MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, March 21, 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 : 31,656: 625 1,760 1,347 25,527 15,625 27,499 18,732: 4,157 12,924
Old : 31,656: 625 1,760 1,347 25,527 15,625 27,499 18,732: 4,157 12,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 1,154: 163 -685 36 1,134 324 1,333 -325: -179 1,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 5.6 4.3 80.6 49.4 86.9 59.2: 13.1 40.8
Old : 100.0: 2.0 5.6 4.3 80.6 49.4 86.9 59.2: 13.1 40.8
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 : 42: 4 9 6 18 17 24 30:
Old : 42: 4 9 6 18 17 24 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 28.0 74.1 39.5 50.5 26.3 73.0 36.7
Old : 50.5 28.0 74.1 39.5 50.5 26.3 73.0 36.7
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, March 21, 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 : 142,070: 18,607 29,217 28,150 79,386 51,704 126,143 109,071: 15,927 32,999
Old : 138,565: 18,712 29,527 27,036 77,922 50,559 123,670 107,122: 14,895 31,443
Other: 3,505: 828 623 181 1,464 1,145 2,473 1,949: 1,032 1,556
: : :
: : Changes in Commitments from: March 14, 2006 :
: -2,043: 642 -429 -419 303 -214 526 -1,062: -2,569 -981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 20.6 19.8 55.9 36.4 88.8 76.8: 11.2 23.2
Old : 100.0: 13.5 21.3 19.5 56.2 36.5 89.3 77.3: 10.7 22.7
Other: 100.0: 23.6 17.8 5.2 41.8 32.7 70.6 55.6: 29.4 44.4
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 48 72 63 29 36 118 152:
Old : 190: 49 72 63 28 36 116 152:
Other: 39: 10 10 2 8 12 20 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 22.7 51.3 30.2 36.9 20.2 48.8 26.4
Old : 37.8 23.0 52.5 30.6 37.8 20.6 50.0 27.0
Other: 37.1 33.5 56.4 45.4 36.8 28.7 53.0 40.3
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, March 21, 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 : 1,871: 494 188 169 553 705 1,216 1,062: 655 809
Old : 1,859: 494 188 163 553 705 1,210 1,056: 649 803
Other: 12: 0 0 6 0 0 6 6: 6 6
: : :
: : Changes in Commitments from: March 14, 2006 :
: -215: -200 30 -22 -28 -82 -250 -74: 35 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 10.0 9.0 29.6 37.7 65.0 56.8: 35.0 43.2
Old : 100.0: 26.6 10.1 8.8 29.7 37.9 65.1 56.8: 34.9 43.2
Other: 100.0: 0.0 0.0 50.0 0.0 0.0 50.0 50.0: 50.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 6 3 5 6 13 13:
Old : 21: 5 6 3 5 6 13 13:
Other: 1: 0 0 1 0 0 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 35.8 56.3 49.7 36.9 31.8 50.6 40.9
Old : 39.5 36.0 56.3 49.7 37.2 32.0 50.9 41.2
Other: 50.0 50.0 50.0 50.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 21, 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 : 222,381: 39,682 43,176 42,718 111,754 82,454 194,154 168,348: 28,227 54,033
Old : 222,381: 39,682 43,176 42,718 111,754 82,454 194,154 168,348: 28,227 54,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 4,650: -1,895 6,555 2,169 3,961 -2,765 4,235 5,959: 415 -1,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 19.4 19.2 50.3 37.1 87.3 75.7: 12.7 24.3
Old : 100.0: 17.8 19.4 19.2 50.3 37.1 87.3 75.7: 12.7 24.3
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 : 315: 66 93 90 82 115 205 262:
Old : 315: 66 93 90 82 115 205 262:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 13.4 37.6 21.1 24.8 9.4 35.3 14.4
Old : 24.8 13.4 37.6 21.1 24.8 9.4 35.3 14.4
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, March 21, 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 : 3,944: 1,508 815 362 779 1,291 2,649 2,468: 1,295 1,476
Old : 3,944: 1,508 815 362 779 1,291 2,649 2,468: 1,295 1,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 0: -144 111 84 -15 -409 -75 -214: 75 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 20.7 9.2 19.8 32.7 67.2 62.6: 32.8 37.4
Old : 100.0: 38.2 20.7 9.2 19.8 32.7 67.2 62.6: 32.8 37.4
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 : 43: 11 16 7 8 13 24 31:
Old : 43: 11 16 7 8 13 24 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 : 33.0 22.6 49.3 34.4 33.0 19.6 43.8 28.0
Old : 33.0 22.6 49.3 34.4 33.0 19.6 43.8 28.0
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, March 21, 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 : 36,170: 14,324 6,446 4,196 12,580 8,312 31,100 18,954: 5,070 17,216
Old : 36,170: 14,324 6,446 4,196 12,580 8,312 31,100 18,954: 5,070 17,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -150: 959 -870 1,067 -1,555 -1,141 471 -944: -621 794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 17.8 11.6 34.8 23.0 86.0 52.4: 14.0 47.6
Old : 100.0: 39.6 17.8 11.6 34.8 23.0 86.0 52.4: 14.0 47.6
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 : 156: 36 42 28 46 52 101 107:
Old : 156: 36 42 28 46 52 101 107:
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 : 28.1 12.9 38.7 18.8 22.7 6.3 30.0 11.0
Old : 28.1 12.9 38.7 18.8 22.7 6.3 30.0 11.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, March 21, 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 : 85,219: 18,295 22,037 1,426 32,225 46,797 51,946 70,260: 33,273 14,959
Old : 85,219: 18,295 22,037 1,426 32,225 46,797 51,946 70,260: 33,273 14,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -40,493: -15,684 2,079 -1,711 -17,851 -42,493 -35,246 -42,125: -5,247 1,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 25.9 1.7 37.8 54.9 61.0 82.4: 39.0 17.6
Old : 100.0: 21.5 25.9 1.7 37.8 54.9 61.0 82.4: 39.0 17.6
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 : 73: 22 20 3 22 18 45 40:
Old : 73: 22 20 3 22 18 45 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 : 19.1 40.6 31.0 58.0 18.7 39.7 28.1 53.8
Old : 19.1 40.6 31.0 58.0 18.7 39.7 28.1 53.8
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, March 21, 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 : 83,307: 3,462 50,327 0 70,686 10,420 74,148 60,747: 9,159 22,560
Old : 83,307: 3,462 50,327 0 70,686 10,420 74,148 60,747: 9,159 22,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -10,406: -3,967 -5,480 -36 -7,431 -3,755 -11,434 -9,271: 1,028 -1,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 60.4 0.0 84.9 12.5 89.0 72.9: 11.0 27.1
Old : 100.0: 4.2 60.4 0.0 84.9 12.5 89.0 72.9: 11.0 27.1
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: 5 24 0 12 9 17 33:
Old : 47: 5 24 0 12 9 17 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 : 65.4 36.2 80.9 48.1 65.3 36.2 78.9 48.1
Old : 65.4 36.2 80.9 48.1 65.3 36.2 78.9 48.1
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, March 21, 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 : 73,692: 28,530 7,520 385 39,679 61,773 68,594 69,678: 5,098 4,014
Old : 73,692: 28,530 7,520 385 39,679 61,773 68,594 69,678: 5,098 4,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -4,024: -7,124 1,796 -12 4,402 -5,728 -2,734 -3,944: -1,290 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 10.2 0.5 53.8 83.8 93.1 94.6: 6.9 5.4
Old : 100.0: 38.7 10.2 0.5 53.8 83.8 93.1 94.6: 6.9 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 27 13 3 18 14 46 30:
Old : 67: 27 13 3 18 14 46 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 68.4 56.6 83.9 23.9 49.5 35.0 58.9
Old : 38.1 68.4 56.6 83.9 23.9 49.5 35.0 58.9
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 - Futures Only, March 21, 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 : 68,099: 13,183 18,418 27 39,994 30,911 53,204 49,356: 14,895 18,743
Old : 68,099: 13,183 18,418 27 39,994 30,911 53,204 49,356: 14,895 18,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -1,918: 2,194 -7,203 17 -4,941 8,687 -2,730 1,501: 812 -3,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 27.0 0.0 58.7 45.4 78.1 72.5: 21.9 27.5
Old : 100.0: 19.4 27.0 0.0 58.7 45.4 78.1 72.5: 21.9 27.5
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 : 55: 14 15 1 18 14 33 29:
Old : 55: 14 15 1 18 14 33 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 36.1 56.0 51.9 33.6 24.7 47.0 40.5
Old : 38.7 36.1 56.0 51.9 33.6 24.7 47.0 40.5
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, March 21, 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 : 175,962: 23,115 52,471 354 123,357 93,753 146,826 146,578: 29,136 29,384
Old : 175,962: 23,115 52,471 354 123,357 93,753 146,826 146,578: 29,136 29,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -13,551: -1,699 -17,632 203 -11,755 8,681 -13,251 -8,748: -300 -4,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 29.8 0.2 70.1 53.3 83.4 83.3: 16.6 16.7
Old : 100.0: 13.1 29.8 0.2 70.1 53.3 83.4 83.3: 16.6 16.7
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 : 83: 17 29 6 25 22 44 55:
Old : 83: 17 29 6 25 22 44 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 37.7 60.9 53.0 38.1 31.6 52.9 42.9
Old : 41.4 37.7 60.9 53.0 38.1 31.6 52.9 42.9
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, March 21, 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 : 141,536: 58,377 16,925 485 33,700 88,412 92,562 105,822: 48,974 35,714
Old : 141,536: 58,377 16,925 485 33,700 88,412 92,562 105,822: 48,974 35,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 6,666: 3,319 -10,149 -950 -1,865 18,805 504 7,706: 6,162 -1,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 12.0 0.3 23.8 62.5 65.4 74.8: 34.6 25.2
Old : 100.0: 41.2 12.0 0.3 23.8 62.5 65.4 74.8: 34.6 25.2
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 : 111: 50 21 7 21 28 74 53:
Old : 111: 50 21 7 21 28 74 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 37.8 32.6 50.4 21.5 36.1 32.4 47.8
Old : 21.6 37.8 32.6 50.4 21.5 36.1 32.4 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, March 21, 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 : 11,380: 3,661 1,924 0 5,968 7,496 9,629 9,420: 1,751 1,960
Old : 11,380: 3,661 1,924 0 5,968 7,496 9,629 9,420: 1,751 1,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 678: -688 178 0 579 444 -109 622: 787 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 16.9 0.0 52.4 65.9 84.6 82.8: 15.4 17.2
Old : 100.0: 32.2 16.9 0.0 52.4 65.9 84.6 82.8: 15.4 17.2
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 : 28: 5 6 0 11 8 16 14:
Old : 28: 5 6 0 11 8 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 66.3 64.7 76.6 42.6 66.3 61.3 75.6
Old : 43.2 66.3 64.7 76.6 42.6 66.3 61.3 75.6
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, March 21, 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 : 65,041: 26,868 873 1,133 31,975 56,558 59,976 58,564: 5,065 6,477
Old : 65,041: 26,868 873 1,133 31,975 56,558 59,976 58,564: 5,065 6,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 8,197: 5,668 797 78 3,526 8,221 9,272 9,096: -1,075 -899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 1.3 1.7 49.2 87.0 92.2 90.0: 7.8 10.0
Old : 100.0: 41.3 1.3 1.7 49.2 87.0 92.2 90.0: 7.8 10.0
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 : 29: 7 1 3 11 17 18 21:
Old : 29: 7 1 3 11 17 18 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 : 49.5 55.3 72.0 75.5 48.0 55.3 69.3 71.7
Old : 49.5 55.3 72.0 75.5 48.0 55.3 69.3 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, March 21, 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 : 9,165,411: 831,953 1,021,939 1,439,594 5,873,998 5,279,076 8,145,545 7,740,609: 1,019,866 1,424,802
Old : 9,165,411: 831,953 1,021,939 1,439,594 5,873,998 5,279,076 8,145,545 7,740,609: 1,019,866 1,424,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -120,319: -177,954 -212,839 169,360 -168,626 -32,223 -177,220 -75,702: 56,901 -44,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 11.1 15.7 64.1 57.6 88.9 84.5: 11.1 15.5
Old : 100.0: 9.1 11.1 15.7 64.1 57.6 88.9 84.5: 11.1 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 56 65 100 137 155 247 279:
Old : 297: 56 65 100 137 155 247 279:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 14.7 47.2 22.2 34.6 12.0 41.4 18.7
Old : 36.4 14.7 47.2 22.2 34.6 12.0 41.4 18.7
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, March 21, 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 : 655,139: 63,452 54,771 2,309 450,887 476,713 516,648 533,793: 138,491 121,346
Old : 655,139: 63,452 54,771 2,309 450,887 476,713 516,648 533,793: 138,491 121,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -84,858: -3,090 12,414 -18,158 -33,756 -70,734 -55,004 -76,478: -29,854 -8,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 8.4 0.4 68.8 72.8 78.9 81.5: 21.1 18.5
Old : 100.0: 9.7 8.4 0.4 68.8 72.8 78.9 81.5: 21.1 18.5
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 : 178: 30 36 7 79 54 115 91:
Old : 178: 30 36 7 79 54 115 91:
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 : 20.6 29.8 29.5 43.3 20.5 29.3 29.3 42.8
Old : 20.6 29.8 29.5 43.3 20.5 29.3 29.3 42.8
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, March 21, 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 : 1,181,330: 219,294 282,984 17,788 537,607 756,134 774,689 1,056,906: 406,641 124,424
Old : 1,181,330: 219,294 282,984 17,788 537,607 756,134 774,689 1,056,906: 406,641 124,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -522,602: -37,728 -105,245 -45,169 -483,333 -265,917 -566,230 -416,331: 43,628 -106,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 24.0 1.5 45.5 64.0 65.6 89.5: 34.4 10.5
Old : 100.0: 18.6 24.0 1.5 45.5 64.0 65.6 89.5: 34.4 10.5
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 : 202: 48 56 16 65 66 121 130:
Old : 202: 48 56 16 65 66 121 130:
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 : 18.5 32.4 29.2 47.8 16.6 30.7 25.9 44.5
Old : 18.5 32.4 29.2 47.8 16.6 30.7 25.9 44.5
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, March 21, 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 : 11,132: 1,901 705 0 5,815 9,211 7,716 9,916: 3,416 1,216
Old : 11,132: 1,901 705 0 5,815 9,211 7,716 9,916: 3,416 1,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -3,584: -298 0 0 -1,796 -2,999 -2,094 -2,999: -1,490 -585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 6.3 0.0 52.2 82.7 69.3 89.1: 30.7 10.9
Old : 100.0: 17.1 6.3 0.0 52.2 82.7 69.3 89.1: 30.7 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 1 0 12 14 16 15:
Old : 27: 4 1 0 12 14 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 45.8 50.6 71.8 33.8 43.4 50.4 67.7
Old : 33.8 45.8 50.6 71.8 33.8 43.4 50.4 67.7
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, March 21, 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 : 41,638: 6,158 12,426 0 28,871 26,130 35,029 38,556: 6,609 3,082
Old : 41,638: 6,158 12,426 0 28,871 26,130 35,029 38,556: 6,609 3,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -25,189: -630 -610 -191 -22,916 -19,497 -23,737 -20,298: -1,452 -4,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 29.8 0.0 69.3 62.8 84.1 92.6: 15.9 7.4
Old : 100.0: 14.8 29.8 0.0 69.3 62.8 84.1 92.6: 15.9 7.4
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: 6 8 0 22 22 28 30:
Old : 50: 6 8 0 22 22 28 30:
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 42.9 66.5 65.0 44.8 40.3 62.0 59.8
Old : 44.8 42.9 66.5 65.0 44.8 40.3 62.0 59.8
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, March 21, 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 : 3,485: 2,825 1,930 0 620 1,530 3,445 3,460: 40 25
Old : 3,485: 2,825 1,930 0 620 1,530 3,445 3,460: 40 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 445: 575 925 0 -155 -505 420 420: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 55.4 0.0 17.8 43.9 98.9 99.3: 1.1 0.7
Old : 100.0: 81.1 55.4 0.0 17.8 43.9 98.9 99.3: 1.1 0.7
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 6 0 4 4 11 10:
Old : 21: 7 6 0 4 4 11 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.9 82.8 95.4 96.4 73.9 82.8 95.4 96.4
Old : 73.9 82.8 95.4 96.4 73.9 82.8 95.4 96.4
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 - Futures Only, March 21, 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 : 56,187: 16,051 10,810 52 30,718 35,705 46,821 46,567: 9,366 9,620
Old : 56,187: 16,051 10,810 52 30,718 35,705 46,821 46,567: 9,366 9,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -34,645: 3,868 1,571 -3,764 -16,199 -29,722 -16,095 -31,915: -18,550 -2,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 19.2 0.1 54.7 63.5 83.3 82.9: 16.7 17.1
Old : 100.0: 28.6 19.2 0.1 54.7 63.5 83.3 82.9: 16.7 17.1
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 : 79: 18 14 1 26 27 45 41:
Old : 79: 18 14 1 26 27 45 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 : 39.9 34.5 51.1 50.7 39.9 34.5 51.1 48.8
Old : 39.9 34.5 51.1 50.7 39.9 34.5 51.1 48.8
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, March 21, 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 : 225,674: 75,475 105,640 2,102 111,392 100,751 188,969 208,493: 36,705 17,181
Old : 225,674: 75,475 105,640 2,102 111,392 100,751 188,969 208,493: 36,705 17,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -256,823: -40,921 2,184 -16,715 -199,748 -169,209 -257,384 -183,740: 561 -73,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 46.8 0.9 49.4 44.6 83.7 92.4: 16.3 7.6
Old : 100.0: 33.4 46.8 0.9 49.4 44.6 83.7 92.4: 16.3 7.6
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 : 197: 73 59 10 39 38 117 102:
Old : 197: 73 59 10 39 38 117 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 28.5 36.7 42.4 25.7 26.7 34.3 39.2
Old : 27.1 28.5 36.7 42.4 25.7 26.7 34.3 39.2
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, March 21, 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 : 61,058: 19,065 30,392 0 28,478 9,527 47,543 39,919: 13,515 21,139
Old : 61,058: 19,065 30,392 0 28,478 9,527 47,543 39,919: 13,515 21,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 17,964: 2,494 15,455 0 12,621 -2,600 15,115 12,855: 2,849 5,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 49.8 0.0 46.6 15.6 77.9 65.4: 22.1 34.6
Old : 100.0: 31.2 49.8 0.0 46.6 15.6 77.9 65.4: 22.1 34.6
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 : 53: 13 20 0 17 8 30 28:
Old : 53: 13 20 0 17 8 30 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 : 28.3 31.7 43.9 44.3 28.2 31.4 43.2 43.5
Old : 28.3 31.7 43.9 44.3 28.2 31.4 43.2 43.5
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, March 21, 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 : 31,474: 5,026 4,957 20 22,618 18,672 27,664 23,649: 3,810 7,825
Old : 31,474: 5,026 4,957 20 22,618 18,672 27,664 23,649: 3,810 7,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -15,422: -378 -2,324 -3,725 -8,769 -7,790 -12,872 -13,839: -2,550 -1,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 15.7 0.1 71.9 59.3 87.9 75.1: 12.1 24.9
Old : 100.0: 16.0 15.7 0.1 71.9 59.3 87.9 75.1: 12.1 24.9
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 : 61: 5 10 1 29 24 35 34:
Old : 61: 5 10 1 29 24 35 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 28.4 53.0 41.8 35.6 25.8 51.3 39.2
Old : 37.3 28.4 53.0 41.8 35.6 25.8 51.3 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, March 21, 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 : 289,167: 70,276 62,478 558 191,900 212,937 262,734 275,973: 26,433 13,194
Old : 289,167: 70,276 62,478 558 191,900 212,937 262,734 275,973: 26,433 13,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -98,815: 38,085 -7,037 -45,123 -92,554 -43,024 -99,592 -95,184: 777 -3,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 21.6 0.2 66.4 73.6 90.9 95.4: 9.1 4.6
Old : 100.0: 24.3 21.6 0.2 66.4 73.6 90.9 95.4: 9.1 4.6
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 : 151: 29 56 10 37 44 71 105:
Old : 151: 29 56 10 37 44 71 105:
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 : 51.3 33.6 67.3 53.0 51.3 32.2 63.1 48.7
Old : 51.3 33.6 67.3 53.0 51.3 32.2 63.1 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, March 21, 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 : 49,609: 17,131 15,881 184 22,142 25,094 39,457 41,159: 10,152 8,450
Old : 49,609: 17,131 15,881 184 22,142 25,094 39,457 41,159: 10,152 8,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 1,576: 2,678 1,090 -3 -349 -344 2,326 743: -750 833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 32.0 0.4 44.6 50.6 79.5 83.0: 20.5 17.0
Old : 100.0: 34.5 32.0 0.4 44.6 50.6 79.5 83.0: 20.5 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 27 22 4 14 22 45 44:
Old : 82: 27 22 4 14 22 45 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 : 34.8 36.9 46.4 49.1 34.8 34.0 46.1 46.2
Old : 34.8 36.9 46.4 49.1 34.8 34.0 46.1 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, March 21, 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 : 36,790: 15,319 3,157 0 13,437 12,037 28,756 15,194: 8,034 21,596
Old : 36,790: 15,319 3,157 0 13,437 12,037 28,756 15,194: 8,034 21,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 2,950: 2,214 406 -105 -2,247 1,812 -138 2,113: 3,088 837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 8.6 0.0 36.5 32.7 78.2 41.3: 21.8 58.7
Old : 100.0: 41.6 8.6 0.0 36.5 32.7 78.2 41.3: 21.8 58.7
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 : 45: 16 5 0 14 14 30 19:
Old : 45: 16 5 0 14 14 30 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 : 31.0 21.9 48.0 31.1 31.0 17.3 46.6 26.5
Old : 31.0 21.9 48.0 31.1 31.0 17.3 46.6 26.5
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 - Futures Only, March 21, 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 : 22,683: 6,250 738 239 15,431 21,088 21,920 22,065: 763 618
Old : 22,683: 6,250 738 239 15,431 21,088 21,920 22,065: 763 618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -1,440: -30 -470 3 -1,546 -1,146 -1,573 -1,613: 133 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 3.3 1.1 68.0 93.0 96.6 97.3: 3.4 2.7
Old : 100.0: 27.6 3.3 1.1 68.0 93.0 96.6 97.3: 3.4 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: 9 3 2 6 4 15 9:
Old : 21: 9 3 2 6 4 15 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.3 94.7 90.3 97.2 77.9 94.5 89.9 96.0
Old : 78.3 94.7 90.3 97.2 77.9 94.5 89.9 96.0
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, March 21, 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 : 33,914: 5,308 5,420 1,085 14,216 21,875 20,609 28,380: 13,305 5,534
Old : 33,914: 5,308 5,420 1,085 14,216 21,875 20,609 28,380: 13,305 5,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -813: 113 2,305 193 86 -1,360 392 1,138: -1,205 -1,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 16.0 3.2 41.9 64.5 60.8 83.7: 39.2 16.3
Old : 100.0: 15.7 16.0 3.2 41.9 64.5 60.8 83.7: 39.2 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 : 51: 10 10 8 17 24 31 40:
Old : 51: 10 10 8 17 24 31 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 : 38.6 40.7 46.1 57.7 21.6 33.4 28.0 45.5
Old : 38.6 40.7 46.1 57.7 21.6 33.4 28.0 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 24, 2006