BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 39,079: 672 3,047 3,735 30,416 18,625 34,823 25,406: 4,257 13,673
Old : 39,079: 672 3,047 3,735 30,416 18,625 34,823 25,406: 4,257 13,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 757: -40 686 -122 947 243 784 806: -27 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 7.8 9.6 77.8 47.7 89.1 65.0: 10.9 35.0
Old : 100.0: 1.7 7.8 9.6 77.8 47.7 89.1 65.0: 10.9 35.0
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 : 48: 4 11 9 26 19 36 33:
Old : 48: 4 11 9 26 19 36 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 30.7 67.6 43.2 50.9 29.2 65.9 37.6
Old : 51.0 30.7 67.6 43.2 50.9 29.2 65.9 37.6
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, 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 : 171,957: 35,912 11,886 36,378 80,316 84,172 152,606 132,436: 19,350 39,520
Old : 144,337: 30,343 20,844 25,809 74,309 68,072 130,461 114,725: 13,876 29,612
Other: 27,620: 14,880 354 1,258 6,007 16,100 22,145 17,712: 5,475 9,908
: : :
: : Changes in Commitments from: June 20, 2006 :
: 4,893: 3,511 -1,047 1,171 1,076 5,500 5,758 5,625: -866 -732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 6.9 21.2 46.7 48.9 88.7 77.0: 11.3 23.0
Old : 100.0: 21.0 14.4 17.9 51.5 47.2 90.4 79.5: 9.6 20.5
Other: 100.0: 53.9 1.3 4.6 21.7 58.3 80.2 64.1: 19.8 35.9
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 75 41 65 41 47 158 133:
Old : 195: 65 57 61 36 46 147 132:
Other: 84: 34 7 16 21 34 60 54:
:----------------------------------------------------------------------------------------------------
: 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 : 28.7 28.6 40.0 36.7 28.7 26.0 38.2 31.7
Old : 34.2 31.6 45.9 40.7 34.2 29.1 44.9 36.0
Other: 36.3 28.7 50.8 39.5 32.1 22.9 44.4 32.7
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,965: 736 490 54 352 604 1,142 1,149: 822 816
Old : 1,920: 736 473 50 352 604 1,138 1,127: 782 793
Other: 45: 0 17 4 0 0 4 22: 41 23
: : :
: : Changes in Commitments from: June 20, 2006 :
: 206: 166 231 -11 -66 78 89 299: 117 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 24.9 2.8 17.9 30.7 58.1 58.5: 41.9 41.5
Old : 100.0: 38.3 24.6 2.6 18.3 31.5 59.3 58.7: 40.7 41.3
Other: 100.0: 0.0 38.2 9.8 0.0 0.0 9.8 48.0: 90.2 52.0
: : :
:# 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 1 0 0 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 28.9 42.3 41.9 26.3 28.9 40.3 41.9
Old : 29.0 29.6 43.3 42.9 26.9 29.6 41.2 42.9
Other: 9.8 48.0 9.8 48.0 0.0 38.2 0.0 38.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 270,201: 57,842 12,873 68,438 119,973 129,580 246,253 210,891: 23,948 59,310
Old : 270,201: 57,842 12,873 68,438 119,973 129,580 246,253 210,891: 23,948 59,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 13,193: 2,232 -4,252 10,920 -113 4,411 13,039 11,080: 154 2,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 4.8 25.3 44.4 48.0 91.1 78.0: 8.9 22.0
Old : 100.0: 21.4 4.8 25.3 44.4 48.0 91.1 78.0: 8.9 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 82 48 64 99 151 216 234:
Old : 297: 82 48 64 99 151 216 234:
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 : 21.1 12.0 34.5 21.4 18.8 9.3 27.4 13.9
Old : 21.1 12.0 34.5 21.4 18.8 9.3 27.4 13.9
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, 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 : 5,760: 2,484 2,082 592 997 1,055 4,073 3,729: 1,688 2,031
Old : 5,760: 2,484 2,082 592 997 1,055 4,073 3,729: 1,688 2,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -266: 200 131 -79 -352 -150 -230 -98: -36 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 36.1 10.3 17.3 18.3 70.7 64.7: 29.3 35.3
Old : 100.0: 43.1 36.1 10.3 17.3 18.3 70.7 64.7: 29.3 35.3
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 : 62: 18 24 12 16 16 44 44:
Old : 62: 18 24 12 16 16 44 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 17.3 44.6 29.4 33.5 17.0 42.3 26.0
Old : 33.5 17.3 44.6 29.4 33.5 17.0 42.3 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 32,416: 12,219 2,489 5,833 9,129 9,091 27,181 17,413: 5,235 15,004
Old : 32,416: 12,219 2,489 5,833 9,129 9,091 27,181 17,413: 5,235 15,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 2,231: 1,261 63 809 271 505 2,342 1,377: -111 854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 7.7 18.0 28.2 28.0 83.9 53.7: 16.1 46.3
Old : 100.0: 37.7 7.7 18.0 28.2 28.0 83.9 53.7: 16.1 46.3
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 : 150: 52 16 27 40 58 105 95:
Old : 150: 52 16 27 40 58 105 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 10.7 25.1 16.7 12.3 7.1 20.7 11.9
Old : 16.0 10.7 25.1 16.7 12.3 7.1 20.7 11.9
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, 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 : 102,529: 39,395 8,651 6,603 18,878 69,751 64,876 85,005: 37,652 17,524
Old : 102,529: 39,395 8,651 6,603 18,878 69,751 64,876 85,005: 37,652 17,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -32,038: 1,589 -5,131 -502 -34,928 -26,090 -33,841 -31,723: 1,803 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 8.4 6.4 18.4 68.0 63.3 82.9: 36.7 17.1
Old : 100.0: 38.4 8.4 6.4 18.4 68.0 63.3 82.9: 36.7 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 27 17 8 18 22 50 42:
Old : 75: 27 17 8 18 22 50 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 : 24.2 37.7 34.6 54.8 23.5 37.7 31.4 54.8
Old : 24.2 37.7 34.6 54.8 23.5 37.7 31.4 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 63,923: 14,513 30,398 45 36,665 19,565 51,223 50,008: 12,700 13,915
Old : 63,923: 14,513 30,398 45 36,665 19,565 51,223 50,008: 12,700 13,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 6,044: -5,784 4,629 -2 11,770 4 5,984 4,631: 60 1,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 47.6 0.1 57.4 30.6 80.1 78.2: 19.9 21.8
Old : 100.0: 22.7 47.6 0.1 57.4 30.6 80.1 78.2: 19.9 21.8
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 : 34: 13 11 2 5 6 18 19:
Old : 34: 13 11 2 5 6 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 52.5 69.7 67.8 58.2 52.1 69.6 67.4
Old : 58.2 52.5 69.7 67.8 58.2 52.1 69.6 67.4
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, 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 : 88,301: 8,917 36,751 180 76,301 46,146 85,398 83,077: 2,903 5,224
Old : 88,301: 8,917 36,751 180 76,301 46,146 85,398 83,077: 2,903 5,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 10,387: 1,152 -80 15 8,879 9,871 10,046 9,806: 341 581
: : :
: : 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 : 76: 9 42 1 18 13 28 55:
Old : 76: 9 42 1 18 13 28 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 60.2 75.7 74.5 60.3 57.8 74.4 71.5
Old : 61.5 60.2 75.7 74.5 60.3 57.8 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 with Delta-adjusted Options and Futures Combined, 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 : 81,757: 17,793 11,082 841 38,842 54,292 57,476 66,215: 24,281 15,542
Old : 81,757: 17,793 11,082 841 38,842 54,292 57,476 66,215: 24,281 15,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 7: -11,019 5,712 34 11,659 -7,415 674 -1,670: -667 1,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 13.6 1.0 47.5 66.4 70.3 81.0: 29.7 19.0
Old : 100.0: 21.8 13.6 1.0 47.5 66.4 70.3 81.0: 29.7 19.0
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 : 51: 16 10 6 15 16 34 29:
Old : 51: 16 10 6 15 16 34 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 : 37.8 35.7 51.7 57.3 37.8 35.6 48.2 55.0
Old : 37.8 35.7 51.7 57.3 37.8 35.6 48.2 55.0
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, 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 : 223,924: 22,243 62,799 7,368 157,331 119,413 186,942 189,580: 36,981 34,343
Old : 223,924: 22,243 62,799 7,368 157,331 119,413 186,942 189,580: 36,981 34,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 13,783: 700 14,174 922 11,962 -3,978 13,584 11,118: 200 2,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 28.0 3.3 70.3 53.3 83.5 84.7: 16.5 15.3
Old : 100.0: 9.9 28.0 3.3 70.3 53.3 83.5 84.7: 16.5 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 : 100: 28 35 14 28 22 65 63:
Old : 100: 28 35 14 28 22 65 63:
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 : 46.4 36.4 59.6 52.6 35.0 25.6 41.3 37.0
Old : 46.4 36.4 59.6 52.6 35.0 25.6 41.3 37.0
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, 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 : 175,206: 77,644 13,178 15,130 25,212 113,247 117,985 141,555: 57,221 33,651
Old : 175,206: 77,644 13,178 15,130 25,212 113,247 117,985 141,555: 57,221 33,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 18,844: 12,798 278 1,760 1,321 13,594 15,880 15,632: 2,964 3,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 7.5 8.6 14.4 64.6 67.3 80.8: 32.7 19.2
Old : 100.0: 44.3 7.5 8.6 14.4 64.6 67.3 80.8: 32.7 19.2
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 : 118: 57 24 34 24 30 92 77:
Old : 118: 57 24 34 24 30 92 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 39.1 31.3 53.6 21.1 37.9 28.8 51.8
Old : 22.3 39.1 31.3 53.6 21.1 37.9 28.8 51.8
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 :18,851,048: 680,369 1,330,319 7,641,666 9,343,418 8,339,942 17,665,454 17,311,927: 1,185,595 1,539,121
Old :18,851,048: 680,369 1,330,319 7,641,666 9,343,418 8,339,942 17,665,454 17,311,927: 1,185,595 1,539,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 859,732: 34,572 72,587 331,900 502,480 518,592 868,952 923,079: -9,219 -63,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 7.1 40.5 49.6 44.2 93.7 91.8: 6.3 8.2
Old : 100.0: 3.6 7.1 40.5 49.6 44.2 93.7 91.8: 6.3 8.2
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 : 332: 80 71 123 150 163 287 308:
Old : 332: 80 71 123 150 163 287 308:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 21.7 43.4 29.4 19.2 4.7 21.6 8.1
Old : 32.3 21.7 43.4 29.4 19.2 4.7 21.6 8.1
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, 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 : 737,859: 90,404 75,325 60,365 433,287 465,250 584,056 600,939: 153,803 136,919
Old : 737,859: 90,404 75,325 60,365 433,287 465,250 584,056 600,939: 153,803 136,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 5,941: 3,143 3,026 -742 2,973 6,924 5,374 9,208: 567 -3,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 10.2 8.2 58.7 63.1 79.2 81.4: 20.8 18.6
Old : 100.0: 12.3 10.2 8.2 58.7 63.1 79.2 81.4: 20.8 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 65 48 66 92 66 188 149:
Old : 229: 65 48 66 92 66 188 149:
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 : 17.6 25.4 25.1 36.0 17.4 24.5 24.2 34.3
Old : 17.6 25.4 25.1 36.0 17.4 24.5 24.2 34.3
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, 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 : 1,363,863: 209,294 392,150 54,811 710,457 775,171 974,563 1,222,133: 389,300 141,730
Old : 1,363,863: 209,294 392,150 54,811 710,457 775,171 974,563 1,222,133: 389,300 141,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 14,042: 16,991 8,651 7,199 13,682 -1,415 37,872 14,435: -23,830 -393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 28.8 4.0 52.1 56.8 71.5 89.6: 28.5 10.4
Old : 100.0: 15.3 28.8 4.0 52.1 56.8 71.5 89.6: 28.5 10.4
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 : 234: 52 77 47 74 71 151 170:
Old : 234: 52 77 47 74 71 151 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 24.8 29.0 36.5 16.6 22.0 24.6 31.6
Old : 19.4 24.8 29.0 36.5 16.6 22.0 24.6 31.6
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, 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 with Delta-adjusted Options and Futures Combined, 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 : 51,845: 8,030 14,230 42 36,388 27,651 44,460 41,923: 7,385 9,922
Old : 51,845: 8,030 14,230 42 36,388 27,651 44,460 41,923: 7,385 9,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 981: -753 -770 18 -38 414 -773 -338: 1,754 1,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 27.4 0.1 70.2 53.3 85.8 80.9: 14.2 19.1
Old : 100.0: 15.5 27.4 0.1 70.2 53.3 85.8 80.9: 14.2 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 : 83: 14 19 1 31 28 46 47:
Old : 83: 14 19 1 31 28 46 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 : 44.4 22.9 58.3 39.4 43.4 22.8 57.3 39.0
Old : 44.4 22.9 58.3 39.4 43.4 22.8 57.3 39.0
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, 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 : 356,310: 70,712 182,354 2,104 242,603 150,989 315,420 335,448: 40,890 20,862
Old : 356,310: 70,712 182,354 2,104 242,603 150,989 315,420 335,448: 40,890 20,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 21,787: 658 11,905 -1,877 21,855 15,901 20,635 25,929: 1,151 -4,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 51.2 0.6 68.1 42.4 88.5 94.1: 11.5 5.9
Old : 100.0: 19.8 51.2 0.6 68.1 42.4 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 : 210: 42 95 15 44 46 95 147:
Old : 210: 42 95 15 44 46 95 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 24.6 64.6 35.1 52.0 24.5 59.9 34.3
Old : 54.5 24.6 64.6 35.1 52.0 24.5 59.9 34.3
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, 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 : 42,822: 14,363 11,514 0 10,614 21,734 24,977 33,248: 17,845 9,574
Old : 42,822: 14,363 11,514 0 10,614 21,734 24,977 33,248: 17,845 9,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 4,433: 2,493 -2,726 -43 208 5,798 2,658 3,028: 1,775 1,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 26.9 0.0 24.8 50.8 58.3 77.6: 41.7 22.4
Old : 100.0: 33.5 26.9 0.0 24.8 50.8 58.3 77.6: 41.7 22.4
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 : 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 : 25.3 47.5 39.5 63.8 24.3 47.5 36.2 63.1
Old : 25.3 47.5 39.5 63.8 24.3 47.5 36.2 63.1
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, 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 : 34,019: 5,975 7,043 9 24,007 20,333 29,992 27,385: 4,027 6,634
Old : 34,019: 5,975 7,043 9 24,007 20,333 29,992 27,385: 4,027 6,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 1,404: 0 327 -0 1,457 1,514 1,457 1,841: -53 -437
: : :
: : 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 : 61: 3 17 2 25 27 30 44:
Old : 61: 3 17 2 25 27 30 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 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 with Delta-adjusted Options and Futures Combined, 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 : 428,568: 126,178 112,496 3,750 278,290 295,497 408,218 411,743: 20,350 16,825
Old : 428,568: 126,178 112,496 3,750 278,290 295,497 408,218 411,743: 20,350 16,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 5,614: -7,123 -16,736 235 12,756 20,052 5,868 3,551: -254 2,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 26.2 0.9 64.9 68.9 95.3 96.1: 4.7 3.9
Old : 100.0: 29.4 26.2 0.9 64.9 68.9 95.3 96.1: 4.7 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 : 178: 31 72 23 41 52 78 141:
Old : 178: 31 72 23 41 52 78 141:
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 : 60.9 27.7 75.2 44.2 59.1 26.9 70.7 41.5
Old : 60.9 27.7 75.2 44.2 59.1 26.9 70.7 41.5
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, 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 : 37,988: 9,355 14,506 702 18,934 16,239 28,991 31,447: 8,997 6,541
Old : 37,988: 9,355 14,506 702 18,934 16,239 28,991 31,447: 8,997 6,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -1,521: -741 -903 9 491 -825 -241 -1,719: -1,280 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 38.2 1.8 49.8 42.7 76.3 82.8: 23.7 17.2
Old : 100.0: 24.6 38.2 1.8 49.8 42.7 76.3 82.8: 23.7 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 : 67: 16 23 6 17 14 36 40:
Old : 67: 16 23 6 17 14 36 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 : 36.1 34.1 51.6 48.7 36.1 32.6 51.6 47.2
Old : 36.1 34.1 51.6 48.7 36.1 32.6 51.6 47.2
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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