MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 37,063: 790 4,295 3,216 28,242 17,437 32,249 24,949: 4,814 12,114
Old : 37,063: 790 4,295 3,216 28,242 17,437 32,249 24,949: 4,814 12,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 951: 120 439 104 494 351 718 893: 233 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 11.6 8.7 76.2 47.0 87.0 67.3: 13.0 32.7
Old : 100.0: 2.1 11.6 8.7 76.2 47.0 87.0 67.3: 13.0 32.7
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 : 52: 3 17 11 26 19 39 37:
Old : 52: 3 17 11 26 19 39 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 31.1 66.4 43.4 50.7 29.4 65.1 37.5
Old : 50.7 31.1 66.4 43.4 50.7 29.4 65.1 37.5
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, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 163,158: 31,747 13,311 34,113 77,703 76,879 143,562 124,302: 19,596 38,856
Old : 129,751: 26,278 24,907 20,208 69,386 57,195 115,873 102,310: 13,879 27,442
Other: 33,407: 17,490 425 1,883 8,316 19,684 27,690 21,992: 5,717 11,414
: : :
: : Changes in Commitments from: July 11, 2006 :
: 3,894: -2,809 56 9,611 -3,313 -3,807 3,488 5,859: 406 -1,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 8.2 20.9 47.6 47.1 88.0 76.2: 12.0 23.8
Old : 100.0: 20.3 19.2 15.6 53.5 44.1 89.3 78.9: 10.7 21.1
Other: 100.0: 52.4 1.3 5.6 24.9 58.9 82.9 65.8: 17.1 34.2
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 57 52 68 39 49 149 140:
Old : 189: 51 67 58 33 48 131 139:
Other: 92: 39 8 15 22 35 67 53:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 25.8 41.8 34.0 30.7 24.7 40.5 30.9
Old : 38.4 28.4 50.3 36.6 38.4 28.2 50.3 35.6
Other: 33.2 29.0 47.9 40.2 28.7 23.5 40.7 32.8
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 1,794: 886 396 80 108 394 1,074 870: 721 924
Old : 1,700: 886 350 71 108 394 1,065 815: 635 885
Other: 94: 0 46 9 0 0 9 55: 85 39
: : :
: : Changes in Commitments from: July 11, 2006 :
: -107: 141 67 -80 -75 -97 -14 -110: -92 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 22.1 4.4 6.0 22.0 59.8 48.5: 40.2 51.5
Old : 100.0: 52.1 20.6 4.2 6.4 23.2 62.6 47.9: 37.4 52.1
Other: 100.0: 0.0 49.3 9.4 0.0 0.0 9.4 58.7: 90.6 41.3
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 14 6 4 3 5 21 11:
Old : 26: 14 6 4 3 5 21 11:
Other: 3: 0 2 2 0 0 2 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 22.4 38.8 42.1 25.8 21.1 38.7 37.6
Old : 27.2 23.1 40.9 42.2 27.2 22.3 40.8 38.6
Other: 9.4 58.7 9.4 58.7 0.0 49.3 0.0 49.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 273,328: 56,523 11,341 71,262 119,925 128,200 247,710 210,803: 25,618 62,525
Old : 273,328: 56,523 11,341 71,262 119,925 128,200 247,710 210,803: 25,618 62,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: -1,210: -3,003 2,394 4,993 -4,123 -7,719 -2,133 -332: 923 -878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 4.1 26.1 43.9 46.9 90.6 77.1: 9.4 22.9
Old : 100.0: 20.7 4.1 26.1 43.9 46.9 90.6 77.1: 9.4 22.9
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 : 333: 105 41 93 99 156 253 261:
Old : 333: 105 41 93 99 156 253 261:
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 : 18.9 9.9 29.4 17.5 18.9 8.0 26.9 12.8
Old : 18.9 9.9 29.4 17.5 18.9 8.0 26.9 12.8
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, July 18, 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 : 5,532: 2,690 2,632 483 774 570 3,947 3,685: 1,584 1,846
Old : 5,532: 2,690 2,632 483 774 570 3,947 3,685: 1,584 1,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 207: 110 25 91 44 76 245 193: -38 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 47.6 8.7 14.0 10.3 71.4 66.6: 28.6 33.4
Old : 100.0: 48.6 47.6 8.7 14.0 10.3 71.4 66.6: 28.6 33.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 17 23 9 8 12 31 39:
Old : 55: 17 23 9 8 12 31 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 24.7 47.8 37.3 33.4 24.7 46.5 36.5
Old : 33.4 24.7 47.8 37.3 33.4 24.7 46.5 36.5
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, July 18, 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 : 36,110: 12,191 2,544 7,162 10,403 10,493 29,756 20,199: 6,354 15,911
Old : 36,110: 12,191 2,544 7,162 10,403 10,493 29,756 20,199: 6,354 15,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 772: -263 104 729 153 459 619 1,292: 153 -520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 7.0 19.8 28.8 29.1 82.4 55.9: 17.6 44.1
Old : 100.0: 33.8 7.0 19.8 28.8 29.1 82.4 55.9: 17.6 44.1
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 : 165: 53 24 27 49 67 118 107:
Old : 165: 53 24 27 49 67 118 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 11.0 25.3 17.3 13.9 5.4 21.2 9.5
Old : 15.7 11.0 25.3 17.3 13.9 5.4 21.2 9.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 95,853: 25,904 15,747 5,317 27,048 53,196 58,269 74,259: 37,584 21,593
Old : 95,853: 25,904 15,747 5,317 27,048 53,196 58,269 74,259: 37,584 21,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: -8,826: -6,491 -4,169 110 308 -6,471 -6,072 -10,529: -2,754 1,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 16.4 5.5 28.2 55.5 60.8 77.5: 39.2 22.5
Old : 100.0: 27.0 16.4 5.5 28.2 55.5 60.8 77.5: 39.2 22.5
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 : 71: 20 16 7 24 20 49 38:
Old : 71: 20 16 7 24 20 49 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 : 16.2 32.6 27.9 46.8 15.1 31.8 25.7 45.9
Old : 16.2 32.6 27.9 46.8 15.1 31.8 25.7 45.9
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, July 18, 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 : 69,938: 18,121 33,533 1 40,527 18,602 58,650 52,136: 11,288 17,801
Old : 69,938: 18,121 33,533 1 40,527 18,602 58,650 52,136: 11,288 17,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 6,869: -1,998 6,154 -3 10,032 -5,068 8,031 1,083: -1,162 5,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 47.9 0.0 57.9 26.6 83.9 74.5: 16.1 25.5
Old : 100.0: 25.9 47.9 0.0 57.9 26.6 83.9 74.5: 16.1 25.5
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 : 46: 13 19 1 9 7 22 27:
Old : 46: 13 19 1 9 7 22 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 40.7 65.8 54.9 51.9 40.6 65.7 54.8
Old : 52.0 40.7 65.8 54.9 51.9 40.6 65.7 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 81,701: 17,009 10,586 216 60,016 67,576 77,241 78,378: 4,460 3,323
Old : 81,701: 17,009 10,586 216 60,016 67,576 77,241 78,378: 4,460 3,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 4,371: 6,171 -4,613 -140 -2,631 8,898 3,400 4,145: 971 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 13.0 0.3 73.5 82.7 94.5 95.9: 5.5 4.1
Old : 100.0: 20.8 13.0 0.3 73.5 82.7 94.5 95.9: 5.5 4.1
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 : 57: 16 16 1 15 16 32 32:
Old : 57: 16 16 1 15 16 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 : 59.5 72.8 74.4 87.2 58.3 71.4 73.0 84.9
Old : 59.5 72.8 74.4 87.2 58.3 71.4 73.0 84.9
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, July 18, 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 : 90,448: 28,548 11,259 326 35,966 62,666 64,840 74,251: 25,608 16,197
Old : 90,448: 28,548 11,259 326 35,966 62,666 64,840 74,251: 25,608 16,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 2,561: 3,144 -181 85 365 684 3,593 587: -1,032 1,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 12.4 0.4 39.8 69.3 71.7 82.1: 28.3 17.9
Old : 100.0: 31.6 12.4 0.4 39.8 69.3 71.7 82.1: 28.3 17.9
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: 19 8 3 14 22 35 31:
Old : 54: 19 8 3 14 22 35 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 33.2 52.6 53.9 34.0 33.1 48.2 53.5
Old : 34.0 33.2 52.6 53.9 34.0 33.1 48.2 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 253,725: 23,472 98,534 8,540 186,931 112,010 218,943 219,085: 34,782 34,640
Old : 253,725: 23,472 98,534 8,540 186,931 112,010 218,943 219,085: 34,782 34,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 31,550: -2,750 47,311 1,606 34,672 -25,357 33,529 23,560: -1,979 7,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 38.8 3.4 73.7 44.1 86.3 86.3: 13.7 13.7
Old : 100.0: 9.3 38.8 3.4 73.7 44.1 86.3 86.3: 13.7 13.7
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 : 113: 26 48 15 32 22 69 74:
Old : 113: 26 48 15 32 22 69 74:
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 : 42.1 31.9 55.8 50.1 32.8 25.1 42.6 36.0
Old : 42.1 31.9 55.8 50.1 32.8 25.1 42.6 36.0
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, July 18, 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 : 179,294: 66,049 15,988 15,288 35,446 107,300 116,783 138,576: 62,512 40,719
Old : 179,294: 66,049 15,988 15,288 35,446 107,300 116,783 138,576: 62,512 40,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: -13,342: -26,623 1,897 2,697 9,800 -27,309 -14,125 -22,715: 782 9,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 8.9 8.5 19.8 59.8 65.1 77.3: 34.9 22.7
Old : 100.0: 36.8 8.9 8.5 19.8 59.8 65.1 77.3: 34.9 22.7
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 : 120: 57 23 29 28 30 96 71:
Old : 120: 57 23 29 28 30 96 71:
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 : 19.3 36.6 28.7 50.2 18.4 35.5 25.2 46.3
Old : 19.3 36.6 28.7 50.2 18.4 35.5 25.2 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 14,948: 7,204 3,636 0 6,189 9,629 13,393 13,265: 1,555 1,683
Old : 14,948: 7,204 3,636 0 6,189 9,629 13,393 13,265: 1,555 1,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 867: 2,875 -1,636 0 -1,926 2,129 949 493: -82 374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 24.3 0.0 41.4 64.4 89.6 88.7: 10.4 11.3
Old : 100.0: 48.2 24.3 0.0 41.4 64.4 89.6 88.7: 10.4 11.3
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: 4 3 0 6 9 10 12:
Old : 21: 4 3 0 6 9 10 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 68.4 87.8 84.2 74.6 68.0 81.9 79.6
Old : 75.1 68.4 87.8 84.2 74.6 68.0 81.9 79.6
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, July 18, 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 : 39,219: 16,082 2,593 0 17,647 31,952 33,729 34,545: 5,490 4,674
Old : 39,219: 16,082 2,593 0 17,647 31,952 33,729 34,545: 5,490 4,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: -28,562: -8,802 794 0 -21,248 -27,087 -30,050 -26,293: 1,488 -2,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 6.6 0.0 45.0 81.5 86.0 88.1: 14.0 11.9
Old : 100.0: 41.0 6.6 0.0 45.0 81.5 86.0 88.1: 14.0 11.9
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 : 24: 5 3 0 7 12 12 15:
Old : 24: 5 3 0 7 12 12 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 : 55.8 58.6 78.0 74.6 55.8 55.3 76.9 71.3
Old : 55.8 58.6 78.0 74.6 55.8 55.3 76.9 71.3
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, July 18, 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 :18,380,264: 474,654 1,057,581 7,013,816 9,680,997 8,765,855 17,169,466 16,837,253: 1,210,798 1,543,012
Old :18,380,264: 474,654 1,057,581 7,013,816 9,680,997 8,765,855 17,169,466 16,837,253: 1,210,798 1,543,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: -543,146: -23,093 -34,143 -586,151 101,494 198,639 -507,750 -421,655: -35,396 -121,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 5.8 38.2 52.7 47.7 93.4 91.6: 6.6 8.4
Old : 100.0: 2.6 5.8 38.2 52.7 47.7 93.4 91.6: 6.6 8.4
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 : 331: 69 81 119 150 164 281 310:
Old : 331: 69 81 119 150 164 281 310:
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 : 32.8 20.0 42.9 28.3 19.2 4.9 21.6 8.1
Old : 32.8 20.0 42.9 28.3 19.2 4.9 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, July 18, 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 : 775,913: 93,910 78,568 85,681 429,470 477,957 609,061 642,205: 166,852 133,707
Old : 775,913: 93,910 78,568 85,681 429,470 477,957 609,061 642,205: 166,852 133,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 62,275: 1,742 12,186 36,706 6,959 14,436 45,407 63,327: 16,869 -1,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 10.1 11.0 55.4 61.6 78.5 82.8: 21.5 17.2
Old : 100.0: 12.1 10.1 11.0 55.4 61.6 78.5 82.8: 21.5 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 : 233: 73 51 73 84 65 191 155:
Old : 233: 73 51 73 84 65 191 155:
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 : 17.4 25.1 24.4 35.1 16.5 24.1 22.8 33.4
Old : 17.4 25.1 24.4 35.1 16.5 24.1 22.8 33.4
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, July 18, 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 : 1,500,369: 188,470 397,354 79,879 873,322 895,713 1,141,670 1,372,946: 358,699 127,423
Old : 1,500,369: 188,470 397,354 79,879 873,322 895,713 1,141,670 1,372,946: 358,699 127,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 79,042: -18,951 61,328 18,578 90,050 10,763 89,677 90,670: -10,635 -11,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 26.5 5.3 58.2 59.7 76.1 91.5: 23.9 8.5
Old : 100.0: 12.6 26.5 5.3 58.2 59.7 76.1 91.5: 23.9 8.5
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 : 253: 62 81 60 87 71 181 180:
Old : 253: 62 81 60 87 71 181 180:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 22.6 34.0 35.0 19.0 21.4 27.4 31.8
Old : 22.0 22.6 34.0 35.0 19.0 21.4 27.4 31.8
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, July 18, 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 : 9,314: 1,381 705 0 4,265 7,275 5,646 7,980: 3,668 1,334
Old : 9,314: 1,381 705 0 4,265 7,275 5,646 7,980: 3,668 1,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 180: -2 0 0 0 0 -2 0: 182 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 7.6 0.0 45.8 78.1 60.6 85.7: 39.4 14.3
Old : 100.0: 14.8 7.6 0.0 45.8 78.1 60.6 85.7: 39.4 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 1 0 8 10 11 11:
Old : 20: 3 1 0 8 10 11 11:
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 : 38.6 49.8 55.1 77.7 38.6 46.2 54.0 74.0
Old : 38.6 49.8 55.1 77.7 38.6 46.2 54.0 74.0
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, July 18, 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 : 64,508: 9,407 28,547 18 49,765 30,240 59,190 58,805: 5,318 5,703
Old : 64,508: 9,407 28,547 18 49,765 30,240 59,190 58,805: 5,318 5,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 2,230: 680 1,154 18 2,065 579 2,763 1,751: -533 479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 44.3 0.0 77.1 46.9 91.8 91.2: 8.2 8.8
Old : 100.0: 14.6 44.3 0.0 77.1 46.9 91.8 91.2: 8.2 8.8
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 : 65: 8 14 1 27 24 35 39:
Old : 65: 8 14 1 27 24 35 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 47.6 62.8 63.5 40.7 47.6 61.1 61.9
Old : 42.5 47.6 62.8 63.5 40.7 47.6 61.1 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 55,080: 10,178 14,655 27 35,735 30,789 45,940 45,471: 9,140 9,609
Old : 55,080: 10,178 14,655 27 35,735 30,789 45,940 45,471: 9,140 9,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 3,712: 2,435 -82 -1 -624 2,633 1,810 2,550: 1,901 1,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 26.6 0.0 64.9 55.9 83.4 82.6: 16.6 17.4
Old : 100.0: 18.5 26.6 0.0 64.9 55.9 83.4 82.6: 16.6 17.4
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 : 82: 17 22 1 25 26 43 48:
Old : 82: 17 22 1 25 26 43 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 : 42.1 25.0 57.1 44.3 41.1 24.7 55.3 43.6
Old : 42.1 25.0 57.1 44.3 41.1 24.7 55.3 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 431,910: 89,359 190,373 11,628 295,053 207,027 396,039 409,027: 35,871 22,883
Old : 431,910: 89,359 190,373 11,628 295,053 207,027 396,039 409,027: 35,871 22,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 85,523: 537 35,133 8,222 79,834 39,757 88,594 83,112: -3,071 2,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 44.1 2.7 68.3 47.9 91.7 94.7: 8.3 5.3
Old : 100.0: 20.7 44.1 2.7 68.3 47.9 91.7 94.7: 8.3 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 : 228: 62 86 14 51 46 121 138:
Old : 228: 62 86 14 51 46 121 138:
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 : 46.5 25.3 60.1 38.4 44.2 25.2 53.9 37.7
Old : 46.5 25.3 60.1 38.4 44.2 25.2 53.9 37.7
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, July 18, 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 : 55,187: 30,614 2,407 99 4,185 44,690 34,898 47,197: 20,289 7,991
Old : 55,187: 30,614 2,407 99 4,185 44,690 34,898 47,197: 20,289 7,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 2,834: 8,713 -2,558 -292 -6,218 8,439 2,203 5,590: 631 -2,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 4.4 0.2 7.6 81.0 63.2 85.5: 36.8 14.5
Old : 100.0: 55.5 4.4 0.2 7.6 81.0 63.2 85.5: 36.8 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 : 47: 22 3 1 8 18 31 21:
Old : 47: 22 3 1 8 18 31 21:
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 39.7 38.2 63.2 25.3 39.7 38.2 61.7
Old : 25.3 39.7 38.2 63.2 25.3 39.7 38.2 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 36,801: 5,733 6,546 7 27,021 23,828 32,761 30,381: 4,040 6,419
Old : 36,801: 5,733 6,546 7 27,021 23,828 32,761 30,381: 4,040 6,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 2,133: 0 -225 -4 1,157 3,648 1,153 3,419: 980 -1,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 17.8 0.0 73.4 64.7 89.0 82.6: 11.0 17.4
Old : 100.0: 15.6 17.8 0.0 73.4 64.7 89.0 82.6: 11.0 17.4
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 : 61: 2 16 1 27 26 30 42:
Old : 61: 2 16 1 27 26 30 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 : 55.1 23.1 67.4 37.7 47.2 21.2 54.7 32.1
Old : 55.1 23.1 67.4 37.7 47.2 21.2 54.7 32.1
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, July 18, 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 : 442,058: 119,720 102,236 5,252 296,690 320,010 421,662 427,498: 20,396 14,560
Old : 442,058: 119,720 102,236 5,252 296,690 320,010 421,662 427,498: 20,396 14,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 15,485: 2,005 -2,530 645 11,908 19,007 14,558 17,122: 927 -1,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 23.1 1.2 67.1 72.4 95.4 96.7: 4.6 3.3
Old : 100.0: 27.1 23.1 1.2 67.1 72.4 95.4 96.7: 4.6 3.3
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 : 195: 39 75 35 42 60 93 158:
Old : 195: 39 75 35 42 60 93 158:
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 : 61.7 28.6 74.2 46.6 57.1 27.3 68.1 41.8
Old : 61.7 28.6 74.2 46.6 57.1 27.3 68.1 41.8
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, July 18, 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 : 41,281: 9,451 12,766 1,095 18,040 20,099 28,586 33,959: 12,696 7,322
Old : 41,281: 9,451 12,766 1,095 18,040 20,099 28,586 33,959: 12,696 7,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 1,397: 531 -67 143 -1,118 1,830 -444 1,906: 1,841 -509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 30.9 2.7 43.7 48.7 69.2 82.3: 30.8 17.7
Old : 100.0: 22.9 30.9 2.7 43.7 48.7 69.2 82.3: 30.8 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 19 23 7 13 24 35 51:
Old : 75: 19 23 7 13 24 35 51:
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 : 33.4 32.0 47.3 45.2 33.4 30.1 47.3 43.4
Old : 33.4 32.0 47.3 45.2 33.4 30.1 47.3 43.4
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, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 37,100: 7,896 3,785 0 21,008 14,994 28,904 18,779: 8,196 18,321
Old : 37,100: 7,896 3,785 0 21,008 14,994 28,904 18,779: 8,196 18,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 1,656: -1,730 368 -398 2,903 -932 775 -962: 881 2,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 10.2 0.0 56.6 40.4 77.9 50.6: 22.1 49.4
Old : 100.0: 21.3 10.2 0.0 56.6 40.4 77.9 50.6: 22.1 49.4
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 : 48: 12 9 0 17 11 29 20:
Old : 48: 12 9 0 17 11 29 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 30.3 48.3 38.6 28.0 29.1 44.7 36.4
Old : 31.7 30.3 48.3 38.6 28.0 29.1 44.7 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, July 18, 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 : 41,681: 4,885 4,438 2,580 19,893 29,523 27,358 36,541: 14,323 5,140
Old : 41,681: 4,885 4,438 2,580 19,893 29,523 27,358 36,541: 14,323 5,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 1,680: -2,570 -50 1,730 1,160 162 320 1,842: 1,360 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 10.6 6.2 47.7 70.8 65.6 87.7: 34.4 12.3
Old : 100.0: 11.7 10.6 6.2 47.7 70.8 65.6 87.7: 34.4 12.3
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 : 55: 7 9 4 24 34 32 47:
Old : 55: 7 9 4 24 34 32 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 : 34.3 28.7 45.4 48.6 25.2 26.8 30.4 41.8
Old : 34.3 28.7 45.4 48.6 25.2 26.8 30.4 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 21, 2006