BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, June 27, 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 : 4,566: 0 32 74 4,018 4,219 4,092 4,325: 474 241
Old : 4,566: 0 32 74 4,018 4,219 4,092 4,325: 474 241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 178: 0 18 3 49 40 52 61: 126 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 1.6 88.0 92.4 89.6 94.7: 10.4 5.3
Old : 100.0: 0.0 0.7 1.6 88.0 92.4 89.6 94.7: 10.4 5.3
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 : 21: 0 1 1 11 13 12 14:
Old : 21: 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 : 66.2 63.5 84.5 81.5 64.4 63.5 80.5 80.0
Old : 66.2 63.5 84.5 81.5 64.4 63.5 80.5 80.0
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, June 27, 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 : 32,339: 1,085 2,387 1,199 26,545 17,231 28,829 20,817: 3,510 11,522
Old : 32,339: 1,085 2,387 1,199 26,545 17,231 28,829 20,817: 3,510 11,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 875: -403 398 241 1,023 242 861 881: 14 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 7.4 3.7 82.1 53.3 89.1 64.4: 10.9 35.6
Old : 100.0: 3.4 7.4 3.7 82.1 53.3 89.1 64.4: 10.9 35.6
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 : 47: 3 12 9 25 19 35 33:
Old : 47: 3 12 9 25 19 35 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 : 51.0 36.5 69.1 46.6 50.9 35.2 69.0 44.4
Old : 51.0 36.5 69.1 46.6 50.9 35.2 69.0 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, June 27, 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 : 163,074: 35,489 15,507 30,855 78,393 80,543 144,737 126,905: 18,337 36,169
Old : 137,211: 30,294 24,426 20,841 72,866 65,108 124,001 110,375: 13,210 26,836
Other: 25,863: 14,699 585 510 5,527 15,435 20,736 16,530: 5,127 9,333
: : :
: : Changes in Commitments from: June 20, 2006 :
: 5,187: 3,156 -1,464 1,726 1,164 5,695 6,046 5,957: -859 -770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 9.5 18.9 48.1 49.4 88.8 77.8: 11.2 22.2
Old : 100.0: 22.1 17.8 15.2 53.1 47.5 90.4 80.4: 9.6 19.6
Other: 100.0: 56.8 2.3 2.0 21.4 59.7 80.2 63.9: 19.8 36.1
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 71 45 62 38 46 152 132:
Old : 195: 61 61 54 31 45 135 131:
Other: 83: 31 10 14 19 33 57 52:
:----------------------------------------------------------------------------------------------------
: 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 : 30.3 30.2 42.2 38.5 30.3 27.4 40.3 33.0
Old : 36.0 33.2 48.3 42.8 36.0 30.6 47.3 37.9
Other: 38.7 30.1 54.3 41.6 34.3 23.9 47.4 34.3
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, June 27, 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 : 1,947: 736 489 50 352 604 1,138 1,143: 809 804
Old : 1,912: 736 473 50 352 604 1,138 1,127: 774 785
Other: 35: 0 16 0 0 0 0 16: 35 19
: : :
: : Changes in Commitments from: June 20, 2006 :
: 206: 166 230 -15 -66 78 85 293: 121 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 25.1 2.6 18.1 31.0 58.4 58.7: 41.6 41.3
Old : 100.0: 38.5 24.7 2.6 18.4 31.6 59.5 58.9: 40.5 41.1
Other: 100.0: 0.0 45.7 0.0 0.0 0.0 0.0 45.7: 100.0 54.3
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 12 9 4 4 7 19 17:
Old : 30: 12 9 4 4 7 19 17:
Other: 1: 0 1 0 0 0 0 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 : 28.6 29.2 42.7 42.3 26.6 29.2 40.6 42.3
Old : 29.1 29.7 43.5 43.1 27.0 29.7 41.4 43.1
Other: 0.0 45.7 0.0 45.7 0.0 45.7 0.0 45.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 27, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 227,067: 50,670 21,892 44,576 111,104 107,890 206,350 174,358: 20,717 52,709
Old : 227,067: 50,670 21,892 44,576 111,104 107,890 206,350 174,358: 20,717 52,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 4,429: 831 -2,153 5,074 -2,808 314 3,097 3,235: 1,332 1,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 9.6 19.6 48.9 47.5 90.9 76.8: 9.1 23.2
Old : 100.0: 22.3 9.6 19.6 48.9 47.5 90.9 76.8: 9.1 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 : 275: 66 50 53 76 138 174 217:
Old : 275: 66 50 53 76 138 174 217:
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 12.2 38.2 20.5 22.4 8.7 33.1 14.2
Old : 24.0 12.2 38.2 20.5 22.4 8.7 33.1 14.2
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, June 27, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,266: 2,525 2,186 224 944 916 3,693 3,326: 1,573 1,940
Old : 5,266: 2,525 2,186 224 944 916 3,693 3,326: 1,573 1,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -191: 213 136 -102 -349 -150 -238 -116: 47 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 41.5 4.3 17.9 17.4 70.1 63.2: 29.9 36.8
Old : 100.0: 47.9 41.5 4.3 17.9 17.4 70.1 63.2: 29.9 36.8
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 : 62: 20 22 9 16 15 43 41:
Old : 62: 20 22 9 16 15 43 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 : 36.6 18.6 47.3 31.1 36.6 18.6 45.7 28.8
Old : 36.6 18.6 47.3 31.1 36.6 18.6 45.7 28.8
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, June 27, 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 : 27,473: 11,911 5,104 2,054 8,813 7,216 22,778 14,374: 4,695 13,099
Old : 27,473: 11,911 5,104 2,054 8,813 7,216 22,778 14,374: 4,695 13,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 1,910: 1,206 279 417 346 484 1,969 1,180: -59 730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 18.6 7.5 32.1 26.3 82.9 52.3: 17.1 47.7
Old : 100.0: 43.4 18.6 7.5 32.1 26.3 82.9 52.3: 17.1 47.7
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 : 142: 42 25 24 30 49 93 84:
Old : 142: 42 25 24 30 49 93 84:
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 : 16.3 11.5 26.6 18.3 14.5 11.5 24.4 17.8
Old : 16.3 11.5 26.6 18.3 14.5 11.5 24.4 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, June 27, 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 : 89,791: 38,165 7,856 1,083 15,974 65,982 55,222 74,921: 34,569 14,870
Old : 89,791: 38,165 7,856 1,083 15,974 65,982 55,222 74,921: 34,569 14,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -33,655: 1,141 -5,190 -554 -35,468 -26,877 -34,881 -32,621: 1,226 -1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 8.7 1.2 17.8 73.5 61.5 83.4: 38.5 16.6
Old : 100.0: 42.5 8.7 1.2 17.8 73.5 61.5 83.4: 38.5 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 : 69: 27 13 1 15 18 43 31:
Old : 69: 27 13 1 15 18 43 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 : 27.0 43.1 35.8 62.6 26.9 43.0 35.7 62.5
Old : 27.0 43.1 35.8 62.6 26.9 43.0 35.7 62.5
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, June 27, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 63,556: 14,509 30,398 36 36,665 19,565 51,210 49,999: 12,346 13,557
Old : 63,556: 14,509 30,398 36 36,665 19,565 51,210 49,999: 12,346 13,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 5,939: -5,788 4,629 0 11,770 4 5,982 4,633: -43 1,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 47.8 0.1 57.7 30.8 80.6 78.7: 19.4 21.3
Old : 100.0: 22.8 47.8 0.1 57.7 30.8 80.6 78.7: 19.4 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 : 34: 13 11 1 5 6 18 18:
Old : 34: 13 11 1 5 6 18 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 : 58.5 52.8 70.1 68.2 58.5 52.4 70.0 67.8
Old : 58.5 52.8 70.1 68.2 58.5 52.4 70.0 67.8
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, June 27, 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 : 88,259: 8,917 36,735 180 76,284 46,146 85,381 83,061: 2,878 5,198
Old : 88,259: 8,917 36,735 180 76,284 46,146 85,381 83,061: 2,878 5,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 10,391: 1,152 -73 15 8,886 9,871 10,053 9,813: 338 578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 41.6 0.2 86.4 52.3 96.7 94.1: 3.3 5.9
Old : 100.0: 10.1 41.6 0.2 86.4 52.3 96.7 94.1: 3.3 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 : 75: 9 41 1 18 13 28 54:
Old : 75: 9 41 1 18 13 28 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 : 61.5 60.3 75.7 74.5 60.3 57.9 74.4 71.5
Old : 61.5 60.3 75.7 74.5 60.3 57.9 74.4 71.5
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, June 27, 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 : 78,592: 17,709 11,138 42 38,284 53,525 56,035 64,705: 22,557 13,887
Old : 78,592: 17,709 11,138 42 38,284 53,525 56,035 64,705: 22,557 13,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 101: -11,301 5,530 -88 11,709 -7,758 320 -2,316: -219 2,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 14.2 0.1 48.7 68.1 71.3 82.3: 28.7 17.7
Old : 100.0: 22.5 14.2 0.1 48.7 68.1 71.3 82.3: 28.7 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 : 50: 15 10 2 15 14 31 25:
Old : 50: 15 10 2 15 14 31 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 : 39.3 37.1 53.8 59.6 39.3 37.1 50.1 57.2
Old : 39.3 37.1 53.8 59.6 39.3 37.1 50.1 57.2
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, June 27, 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 : 174,066: 25,190 60,762 86 116,383 81,209 141,659 142,057: 32,407 32,009
Old : 174,066: 25,190 60,762 86 116,383 81,209 141,659 142,057: 32,407 32,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 12,776: 1,313 13,878 0 11,801 -3,978 13,114 9,900: -338 2,876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 34.9 0.0 66.9 46.7 81.4 81.6: 18.6 18.4
Old : 100.0: 14.5 34.9 0.0 66.9 46.7 81.4 81.6: 18.6 18.4
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 : 95: 32 29 2 26 16 59 46:
Old : 95: 32 29 2 26 16 59 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 : 38.8 38.3 54.5 56.2 31.6 26.7 41.3 41.3
Old : 38.8 38.3 54.5 56.2 31.6 26.7 41.3 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, June 27, 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 : 148,166: 77,942 13,272 396 18,274 106,720 96,612 120,388: 51,554 27,778
Old : 148,166: 77,942 13,272 396 18,274 106,720 96,612 120,388: 51,554 27,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 15,562: 11,925 -255 15 467 12,344 12,407 12,104: 3,155 3,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 9.0 0.3 12.3 72.0 65.2 81.3: 34.8 18.7
Old : 100.0: 52.6 9.0 0.3 12.3 72.0 65.2 81.3: 34.8 18.7
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 : 106: 52 18 5 21 27 73 50:
Old : 106: 52 18 5 21 27 73 50:
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 : 24.5 46.1 33.5 63.2 24.4 44.8 33.4 61.2
Old : 24.5 46.1 33.5 63.2 24.4 44.8 33.4 61.2
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, June 27, 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 : 54,507: 21,248 4,204 0 27,539 43,942 48,787 48,146: 5,720 6,361
Old : 54,507: 21,248 4,204 0 27,539 43,942 48,787 48,146: 5,720 6,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 6,796: 2,743 2,595 0 4,108 2,697 6,851 5,292: -55 1,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 7.7 0.0 50.5 80.6 89.5 88.3: 10.5 11.7
Old : 100.0: 39.0 7.7 0.0 50.5 80.6 89.5 88.3: 10.5 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 : 25: 5 3 0 11 12 16 15:
Old : 25: 5 3 0 11 12 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 66.7 76.1 78.8 58.3 66.2 74.3 78.2
Old : 59.7 66.7 76.1 78.8 58.3 66.2 74.3 78.2
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, June 27, 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 : 9,602,888: 893,417 1,696,533 1,432,643 6,296,852 5,153,276 8,622,912 8,282,452: 979,976 1,320,436
Old : 9,602,888: 893,417 1,696,533 1,432,643 6,296,852 5,153,276 8,622,912 8,282,452: 979,976 1,320,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 202,637: 43,473 80,422 -29,358 209,342 210,058 223,457 261,122: -20,820 -58,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 17.7 14.9 65.6 53.7 89.8 86.2: 10.2 13.8
Old : 100.0: 9.3 17.7 14.9 65.6 53.7 89.8 86.2: 10.2 13.8
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 : 316: 66 71 99 134 154 250 286:
Old : 316: 66 71 99 134 154 250 286:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 13.4 46.4 21.4 36.1 11.0 40.9 18.2
Old : 38.2 13.4 46.4 21.4 36.1 11.0 40.9 18.2
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, June 27, 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 : 623,630: 79,230 68,543 1,261 409,432 436,632 489,923 506,436: 133,707 117,194
Old : 623,630: 79,230 68,543 1,261 409,432 436,632 489,923 506,436: 133,707 117,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 4,927: 1,848 2,363 11 3,161 6,097 5,020 8,471: -93 -3,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 11.0 0.2 65.7 70.0 78.6 81.2: 21.4 18.8
Old : 100.0: 12.7 11.0 0.2 65.7 70.0 78.6 81.2: 21.4 18.8
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 : 202: 45 43 16 84 57 138 107:
Old : 202: 45 43 16 84 57 138 107:
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 : 20.7 29.2 28.8 40.5 20.6 29.0 28.7 40.2
Old : 20.7 29.2 28.8 40.5 20.6 29.0 28.7 40.2
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, June 27, 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 : 1,298,945: 208,915 388,717 21,047 685,878 752,631 915,840 1,162,395: 383,105 136,550
Old : 1,298,945: 208,915 388,717 21,047 685,878 752,631 915,840 1,162,395: 383,105 136,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 4,975: 16,586 8,614 1,746 10,258 -4,769 28,590 5,591: -23,615 -616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 29.9 1.6 52.8 57.9 70.5 89.5: 29.5 10.5
Old : 100.0: 16.1 29.9 1.6 52.8 57.9 70.5 89.5: 29.5 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 42 75 15 69 68 121 149:
Old : 222: 42 75 15 69 68 121 149:
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 : 20.3 26.0 30.5 38.3 17.4 23.1 25.8 33.2
Old : 20.3 26.0 30.5 38.3 17.4 23.1 25.8 33.2
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, June 27, 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 : 63,587: 7,405 30,550 0 51,515 27,532 58,920 58,082: 4,667 5,505
Old : 63,587: 7,405 30,550 0 51,515 27,532 58,920 58,082: 4,667 5,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 5,836: -544 5,579 0 6,811 304 6,267 5,883: -431 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 48.0 0.0 81.0 43.3 92.7 91.3: 7.3 8.7
Old : 100.0: 11.6 48.0 0.0 81.0 43.3 92.7 91.3: 7.3 8.7
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 : 59: 5 15 0 26 19 31 34:
Old : 59: 5 15 0 26 19 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 : 43.8 48.1 66.9 66.3 42.2 48.1 65.3 65.4
Old : 43.8 48.1 66.9 66.3 42.2 48.1 65.3 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, June 27, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 51,691: 8,030 14,229 42 36,312 27,534 44,384 41,805: 7,307 9,886
Old : 51,691: 8,030 14,229 42 36,312 27,534 44,384 41,805: 7,307 9,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 981: -753 -770 18 -35 414 -770 -338: 1,751 1,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 27.5 0.1 70.2 53.3 85.9 80.9: 14.1 19.1
Old : 100.0: 15.5 27.5 0.1 70.2 53.3 85.9 80.9: 14.1 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 14 19 1 29 28 44 47:
Old : 82: 14 19 1 29 28 44 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 22.9 58.5 39.5 43.5 22.9 57.5 39.2
Old : 44.5 22.9 58.5 39.5 43.5 22.9 57.5 39.2
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, June 27, 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 : 352,844: 69,655 182,433 642 241,850 149,034 312,147 332,109: 40,697 20,735
Old : 352,844: 69,655 182,433 642 241,850 149,034 312,147 332,109: 40,697 20,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 21,588: 208 11,624 -1,613 21,890 15,664 20,485 25,675: 1,103 -4,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 51.7 0.2 68.5 42.2 88.5 94.1: 11.5 5.9
Old : 100.0: 19.7 51.7 0.2 68.5 42.2 88.5 94.1: 11.5 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 : 209: 39 97 8 42 44 88 142:
Old : 209: 39 97 8 42 44 88 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 24.7 65.2 35.3 52.5 24.7 60.8 34.6
Old : 55.0 24.7 65.2 35.3 52.5 24.7 60.8 34.6
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, June 27, 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 : 42,014: 14,220 11,514 0 10,614 21,734 24,834 33,248: 17,180 8,766
Old : 42,014: 14,220 11,514 0 10,614 21,734 24,834 33,248: 17,180 8,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 4,385: 2,467 -2,651 0 208 5,798 2,675 3,147: 1,710 1,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 27.4 0.0 25.3 51.7 59.1 79.1: 40.9 20.9
Old : 100.0: 33.8 27.4 0.0 25.3 51.7 59.1 79.1: 40.9 20.9
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 : 35: 13 4 0 10 11 23 15:
Old : 35: 13 4 0 10 11 23 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 : 25.8 48.5 40.2 65.0 24.8 48.4 36.9 64.3
Old : 25.8 48.5 40.2 65.0 24.8 48.4 36.9 64.3
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, June 27, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 34,009: 5,975 7,044 7 24,005 20,333 29,987 27,384: 4,022 6,625
Old : 34,009: 5,975 7,044 7 24,005 20,333 29,987 27,384: 4,022 6,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 1,405: 0 327 0 1,457 1,514 1,457 1,841: -52 -436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 20.7 0.0 70.6 59.8 88.2 80.5: 11.8 19.5
Old : 100.0: 17.6 20.7 0.0 70.6 59.8 88.2 80.5: 11.8 19.5
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 : 60: 3 16 2 25 27 30 43:
Old : 60: 3 16 2 25 27 30 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 : 56.7 17.7 66.7 31.0 50.9 16.0 59.6 27.9
Old : 56.7 17.7 66.7 31.0 50.9 16.0 59.6 27.9
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, June 27, 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 : 423,492: 126,562 112,202 902 276,436 293,969 403,900 407,073: 19,592 16,419
Old : 423,492: 126,562 112,202 902 276,436 293,969 403,900 407,073: 19,592 16,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 5,377: -7,154 -16,535 -1 12,674 19,953 5,519 3,417: -142 1,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 26.5 0.2 65.3 69.4 95.4 96.1: 4.6 3.9
Old : 100.0: 29.9 26.5 0.2 65.3 69.4 95.4 96.1: 4.6 3.9
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 : 166: 19 72 5 40 51 60 127:
Old : 166: 19 72 5 40 51 60 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 28.0 76.0 44.7 59.8 27.2 71.7 42.0
Old : 61.6 28.0 76.0 44.7 59.8 27.2 71.7 42.0
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, June 27, 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 : 37,267: 10,041 14,505 2 18,234 16,219 28,277 30,726: 8,990 6,541
Old : 37,267: 10,041 14,505 2 18,234 16,219 28,277 30,726: 8,990 6,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -1,523: -732 -904 0 491 -827 -241 -1,731: -1,282 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 38.9 0.0 48.9 43.5 75.9 82.4: 24.1 17.6
Old : 100.0: 26.9 38.9 0.0 48.9 43.5 75.9 82.4: 24.1 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 : 67: 18 21 1 17 13 36 34:
Old : 67: 18 21 1 17 13 36 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 : 34.9 34.7 50.7 49.7 34.9 33.2 50.7 48.2
Old : 34.9 34.7 50.7 49.7 34.9 33.2 50.7 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, June 27, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 35,809: 11,864 3,928 67 15,977 16,818 27,908 20,813: 7,901 14,996
Old : 35,809: 11,864 3,928 67 15,977 16,818 27,908 20,813: 7,901 14,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -266: -796 1,206 24 -366 -151 -1,138 1,079: 872 -1,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 11.0 0.2 44.6 47.0 77.9 58.1: 22.1 41.9
Old : 100.0: 33.1 11.0 0.2 44.6 47.0 77.9 58.1: 22.1 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 : 54: 17 10 1 16 12 33 23:
Old : 54: 17 10 1 16 12 33 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 : 30.4 34.2 44.5 43.3 27.7 34.0 41.7 42.4
Old : 30.4 34.2 44.5 43.3 27.7 34.0 41.7 42.4
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, June 27, 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 : 20,517: 4,858 738 93 14,913 19,299 19,864 20,130: 653 387
Old : 20,517: 4,858 738 93 14,913 19,299 19,864 20,130: 653 387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -1,847: 351 228 -34 236 -1,129 553 -935: -2,400 -912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 3.6 0.5 72.7 94.1 96.8 98.1: 3.2 1.9
Old : 100.0: 23.7 3.6 0.5 72.7 94.1 96.8 98.1: 3.2 1.9
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 : 20: 8 2 1 7 3 15 6:
Old : 20: 8 2 1 7 3 15 6:
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 : 76.1 97.1 90.0 98.1 75.6 97.1 89.5 97.7
Old : 76.1 97.1 90.0 98.1 75.6 97.1 89.5 97.7
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, June 27, 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 : 36,006: 6,735 4,142 1,350 16,642 23,537 24,727 29,029: 11,279 6,977
Old : 36,006: 6,735 4,142 1,350 16,642 23,537 24,727 29,029: 11,279 6,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 3,372: -211 -167 40 3,196 2,480 3,025 2,353: 347 1,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 11.5 3.7 46.2 65.4 68.7 80.6: 31.3 19.4
Old : 100.0: 18.7 11.5 3.7 46.2 65.4 68.7 80.6: 31.3 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 7 9 3 22 30 29 42:
Old : 51: 7 9 3 22 30 29 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 : 34.1 26.6 51.2 44.6 25.8 22.5 36.4 36.3
Old : 34.1 26.6 51.2 44.6 25.8 22.5 36.4 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 30, 2006