BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 4,430: 0 26 83 3,882 4,006 3,965 4,115: 465 315
Old : 4,430: 0 26 83 3,882 4,006 3,965 4,115: 465 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 179: 0 13 3 115 239 118 255: 61 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 1.9 87.6 90.4 89.5 92.9: 10.5 7.1
Old : 100.0: 0.0 0.6 1.9 87.6 90.4 89.5 92.9: 10.5 7.1
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 : 21: 0 1 1 12 14 13 15:
Old : 21: 0 1 1 12 14 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 : 69.1 62.9 86.0 81.6 68.2 62.2 82.5 79.0
Old : 69.1 62.9 86.0 81.6 68.2 62.2 82.5 79.0
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 with Delta-adjusted Options and Futures Combined, May 16, 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 : 38,627: 985 4,071 4,174 28,988 17,027 34,148 25,272: 4,479 13,356
Old : 38,627: 985 4,071 4,174 28,988 17,027 34,148 25,272: 4,479 13,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 1,009: 259 -108 253 274 760 786 905: 223 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 10.5 10.8 75.0 44.1 88.4 65.4: 11.6 34.6
Old : 100.0: 2.6 10.5 10.8 75.0 44.1 88.4 65.4: 11.6 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 : 52: 4 16 9 24 19 34 38:
Old : 52: 4 16 9 24 19 34 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 : 50.1 26.3 70.2 39.0 50.0 23.9 66.5 32.9
Old : 50.1 26.3 70.2 39.0 50.0 23.9 66.5 32.9
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 with Delta-adjusted Options and Futures Combined, May 16, 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 : 164,955: 24,106 28,363 46,877 74,795 50,902 145,778 126,142: 19,177 38,813
Old : 153,998: 21,757 31,562 42,531 72,805 45,865 137,093 119,957: 16,905 34,040
Other: 10,957: 5,764 215 932 1,990 5,038 8,685 6,184: 2,272 4,773
: : :
: : Changes in Commitments from: May 9, 2006 :
: 5,358: 1,612 832 3,717 -740 669 4,590 5,218: 769 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 17.2 28.4 45.3 30.9 88.4 76.5: 11.6 23.5
Old : 100.0: 14.1 20.5 27.6 47.3 29.8 89.0 77.9: 11.0 22.1
Other: 100.0: 52.6 2.0 8.5 18.2 46.0 79.3 56.4: 20.7 43.6
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 56 72 87 36 43 157 160:
Old : 206: 54 77 86 34 43 153 160:
Other: 60: 22 8 11 13 23 40 38:
:----------------------------------------------------------------------------------------------------
: 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 : 30.1 16.1 42.4 24.8 30.1 14.3 39.7 20.4
Old : 32.3 16.4 44.0 25.6 32.3 14.7 42.4 21.3
Other: 37.5 25.2 52.2 35.4 36.3 25.2 48.6 33.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 2,217: 412 631 121 790 359 1,323 1,111: 894 1,106
Old : 2,197: 422 631 111 777 359 1,310 1,101: 887 1,096
Other: 20: 0 10 0 13 0 13 10: 7 10
: : :
: : Changes in Commitments from: May 9, 2006 :
: 205: -75 -35 47 45 77 17 89: 188 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 28.5 5.5 35.6 16.2 59.7 50.1: 40.3 49.9
Old : 100.0: 19.2 28.7 5.1 35.4 16.3 59.6 50.1: 40.4 49.9
Other: 100.0: 0.0 50.0 0.0 65.0 0.0 65.0 50.0: 35.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 8 5 3 9 6 18 14:
Old : 26: 8 5 3 9 6 18 14:
Other: 2: 0 1 0 1 0 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 29.1 45.5 40.8 32.3 28.9 44.6 38.4
Old : 32.5 29.4 45.3 40.7 32.5 29.1 44.4 38.8
Other: 65.0 50.0 65.0 50.0 65.0 50.0 65.0 50.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 311,723: 56,797 39,883 76,449 137,337 128,843 270,584 245,176: 41,139 66,547
Old : 311,723: 56,797 39,883 76,449 137,337 128,843 270,584 245,176: 41,139 66,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 16,920: 483 -4,033 6,661 5,842 10,247 12,986 12,874: 3,934 4,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 12.8 24.5 44.1 41.3 86.8 78.7: 13.2 21.3
Old : 100.0: 18.2 12.8 24.5 44.1 41.3 86.8 78.7: 13.2 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 : 357: 86 78 103 122 160 267 305:
Old : 357: 86 78 103 122 160 267 305:
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 : 17.9 11.2 29.1 19.7 16.4 7.8 24.2 12.2
Old : 17.9 11.2 29.1 19.7 16.4 7.8 24.2 12.2
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 with Delta-adjusted Options and Futures Combined, May 16, 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 : 4,840: 2,384 831 425 574 1,698 3,383 2,954: 1,457 1,886
Old : 4,840: 2,384 831 425 574 1,698 3,383 2,954: 1,457 1,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 257: 84 172 33 1 -255 118 -50: 139 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 17.2 8.8 11.9 35.1 69.9 61.0: 30.1 39.0
Old : 100.0: 49.3 17.2 8.8 11.9 35.1 69.9 61.0: 30.1 39.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 16 13 6 11 24 29 42:
Old : 55: 16 13 6 11 24 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 : 37.1 13.7 52.7 24.3 37.1 13.2 50.1 22.2
Old : 37.1 13.7 52.7 24.3 37.1 13.2 50.1 22.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 32,981: 10,817 5,320 4,697 10,789 7,035 26,303 17,052: 6,678 15,929
Old : 32,981: 10,817 5,320 4,697 10,789 7,035 26,303 17,052: 6,678 15,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 677: 856 -404 441 -769 368 529 405: 148 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 16.1 14.2 32.7 21.3 79.8 51.7: 20.2 48.3
Old : 100.0: 32.8 16.1 14.2 32.7 21.3 79.8 51.7: 20.2 48.3
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 : 160: 38 35 28 59 61 110 113:
Old : 160: 38 35 28 59 61 110 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 10.4 28.2 16.1 17.5 6.7 25.5 10.4
Old : 18.3 10.4 28.2 16.1 17.5 6.7 25.5 10.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 129,252: 46,422 28,242 5,980 36,308 73,701 88,709 107,923: 40,543 21,329
Old : 129,252: 46,422 28,242 5,980 36,308 73,701 88,709 107,923: 40,543 21,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: -3,205: -7,089 1,949 1,497 3,244 -4,903 -2,347 -1,457: -858 -1,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 21.9 4.6 28.1 57.0 68.6 83.5: 31.4 16.5
Old : 100.0: 35.9 21.9 4.6 28.1 57.0 68.6 83.5: 31.4 16.5
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 : 96: 37 24 9 22 23 66 49:
Old : 96: 37 24 9 22 23 66 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 32.5 25.9 47.7 15.8 32.1 25.7 47.2
Old : 16.0 32.5 25.9 47.7 15.8 32.1 25.7 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 102,536: 24,450 25,516 161 55,127 63,170 79,738 88,847: 22,798 13,689
Old : 102,536: 24,450 25,516 161 55,127 63,170 79,738 88,847: 22,798 13,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 6,104: 5,697 -3,803 -98 -1,297 14,108 4,302 10,207: 1,801 -4,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 24.9 0.2 53.8 61.6 77.8 86.6: 22.2 13.4
Old : 100.0: 23.8 24.9 0.2 53.8 61.6 77.8 86.6: 22.2 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 16 13 1 12 15 28 29:
Old : 50: 16 13 1 12 15 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 58.0 59.1 68.5 43.0 58.0 57.7 68.3
Old : 43.2 58.0 59.1 68.5 43.0 58.0 57.7 68.3
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 with Delta-adjusted Options and Futures Combined, May 16, 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 : 88,327: 15,487 26,560 703 68,503 57,282 84,693 84,545: 3,634 3,782
Old : 88,327: 15,487 26,560 703 68,503 57,282 84,693 84,545: 3,634 3,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 1,363: -4,231 3,536 -7 5,554 -2,072 1,316 1,457: 47 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 30.1 0.8 77.6 64.9 95.9 95.7: 4.1 4.3
Old : 100.0: 17.5 30.1 0.8 77.6 64.9 95.9 95.7: 4.1 4.3
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 : 74: 20 23 3 22 15 44 41:
Old : 74: 20 23 3 22 15 44 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 : 52.7 53.4 71.4 74.4 45.0 44.5 57.7 59.4
Old : 52.7 53.4 71.4 74.4 45.0 44.5 57.7 59.4
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 with Delta-adjusted Options and Futures Combined, May 16, 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 : 118,617: 38,547 14,543 3,929 41,682 79,784 84,158 98,256: 34,459 20,361
Old : 118,617: 38,547 14,543 3,929 41,682 79,784 84,158 98,256: 34,459 20,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 7,729: -1,612 -320 1,356 7,093 8,275 6,837 9,310: 893 -1,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 12.3 3.3 35.1 67.3 70.9 82.8: 29.1 17.2
Old : 100.0: 32.5 12.3 3.3 35.1 67.3 70.9 82.8: 29.1 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 30 13 7 19 24 51 42:
Old : 74: 30 13 7 19 24 51 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 : 23.0 38.0 35.9 52.5 23.0 35.6 35.7 50.2
Old : 23.0 38.0 35.9 52.5 23.0 35.6 35.7 50.2
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 with Delta-adjusted Options and Futures Combined, May 16, 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 : 274,603: 49,870 31,039 6,691 162,110 204,887 218,670 242,616: 55,933 31,987
Old : 274,603: 49,870 31,039 6,691 162,110 204,887 218,670 242,616: 55,933 31,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 6,470: 461 353 766 5,606 2,830 6,833 3,949: -364 2,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 11.3 2.4 59.0 74.6 79.6 88.4: 20.4 11.6
Old : 100.0: 18.2 11.3 2.4 59.0 74.6 79.6 88.4: 20.4 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 34 27 9 28 30 67 61:
Old : 103: 34 27 9 28 30 67 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 39.0 52.1 56.2 30.5 33.4 38.7 45.0
Old : 38.7 39.0 52.1 56.2 30.5 33.4 38.7 45.0
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 with Delta-adjusted Options and Futures Combined, May 16, 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 : 246,380: 81,539 11,943 34,556 60,721 152,258 176,816 198,757: 69,563 47,623
Old : 246,380: 81,539 11,943 34,556 60,721 152,258 176,816 198,757: 69,563 47,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 5,142: -3,167 -3,663 8,115 5,029 3,187 9,977 7,638: -4,835 -2,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 4.8 14.0 24.6 61.8 71.8 80.7: 28.2 19.3
Old : 100.0: 33.1 4.8 14.0 24.6 61.8 71.8 80.7: 28.2 19.3
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 : 133: 62 28 41 28 32 106 85:
Old : 133: 62 28 41 28 32 106 85:
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 : 15.3 34.9 26.6 49.2 12.5 34.6 20.5 47.5
Old : 15.3 34.9 26.6 49.2 12.5 34.6 20.5 47.5
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 with Delta-adjusted Options and Futures Combined, May 16, 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 : 14,193: 7,867 501 0 5,136 11,955 13,003 12,456: 1,190 1,737
Old : 14,193: 7,867 501 0 5,136 11,955 13,003 12,456: 1,190 1,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 457: 583 103 0 -142 555 441 658: 16 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 3.5 0.0 36.2 84.2 91.6 87.8: 8.4 12.2
Old : 100.0: 55.4 3.5 0.0 36.2 84.2 91.6 87.8: 8.4 12.2
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 : 26: 3 3 0 10 14 13 17:
Old : 26: 3 3 0 10 14 13 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 73.0 86.4 80.7 70.4 72.6 85.8 80.4
Old : 71.0 73.0 86.4 80.7 70.4 72.6 85.8 80.4
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 with Delta-adjusted Options and Futures Combined, May 16, 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 :18,397,637: 830,114 1,349,788 6,986,104 9,439,362 8,678,610 17,255,581 17,014,502: 1,142,056 1,383,135
Old :18,397,637: 830,114 1,349,788 6,986,104 9,439,362 8,678,610 17,255,581 17,014,502: 1,142,056 1,383,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: -520,632: 20,362 49,976 -389,678 -53,200 41,660 -422,517 -298,042: -98,116 -222,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 7.3 38.0 51.3 47.2 93.8 92.5: 6.2 7.5
Old : 100.0: 4.5 7.3 38.0 51.3 47.2 93.8 92.5: 6.2 7.5
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 : 325: 64 84 123 153 157 288 300:
Old : 325: 64 84 123 153 157 288 300:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 18.9 39.8 26.8 18.8 5.3 21.8 9.1
Old : 28.2 18.9 39.8 26.8 18.8 5.3 21.8 9.1
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 with Delta-adjusted Options and Futures Combined, May 16, 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 : 762,121: 87,893 63,693 49,514 461,102 532,482 598,509 645,689: 163,612 116,432
Old : 762,121: 87,893 63,693 49,514 461,102 532,482 598,509 645,689: 163,612 116,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 4,020: 14,902 6,704 -4,697 -16,828 5,341 -6,622 7,348: 10,642 -3,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 8.4 6.5 60.5 69.9 78.5 84.7: 21.5 15.3
Old : 100.0: 11.5 8.4 6.5 60.5 69.9 78.5 84.7: 21.5 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 61 56 82 96 68 200 163:
Old : 237: 61 56 82 96 68 200 163:
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 : 17.1 28.4 24.3 40.5 17.0 27.3 24.1 38.7
Old : 17.1 28.4 24.3 40.5 17.0 27.3 24.1 38.7
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 with Delta-adjusted Options and Futures Combined, May 16, 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 : 1,427,657: 203,604 424,857 65,604 878,617 810,702 1,147,825 1,301,163: 279,832 126,495
Old : 1,427,657: 203,604 424,857 65,604 878,617 810,702 1,147,825 1,301,163: 279,832 126,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 9,264: -43,516 -14,702 19,839 42,642 3,084 18,964 8,221: -9,701 1,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 29.8 4.6 61.5 56.8 80.4 91.1: 19.6 8.9
Old : 100.0: 14.3 29.8 4.6 61.5 56.8 80.4 91.1: 19.6 8.9
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 : 243: 59 71 49 82 75 170 166:
Old : 243: 59 71 49 82 75 170 166:
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 : 21.0 28.3 32.3 40.9 19.7 22.6 28.9 32.7
Old : 21.0 28.3 32.3 40.9 19.7 22.6 28.9 32.7
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 with Delta-adjusted Options and Futures Combined, May 16, 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 : 10,917: 2,082 705 0 5,091 8,627 7,173 9,332: 3,744 1,585
Old : 10,917: 2,082 705 0 5,091 8,627 7,173 9,332: 3,744 1,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 79: 244 0 -0 29 1 273 1: -194 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 6.5 0.0 46.6 79.0 65.7 85.5: 34.3 14.5
Old : 100.0: 19.1 6.5 0.0 46.6 79.0 65.7 85.5: 34.3 14.5
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 : 25: 4 1 1 13 13 17 15:
Old : 25: 4 1 1 13 13 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 45.4 49.7 72.3 33.0 43.2 49.5 67.7
Old : 33.0 45.4 49.7 72.3 33.0 43.2 49.5 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 56,225: 11,298 12,944 2 35,863 39,812 47,163 52,758: 9,062 3,467
Old : 56,225: 11,298 12,944 2 35,863 39,812 47,163 52,758: 9,062 3,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 286: 356 642 2 -722 -551 -364 93: 650 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 23.0 0.0 63.8 70.8 83.9 93.8: 16.1 6.2
Old : 100.0: 20.1 23.0 0.0 63.8 70.8 83.9 93.8: 16.1 6.2
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 : 55: 9 8 1 23 23 32 32:
Old : 55: 9 8 1 23 23 32 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 41.8 59.5 65.5 36.5 41.8 53.9 63.1
Old : 40.1 41.8 59.5 65.5 36.5 41.8 53.9 63.1
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 with Delta-adjusted Options and Futures Combined, May 16, 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 : 63,587: 13,984 11,771 6 38,133 43,693 52,123 55,470: 11,465 8,117
Old : 63,587: 13,984 11,771 6 38,133 43,693 52,123 55,470: 11,465 8,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: -295: -1,263 2,249 -160 1,067 3,135 -356 5,225: 61 -5,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 18.5 0.0 60.0 68.7 82.0 87.2: 18.0 12.8
Old : 100.0: 22.0 18.5 0.0 60.0 68.7 82.0 87.2: 18.0 12.8
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 : 86: 17 18 2 32 30 50 49:
Old : 86: 17 18 2 32 30 50 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 35.8 53.3 50.1 42.7 35.8 52.5 47.9
Old : 42.7 35.8 53.3 50.1 42.7 35.8 52.5 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 379,912: 81,620 168,825 5,085 262,279 179,813 348,984 353,723: 30,928 26,189
Old : 379,912: 81,620 168,825 5,085 262,279 179,813 348,984 353,723: 30,928 26,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 16,855: -15,309 37,231 -1,148 49,736 -32,180 33,280 3,903: -16,425 12,952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 44.4 1.3 69.0 47.3 91.9 93.1: 8.1 6.9
Old : 100.0: 21.5 44.4 1.3 69.0 47.3 91.9 93.1: 8.1 6.9
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 : 234: 71 85 17 56 40 136 133:
Old : 234: 71 85 17 56 40 136 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 30.4 46.5 44.4 34.7 29.6 43.5 41.7
Old : 37.2 30.4 46.5 44.4 34.7 29.6 43.5 41.7
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 with Delta-adjusted Options and Futures Combined, May 16, 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 : 80,479: 36,533 5,855 263 17,299 66,322 54,096 72,441: 26,383 8,038
Old : 80,479: 36,533 5,855 263 17,299 66,322 54,096 72,441: 26,383 8,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 4,244: 1,838 84 -11 1,689 5,721 3,516 5,794: 728 -1,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 7.3 0.3 21.5 82.4 67.2 90.0: 32.8 10.0
Old : 100.0: 45.4 7.3 0.3 21.5 82.4 67.2 90.0: 32.8 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 24 6 1 15 19 40 25:
Old : 58: 24 6 1 15 19 40 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 : 16.9 47.0 29.4 68.4 16.9 47.0 29.4 65.5
Old : 16.9 47.0 29.4 68.4 16.9 47.0 29.4 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 40,119: 6,090 5,562 44 29,981 29,259 36,115 34,865: 4,004 5,254
Old : 40,119: 6,090 5,562 44 29,981 29,259 36,115 34,865: 4,004 5,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: -203: 42 241 -2 46 903 86 1,142: -289 -1,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 13.9 0.1 74.7 72.9 90.0 86.9: 10.0 13.1
Old : 100.0: 15.2 13.9 0.1 74.7 72.9 90.0 86.9: 10.0 13.1
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 : 65: 7 11 2 27 28 35 40:
Old : 65: 7 11 2 27 28 35 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 : 47.3 41.3 61.7 53.7 47.3 39.4 61.5 51.6
Old : 47.3 41.3 61.7 53.7 47.3 39.4 61.5 51.6
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 with Delta-adjusted Options and Futures Combined, May 16, 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 : 419,008: 73,984 110,061 5,810 310,710 277,694 390,504 393,565: 28,504 25,443
Old : 419,008: 73,984 110,061 5,810 310,710 277,694 390,504 393,565: 28,504 25,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 51,839: -1,728 7,573 -765 52,278 36,904 49,785 43,712: 2,054 8,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 26.3 1.4 74.2 66.3 93.2 93.9: 6.8 6.1
Old : 100.0: 17.7 26.3 1.4 74.2 66.3 93.2 93.9: 6.8 6.1
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 : 197: 53 66 38 41 56 102 152:
Old : 197: 53 66 38 41 56 102 152:
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 : 56.2 29.6 71.8 44.2 53.7 26.8 68.2 41.2
Old : 56.2 29.6 71.8 44.2 53.7 26.8 68.2 41.2
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 with Delta-adjusted Options and Futures Combined, May 16, 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 : 57,147: 16,328 18,802 1,685 27,048 27,742 45,060 48,228: 12,087 8,919
Old : 57,147: 16,328 18,802 1,685 27,048 27,742 45,060 48,228: 12,087 8,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: -257: 327 708 143 -970 -1,630 -500 -779: 243 522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 32.9 2.9 47.3 48.5 78.8 84.4: 21.2 15.6
Old : 100.0: 28.6 32.9 2.9 47.3 48.5 78.8 84.4: 21.2 15.6
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 : 82: 25 24 9 19 18 48 48:
Old : 82: 25 24 9 19 18 48 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 : 29.8 41.8 43.4 52.1 29.8 39.4 43.3 49.7
Old : 29.8 41.8 43.4 52.1 29.8 39.4 43.3 49.7
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 with Delta-adjusted Options and Futures Combined, May 16, 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 : 35,674: 7,694 5,367 707 22,346 18,452 30,747 24,526: 4,927 11,148
Old : 35,674: 7,694 5,367 707 22,346 18,452 30,747 24,526: 4,927 11,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: -784: -2,914 -181 666 2,193 192 -55 677: -729 -1,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 15.0 2.0 62.6 51.7 86.2 68.8: 13.8 31.2
Old : 100.0: 21.6 15.0 2.0 62.6 51.7 86.2 68.8: 13.8 31.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 11 10 4 18 16 30 29:
Old : 53: 11 10 4 18 16 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 39.7 57.8 49.3 28.9 29.1 43.6 36.4
Old : 41.0 39.7 57.8 49.3 28.9 29.1 43.6 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 with Delta-adjusted Options and Futures Combined, May 16, 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 : 49,896: 7,376 2,734 3,133 20,086 28,475 30,595 34,342: 19,301 15,554
Old : 49,896: 7,376 2,734 3,133 20,086 28,475 30,595 34,342: 19,301 15,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 2,597: 1,263 -1,516 -210 1,614 4,567 2,667 2,841: -70 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 5.5 6.3 40.3 57.1 61.3 68.8: 38.7 31.2
Old : 100.0: 14.8 5.5 6.3 40.3 57.1 61.3 68.8: 38.7 31.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 10 9 7 28 32 42 46:
Old : 59: 10 9 7 28 32 42 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 : 23.1 22.8 33.7 37.2 14.1 19.4 21.1 28.3
Old : 23.1 22.8 33.7 37.2 14.1 19.4 21.1 28.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 19, 2006