 35.1 13.0
Old : 100.0: 14.4 6.5 0.2 50.3 80.3 64.9 87.0: 35.1 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 : 25: 3 1 1 13 13 16 15:
Old : 25: 3 1 1 13 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 : 32.4 44.9 48.5 72.8 32.4 42.9 48.1 67.4
Old : 32.4 44.9 48.5 72.8 32.4 42.9 48.1 67.4
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, June 6, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 49,320: 8,388 18,067 125 34,724 28,238 43,237 46,430: 6,083 2,890
Old : 49,320: 8,388 18,067 125 34,724 28,238 43,237 46,430: 6,083 2,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -2,340: -193 -295 125 -2,771 -1,659 -2,839 -1,829: 499 -511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 36.6 0.3 70.4 57.3 87.7 94.1: 12.3 5.9
Old : 100.0: 17.0 36.6 0.3 70.4 57.3 87.7 94.1: 12.3 5.9
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: 7 15 1 23 22 31 37:
Old : 60: 7 15 1 23 22 31 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 : 43.6 38.9 62.3 59.4 39.1 37.7 57.2 58.3
Old : 43.6 38.9 62.3 59.4 39.1 37.7 57.2 58.3
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, June 6, 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 : 77,015: 10,103 16,845 1,597 46,387 51,414 58,087 69,856: 18,928 7,160
Old : 77,015: 10,103 16,845 1,597 46,387 51,414 58,087 69,856: 18,928 7,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 7,214: -1,696 1,614 1,494 4,051 4,155 3,849 7,263: 3,365 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 21.9 2.1 60.2 66.8 75.4 90.7: 24.6 9.3
Old : 100.0: 13.1 21.9 2.1 60.2 66.8 75.4 90.7: 24.6 9.3
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: 14 20 2 40 33 55 54:
Old : 92: 14 20 2 40 33 55 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 35.6 46.6 50.6 33.9 35.6 43.0 49.7
Old : 35.7 35.6 46.6 50.6 33.9 35.6 43.0 49.7
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, June 6, 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 : 468,627: 108,086 216,491 8,066 328,426 181,600 444,578 406,157: 24,050 62,471
Old : 468,627: 108,086 216,491 8,066 328,426 181,600 444,578 406,157: 24,050 62,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 33,988: 361 9,295 2,132 35,755 4,231 38,247 15,658: -4,260 18,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 46.2 1.7 70.1 38.8 94.9 86.7: 5.1 13.3
Old : 100.0: 23.1 46.2 1.7 70.1 38.8 94.9 86.7: 5.1 13.3
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 : 229: 56 98 22 56 40 125 147:
Old : 229: 56 98 22 56 40 125 147:
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 : 44.4 26.9 61.0 40.2 41.4 25.4 57.9 38.0
Old : 44.4 26.9 61.0 40.2 41.4 25.4 57.9 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 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 : 74,604: 24,134 10,366 134 24,682 53,267 48,950 63,766: 25,654 10,838
Old : 74,604: 24,134 10,366 134 24,682 53,267 48,950 63,766: 25,654 10,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -3,570: -9,593 3,598 -179 5,885 -8,600 -3,887 -5,181: 318 1,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 13.9 0.2 33.1 71.4 65.6 85.5: 34.4 14.5
Old : 100.0: 32.3 13.9 0.2 33.1 71.4 65.6 85.5: 34.4 14.5
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 : 44: 16 5 1 11 17 28 22:
Old : 44: 16 5 1 11 17 28 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 : 26.1 47.3 40.1 66.3 23.2 47.3 36.4 62.7
Old : 26.1 47.3 40.1 66.3 23.2 47.3 36.4 62.7
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, June 6, 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 : 50,131: 5,749 6,096 389 35,123 37,218 41,261 43,703: 8,870 6,428
Old : 50,131: 5,749 6,096 389 35,123 37,218 41,261 43,703: 8,870 6,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 7,027: 751 261 371 3,134 5,170 4,256 5,802: 2,771 1,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 12.2 0.8 70.1 74.2 82.3 87.2: 17.7 12.8
Old : 100.0: 11.5 12.2 0.8 70.1 74.2 82.3 87.2: 17.7 12.8
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 : 62: 6 13 4 26 28 35 42:
Old : 62: 6 13 4 26 28 35 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 41.6 60.9 56.1 48.9 38.4 58.4 52.7
Old : 48.9 41.6 60.9 56.1 48.9 38.4 58.4 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, June 6, 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 : 477,504: 73,291 112,797 6,326 377,694 318,922 457,311 438,045: 20,193 39,459
Old : 477,504: 73,291 112,797 6,326 377,694 318,922 457,311 438,045: 20,193 39,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 44,772: -1,879 10,934 -549 41,870 21,633 39,442 32,018: 5,329 12,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 23.6 1.3 79.1 66.8 95.8 91.7: 4.2 8.3
Old : 100.0: 15.3 23.6 1.3 79.1 66.8 95.8 91.7: 4.2 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 : 197: 48 73 33 45 52 104 147:
Old : 197: 48 73 33 45 52 104 147:
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 : 60.6 27.8 74.9 43.9 54.2 24.7 67.5 37.7
Old : 60.6 27.8 74.9 43.9 54.2 24.7 67.5 37.7
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, June 6, 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 : 64,290: 15,469 17,813 3,591 32,173 32,463 51,233 53,867: 13,057 10,423
Old : 64,290: 15,469 17,813 3,591 32,173 32,463 51,233 53,867: 13,057 10,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 9,106: 2,027 841 1,682 5,183 3,288 8,892 5,811: 213 3,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 27.7 5.6 50.0 50.5 79.7 83.8: 20.3 16.2
Old : 100.0: 24.1 27.7 5.6 50.0 50.5 79.7 83.8: 20.3 16.2
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 : 81: 23 24 14 23 21 52 53:
Old : 81: 23 24 14 23 21 52 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 : 25.3 34.5 39.1 46.2 25.1 30.8 37.5 40.2
Old : 25.3 34.5 39.1 46.2 25.1 30.8 37.5 40.2
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, June 6, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 51,121: 8,559 7,733 3,705 30,838 20,194 43,102 31,632: 8,019 19,489
Old : 51,121: 8,559 7,733 3,705 30,838 20,194 43,102 31,632: 8,019 19,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 9,540: 642 2,153 3,583 4,589 3,719 8,814 9,455: 726 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 15.1 7.2 60.3 39.5 84.3 61.9: 15.7 38.1
Old : 100.0: 16.7 15.1 7.2 60.3 39.5 84.3 61.9: 15.7 38.1
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 : 56: 14 12 6 20 15 36 31:
Old : 56: 14 12 6 20 15 36 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 29.4 52.5 40.4 21.8 15.0 33.5 22.0
Old : 36.8 29.4 52.5 40.4 21.8 15.0 33.5 22.0
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, June 6, 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 : 21,774: 5,929 380 30 14,682 20,613 20,641 21,023: 1,133 751
Old : 21,774: 5,929 380 30 14,682 20,613 20,641 21,023: 1,133 751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 399: 195 -118 -93 -6 28 96 -183: 303 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 1.7 0.1 67.4 94.7 94.8 96.6: 5.2 3.4
Old : 100.0: 27.2 1.7 0.1 67.4 94.7 94.8 96.6: 5.2 3.4
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 : 21: 11 1 1 8 2 19 4:
Old : 21: 11 1 1 8 2 19 4:
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 : 72.0 96.6 84.9 96.6 72.0 96.4 84.8 96.4
Old : 72.0 96.6 84.9 96.6 72.0 96.4 84.8 96.4
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, June 6, 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 : 47,876: 6,201 4,894 2,487 17,841 32,842 26,529 40,223: 21,347 7,654
Old : 47,876: 6,201 4,894 2,487 17,841 32,842 26,529 40,223: 21,347 7,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 986: -901 1,228 391 1,027 1,638 517 3,257: 469 -2,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 10.2 5.2 37.3 68.6 55.4 84.0: 44.6 16.0
Old : 100.0: 13.0 10.2 5.2 37.3 68.6 55.4 84.0: 44.6 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 9 12 3 27 33 37 48:
Old : 60: 9 12 3 27 33 37 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 : 24.0 28.8 35.4 45.2 13.0 22.9 17.8 34.5
Old : 24.0 28.8 35.4 45.2 13.0 22.9 17.8 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 9, 2006