MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, March 28, 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 : 32,959: 1,187 1,903 1,308 26,233 15,927 28,728 19,138: 4,231 13,821
Old : 32,959: 1,187 1,903 1,308 26,233 15,927 28,728 19,138: 4,231 13,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 1,303: 562 143 -39 706 302 1,229 406: 74 897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 5.8 4.0 79.6 48.3 87.2 58.1: 12.8 41.9
Old : 100.0: 3.6 5.8 4.0 79.6 48.3 87.2 58.1: 12.8 41.9
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 : 44: 5 10 7 18 17 26 31:
Old : 44: 5 10 7 18 17 26 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 27.1 72.9 38.8 50.4 25.5 72.0 36.2
Old : 50.4 27.1 72.9 38.8 50.4 25.5 72.0 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, March 28, 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 : 141,642: 17,409 27,194 28,624 79,928 53,362 125,961 109,180: 15,681 32,462
Old : 138,032: 17,726 27,637 27,320 78,442 52,124 123,488 107,081: 14,544 30,951
Other: 3,610: 787 661 200 1,486 1,238 2,473 2,099: 1,137 1,511
: : :
: : Changes in Commitments from: March 21, 2006 :
: -428: -1,198 -2,023 474 542 1,658 -182 109: -246 -537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 19.2 20.2 56.4 37.7 88.9 77.1: 11.1 22.9
Old : 100.0: 12.8 20.0 19.8 56.8 37.8 89.5 77.6: 10.5 22.4
Other: 100.0: 21.8 18.3 5.5 41.2 34.3 68.5 58.1: 31.5 41.9
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 48 72 67 31 37 122 153:
Old : 190: 51 73 66 29 37 118 153:
Other: 39: 10 9 2 8 13 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 : 37.2 23.2 51.7 31.4 37.2 21.0 49.3 27.8
Old : 38.2 23.6 53.0 31.9 38.1 21.4 50.6 28.4
Other: 36.0 33.7 55.3 45.8 35.8 28.5 52.0 40.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, March 28, 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 : 1,820: 491 172 134 532 684 1,157 990: 663 830
Old : 1,808: 491 172 128 532 684 1,151 984: 657 824
Other: 12: 0 0 6 0 0 6 6: 6 6
: : :
: : Changes in Commitments from: March 21, 2006 :
: -51: -3 -16 -35 -21 -21 -59 -72: 8 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 9.5 7.4 29.2 37.6 63.6 54.4: 36.4 45.6
Old : 100.0: 27.2 9.5 7.1 29.4 37.8 63.7 54.4: 36.3 45.6
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: 6 6 3 7 6 15 13:
Old : 21: 6 6 3 7 6 15 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 : 35.8 36.1 51.5 49.0 35.8 35.3 47.5 42.0
Old : 36.0 36.3 51.7 49.0 36.0 35.6 47.8 42.3
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 28, 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 : 230,770: 42,221 46,147 46,144 112,891 84,981 201,256 177,272: 29,514 53,498
Old : 230,770: 42,221 46,147 46,144 112,891 84,981 201,256 177,272: 29,514 53,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 8,389: 2,539 2,971 3,426 1,137 2,527 7,102 8,924: 1,287 -535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 20.0 20.0 48.9 36.8 87.2 76.8: 12.8 23.2
Old : 100.0: 18.3 20.0 20.0 48.9 36.8 87.2 76.8: 12.8 23.2
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 : 319: 67 90 80 91 122 204 264:
Old : 319: 67 90 80 91 122 204 264:
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 : 24.1 14.5 37.8 22.0 24.1 9.2 34.1 14.4
Old : 24.1 14.5 37.8 22.0 24.1 9.2 34.1 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 28, 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 : 4,160: 1,574 914 497 841 1,237 2,912 2,648: 1,248 1,512
Old : 4,160: 1,574 914 497 841 1,237 2,912 2,648: 1,248 1,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 216: 66 99 135 62 -54 263 180: -47 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 22.0 11.9 20.2 29.7 70.0 63.7: 30.0 36.3
Old : 100.0: 37.8 22.0 11.9 20.2 29.7 70.0 63.7: 30.0 36.3
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: 12 20 9 10 15 28 39:
Old : 51: 12 20 9 10 15 28 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 20.0 49.6 31.2 31.9 16.2 42.8 24.3
Old : 31.9 20.0 49.6 31.2 31.9 16.2 42.8 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, March 28, 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 : 37,238: 14,843 7,112 4,035 13,686 9,060 32,564 20,207: 4,674 17,031
Old : 37,238: 14,843 7,112 4,035 13,686 9,060 32,564 20,207: 4,674 17,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 1,068: 519 666 -161 1,106 748 1,464 1,253: -396 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 19.1 10.8 36.8 24.3 87.4 54.3: 12.6 45.7
Old : 100.0: 39.9 19.1 10.8 36.8 24.3 87.4 54.3: 12.6 45.7
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 : 168: 36 41 28 51 62 105 118:
Old : 168: 36 41 28 51 62 105 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 12.2 38.0 18.6 23.0 6.7 30.2 11.7
Old : 27.3 12.2 38.0 18.6 23.0 6.7 30.2 11.7
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 28, 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 : 87,356: 13,274 21,085 1,432 37,502 48,602 52,208 71,119: 35,148 16,237
Old : 87,356: 13,274 21,085 1,432 37,502 48,602 52,208 71,119: 35,148 16,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 2,137: -5,021 -952 6 5,277 1,805 262 859: 1,875 1,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 24.1 1.6 42.9 55.6 59.8 81.4: 40.2 18.6
Old : 100.0: 15.2 24.1 1.6 42.9 55.6 59.8 81.4: 40.2 18.6
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 : 72: 18 21 3 21 20 40 43:
Old : 72: 18 21 3 21 20 40 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 33.1 35.1 50.8 20.3 32.5 30.0 46.2
Old : 22.7 33.1 35.1 50.8 20.3 32.5 30.0 46.2
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 28, 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 : 84,695: 5,820 51,155 199 72,362 11,321 78,381 62,675: 6,314 22,020
Old : 84,695: 5,820 51,155 199 72,362 11,321 78,381 62,675: 6,314 22,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 1,388: 2,358 828 199 1,676 901 4,233 1,928: -2,845 -540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 60.4 0.2 85.4 13.4 92.5 74.0: 7.5 26.0
Old : 100.0: 6.9 60.4 0.2 85.4 13.4 92.5 74.0: 7.5 26.0
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 : 55: 8 28 1 12 10 21 38:
Old : 55: 8 28 1 12 10 21 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 : 64.2 33.0 82.7 43.7 64.1 33.0 81.9 43.7
Old : 64.2 33.0 82.7 43.7 64.1 33.0 81.9 43.7
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 28, 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 : 70,502: 20,739 9,517 749 44,177 56,814 65,665 67,080: 4,837 3,422
Old : 70,502: 20,739 9,517 749 44,177 56,814 65,665 67,080: 4,837 3,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -3,190: -7,791 1,997 364 4,498 -4,959 -2,929 -2,598: -261 -592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 13.5 1.1 62.7 80.6 93.1 95.1: 6.9 4.9
Old : 100.0: 29.4 13.5 1.1 62.7 80.6 93.1 95.1: 6.9 4.9
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 : 70: 23 18 5 21 12 47 34:
Old : 70: 23 18 5 21 12 47 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 : 39.4 68.5 59.6 81.2 27.9 46.3 41.0 59.0
Old : 39.4 68.5 59.6 81.2 27.9 46.3 41.0 59.0
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 28, 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 : 67,999: 12,491 18,775 274 41,984 27,751 54,749 46,800: 13,250 21,199
Old : 67,999: 12,491 18,775 274 41,984 27,751 54,749 46,800: 13,250 21,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -100: -692 357 247 1,990 -3,160 1,545 -2,556: -1,645 2,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 27.6 0.4 61.7 40.8 80.5 68.8: 19.5 31.2
Old : 100.0: 18.4 27.6 0.4 61.7 40.8 80.5 68.8: 19.5 31.2
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 : 52: 14 14 1 18 12 32 27:
Old : 52: 14 14 1 18 12 32 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 33.8 56.9 46.6 31.7 22.9 47.5 35.5
Old : 37.7 33.8 56.9 46.6 31.7 22.9 47.5 35.5
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 28, 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 : 180,101: 27,229 57,641 361 125,904 90,414 153,494 148,416: 26,607 31,685
Old : 180,101: 27,229 57,641 361 125,904 90,414 153,494 148,416: 26,607 31,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 4,139: 4,114 5,170 7 2,547 -3,339 6,668 1,838: -2,529 2,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 32.0 0.2 69.9 50.2 85.2 82.4: 14.8 17.6
Old : 100.0: 15.1 32.0 0.2 69.9 50.2 85.2 82.4: 14.8 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 : 93: 24 34 6 26 18 52 56:
Old : 93: 24 34 6 26 18 52 56:
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 : 41.3 37.2 60.4 50.7 38.1 30.0 52.6 41.3
Old : 41.3 37.2 60.4 50.7 38.1 30.0 52.6 41.3
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 28, 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 : 140,715: 56,336 15,525 810 35,558 93,460 92,704 109,795: 48,011 30,920
Old : 140,715: 56,336 15,525 810 35,558 93,460 92,704 109,795: 48,011 30,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -821: -2,041 -1,400 325 1,858 5,048 142 3,973: -963 -4,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 11.0 0.6 25.3 66.4 65.9 78.0: 34.1 22.0
Old : 100.0: 40.0 11.0 0.6 25.3 66.4 65.9 78.0: 34.1 22.0
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 : 109: 52 22 8 20 25 75 52:
Old : 109: 52 22 8 20 25 75 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 41.2 36.1 58.0 24.9 38.9 35.8 55.3
Old : 25.2 41.2 36.1 58.0 24.9 38.9 35.8 55.3
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 28, 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 : 12,247: 3,229 2,330 0 7,058 7,680 10,287 10,010: 1,960 2,237
Old : 12,247: 3,229 2,330 0 7,058 7,680 10,287 10,010: 1,960 2,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 867: -432 406 0 1,090 184 658 590: 209 277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 19.0 0.0 57.6 62.7 84.0 81.7: 16.0 18.3
Old : 100.0: 26.4 19.0 0.0 57.6 62.7 84.0 81.7: 16.0 18.3
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 : 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 : 47.6 65.1 67.2 76.5 47.0 65.1 66.5 73.7
Old : 47.6 65.1 67.2 76.5 47.0 65.1 66.5 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, March 28, 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 : 69,770: 27,667 873 1,740 35,930 60,375 65,337 62,988: 4,433 6,782
Old : 69,770: 27,667 873 1,740 35,930 60,375 65,337 62,988: 4,433 6,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 4,729: 799 0 607 3,955 3,817 5,361 4,424: -632 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 1.3 2.5 51.5 86.5 93.6 90.3: 6.4 9.7
Old : 100.0: 39.7 1.3 2.5 51.5 86.5 93.6 90.3: 6.4 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 : 31: 7 1 3 10 19 17 23:
Old : 31: 7 1 3 10 19 17 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 : 47.5 53.4 70.9 73.5 45.5 53.4 65.7 71.2
Old : 47.5 53.4 70.9 73.5 45.5 53.4 65.7 71.2
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 28, 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 : 9,233,049: 1,061,556 1,159,452 1,286,937 5,931,277 5,388,753 8,279,770 7,835,142: 953,279 1,397,907
Old : 9,233,049: 1,061,556 1,159,452 1,286,937 5,931,277 5,388,753 8,279,770 7,835,142: 953,279 1,397,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 67,638: 229,603 137,513 -152,657 57,279 109,677 134,225 94,533: -66,587 -26,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 12.6 13.9 64.2 58.4 89.7 84.9: 10.3 15.1
Old : 100.0: 11.5 12.6 13.9 64.2 58.4 89.7 84.9: 10.3 15.1
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 : 297: 60 66 98 133 155 242 279:
Old : 297: 60 66 98 133 155 242 279:
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 : 36.2 14.8 47.7 22.4 34.3 11.6 41.4 18.6
Old : 36.2 14.8 47.7 22.4 34.3 11.6 41.4 18.6
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 28, 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 : 652,824: 62,257 57,891 436 458,224 479,156 520,917 537,483: 131,907 115,341
Old : 652,824: 62,257 57,891 436 458,224 479,156 520,917 537,483: 131,907 115,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -2,315: -1,195 3,120 -1,873 7,337 2,443 4,269 3,690: -6,584 -6,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 8.9 0.1 70.2 73.4 79.8 82.3: 20.2 17.7
Old : 100.0: 9.5 8.9 0.1 70.2 73.4 79.8 82.3: 20.2 17.7
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 : 183: 29 36 7 83 56 118 94:
Old : 183: 29 36 7 83 56 118 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 30.2 29.8 43.8 20.6 29.7 29.6 43.2
Old : 20.7 30.2 29.8 43.8 20.6 29.7 29.6 43.2
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 28, 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 : 1,141,244: 162,646 301,486 18,534 559,933 699,649 741,113 1,019,669: 400,131 121,575
Old : 1,141,244: 162,646 301,486 18,534 559,933 699,649 741,113 1,019,669: 400,131 121,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -40,086: -56,648 18,502 746 22,326 -56,485 -33,576 -37,237: -6,510 -2,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 26.4 1.6 49.1 61.3 64.9 89.3: 35.1 10.7
Old : 100.0: 14.3 26.4 1.6 49.1 61.3 64.9 89.3: 35.1 10.7
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 : 202: 46 59 16 64 64 120 129:
Old : 202: 46 59 16 64 64 120 129:
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 : 19.5 34.2 28.9 47.8 17.6 30.9 24.6 42.0
Old : 19.5 34.2 28.9 47.8 17.6 30.9 24.6 42.0
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 28, 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 : 11,156: 1,955 705 0 5,818 8,905 7,773 9,610: 3,383 1,546
Old : 11,156: 1,955 705 0 5,818 8,905 7,773 9,610: 3,383 1,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 24: 54 0 0 3 -306 57 -306: -33 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 6.3 0.0 52.2 79.8 69.7 86.1: 30.3 13.9
Old : 100.0: 17.5 6.3 0.0 52.2 79.8 69.7 86.1: 30.3 13.9
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 13 13 17 14:
Old : 27: 4 1 0 13 13 17 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 : 31.7 45.7 48.5 71.7 31.7 43.3 48.3 67.5
Old : 31.7 45.7 48.5 71.7 31.7 43.3 48.3 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, March 28, 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 : 44,439: 8,008 13,366 0 28,948 28,461 36,956 41,827: 7,483 2,612
Old : 44,439: 8,008 13,366 0 28,948 28,461 36,956 41,827: 7,483 2,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 2,801: 1,850 940 0 77 2,331 1,927 3,271: 874 -470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 30.1 0.0 65.1 64.0 83.2 94.1: 16.8 5.9
Old : 100.0: 18.0 30.1 0.0 65.1 64.0 83.2 94.1: 16.8 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 7 10 0 21 23 28 33:
Old : 52: 7 10 0 21 23 28 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 : 44.4 39.9 62.6 61.1 43.7 37.8 60.7 57.1
Old : 44.4 39.9 62.6 61.1 43.7 37.8 60.7 57.1
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 28, 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 : 3,710: 2,975 1,730 0 720 1,980 3,695 3,710: 15 0
Old : 3,710: 2,975 1,730 0 720 1,980 3,695 3,710: 15 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 225: 150 -200 0 100 450 250 250: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 46.6 0.0 19.4 53.4 99.6 100.0: 0.4 0.0
Old : 100.0: 80.2 46.6 0.0 19.4 53.4 99.6 100.0: 0.4 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: 7 6 0 3 6 10 12:
Old : 22: 7 6 0 3 6 10 12:
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 : 70.8 74.9 96.9 94.6 70.8 74.9 96.9 94.6
Old : 70.8 74.9 96.9 94.6 70.8 74.9 96.9 94.6
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 28, 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 : 56,451: 15,758 11,193 106 32,287 36,479 48,151 47,778: 8,300 8,673
Old : 56,451: 15,758 11,193 106 32,287 36,479 48,151 47,778: 8,300 8,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 264: -293 383 54 1,569 774 1,330 1,211: -1,066 -947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 19.8 0.2 57.2 64.6 85.3 84.6: 14.7 15.4
Old : 100.0: 27.9 19.8 0.2 57.2 64.6 85.3 84.6: 14.7 15.4
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 : 79: 19 14 2 26 26 47 40:
Old : 79: 19 14 2 26 26 47 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 : 41.5 34.8 52.6 50.4 41.5 34.7 52.6 49.9
Old : 41.5 34.8 52.6 50.4 41.5 34.7 52.6 49.9
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 28, 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 : 249,385: 70,125 122,330 3,496 142,071 106,845 215,692 232,671: 33,693 16,714
Old : 249,385: 70,125 122,330 3,496 142,071 106,845 215,692 232,671: 33,693 16,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 23,711: -5,350 16,690 1,394 30,679 6,094 26,723 24,178: -3,012 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 49.1 1.4 57.0 42.8 86.5 93.3: 13.5 6.7
Old : 100.0: 28.1 49.1 1.4 57.0 42.8 86.5 93.3: 13.5 6.7
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 : 201: 73 62 11 39 39 117 107:
Old : 201: 73 62 11 39 39 117 107:
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 : 30.7 30.1 41.8 43.8 29.3 29.0 39.6 40.9
Old : 30.7 30.1 41.8 43.8 29.3 29.0 39.6 40.9
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, March 28, 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 : 68,768: 18,522 31,854 0 36,285 14,187 54,807 46,041: 13,961 22,727
Old : 68,768: 18,522 31,854 0 36,285 14,187 54,807 46,041: 13,961 22,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 7,710: -543 1,462 0 7,807 4,660 7,264 6,122: 446 1,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 46.3 0.0 52.8 20.6 79.7 67.0: 20.3 33.0
Old : 100.0: 26.9 46.3 0.0 52.8 20.6 79.7 67.0: 20.3 33.0
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 : 52: 13 18 0 17 9 30 27:
Old : 52: 13 18 0 17 9 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 31.2 46.6 45.9 26.7 31.0 44.3 45.7
Old : 28.0 31.2 46.6 45.9 26.7 31.0 44.3 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, March 28, 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 : 30,834: 5,236 5,065 20 21,982 18,780 27,238 23,865: 3,596 6,969
Old : 30,834: 5,236 5,065 20 21,982 18,780 27,238 23,865: 3,596 6,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -640: 210 108 0 -636 108 -426 216: -214 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 16.4 0.1 71.3 60.9 88.3 77.4: 11.7 22.6
Old : 100.0: 17.0 16.4 0.1 71.3 60.9 88.3 77.4: 11.7 22.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 6 10 1 28 25 35 35:
Old : 62: 6 10 1 28 25 35 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 : 37.2 28.9 52.3 42.6 36.8 26.3 51.9 40.0
Old : 37.2 28.9 52.3 42.6 36.8 26.3 51.9 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, March 28, 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 : 292,396: 74,502 63,497 2,050 195,545 212,552 272,097 278,099: 20,299 14,297
Old : 292,396: 74,502 63,497 2,050 195,545 212,552 272,097 278,099: 20,299 14,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 3,229: 4,226 1,019 1,492 3,645 -385 9,363 2,126: -6,134 1,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 21.7 0.7 66.9 72.7 93.1 95.1: 6.9 4.9
Old : 100.0: 25.5 21.7 0.7 66.9 72.7 93.1 95.1: 6.9 4.9
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 : 160: 31 61 12 38 45 74 113:
Old : 160: 31 61 12 38 45 74 113:
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 : 51.4 33.1 67.5 51.9 51.4 31.7 63.0 48.1
Old : 51.4 33.1 67.5 51.9 51.4 31.7 63.0 48.1
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 28, 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 : 51,575: 18,635 16,868 82 23,303 26,050 42,020 43,000: 9,555 8,575
Old : 51,575: 18,635 16,868 82 23,303 26,050 42,020 43,000: 9,555 8,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 1,966: 1,504 987 -102 1,161 956 2,563 1,841: -597 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 32.7 0.2 45.2 50.5 81.5 83.4: 18.5 16.6
Old : 100.0: 36.1 32.7 0.2 45.2 50.5 81.5 83.4: 18.5 16.6
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 : 86: 31 23 3 12 21 46 44:
Old : 86: 31 23 3 12 21 46 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 : 34.9 35.6 48.8 46.7 33.2 29.7 45.4 40.8
Old : 34.9 35.6 48.8 46.7 33.2 29.7 45.4 40.8
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 28, 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 : 37,277: 16,531 3,101 0 15,138 11,202 31,669 14,303: 5,608 22,974
Old : 37,277: 16,531 3,101 0 15,138 11,202 31,669 14,303: 5,608 22,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 487: 1,212 -56 0 1,701 -835 2,913 -891: -2,426 1,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 8.3 0.0 40.6 30.1 85.0 38.4: 15.0 61.6
Old : 100.0: 44.3 8.3 0.0 40.6 30.1 85.0 38.4: 15.0 61.6
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 : 44: 16 5 0 14 12 30 17:
Old : 44: 16 5 0 14 12 30 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 : 31.8 21.1 49.2 29.9 31.8 16.8 48.8 25.6
Old : 31.8 21.1 49.2 29.9 31.8 16.8 48.8 25.6
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 28, 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 : 22,699: 6,326 474 220 15,343 21,374 21,889 22,068: 810 631
Old : 22,699: 6,326 474 220 15,343 21,374 21,889 22,068: 810 631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 16: 76 -264 -19 -88 286 -31 3: 47 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 2.1 1.0 67.6 94.2 96.4 97.2: 3.6 2.8
Old : 100.0: 27.9 2.1 1.0 67.6 94.2 96.4 97.2: 3.6 2.8
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 : 22: 9 4 2 6 4 17 8:
Old : 22: 9 4 2 6 4 17 8:
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 : 77.3 95.0 89.4 97.2 77.3 94.4 89.4 96.0
Old : 77.3 95.0 89.4 97.2 77.3 94.4 89.4 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 28, 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 : 30,735: 5,295 3,433 1,129 13,582 21,782 20,006 26,344: 10,729 4,391
Old : 30,735: 5,295 3,433 1,129 13,582 21,782 20,006 26,344: 10,729 4,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -3,179: -13 -1,987 44 -634 -93 -603 -2,036: -2,576 -1,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 11.2 3.7 44.2 70.9 65.1 85.7: 34.9 14.3
Old : 100.0: 17.2 11.2 3.7 44.2 70.9 65.1 85.7: 34.9 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 9 11 7 18 27 31 42:
Old : 52: 9 11 7 18 27 31 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 38.0 47.9 53.2 22.6 34.6 29.8 44.6
Old : 38.0 38.0 47.9 53.2 22.6 34.6 29.8 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 31, 2006