BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,251: 0 13 80 3,767 3,767 3,847 3,860: 404 391
Old : 4,251: 0 13 80 3,767 3,767 3,847 3,860: 404 391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: -209: 0 -20 19 -154 -155 -135 -156: -74 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 1.9 88.6 88.6 90.5 90.8: 9.5 9.2
Old : 100.0: 0.0 0.3 1.9 88.6 88.6 90.5 90.8: 9.5 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 11 13 12 14:
Old : 20: 0 1 1 11 13 12 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 : 69.2 60.6 86.5 80.3 68.4 59.3 83.1 77.6
Old : 69.2 60.6 86.5 80.3 68.4 59.3 83.1 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, May 9, 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 : 30,437: 1,323 3,306 1,241 24,461 15,092 27,025 19,639: 3,412 10,798
Old : 30,437: 1,323 3,306 1,241 24,461 15,092 27,025 19,639: 3,412 10,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: -2,289: -449 131 -36 -1,651 -1,682 -2,136 -1,587: -153 -702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 10.9 4.1 80.4 49.6 88.8 64.5: 11.2 35.5
Old : 100.0: 4.3 10.9 4.1 80.4 49.6 88.8 64.5: 11.2 35.5
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 : 51: 6 15 9 21 17 31 37:
Old : 51: 6 15 9 21 17 31 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 29.7 73.5 41.2 51.8 28.1 73.1 39.2
Old : 51.8 29.7 73.5 41.2 51.8 28.1 73.1 39.2
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, May 9, 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 : 152,354: 22,206 30,181 38,886 73,821 47,422 134,913 116,489: 17,441 35,865
Old : 143,433: 19,863 32,598 35,337 72,585 43,450 127,785 111,385: 15,648 32,048
Other: 8,921: 5,169 409 723 1,236 3,972 7,128 5,104: 1,793 3,817
: : :
: : Changes in Commitments from: May 2, 2006 :
: 4,584: 2,256 -2,264 -5,309 -73 2,739 -3,126 -4,834: 7,710 9,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 19.8 25.5 48.5 31.1 88.6 76.5: 11.4 23.5
Old : 100.0: 13.8 22.7 24.6 50.6 30.3 89.1 77.7: 10.9 22.3
Other: 100.0: 57.9 4.6 8.1 13.9 44.5 79.9 57.2: 20.1 42.8
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 50 69 71 33 39 134 149:
Old : 192: 49 74 70 27 39 126 149:
Other: 56: 20 8 5 11 22 32 34:
:----------------------------------------------------------------------------------------------------
: 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 17.4 46.2 26.2 33.0 15.3 43.3 21.6
Old : 35.0 17.7 47.9 27.0 35.0 15.5 45.9 22.4
Other: 37.4 26.5 55.6 36.8 36.7 26.5 52.5 35.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,006: 487 666 74 745 282 1,306 1,022: 700 984
Old : 1,991: 491 666 68 738 282 1,297 1,016: 694 975
Other: 15: 0 4 2 7 0 9 6: 6 9
: : :
: : Changes in Commitments from: May 2, 2006 :
: -172: -55 -31 14 -139 -125 -180 -142: 8 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 33.2 3.7 37.1 14.1 65.1 50.9: 34.9 49.1
Old : 100.0: 24.7 33.5 3.4 37.1 14.2 65.1 51.0: 34.9 49.0
Other: 100.0: 0.0 26.7 13.3 46.7 0.0 60.0 40.0: 40.0 60.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 8 5 3 8 4 17 11:
Old : 23: 8 5 3 8 4 17 11:
Other: 2: 0 1 1 1 0 2 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 : 33.8 37.3 49.6 47.1 33.2 35.6 47.8 43.0
Old : 34.1 37.6 50.0 47.4 33.4 35.9 47.8 43.3
Other: 60.0 40.0 60.0 40.0 46.7 26.7 46.7 26.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 9, 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 : 256,111: 53,763 50,700 48,626 122,085 100,186 224,474 199,512: 31,637 56,599
Old : 256,111: 53,763 50,700 48,626 122,085 100,186 224,474 199,512: 31,637 56,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 14,616: 4,432 2,647 -4,632 1,441 969 1,241 -1,016: 13,375 15,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 19.8 19.0 47.7 39.1 87.6 77.9: 12.4 22.1
Old : 100.0: 21.0 19.8 19.0 47.7 39.1 87.6 77.9: 12.4 22.1
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 : 321: 70 82 81 91 131 214 262:
Old : 321: 70 82 81 91 131 214 262:
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 : 21.2 12.7 34.3 20.7 20.3 9.7 29.8 15.1
Old : 21.2 12.7 34.3 20.7 20.3 9.7 29.8 15.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, May 9, 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 : 4,332: 2,296 788 214 571 1,849 3,081 2,851: 1,251 1,481
Old : 4,332: 2,296 788 214 571 1,849 3,081 2,851: 1,251 1,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: -595: -309 -156 -65 37 -194 -337 -415: -258 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 18.2 4.9 13.2 42.7 71.1 65.8: 28.9 34.2
Old : 100.0: 53.0 18.2 4.9 13.2 42.7 71.1 65.8: 28.9 34.2
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 : 47: 14 9 5 10 22 28 33:
Old : 47: 14 9 5 10 22 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 : 37.7 18.3 52.8 30.1 37.7 18.1 51.8 29.8
Old : 37.7 18.3 52.8 30.1 37.7 18.1 51.8 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, May 9, 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 : 27,571: 9,819 7,301 1,569 10,703 5,433 22,091 14,303: 5,480 13,268
Old : 27,571: 9,819 7,301 1,569 10,703 5,433 22,091 14,303: 5,480 13,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: -254: -1,520 -82 324 120 -831 -1,076 -589: 822 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 26.5 5.7 38.8 19.7 80.1 51.9: 19.9 48.1
Old : 100.0: 35.6 26.5 5.7 38.8 19.7 80.1 51.9: 19.9 48.1
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 : 150: 30 43 24 45 49 90 102:
Old : 150: 30 43 24 45 49 90 102:
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 : 19.4 11.3 30.2 16.4 18.4 10.1 27.6 14.5
Old : 19.4 11.3 30.2 16.4 18.4 10.1 27.6 14.5
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, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 121,046: 52,111 23,238 1,288 29,342 77,518 82,741 102,044: 38,305 19,002
Old : 121,046: 52,111 23,238 1,288 29,342 77,518 82,741 102,044: 38,305 19,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 10,767: 3,114 6,393 -254 -377 -2,021 2,483 4,118: 8,284 6,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 19.2 1.1 24.2 64.0 68.4 84.3: 31.6 15.7
Old : 100.0: 43.1 19.2 1.1 24.2 64.0 68.4 84.3: 31.6 15.7
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 : 96: 43 19 4 20 21 64 43:
Old : 96: 43 19 4 20 21 64 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 : 17.2 35.3 28.0 51.7 17.0 35.3 27.8 51.6
Old : 17.2 35.3 28.0 51.7 17.0 35.3 27.8 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, May 9, 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 : 94,856: 18,306 29,319 259 56,191 48,706 74,756 78,284: 20,100 16,572
Old : 94,856: 18,306 29,319 259 56,191 48,706 74,756 78,284: 20,100 16,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 4,900: 788 -828 259 -434 3,516 613 2,947: 4,287 1,953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 30.9 0.3 59.2 51.3 78.8 82.5: 21.2 17.5
Old : 100.0: 19.3 30.9 0.3 59.2 51.3 78.8 82.5: 21.2 17.5
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 : 43: 13 12 1 11 12 24 25:
Old : 43: 13 12 1 11 12 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 56.4 64.6 67.7 49.8 56.4 63.0 67.6
Old : 50.0 56.4 64.6 67.7 49.8 56.4 63.0 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, May 9, 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 : 86,961: 19,719 23,024 708 62,949 59,354 83,376 83,086: 3,585 3,875
Old : 86,961: 19,719 23,024 708 62,949 59,354 83,376 83,086: 3,585 3,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 2,233: 2,419 -933 -15 -1,463 1,618 941 670: 1,292 1,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 26.5 0.8 72.4 68.3 95.9 95.5: 4.1 4.5
Old : 100.0: 22.7 26.5 0.8 72.4 68.3 95.9 95.5: 4.1 4.5
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 : 72: 21 23 3 19 16 42 40:
Old : 72: 21 23 3 19 16 42 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 : 48.4 56.2 67.4 72.9 40.4 40.8 54.9 54.6
Old : 48.4 56.2 67.4 72.9 40.4 40.8 54.9 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, May 9, 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 : 104,008: 41,071 15,304 98 32,834 71,023 74,003 86,425: 30,005 17,583
Old : 104,008: 41,071 15,304 98 32,834 71,023 74,003 86,425: 30,005 17,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 14,935: 6,938 -205 14 1,621 12,953 8,573 12,762: 6,362 2,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 14.7 0.1 31.6 68.3 71.2 83.1: 28.8 16.9
Old : 100.0: 39.5 14.7 0.1 31.6 68.3 71.2 83.1: 28.8 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 26 13 2 16 23 43 37:
Old : 67: 26 13 2 16 23 43 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 36.4 38.2 54.5 25.5 34.4 38.2 52.5
Old : 25.5 36.4 38.2 54.5 25.5 34.4 38.2 52.5
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, May 9, 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 : 210,545: 46,769 27,925 873 113,023 157,197 160,665 185,995: 49,880 24,550
Old : 210,545: 46,769 27,925 873 113,023 157,197 160,665 185,995: 49,880 24,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 4,145: 2,380 -13,775 189 -5,278 12,605 -2,709 -981: 6,854 5,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 13.3 0.4 53.7 74.7 76.3 88.3: 23.7 11.7
Old : 100.0: 22.2 13.3 0.4 53.7 74.7 76.3 88.3: 23.7 11.7
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 : 93: 32 22 6 22 27 55 54:
Old : 93: 32 22 6 22 27 55 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 47.6 48.8 63.5 29.4 42.7 42.8 54.8
Old : 32.9 47.6 48.8 63.5 29.4 42.7 42.8 54.8
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, May 9, 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 : 198,501: 87,975 15,064 1,780 43,091 142,504 132,846 159,348: 65,655 39,153
Old : 198,501: 87,975 15,064 1,780 43,091 142,504 132,846 159,348: 65,655 39,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 11,427: -2,640 -1,077 434 3,939 4,354 1,733 3,711: 9,694 7,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 7.6 0.9 21.7 71.8 66.9 80.3: 33.1 19.7
Old : 100.0: 44.3 7.6 0.9 21.7 71.8 66.9 80.3: 33.1 19.7
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 : 128: 65 20 15 27 29 96 60:
Old : 128: 65 20 15 27 29 96 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 39.6 24.4 58.7 15.7 39.4 23.6 56.7
Old : 16.1 39.6 24.4 58.7 15.7 39.4 23.6 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 13,736: 7,284 398 0 5,278 11,400 12,562 11,798: 1,174 1,938
Old : 13,736: 7,284 398 0 5,278 11,400 12,562 11,798: 1,174 1,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 1,532: 767 84 0 1,033 1,483 1,800 1,567: -268 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 2.9 0.0 38.4 83.0 91.5 85.9: 8.5 14.1
Old : 100.0: 53.0 2.9 0.0 38.4 83.0 91.5 85.9: 8.5 14.1
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 : 25: 2 3 0 11 12 13 15:
Old : 25: 2 3 0 11 12 13 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 : 70.0 73.5 86.0 80.8 69.9 73.2 85.8 80.5
Old : 70.0 73.5 86.0 80.8 69.9 73.2 85.8 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, May 9, 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 : 82,499: 42,230 873 3,768 31,754 71,506 77,752 76,147: 4,747 6,352
Old : 82,499: 42,230 873 3,768 31,754 71,506 77,752 76,147: 4,747 6,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 16,234: 17,420 0 3,553 -4,911 12,586 16,062 16,139: 172 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 1.1 4.6 38.5 86.7 94.2 92.3: 5.8 7.7
Old : 100.0: 51.2 1.1 4.6 38.5 86.7 94.2 92.3: 5.8 7.7
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 : 25: 5 1 3 10 14 15 18:
Old : 25: 5 1 3 10 14 15 18:
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 : 64.7 56.7 80.8 75.7 57.1 55.3 72.0 71.5
Old : 64.7 56.7 80.8 75.7 57.1 55.3 72.0 71.5
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, May 9, 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 :10,052,407: 934,348 1,647,263 1,681,605 6,362,029 5,291,993 8,977,982 8,620,861: 1,074,425 1,431,546
Old :10,052,407: 934,348 1,647,263 1,681,605 6,362,029 5,291,993 8,977,982 8,620,861: 1,074,425 1,431,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 337,872: -15,439 136,648 82,319 229,031 129,022 295,911 347,989: 41,961 -10,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 16.4 16.7 63.3 52.6 89.3 85.8: 10.7 14.2
Old : 100.0: 9.3 16.4 16.7 63.3 52.6 89.3 85.8: 10.7 14.2
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 : 305: 58 74 106 133 150 253 280:
Old : 305: 58 74 106 133 150 253 280:
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 : 34.6 10.5 45.0 18.1 32.6 8.7 38.7 15.5
Old : 34.6 10.5 45.0 18.1 32.6 8.7 38.7 15.5
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, May 9, 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 : 660,760: 70,056 56,932 3,055 452,243 502,976 525,354 562,963: 135,406 97,797
Old : 660,760: 70,056 56,932 3,055 452,243 502,976 525,354 562,963: 135,406 97,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: -52: -1,161 -891 211 -5,695 -5,415 -6,645 -6,095: 6,593 6,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 8.6 0.5 68.4 76.1 79.5 85.2: 20.5 14.8
Old : 100.0: 10.6 8.6 0.5 68.4 76.1 79.5 85.2: 20.5 14.8
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 : 197: 39 42 15 89 54 140 99:
Old : 197: 39 42 15 89 54 140 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 32.4 28.3 45.5 20.1 31.5 28.1 44.6
Old : 20.1 32.4 28.3 45.5 20.1 31.5 28.1 44.6
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, May 9, 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 : 1,361,264: 247,863 432,321 22,383 806,744 789,049 1,076,990 1,243,753: 284,274 117,511
Old : 1,361,264: 247,863 432,321 22,383 806,744 789,049 1,076,990 1,243,753: 284,274 117,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 54,104: 34,284 6,433 4,767 5,827 53,197 44,878 64,397: 9,226 -10,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 31.8 1.6 59.3 58.0 79.1 91.4: 20.9 8.6
Old : 100.0: 18.2 31.8 1.6 59.3 58.0 79.1 91.4: 20.9 8.6
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 : 233: 60 61 21 74 75 146 145:
Old : 233: 60 61 21 74 75 146 145:
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 : 22.0 28.1 33.1 40.8 20.8 22.5 29.9 34.0
Old : 22.0 28.1 33.1 40.8 20.8 22.5 29.9 34.0
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, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 10,838: 1,838 705 0 5,062 8,626 6,900 9,331: 3,938 1,507
Old : 10,838: 1,838 705 0 5,062 8,626 6,900 9,331: 3,938 1,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: -481: -123 0 0 -547 0 -670 0: 189 -481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 6.5 0.0 46.7 79.6 63.7 86.1: 36.3 13.9
Old : 100.0: 17.0 6.5 0.0 46.7 79.6 63.7 86.1: 36.3 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 : 25: 4 1 0 12 13 16 14:
Old : 25: 4 1 0 12 13 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 : 33.0 45.7 47.7 72.8 33.0 43.5 47.5 68.5
Old : 33.0 45.7 47.7 72.8 33.0 43.5 47.5 68.5
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, May 9, 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 : 55,939: 10,942 12,302 0 36,585 40,363 47,527 52,665: 8,412 3,274
Old : 55,939: 10,942 12,302 0 36,585 40,363 47,527 52,665: 8,412 3,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: -1,338: 556 605 0 643 -2,477 1,199 -1,872: -2,537 534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 22.0 0.0 65.4 72.2 85.0 94.1: 15.0 5.9
Old : 100.0: 19.6 22.0 0.0 65.4 72.2 85.0 94.1: 15.0 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 : 57: 10 9 0 21 25 31 34:
Old : 57: 10 9 0 21 25 31 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 : 40.0 37.6 58.4 60.5 36.3 37.6 52.7 58.9
Old : 40.0 37.6 58.4 60.5 36.3 37.6 52.7 58.9
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, May 9, 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 : 63,735: 15,248 9,520 165 37,039 40,502 52,452 50,187: 11,283 13,548
Old : 63,735: 15,248 9,520 165 37,039 40,502 52,452 50,187: 11,283 13,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 974: 525 -2,355 -26 -1,236 904 -737 -1,477: 1,711 2,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 14.9 0.3 58.1 63.5 82.3 78.7: 17.7 21.3
Old : 100.0: 23.9 14.9 0.3 58.1 63.5 82.3 78.7: 17.7 21.3
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 : 78: 16 14 2 29 27 47 41:
Old : 78: 16 14 2 29 27 47 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 : 41.0 30.9 51.6 45.2 41.0 30.7 50.8 42.6
Old : 41.0 30.9 51.6 45.2 41.0 30.7 50.8 42.6
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, May 9, 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 : 358,800: 96,900 132,394 3,885 210,913 209,640 311,698 345,919: 47,102 12,881
Old : 358,800: 96,900 132,394 3,885 210,913 209,640 311,698 345,919: 47,102 12,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 3,404: -9,899 -5,649 -75 4,514 15,085 -5,460 9,361: 8,864 -5,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 36.9 1.1 58.8 58.4 86.9 96.4: 13.1 3.6
Old : 100.0: 27.0 36.9 1.1 58.8 58.4 86.9 96.4: 13.1 3.6
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 : 211: 80 55 11 52 37 140 95:
Old : 211: 80 55 11 52 37 140 95:
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 35.8 41.6 52.6 28.3 35.8 38.0 50.2
Old : 31.9 35.8 41.6 52.6 28.3 35.8 38.0 50.2
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, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 74,660: 34,685 5,831 0 15,610 60,601 50,295 66,432: 24,365 8,228
Old : 74,660: 34,685 5,831 0 15,610 60,601 50,295 66,432: 24,365 8,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 16,799: 7,388 307 0 3,512 15,512 10,900 15,819: 5,899 980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 7.8 0.0 20.9 81.2 67.4 89.0: 32.6 11.0
Old : 100.0: 46.5 7.8 0.0 20.9 81.2 67.4 89.0: 32.6 11.0
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 : 54: 20 6 0 13 19 33 25:
Old : 54: 20 6 0 13 19 33 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 43.1 36.4 63.5 24.0 43.1 36.4 60.8
Old : 24.0 43.1 36.4 63.5 24.0 43.1 36.4 60.8
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, May 9, 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 : 40,302: 6,048 5,323 40 29,933 28,356 36,021 33,719: 4,281 6,583
Old : 40,302: 6,048 5,323 40 29,933 28,356 36,021 33,719: 4,281 6,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 2,602: 195 190 19 1,924 2,721 2,138 2,930: 464 -328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 13.2 0.1 74.3 70.4 89.4 83.7: 10.6 16.3
Old : 100.0: 15.0 13.2 0.1 74.3 70.4 89.4 83.7: 10.6 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 : 65: 7 10 2 28 27 36 38:
Old : 65: 7 10 2 28 27 36 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 : 43.4 40.5 58.0 51.7 43.4 38.5 57.7 49.6
Old : 43.4 40.5 58.0 51.7 43.4 38.5 57.7 49.6
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, May 9, 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 : 360,680: 75,795 102,779 2,264 256,769 239,432 334,828 344,475: 25,852 16,205
Old : 360,680: 75,795 102,779 2,264 256,769 239,432 334,828 344,475: 25,852 16,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 5,047: 2,452 5,107 488 -1,263 -3,044 1,677 2,551: 3,370 2,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 28.5 0.6 71.2 66.4 92.8 95.5: 7.2 4.5
Old : 100.0: 21.0 28.5 0.6 71.2 66.4 92.8 95.5: 7.2 4.5
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 : 169: 30 64 9 41 52 76 120:
Old : 169: 30 64 9 41 52 76 120:
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 : 54.2 31.0 69.0 47.8 50.5 27.7 64.1 44.4
Old : 54.2 31.0 69.0 47.8 50.5 27.7 64.1 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, May 9, 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 : 55,885: 17,428 18,094 100 26,513 29,344 44,041 47,538: 11,844 8,347
Old : 55,885: 17,428 18,094 100 26,513 29,344 44,041 47,538: 11,844 8,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 5,198: 2,063 2,085 23 1,304 3,017 3,390 5,125: 1,808 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 32.4 0.2 47.4 52.5 78.8 85.1: 21.2 14.9
Old : 100.0: 31.2 32.4 0.2 47.4 52.5 78.8 85.1: 21.2 14.9
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 : 86: 23 25 3 20 21 46 46:
Old : 86: 23 25 3 20 21 46 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 41.6 45.0 52.5 32.5 39.7 45.0 50.6
Old : 32.5 41.6 45.0 52.5 32.5 39.7 45.0 50.6
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, May 9, 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 : 36,458: 10,608 5,548 41 20,153 18,260 30,802 23,849: 5,656 12,609
Old : 36,458: 10,608 5,548 41 20,153 18,260 30,802 23,849: 5,656 12,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 4,371: 1,968 659 36 1,958 264 3,962 959: 409 3,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 15.2 0.1 55.3 50.1 84.5 65.4: 15.5 34.6
Old : 100.0: 29.1 15.2 0.1 55.3 50.1 84.5 65.4: 15.5 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 : 51: 15 10 1 14 14 30 24:
Old : 51: 15 10 1 14 14 30 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 39.0 52.7 48.9 25.6 28.4 43.9 36.4
Old : 32.3 39.0 52.7 48.9 25.6 28.4 43.9 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 47,266: 6,113 4,250 3,343 18,472 23,908 27,928 31,501: 19,338 15,765
Old : 47,266: 6,113 4,250 3,343 18,472 23,908 27,928 31,501: 19,338 15,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 4,914: 552 -378 1,394 1,113 -381 3,059 635: 1,855 4,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 9.0 7.1 39.1 50.6 59.1 66.6: 40.9 33.4
Old : 100.0: 12.9 9.0 7.1 39.1 50.6 59.1 66.6: 40.9 33.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 10 12 8 25 32 40 48:
Old : 60: 10 12 8 25 32 40 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 21.2 37.1 34.7 13.5 18.7 19.9 27.3
Old : 26.5 21.2 37.1 34.7 13.5 18.7 19.9 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 12, 2006