MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, February 7, 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 : 27,187: 326 550 721 21,904 14,606 22,951 15,877: 4,236 11,310
Old : 27,187: 326 550 721 21,904 14,606 22,951 15,877: 4,236 11,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -744: -756 -590 -518 913 -177 -361 -1,285: -383 541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 2.0 2.7 80.6 53.7 84.4 58.4: 15.6 41.6
Old : 100.0: 1.2 2.0 2.7 80.6 53.7 84.4 58.4: 15.6 41.6
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 : 31: 3 5 7 15 13 22 21:
Old : 31: 3 5 7 15 13 22 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 : 51.0 32.8 74.9 46.3 51.0 31.4 74.8 44.4
Old : 51.0 32.8 74.9 46.3 51.0 31.4 74.8 44.4
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 - Futures Only, February 7, 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 : 142,329: 17,660 32,019 28,216 75,236 48,743 121,112 108,978: 21,217 33,351
Old : 140,322: 17,849 32,000 27,650 74,240 48,178 119,739 107,828: 20,583 32,494
Other: 2,007: 377 585 0 996 565 1,373 1,150: 634 857
: : :
: : Changes in Commitments from: January 31, 2006 :
: 3,403: -1,066 3,199 2,415 1,576 -2,272 2,925 3,342: 478 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 22.5 19.8 52.9 34.2 85.1 76.6: 14.9 23.4
Old : 100.0: 12.7 22.8 19.7 52.9 34.3 85.3 76.8: 14.7 23.2
Other: 100.0: 18.8 29.1 0.0 49.6 28.2 68.4 57.3: 31.6 42.7
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 44 79 65 33 43 123 162:
Old : 197: 46 78 64 30 42 118 161:
Other: 32: 6 7 0 8 13 14 20:
:----------------------------------------------------------------------------------------------------
: 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 : 35.9 19.6 47.6 26.4 35.9 16.9 47.0 23.1
Old : 36.4 19.8 48.3 26.7 36.4 17.2 47.6 23.6
Other: 45.4 36.9 61.0 47.4 45.0 36.9 60.6 47.4
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, February 7, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,622: 350 1,177 257 1,166 252 1,773 1,686: 849 936
Old : 2,622: 350 1,177 257 1,166 252 1,773 1,686: 849 936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 97: -132 73 71 133 -184 72 -40: 25 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 44.9 9.8 44.5 9.6 67.6 64.3: 32.4 35.7
Old : 100.0: 13.3 44.9 9.8 44.5 9.6 67.6 64.3: 32.4 35.7
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 : 29: 8 13 4 7 3 18 17:
Old : 29: 8 13 4 7 3 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 : 38.9 35.2 52.9 51.3 38.9 32.6 48.6 45.3
Old : 38.9 35.2 52.9 51.3 38.9 32.6 48.6 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, February 7, 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 : 227,304: 50,977 21,318 44,547 100,981 95,823 196,505 161,688: 30,799 65,616
Old : 227,304: 50,977 21,318 44,547 100,981 95,823 196,505 161,688: 30,799 65,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -9,890: -7,671 -1,249 169 -1,943 -6,521 -9,445 -7,601: -445 -2,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 9.4 19.6 44.4 42.2 86.5 71.1: 13.5 28.9
Old : 100.0: 22.4 9.4 19.6 44.4 42.2 86.5 71.1: 13.5 28.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 78 63 86 81 119 222 231:
Old : 305: 78 63 86 81 119 222 231:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 14.0 34.2 20.2 23.2 10.7 33.2 15.1
Old : 23.2 14.0 34.2 20.2 23.2 10.7 33.2 15.1
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 - Futures Only, February 7, 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 : 5,408: 1,950 293 161 900 3,256 3,011 3,710: 2,397 1,698
Old : 5,408: 1,950 293 161 900 3,256 3,011 3,710: 2,397 1,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -311: 6 111 -237 20 -242 -211 -368: -100 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 5.4 3.0 16.6 60.2 55.7 68.6: 44.3 31.4
Old : 100.0: 36.1 5.4 3.0 16.6 60.2 55.7 68.6: 44.3 31.4
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 : 55: 24 5 9 10 20 37 32:
Old : 55: 24 5 9 10 20 37 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 39.1 32.7 48.3 20.9 38.0 31.8 46.2
Old : 20.9 39.1 32.7 48.3 20.9 38.0 31.8 46.2
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 - Futures Only, February 7, 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 : 33,559: 11,973 3,827 3,616 11,483 9,753 27,072 17,196: 6,487 16,363
Old : 33,559: 11,973 3,827 3,616 11,483 9,753 27,072 17,196: 6,487 16,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 2,011: -1,003 88 860 1,026 4 883 952: 1,128 1,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 11.4 10.8 34.2 29.1 80.7 51.2: 19.3 48.8
Old : 100.0: 35.7 11.4 10.8 34.2 29.1 80.7 51.2: 19.3 48.8
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 : 145: 35 23 25 45 55 97 96:
Old : 145: 35 23 25 45 55 97 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 12.1 30.0 18.1 19.4 7.8 27.3 13.4
Old : 20.2 12.1 30.0 18.1 19.4 7.8 27.3 13.4
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 - Futures Only, February 7, 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 : 121,889: 56,298 11,453 1,738 24,823 93,013 82,859 106,204: 39,030 15,685
Old : 121,889: 56,298 11,453 1,738 24,823 93,013 82,859 106,204: 39,030 15,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 4,575: 5,593 -1,768 177 -2,230 7,436 3,540 5,845: 1,035 -1,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 9.4 1.4 20.4 76.3 68.0 87.1: 32.0 12.9
Old : 100.0: 46.2 9.4 1.4 20.4 76.3 68.0 87.1: 32.0 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 35 12 5 23 24 59 40:
Old : 83: 35 12 5 23 24 59 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 : 17.8 47.4 29.8 65.0 17.8 46.9 29.6 64.4
Old : 17.8 47.4 29.8 65.0 17.8 46.9 29.6 64.4
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 - Futures Only, February 7, 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 : 92,132: 23,624 38,314 0 60,312 35,349 83,936 73,663: 8,196 18,469
Old : 92,132: 23,624 38,314 0 60,312 35,349 83,936 73,663: 8,196 18,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 8,010: -2,598 13,075 -72 15,730 -6,523 13,060 6,480: -5,050 1,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 41.6 0.0 65.5 38.4 91.1 80.0: 8.9 20.0
Old : 100.0: 25.6 41.6 0.0 65.5 38.4 91.1 80.0: 8.9 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 8 21 0 12 12 20 33:
Old : 48: 8 21 0 12 12 20 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 33.9 77.3 49.4 53.4 33.8 74.8 49.4
Old : 53.4 33.9 77.3 49.4 53.4 33.8 74.8 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, February 7, 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 : 117,623: 67,597 6,624 395 41,827 107,125 109,819 114,144: 7,804 3,479
Old : 117,623: 67,597 6,624 395 41,827 107,125 109,819 114,144: 7,804 3,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -17: -2,280 2,845 1 1,961 -3,166 -318 -320: 301 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 5.6 0.3 35.6 91.1 93.4 97.0: 6.6 3.0
Old : 100.0: 57.5 5.6 0.3 35.6 91.1 93.4 97.0: 6.6 3.0
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 : 90: 58 9 2 15 15 74 25:
Old : 90: 58 9 2 15 15 74 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 70.9 52.5 86.7 29.9 51.3 40.2 65.3
Old : 34.7 70.9 52.5 86.7 29.9 51.3 40.2 65.3
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 - Futures Only, February 7, 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 : 93,793: 15,492 29,554 41 62,786 43,168 78,319 72,763: 15,474 21,030
Old : 93,793: 15,492 29,554 41 62,786 43,168 78,319 72,763: 15,474 21,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -298: -5,804 6,348 -70 8,978 -8,393 3,104 -2,115: -3,402 1,817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 31.5 0.0 66.9 46.0 83.5 77.6: 16.5 22.4
Old : 100.0: 16.5 31.5 0.0 66.9 46.0 83.5 77.6: 16.5 22.4
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 : 57: 10 18 1 20 17 31 35:
Old : 57: 10 18 1 20 17 31 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 43.7 59.1 57.2 38.8 42.5 54.8 53.0
Old : 40.1 43.7 59.1 57.2 38.8 42.5 54.8 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, February 7, 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 : 197,898: 31,219 87,566 153 141,301 79,899 172,673 167,618: 25,225 30,280
Old : 197,898: 31,219 87,566 153 141,301 79,899 172,673 167,618: 25,225 30,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 9,174: -1,068 13,534 121 14,706 -3,570 13,759 10,085: -4,585 -911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 44.2 0.1 71.4 40.4 87.3 84.7: 12.7 15.3
Old : 100.0: 15.8 44.2 0.1 71.4 40.4 87.3 84.7: 12.7 15.3
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 : 97: 20 42 3 23 17 43 62:
Old : 97: 20 42 3 23 17 43 62:
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 29.9 62.1 44.1 38.3 24.8 52.8 35.4
Old : 40.6 29.9 62.1 44.1 38.3 24.8 52.8 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, February 7, 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 : 140,121: 45,622 26,657 1,662 44,620 75,293 91,904 103,612: 48,217 36,509
Old : 140,121: 45,622 26,657 1,662 44,620 75,293 91,904 103,612: 48,217 36,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -7,832: -12,942 4,475 -720 8,151 -14,166 -5,511 -10,411: -2,321 2,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 19.0 1.2 31.8 53.7 65.6 73.9: 34.4 26.1
Old : 100.0: 32.6 19.0 1.2 31.8 53.7 65.6 73.9: 34.4 26.1
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 : 106: 38 31 12 24 26 70 61:
Old : 106: 38 31 12 24 26 70 61:
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 : 20.4 36.2 31.2 50.3 15.4 34.4 26.0 45.7
Old : 20.4 36.2 31.2 50.3 15.4 34.4 26.0 45.7
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 - Futures Only, February 7, 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 : 15,200: 9,120 5,019 0 4,838 8,949 13,958 13,968: 1,242 1,232
Old : 15,200: 9,120 5,019 0 4,838 8,949 13,958 13,968: 1,242 1,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -484: -241 -568 -114 -189 250 -544 -432: 60 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 33.0 0.0 31.8 58.9 91.8 91.9: 8.2 8.1
Old : 100.0: 60.0 33.0 0.0 31.8 58.9 91.8 91.9: 8.2 8.1
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 : 28: 7 4 0 10 9 17 13:
Old : 28: 7 4 0 10 9 17 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 : 63.3 79.9 80.6 88.4 63.3 78.0 80.5 86.5
Old : 63.3 79.9 80.6 88.4 63.3 78.0 80.5 86.5
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 - Futures Only, February 7, 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 : 45,525: 5,369 1,805 34 32,414 37,497 37,817 39,336: 7,708 6,189
Old : 45,525: 5,369 1,805 34 32,414 37,497 37,817 39,336: 7,708 6,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 4,816: -3,456 47 34 6,900 5,024 3,478 5,105: 1,338 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 4.0 0.1 71.2 82.4 83.1 86.4: 16.9 13.6
Old : 100.0: 11.8 4.0 0.1 71.2 82.4 83.1 86.4: 16.9 13.6
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 : 24: 4 2 1 12 16 16 19:
Old : 24: 4 2 1 12 16 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 38.3 74.5 62.0 55.0 33.3 62.8 50.6
Old : 58.8 38.3 74.5 62.0 55.0 33.3 62.8 50.6
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 - Futures Only, February 7, 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 : 9,319,955: 1,086,641 1,336,677 1,201,491 6,086,960 5,298,923 8,375,092 7,837,091: 944,863 1,482,864
Old : 9,319,955: 1,086,641 1,336,677 1,201,491 6,086,960 5,298,923 8,375,092 7,837,091: 944,863 1,482,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 318,940: 76,911 294,971 34,333 172,595 -59,372 283,839 269,932: 35,101 49,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 14.3 12.9 65.3 56.9 89.9 84.1: 10.1 15.9
Old : 100.0: 11.7 14.3 12.9 65.3 56.9 89.9 84.1: 10.1 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 66 63 94 135 147 242 272:
Old : 293: 66 63 94 135 147 242 272:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 15.0 42.4 23.2 31.7 12.2 37.2 19.9
Old : 32.9 15.0 42.4 23.2 31.7 12.2 37.2 19.9
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 - Futures Only, February 7, 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 : 662,796: 68,635 41,568 1,302 458,125 499,907 528,062 542,777: 134,734 120,019
Old : 662,796: 68,635 41,568 1,302 458,125 499,907 528,062 542,777: 134,734 120,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 1,936: -2,987 1,662 324 7,527 3,236 4,864 5,222: -2,928 -3,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 6.3 0.2 69.1 75.4 79.7 81.9: 20.3 18.1
Old : 100.0: 10.4 6.3 0.2 69.1 75.4 79.7 81.9: 20.3 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 39 32 8 88 58 132 93:
Old : 189: 39 32 8 88 58 132 93:
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 : 20.5 32.7 28.8 46.6 20.4 32.1 28.7 46.0
Old : 20.5 32.7 28.8 46.6 20.4 32.1 28.7 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, February 7, 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 : 1,183,852: 239,465 434,355 13,985 578,985 621,129 832,435 1,069,469: 351,417 114,383
Old : 1,183,852: 239,465 434,355 13,985 578,985 621,129 832,435 1,069,469: 351,417 114,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -32,867: 1,904 72,418 1,409 -25,924 -113,358 -22,611 -39,531: -10,256 6,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 36.7 1.2 48.9 52.5 70.3 90.3: 29.7 9.7
Old : 100.0: 20.2 36.7 1.2 48.9 52.5 70.3 90.3: 29.7 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 59 60 18 64 63 133 131:
Old : 215: 59 60 18 64 63 133 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 26.5 31.6 41.3 17.3 22.4 24.6 35.3
Old : 22.6 26.5 31.6 41.3 17.3 22.4 24.6 35.3
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 - Futures Only, February 7, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 11,981: 2,049 733 0 5,917 10,038 7,966 10,771: 4,015 1,210
Old : 11,981: 2,049 733 0 5,917 10,038 7,966 10,771: 4,015 1,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 197: 122 0 0 -161 127 -39 127: 236 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 6.1 0.0 49.4 83.8 66.5 89.9: 33.5 10.1
Old : 100.0: 17.1 6.1 0.0 49.4 83.8 66.5 89.9: 33.5 10.1
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 : 27: 4 1 0 14 13 18 14:
Old : 27: 4 1 0 14 13 18 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 : 31.6 52.7 48.9 76.3 31.6 51.5 48.8 74.7
Old : 31.6 52.7 48.9 76.3 31.6 51.5 48.8 74.7
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 - Futures Only, February 7, 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 : 48,959: 6,701 10,450 0 35,798 35,770 42,499 46,220: 6,460 2,739
Old : 48,959: 6,701 10,450 0 35,798 35,770 42,499 46,220: 6,460 2,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 511: -426 451 0 407 -303 -19 148: 530 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 21.3 0.0 73.1 73.1 86.8 94.4: 13.2 5.6
Old : 100.0: 13.7 21.3 0.0 73.1 73.1 86.8 94.4: 13.2 5.6
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 : 51: 8 5 0 24 23 32 28:
Old : 51: 8 5 0 24 23 32 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 55.2 70.6 74.0 56.4 55.1 70.1 73.8
Old : 56.4 55.2 70.6 74.0 56.4 55.1 70.1 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
Commitments of Traders - Futures Only, February 7, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CME HDD INDEX X $20) :
: : :
All : 5,409: 3,361 1,186 0 1,909 4,223 5,270 5,409: 139 0
Old : 5,409: 3,361 1,186 0 1,909 4,223 5,270 5,409: 139 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 215: -442 275 -250 859 290 167 315: 48 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 21.9 0.0 35.3 78.1 97.4 100.0: 2.6 0.0
Old : 100.0: 62.1 21.9 0.0 35.3 78.1 97.4 100.0: 2.6 0.0
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 : 22: 5 8 0 4 5 9 13:
Old : 22: 5 8 0 4 5 9 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 : 79.0 79.5 96.8 93.3 79.0 79.5 96.8 93.3
Old : 79.0 79.5 96.8 93.3 79.0 79.5 96.8 93.3
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 - Futures Only, February 7, 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 : 61,046: 14,547 9,091 152 30,230 44,693 44,929 53,936: 16,117 7,110
Old : 61,046: 14,547 9,091 152 30,230 44,693 44,929 53,936: 16,117 7,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -1,716: -2,244 -425 -114 -227 -1,190 -2,585 -1,729: 869 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 14.9 0.2 49.5 73.2 73.6 88.4: 26.4 11.6
Old : 100.0: 23.8 14.9 0.2 49.5 73.2 73.6 88.4: 26.4 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 21 14 1 34 24 56 38:
Old : 85: 21 14 1 34 24 56 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 : 25.1 39.2 38.3 57.3 25.1 37.6 37.4 51.8
Old : 25.1 39.2 38.3 57.3 25.1 37.6 37.4 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, February 7, 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 : 357,859: 111,006 94,106 2,008 221,117 217,888 334,131 314,002: 23,728 43,857
Old : 357,859: 111,006 94,106 2,008 221,117 217,888 334,131 314,002: 23,728 43,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -995: -711 10,133 430 1,265 -19,319 984 -8,756: -1,979 7,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 26.3 0.6 61.8 60.9 93.4 87.7: 6.6 12.3
Old : 100.0: 31.0 26.3 0.6 61.8 60.9 93.4 87.7: 6.6 12.3
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 : 214: 70 71 8 47 40 120 116:
Old : 214: 70 71 8 47 40 120 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 33.9 50.2 48.2 28.4 23.1 37.5 33.9
Old : 38.2 33.9 50.2 48.2 28.4 23.1 37.5 33.9
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 - Futures Only, February 7, 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 : 68,525: 31,309 10,528 0 19,114 44,065 50,423 54,593: 18,102 13,932
Old : 68,525: 31,309 10,528 0 19,114 44,065 50,423 54,593: 18,102 13,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -5,288: -7,214 1,263 0 6,320 -10,487 -894 -9,224: -4,394 3,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 15.4 0.0 27.9 64.3 73.6 79.7: 26.4 20.3
Old : 100.0: 45.7 15.4 0.0 27.9 64.3 73.6 79.7: 26.4 20.3
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 : 46: 16 6 0 12 16 28 22:
Old : 46: 16 6 0 12 16 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 : 37.5 33.5 50.0 54.8 37.5 33.4 49.9 53.6
Old : 37.5 33.5 50.0 54.8 37.5 33.4 49.9 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, February 7, 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 : 29,398: 5,095 6,096 2 19,707 16,429 24,804 22,527: 4,594 6,871
Old : 29,398: 5,095 6,096 2 19,707 16,429 24,804 22,527: 4,594 6,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 840: -61 -60 0 823 449 762 389: 78 451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 20.7 0.0 67.0 55.9 84.4 76.6: 15.6 23.4
Old : 100.0: 17.3 20.7 0.0 67.0 55.9 84.4 76.6: 15.6 23.4
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 : 58: 2 14 1 29 21 32 35:
Old : 58: 2 14 1 29 21 32 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 27.8 55.2 42.1 35.7 22.8 51.6 36.8
Old : 35.7 27.8 55.2 42.1 35.7 22.8 51.6 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, February 7, 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 : 271,551: 44,810 60,851 558 207,251 198,297 252,619 259,706: 18,932 11,845
Old : 271,551: 44,810 60,851 558 207,251 198,297 252,619 259,706: 18,932 11,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 4,553: -4,088 3,969 16 8,886 -106 4,814 3,879: -261 674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 22.4 0.2 76.3 73.0 93.0 95.6: 7.0 4.4
Old : 100.0: 16.5 22.4 0.2 76.3 73.0 93.0 95.6: 7.0 4.4
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 : 167: 35 60 11 35 55 77 119:
Old : 167: 35 60 11 35 55 77 119:
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 31.0 67.0 46.7 52.1 27.8 60.3 41.4
Old : 56.3 31.0 67.0 46.7 52.1 27.8 60.3 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, February 7, 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 : 59,178: 18,337 15,765 109 28,104 33,639 46,550 49,513: 12,628 9,665
Old : 59,178: 18,337 15,765 109 28,104 33,639 46,550 49,513: 12,628 9,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -113: 1,426 -1,261 31 -1,397 701 60 -529: -173 416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 26.6 0.2 47.5 56.8 78.7 83.7: 21.3 16.3
Old : 100.0: 31.0 26.6 0.2 47.5 56.8 78.7 83.7: 21.3 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 : 93: 29 22 2 20 27 51 49:
Old : 93: 29 22 2 20 27 51 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 35.8 45.6 49.8 27.4 26.3 38.3 40.3
Old : 33.3 35.8 45.6 49.8 27.4 26.3 38.3 40.3
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 - Futures Only, February 7, 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 : 36,764: 12,288 7,392 12 17,288 19,033 29,588 26,437: 7,176 10,327
Old : 36,764: 12,288 7,392 12 17,288 19,033 29,588 26,437: 7,176 10,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 1,590: -1,862 1,085 1 1,434 1,050 -427 2,136: 2,017 -546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 20.1 0.0 47.0 51.8 80.5 71.9: 19.5 28.1
Old : 100.0: 33.4 20.1 0.0 47.0 51.8 80.5 71.9: 19.5 28.1
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 : 47: 12 10 1 17 12 29 23:
Old : 47: 12 10 1 17 12 29 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 : 31.8 52.1 51.0 61.0 26.2 38.5 43.4 46.2
Old : 31.8 52.1 51.0 61.0 26.2 38.5 43.4 46.2
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 - Futures Only, February 7, 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 : 42,052: 2,660 2,921 334 14,577 34,787 17,571 38,042: 24,481 4,010
Old : 42,052: 2,660 2,921 334 14,577 34,787 17,571 38,042: 24,481 4,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 1,873: -550 -133 103 -1,330 3,894 -1,777 3,864: 3,650 -1,991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 6.9 0.8 34.7 82.7 41.8 90.5: 58.2 9.5
Old : 100.0: 6.3 6.9 0.8 34.7 82.7 41.8 90.5: 58.2 9.5
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 : 50: 5 12 4 18 28 27 41:
Old : 50: 5 12 4 18 28 27 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 38.5 33.1 58.0 9.8 29.8 12.6 42.8
Old : 25.5 38.5 33.1 58.0 9.8 29.8 12.6 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 10, 2006