MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 36,111: 670 3,856 3,112 27,748 17,087 31,531 24,055: 4,581 12,056
Old : 36,111: 670 3,856 3,112 27,748 17,087 31,531 24,055: 4,581 12,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 699: 47 1,040 -158 729 106 617 988: 82 -288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 10.7 8.6 76.8 47.3 87.3 66.6: 12.7 33.4
Old : 100.0: 1.9 10.7 8.6 76.8 47.3 87.3 66.6: 12.7 33.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 2 17 10 25 19 37 36:
Old : 51: 2 17 10 25 19 37 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 30.4 67.0 42.8 50.6 29.4 65.8 37.2
Old : 50.7 30.4 67.0 42.8 50.6 29.4 65.8 37.2
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, July 11, 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 : 159,264: 34,557 13,255 24,502 81,016 80,686 140,074 118,443: 19,190 40,821
Old : 127,913: 28,855 23,603 12,225 73,311 62,105 114,391 97,933: 13,522 29,980
Other: 31,351: 16,444 395 1,533 7,705 18,581 25,683 20,509: 5,668 10,842
: : :
: : Changes in Commitments from: July 3, 2006 :
: -12,954: -1,525 1,916 -10,701 29 -5,131 -12,196 -13,916: -758 962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 8.3 15.4 50.9 50.7 88.0 74.4: 12.0 25.6
Old : 100.0: 22.6 18.5 9.6 57.3 48.6 89.4 76.6: 10.6 23.4
Other: 100.0: 52.5 1.3 4.9 24.6 59.3 81.9 65.4: 18.1 34.6
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 64 47 59 38 46 140 128:
Old : 180: 54 62 43 33 45 118 126:
Other: 89: 39 5 15 23 33 66 50:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 28.7 43.0 37.0 31.6 25.6 41.6 31.9
Old : 39.3 31.8 51.4 39.6 39.3 29.3 51.3 36.7
Other: 34.3 29.5 49.2 40.7 29.8 23.6 42.5 33.3
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,901: 745 329 160 183 491 1,088 980: 813 921
Old : 1,832: 745 293 151 183 491 1,079 935: 753 897
Other: 69: 0 36 9 0 0 9 45: 60 24
: : :
: : Changes in Commitments from: July 3, 2006 :
: 39: 47 -65 -27 -19 -81 1 -173: 38 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 17.3 8.4 9.6 25.8 57.2 51.6: 42.8 48.4
Old : 100.0: 40.7 16.0 8.2 10.0 26.8 58.9 51.0: 41.1 49.0
Other: 100.0: 0.0 52.3 13.0 0.0 0.0 13.0 65.3: 87.0 34.7
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 13 7 4 4 7 21 14:
Old : 28: 13 7 4 4 7 21 14:
Other: 3: 0 2 2 0 0 2 3:
:----------------------------------------------------------------------------------------------------
: 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 : 20.7 23.3 34.7 39.5 20.5 20.2 34.3 31.8
Old : 21.5 23.2 35.9 38.8 21.2 21.0 35.6 32.7
Other: 13.0 65.3 13.0 65.3 0.0 52.3 0.0 52.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 274,538: 59,526 8,947 66,269 124,048 135,919 249,843 211,135: 24,695 63,403
Old : 274,538: 59,526 8,947 66,269 124,048 135,919 249,843 211,135: 24,695 63,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 6,570: -3,778 -390 785 8,219 4,744 5,227 5,139: 1,343 1,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 3.3 24.1 45.2 49.5 91.0 76.9: 9.0 23.1
Old : 100.0: 21.7 3.3 24.1 45.2 49.5 91.0 76.9: 9.0 23.1
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 : 324: 99 39 80 103 158 246 251:
Old : 324: 99 39 80 103 158 246 251:
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 : 19.1 10.5 30.2 18.3 19.1 8.3 27.1 13.0
Old : 19.1 10.5 30.2 18.3 19.1 8.3 27.1 13.0
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, July 11, 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 : 5,324: 2,580 2,606 392 730 494 3,702 3,493: 1,623 1,832
Old : 5,324: 2,580 2,606 392 730 494 3,702 3,493: 1,623 1,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 25: -56 112 25 -135 -137 -166 -0: 191 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 49.0 7.4 13.7 9.3 69.5 65.6: 30.5 34.4
Old : 100.0: 48.5 49.0 7.4 13.7 9.3 69.5 65.6: 30.5 34.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 16 18 7 9 13 29 36:
Old : 50: 16 18 7 9 13 29 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 25.3 48.3 38.8 34.5 25.3 48.0 38.8
Old : 34.5 25.3 48.3 38.8 34.5 25.3 48.0 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 35,338: 12,454 2,440 6,433 10,250 10,035 29,137 18,907: 6,201 16,431
Old : 35,338: 12,454 2,440 6,433 10,250 10,035 29,137 18,907: 6,201 16,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 763: -935 -130 -311 1,372 559 127 118: 636 644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 6.9 18.2 29.0 28.4 82.5 53.5: 17.5 46.5
Old : 100.0: 35.2 6.9 18.2 29.0 28.4 82.5 53.5: 17.5 46.5
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 : 152: 50 18 21 45 66 105 99:
Old : 152: 50 18 21 45 66 105 99:
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 : 16.4 11.0 26.0 17.8 14.1 5.8 21.2 9.8
Old : 16.4 11.0 26.0 17.8 14.1 5.8 21.2 9.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 104,679: 32,395 19,916 5,206 26,741 59,667 64,342 84,788: 40,338 19,891
Old : 104,679: 32,395 19,916 5,206 26,741 59,667 64,342 84,788: 40,338 19,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -2,086: -10,805 12,322 -1,285 7,846 -14,536 -4,245 -3,499: 2,159 1,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 19.0 5.0 25.5 57.0 61.5 81.0: 38.5 19.0
Old : 100.0: 30.9 19.0 5.0 25.5 57.0 61.5 81.0: 38.5 19.0
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 : 75: 24 16 8 24 21 53 40:
Old : 75: 24 16 8 24 21 53 40:
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 : 20.7 34.3 31.7 51.1 19.3 33.6 29.3 50.4
Old : 20.7 34.3 31.7 51.1 19.3 33.6 29.3 50.4
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, July 11, 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 : 63,069: 20,119 27,379 4 30,495 23,670 50,619 51,053: 12,450 12,016
Old : 63,069: 20,119 27,379 4 30,495 23,670 50,619 51,053: 12,450 12,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 3,808: -1,196 1,738 -12 4,425 2,967 3,216 4,693: 592 -884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 43.4 0.0 48.4 37.5 80.3 80.9: 19.7 19.1
Old : 100.0: 31.9 43.4 0.0 48.4 37.5 80.3 80.9: 19.7 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 18 11 1 7 11 25 23:
Old : 44: 18 11 1 7 11 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 50.7 62.0 66.0 48.7 50.3 61.8 65.6
Old : 48.9 50.7 62.0 66.0 48.7 50.3 61.8 65.6
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, July 11, 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 : 77,330: 10,838 15,199 356 62,647 58,678 73,841 74,233: 3,489 3,097
Old : 77,330: 10,838 15,199 356 62,647 58,678 73,841 74,233: 3,489 3,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -7,784: -127 -7,413 176 -7,810 905 -7,761 -6,332: -23 -1,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 19.7 0.5 81.0 75.9 95.5 96.0: 4.5 4.0
Old : 100.0: 14.0 19.7 0.5 81.0 75.9 95.5 96.0: 4.5 4.0
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 : 63: 15 20 2 18 15 35 36:
Old : 63: 15 20 2 18 15 35 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 69.7 76.7 85.3 62.2 68.2 75.4 82.9
Old : 63.6 69.7 76.7 85.3 62.2 68.2 75.4 82.9
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, July 11, 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 : 87,887: 25,404 11,440 242 35,601 61,982 61,246 73,664: 26,641 14,223
Old : 87,887: 25,404 11,440 242 35,601 61,982 61,246 73,664: 26,641 14,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 5,935: 3,405 1,275 -818 570 6,094 3,157 6,550: 2,779 -615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 13.0 0.3 40.5 70.5 69.7 83.8: 30.3 16.2
Old : 100.0: 28.9 13.0 0.3 40.5 70.5 69.7 83.8: 30.3 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 : 55: 17 9 3 14 22 34 31:
Old : 55: 17 9 3 14 22 34 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 : 33.4 37.2 48.7 57.1 32.5 37.2 44.7 56.7
Old : 33.4 37.2 48.7 57.1 32.5 37.2 44.7 56.7
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, July 11, 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 : 222,175: 26,221 51,224 6,935 152,259 137,367 185,415 195,525: 36,761 26,650
Old : 222,175: 26,221 51,224 6,935 152,259 137,367 185,415 195,525: 36,761 26,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 2,540: 2,660 -678 -717 1,348 8,357 3,291 6,962: -750 -4,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 23.1 3.1 68.5 61.8 83.5 88.0: 16.5 12.0
Old : 100.0: 11.8 23.1 3.1 68.5 61.8 83.5 88.0: 16.5 12.0
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 : 103: 29 38 13 27 23 65 65:
Old : 103: 29 38 13 27 23 65 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 37.0 59.5 55.1 36.2 27.3 41.0 38.7
Old : 47.9 37.0 59.5 55.1 36.2 27.3 41.0 38.7
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, July 11, 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 : 192,637: 92,671 14,091 12,590 25,646 134,609 130,908 161,291: 61,729 31,346
Old : 192,637: 92,671 14,091 12,590 25,646 134,609 130,908 161,291: 61,729 31,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -380: 4,815 -3,408 -4,214 -2,711 13,136 -2,111 5,513: 1,731 -5,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 7.3 6.5 13.3 69.9 68.0 83.7: 32.0 16.3
Old : 100.0: 48.1 7.3 6.5 13.3 69.9 68.0 83.7: 32.0 16.3
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 : 127: 61 27 27 22 34 95 76:
Old : 127: 61 27 27 22 34 95 76:
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 : 21.3 41.5 29.5 56.4 20.3 40.5 26.3 54.0
Old : 21.3 41.5 29.5 56.4 20.3 40.5 26.3 54.0
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, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 14,081: 4,329 5,272 0 8,115 7,500 12,444 12,772: 1,637 1,309
Old : 14,081: 4,329 5,272 0 8,115 7,500 12,444 12,772: 1,637 1,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 37.4 0.0 57.6 53.3 88.4 90.7: 11.6 9.3
Old : 100.0: 30.7 37.4 0.0 57.6 53.3 88.4 90.7: 11.6 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 : 20: 3 4 0 7 7 10 11:
Old : 20: 3 4 0 7 7 10 11:
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 : 69.2 79.4 85.5 88.0 63.1 77.0 79.4 82.9
Old : 69.2 79.4 85.5 88.0 63.1 77.0 79.4 82.9
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, July 11, 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 : 67,781: 24,884 1,799 0 38,895 59,039 63,779 60,838: 4,002 6,943
Old : 67,781: 24,884 1,799 0 38,895 59,039 63,779 60,838: 4,002 6,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 3,055: 714 0 0 2,671 2,128 3,385 2,128: -330 927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 2.7 0.0 57.4 87.1 94.1 89.8: 5.9 10.2
Old : 100.0: 36.7 2.7 0.0 57.4 87.1 94.1 89.8: 5.9 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 : 29: 6 2 0 12 15 18 17:
Old : 29: 6 2 0 12 15 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 61.1 76.1 78.8 54.9 60.8 74.5 78.1
Old : 55.0 61.1 76.1 78.8 54.9 60.8 74.5 78.1
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, July 11, 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 :18,923,410: 497,747 1,091,725 7,599,966 9,579,502 8,567,217 17,677,216 17,258,908: 1,246,195 1,664,503
Old :18,923,410: 497,747 1,091,725 7,599,966 9,579,502 8,567,217 17,677,216 17,258,908: 1,246,195 1,664,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 70,431: -60,014 -133,911 34,536 85,092 171,695 59,615 72,320: 10,816 -1,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 5.8 40.2 50.6 45.3 93.4 91.2: 6.6 8.8
Old : 100.0: 2.6 5.8 40.2 50.6 45.3 93.4 91.2: 6.6 8.8
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 : 330: 71 80 121 151 162 286 307:
Old : 330: 71 80 121 151 162 286 307:
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 : 32.4 21.1 42.7 29.2 18.4 4.5 20.8 7.1
Old : 32.4 21.1 42.7 29.2 18.4 4.5 20.8 7.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 713,638: 92,167 66,382 48,975 422,512 463,520 563,654 578,878: 149,983 134,760
Old : 713,638: 92,167 66,382 48,975 422,512 463,520 563,654 578,878: 149,983 134,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -1,519: -1,278 1,285 107 -3,673 -1,367 -4,844 25: 3,324 -1,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 9.3 6.9 59.2 65.0 79.0 81.1: 21.0 18.9
Old : 100.0: 12.9 9.3 6.9 59.2 65.0 79.0 81.1: 21.0 18.9
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 : 230: 60 59 69 87 67 190 152:
Old : 230: 60 59 69 87 67 190 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 26.3 25.5 37.0 18.2 26.0 25.2 35.7
Old : 18.4 26.3 25.5 37.0 18.2 26.0 25.2 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 1,421,327: 207,420 336,026 61,300 783,272 884,950 1,051,993 1,282,276: 369,334 139,050
Old : 1,421,327: 207,420 336,026 61,300 783,272 884,950 1,051,993 1,282,276: 369,334 139,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 15,643: -19,670 22,367 4,669 38,435 -13,069 23,433 13,967: -7,791 1,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 23.6 4.3 55.1 62.3 74.0 90.2: 26.0 9.8
Old : 100.0: 14.6 23.6 4.3 55.1 62.3 74.0 90.2: 26.0 9.8
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 : 235: 49 75 53 82 71 165 165:
Old : 235: 49 75 53 82 71 165 165:
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 : 20.7 23.5 32.5 35.9 16.9 21.5 26.2 32.2
Old : 20.7 23.5 32.5 35.9 16.9 21.5 26.2 32.2
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, July 11, 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 : 9,134: 1,383 705 0 4,265 7,275 5,648 7,980: 3,486 1,154
Old : 9,134: 1,383 705 0 4,265 7,275 5,648 7,980: 3,486 1,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 7.7 0.0 46.7 79.6 61.8 87.4: 38.2 12.6
Old : 100.0: 15.1 7.7 0.0 46.7 79.6 61.8 87.4: 38.2 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 1 0 8 10 11 11:
Old : 20: 3 1 0 8 10 11 11:
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 : 39.3 50.8 56.2 79.2 39.3 47.1 55.1 75.5
Old : 39.3 50.8 56.2 79.2 39.3 47.1 55.1 75.5
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, July 11, 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 : 62,278: 8,727 27,393 0 47,700 29,661 56,427 57,054: 5,851 5,224
Old : 62,278: 8,727 27,393 0 47,700 29,661 56,427 57,054: 5,851 5,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -665: 288 -1,247 0 -1,331 820 -1,043 -427: 378 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 44.0 0.0 76.6 47.6 90.6 91.6: 9.4 8.4
Old : 100.0: 14.0 44.0 0.0 76.6 47.6 90.6 91.6: 9.4 8.4
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 : 61: 6 13 0 27 24 33 37:
Old : 61: 6 13 0 27 24 33 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 : 45.2 49.6 65.0 66.7 43.4 49.6 63.3 65.4
Old : 45.2 49.6 65.0 66.7 43.4 49.6 63.3 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 51,368: 7,743 14,737 28 36,359 28,156 44,130 42,921: 7,238 8,447
Old : 51,368: 7,743 14,737 28 36,359 28,156 44,130 42,921: 7,238 8,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -825: 24 2,652 -10 -889 3,021 -875 5,663: 50 -6,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 28.7 0.1 70.8 54.8 85.9 83.6: 14.1 16.4
Old : 100.0: 15.1 28.7 0.1 70.8 54.8 85.9 83.6: 14.1 16.4
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 : 77: 14 19 1 27 25 42 44:
Old : 77: 14 19 1 27 25 42 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 25.2 60.1 45.2 43.7 25.0 58.2 44.4
Old : 44.8 25.2 60.1 45.2 43.7 25.0 58.2 44.4
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, July 11, 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 : 346,387: 88,822 155,239 3,406 215,218 167,270 307,445 325,915: 38,942 20,472
Old : 346,387: 88,822 155,239 3,406 215,218 167,270 307,445 325,915: 38,942 20,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 16,969: 28,582 23,416 -928 14,021 -8,602 41,675 13,887: -24,706 3,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 44.8 1.0 62.1 48.3 88.8 94.1: 11.2 5.9
Old : 100.0: 25.6 44.8 1.0 62.1 48.3 88.8 94.1: 11.2 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 : 210: 58 78 11 48 43 111 127:
Old : 210: 58 78 11 48 43 111 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 25.3 56.3 37.3 41.8 25.3 50.3 35.5
Old : 44.5 25.3 56.3 37.3 41.8 25.3 50.3 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 52,354: 21,901 4,965 391 10,403 36,251 32,695 41,607: 19,659 10,747
Old : 52,354: 21,901 4,965 391 10,403 36,251 32,695 41,607: 19,659 10,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 5,875: 4,681 -7,115 326 -928 11,579 4,079 4,790: 1,796 1,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 9.5 0.7 19.9 69.2 62.5 79.5: 37.5 20.5
Old : 100.0: 41.8 9.5 0.7 19.9 69.2 62.5 79.5: 37.5 20.5
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 : 42: 17 4 1 9 16 26 21:
Old : 42: 17 4 1 9 16 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 37.8 42.4 58.8 29.7 37.8 38.1 57.0
Old : 31.5 37.8 42.4 58.8 29.7 37.8 38.1 57.0
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, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 34,667: 5,733 6,772 11 25,864 20,180 31,608 26,962: 3,060 7,705
Old : 34,667: 5,733 6,772 11 25,864 20,180 31,608 26,962: 3,060 7,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 1,077: 0 236 2 2,102 -449 2,104 -211: -1,027 1,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 19.5 0.0 74.6 58.2 91.2 77.8: 8.8 22.2
Old : 100.0: 16.5 19.5 0.0 74.6 58.2 91.2 77.8: 8.8 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 2 17 2 25 26 29 43:
Old : 60: 2 17 2 25 26 29 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 17.8 70.2 31.5 50.2 16.3 60.5 28.0
Old : 55.9 17.8 70.2 31.5 50.2 16.3 60.5 28.0
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, July 11, 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 : 426,573: 117,715 104,766 4,607 284,782 301,003 407,104 410,376: 19,469 16,197
Old : 426,573: 117,715 104,766 4,607 284,782 301,003 407,104 410,376: 19,469 16,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -7,410: -5,037 -7,408 161 -3,151 1,081 -8,027 -6,166: 617 -1,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 24.6 1.1 66.8 70.6 95.4 96.2: 4.6 3.8
Old : 100.0: 27.6 24.6 1.1 66.8 70.6 95.4 96.2: 4.6 3.8
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 : 190: 30 81 30 43 57 94 147:
Old : 190: 30 81 30 43 57 94 147:
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 : 62.3 29.4 75.8 46.2 59.1 27.7 71.0 42.8
Old : 62.3 29.4 75.8 46.2 59.1 27.7 71.0 42.8
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, July 11, 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 : 39,884: 8,919 12,832 952 19,159 18,268 29,030 32,053: 10,854 7,831
Old : 39,884: 8,919 12,832 952 19,159 18,268 29,030 32,053: 10,854 7,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 1,016: 11 -1,042 250 179 1,594 440 803: 575 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 32.2 2.4 48.0 45.8 72.8 80.4: 27.2 19.6
Old : 100.0: 22.4 32.2 2.4 48.0 45.8 72.8 80.4: 27.2 19.6
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 : 69: 17 23 7 14 17 35 43:
Old : 69: 17 23 7 14 17 35 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 29.5 51.4 43.2 37.4 29.5 51.3 43.1
Old : 37.5 29.5 51.4 43.2 37.4 29.5 51.3 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 35,444: 9,626 3,417 398 18,105 15,926 28,129 19,741: 7,315 15,703
Old : 35,444: 9,626 3,417 398 18,105 15,926 28,129 19,741: 7,315 15,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -1,106: -2,180 23 355 175 -336 -1,650 42: 544 -1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 9.6 1.1 51.1 44.9 79.4 55.7: 20.6 44.3
Old : 100.0: 27.2 9.6 1.1 51.1 44.9 79.4 55.7: 20.6 44.3
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 : 51: 17 7 2 17 11 34 20:
Old : 51: 17 7 2 17 11 34 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 : 28.5 35.6 43.2 43.9 25.3 34.8 40.0 42.2
Old : 28.5 35.6 43.2 43.9 25.3 34.8 40.0 42.2
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, July 11, 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 : 21,984: 4,157 800 0 15,349 20,580 19,506 21,380: 2,478 604
Old : 21,984: 4,157 800 0 15,349 20,580 19,506 21,380: 2,478 604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 1,414: -701 62 -93 451 1,268 -343 1,237: 1,757 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 3.6 0.0 69.8 93.6 88.7 97.3: 11.3 2.7
Old : 100.0: 18.9 3.6 0.0 69.8 93.6 88.7 97.3: 11.3 2.7
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 : 21: 7 3 0 8 4 15 7:
Old : 21: 7 3 0 8 4 15 7:
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 : 67.5 95.0 81.2 97.3 67.5 93.8 80.4 95.1
Old : 67.5 95.0 81.2 97.3 67.5 93.8 80.4 95.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 40,001: 7,455 4,488 850 18,733 29,361 27,038 34,699: 12,963 5,302
Old : 40,001: 7,455 4,488 850 18,733 29,361 27,038 34,699: 12,963 5,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 4,541: 20 596 0 3,774 3,252 3,794 3,848: 747 693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 11.2 2.1 46.8 73.4 67.6 86.7: 32.4 13.3
Old : 100.0: 18.6 11.2 2.1 46.8 73.4 67.6 86.7: 32.4 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 : 52: 6 9 3 23 33 29 45:
Old : 52: 6 9 3 23 33 29 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 26.8 51.2 47.7 31.8 24.9 37.4 41.5
Old : 40.6 26.8 51.2 47.7 31.8 24.9 37.4 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 14, 2006