MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, February 21, 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 : 29,498: 352 1,668 1,062 24,276 14,608 25,690 17,338: 3,808 12,160
Old : 29,498: 352 1,668 1,062 24,276 14,608 25,690 17,338: 3,808 12,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 1,085: -112 298 -13 1,078 -497 953 -212: 132 1,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 5.7 3.6 82.3 49.5 87.1 58.8: 12.9 41.2
Old : 100.0: 1.2 5.7 3.6 82.3 49.5 87.1 58.8: 12.9 41.2
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 : 37: 3 8 9 19 17 28 28:
Old : 37: 3 8 9 19 17 28 28:
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 : 51.4 30.7 75.4 41.5 51.3 28.7 75.3 38.4
Old : 51.4 30.7 75.4 41.5 51.3 28.7 75.3 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, February 21, 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 : 146,732: 19,031 25,944 33,079 74,401 54,374 126,511 113,397: 20,221 33,335
Old : 144,288: 19,415 26,313 32,144 73,191 53,694 124,750 112,151: 19,538 32,137
Other: 2,444: 548 563 3 1,210 680 1,761 1,246: 683 1,198
: : :
: : Changes in Commitments from: February 14, 2006 :
: 1,566: 41 -2,196 863 819 2,389 1,723 1,056: -157 510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 17.7 22.5 50.7 37.1 86.2 77.3: 13.8 22.7
Old : 100.0: 13.5 18.2 22.3 50.7 37.2 86.5 77.7: 13.5 22.3
Other: 100.0: 22.4 23.0 0.1 49.5 27.8 72.1 51.0: 27.9 49.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 55 60 66 31 36 126 145:
Old : 186: 58 59 64 28 36 121 145:
Other: 32: 6 8 1 7 12 14 20:
:----------------------------------------------------------------------------------------------------
: 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 : 34.7 21.9 47.0 28.7 34.7 21.2 45.8 27.1
Old : 35.3 22.2 47.8 29.0 35.3 21.7 46.3 27.6
Other: 45.0 24.6 64.6 37.4 45.0 24.5 63.2 37.3
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, February 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,125: 284 468 59 1,033 652 1,376 1,179: 749 946
Old : 2,125: 284 468 59 1,033 652 1,376 1,179: 749 946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -489: 18 -337 -238 -198 84 -418 -491: -71 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 22.0 2.8 48.6 30.7 64.8 55.5: 35.2 44.5
Old : 100.0: 13.4 22.0 2.8 48.6 30.7 64.8 55.5: 35.2 44.5
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 : 27: 8 8 2 8 5 18 14:
Old : 27: 8 8 2 8 5 18 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 : 36.8 33.4 53.2 47.4 35.7 33.4 52.1 45.4
Old : 36.8 33.4 53.2 47.4 35.7 33.4 52.1 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, February 21, 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 : 215,574: 43,709 19,123 42,984 99,674 93,121 186,367 155,228: 29,207 60,346
Old : 215,574: 43,709 19,123 42,984 99,674 93,121 186,367 155,228: 29,207 60,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -3,314: -2,471 566 -1,524 1,819 -138 -2,176 -1,096: -1,138 -2,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 8.9 19.9 46.2 43.2 86.5 72.0: 13.5 28.0
Old : 100.0: 20.3 8.9 19.9 46.2 43.2 86.5 72.0: 13.5 28.0
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 : 283: 68 66 80 68 110 191 224:
Old : 283: 68 66 80 68 110 191 224:
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 : 24.4 15.9 37.7 22.6 24.4 11.9 35.4 16.7
Old : 24.4 15.9 37.7 22.6 24.4 11.9 35.4 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, February 21, 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 : 5,049: 1,801 465 299 1,030 2,722 3,130 3,486: 1,919 1,563
Old : 5,049: 1,801 465 299 1,030 2,722 3,130 3,486: 1,919 1,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -9: 38 120 -12 47 -127 73 -19: -82 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 9.2 5.9 20.4 53.9 62.0 69.0: 38.0 31.0
Old : 100.0: 35.7 9.2 5.9 20.4 53.9 62.0 69.0: 38.0 31.0
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 : 52: 19 10 10 11 17 33 35:
Old : 52: 19 10 10 11 17 33 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 38.1 35.8 47.3 23.8 36.5 34.9 44.6
Old : 23.8 38.1 35.8 47.3 23.8 36.5 34.9 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, February 21, 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 : 35,571: 12,351 5,049 4,111 13,441 10,573 29,903 19,733: 5,668 15,838
Old : 35,571: 12,351 5,049 4,111 13,441 10,573 29,903 19,733: 5,668 15,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 726: 434 527 197 178 277 809 1,001: -83 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 14.2 11.6 37.8 29.7 84.1 55.5: 15.9 44.5
Old : 100.0: 34.7 14.2 11.6 37.8 29.7 84.1 55.5: 15.9 44.5
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 : 158: 31 34 27 48 60 99 111:
Old : 158: 31 34 27 48 60 99 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 9.4 30.9 15.8 19.4 6.1 26.7 11.4
Old : 20.8 9.4 30.9 15.8 19.4 6.1 26.7 11.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, February 21, 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 : 115,876: 46,710 11,513 1,712 29,696 87,592 78,118 100,817: 37,758 15,059
Old : 115,876: 46,710 11,513 1,712 29,696 87,592 78,118 100,817: 37,758 15,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -2,481: -5,510 -243 90 2,299 -1,469 -3,121 -1,622: 640 -859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 9.9 1.5 25.6 75.6 67.4 87.0: 32.6 13.0
Old : 100.0: 40.3 9.9 1.5 25.6 75.6 67.4 87.0: 32.6 13.0
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 : 78: 29 14 5 22 22 53 39:
Old : 78: 29 14 5 22 22 53 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 : 17.9 46.5 28.6 64.8 17.7 46.0 28.4 63.2
Old : 17.9 46.5 28.6 64.8 17.7 46.0 28.4 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, February 21, 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 : 112,408: 23,789 60,764 0 78,821 28,237 102,610 89,001: 9,798 23,407
Old : 112,408: 23,789 60,764 0 78,821 28,237 102,610 89,001: 9,798 23,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 4,065: 2,177 7,964 -101 1,300 -5,279 3,376 2,584: 689 1,481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 54.1 0.0 70.1 25.1 91.3 79.2: 8.7 20.8
Old : 100.0: 21.2 54.1 0.0 70.1 25.1 91.3 79.2: 8.7 20.8
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 : 57: 7 30 0 15 11 22 41:
Old : 57: 7 30 0 15 11 22 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 29.5 76.8 43.3 52.1 29.5 75.8 43.3
Old : 52.1 29.5 76.8 43.3 52.1 29.5 75.8 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, February 21, 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 : 119,303: 69,966 5,263 574 41,502 110,589 112,042 116,426: 7,261 2,877
Old : 119,303: 69,966 5,263 574 41,502 110,589 112,042 116,426: 7,261 2,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -795: -497 1,276 185 -211 -1,961 -523 -500: -272 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 4.4 0.5 34.8 92.7 93.9 97.6: 6.1 2.4
Old : 100.0: 58.6 4.4 0.5 34.8 92.7 93.9 97.6: 6.1 2.4
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 : 97: 61 10 3 18 15 81 27:
Old : 97: 61 10 3 18 15 81 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 : 35.7 69.4 52.2 88.0 29.6 51.1 41.2 67.8
Old : 35.7 69.4 52.2 88.0 29.6 51.1 41.2 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, February 21, 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 : 97,217: 14,722 34,603 42 66,600 39,946 81,364 74,591: 15,853 22,626
Old : 97,217: 14,722 34,603 42 66,600 39,946 81,364 74,591: 15,853 22,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -2,470: 2,703 -2,060 -161 -5,168 1,853 -2,626 -368: 156 -2,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 35.6 0.0 68.5 41.1 83.7 76.7: 16.3 23.3
Old : 100.0: 15.1 35.6 0.0 68.5 41.1 83.7 76.7: 16.3 23.3
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 : 60: 12 18 1 22 18 35 36:
Old : 60: 12 18 1 22 18 35 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 42.8 61.3 55.3 40.3 41.2 58.0 50.8
Old : 40.7 42.8 61.3 55.3 40.3 41.2 58.0 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, February 21, 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 : 203,465: 26,959 98,143 22 149,692 70,696 176,673 168,861: 26,792 34,604
Old : 203,465: 26,959 98,143 22 149,692 70,696 176,673 168,861: 26,792 34,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 7,821: -601 15,526 -10 8,275 -10,060 7,664 5,456: 157 2,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 48.2 0.0 73.6 34.7 86.8 83.0: 13.2 17.0
Old : 100.0: 13.2 48.2 0.0 73.6 34.7 86.8 83.0: 13.2 17.0
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 : 91: 14 39 1 26 19 40 59:
Old : 91: 14 39 1 26 19 40 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 30.3 63.2 45.7 38.6 25.3 51.9 36.8
Old : 40.9 30.3 63.2 45.7 38.6 25.3 51.9 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, February 21, 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 : 151,300: 42,097 32,012 1,734 58,946 75,683 102,777 109,429: 48,523 41,871
Old : 151,300: 42,097 32,012 1,734 58,946 75,683 102,777 109,429: 48,523 41,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 10,342: -1,182 689 46 8,485 5,776 7,349 6,511: 2,993 3,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 21.2 1.1 39.0 50.0 67.9 72.3: 32.1 27.7
Old : 100.0: 27.8 21.2 1.1 39.0 50.0 67.9 72.3: 32.1 27.7
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 : 115: 41 36 12 26 28 73 70:
Old : 115: 41 36 12 26 28 73 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 33.2 36.5 44.4 22.5 31.2 34.9 42.4
Old : 23.2 33.2 36.5 44.4 22.5 31.2 34.9 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, February 21, 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 : 14,603: 5,109 1,486 119 8,017 11,588 13,245 13,193: 1,358 1,410
Old : 14,603: 5,109 1,486 119 8,017 11,588 13,245 13,193: 1,358 1,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 3,378: 487 875 1 2,984 2,317 3,472 3,193: -94 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 10.2 0.8 54.9 79.4 90.7 90.3: 9.3 9.7
Old : 100.0: 35.0 10.2 0.8 54.9 79.4 90.7 90.3: 9.3 9.7
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 : 27: 7 5 1 9 8 16 14:
Old : 27: 7 5 1 9 8 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 69.4 77.2 83.2 55.4 66.9 77.2 80.7
Old : 55.4 69.4 77.2 83.2 55.4 66.9 77.2 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, February 21, 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 : 37,819: 6,388 1,721 711 26,542 31,458 33,641 33,890: 4,178 3,929
Old : 37,819: 6,388 1,721 711 26,542 31,458 33,641 33,890: 4,178 3,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 3,293: 274 0 27 2,421 2,890 2,722 2,917: 571 376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 4.6 1.9 70.2 83.2 89.0 89.6: 11.0 10.4
Old : 100.0: 16.9 4.6 1.9 70.2 83.2 89.0 89.6: 11.0 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 : 20: 5 2 2 11 10 16 14:
Old : 20: 5 2 2 11 10 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 56.2 76.5 80.7 57.3 54.5 71.9 72.2
Old : 59.1 56.2 76.5 80.7 57.3 54.5 71.9 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, February 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 9,825,028: 1,144,084 1,584,767 1,281,780 6,484,211 5,565,128 8,910,075 8,431,675: 914,953 1,393,353
Old : 9,825,028: 1,144,084 1,584,767 1,281,780 6,484,211 5,565,128 8,910,075 8,431,675: 914,953 1,393,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 234,698: -5,812 148,251 15,161 211,696 106,084 221,045 269,496: 13,653 -34,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 16.1 13.0 66.0 56.6 90.7 85.8: 9.3 14.2
Old : 100.0: 11.6 16.1 13.0 66.0 56.6 90.7 85.8: 9.3 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 73 66 108 142 156 262 296:
Old : 316: 73 66 108 142 156 262 296:
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 14.4 42.5 23.6 30.5 12.2 36.0 19.7
Old : 32.3 14.4 42.5 23.6 30.5 12.2 36.0 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, February 21, 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 : 673,685: 67,819 39,939 3,402 469,949 509,819 541,170 553,160: 132,515 120,525
Old : 673,685: 67,819 39,939 3,402 469,949 509,819 541,170 553,160: 132,515 120,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 7,817: -1,111 96 462 9,021 3,844 8,372 4,402: -555 3,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 5.9 0.5 69.8 75.7 80.3 82.1: 19.7 17.9
Old : 100.0: 10.1 5.9 0.5 69.8 75.7 80.3 82.1: 19.7 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 : 183: 34 30 12 92 58 134 92:
Old : 183: 34 30 12 92 58 134 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 32.3 28.5 45.7 20.1 31.8 28.4 45.1
Old : 20.2 32.3 28.5 45.7 20.1 31.8 28.4 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, February 21, 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 : 1,203,221: 222,747 431,755 14,219 607,443 642,372 844,409 1,088,346: 358,812 114,875
Old : 1,203,221: 222,747 431,755 14,219 607,443 642,372 844,409 1,088,346: 358,812 114,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 47,090: -1,422 18,634 -2,119 27,055 22,813 23,514 39,328: 23,576 7,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 35.9 1.2 50.5 53.4 70.2 90.5: 29.8 9.5
Old : 100.0: 18.5 35.9 1.2 50.5 53.4 70.2 90.5: 29.8 9.5
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 : 218: 54 62 25 71 66 141 137:
Old : 218: 54 62 25 71 66 141 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 27.3 32.1 42.7 17.0 23.3 24.4 35.3
Old : 23.6 27.3 32.1 42.7 17.0 23.3 24.4 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, February 21, 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 : 11,961: 2,472 733 0 5,808 10,238 8,280 10,971: 3,681 990
Old : 11,961: 2,472 733 0 5,808 10,238 8,280 10,971: 3,681 990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 64: -4 0 0 54 227 50 227: 14 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 6.1 0.0 48.6 85.6 69.2 91.7: 30.8 8.3
Old : 100.0: 20.7 6.1 0.0 48.6 85.6 69.2 91.7: 30.8 8.3
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 : 28: 5 1 0 13 14 18 15:
Old : 28: 5 1 0 13 14 18 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 : 31.7 52.8 49.0 76.2 31.7 51.6 48.9 73.6
Old : 31.7 52.8 49.0 76.2 31.7 51.6 48.9 73.6
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 - Futures Only, February 21, 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 : 49,872: 7,779 10,981 0 36,911 36,409 44,690 47,390: 5,182 2,482
Old : 49,872: 7,779 10,981 0 36,911 36,409 44,690 47,390: 5,182 2,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 1,409: 607 361 0 1,449 1,206 2,056 1,567: -647 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 22.0 0.0 74.0 73.0 89.6 95.0: 10.4 5.0
Old : 100.0: 15.6 22.0 0.0 74.0 73.0 89.6 95.0: 10.4 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 9 7 0 23 23 32 30:
Old : 54: 9 7 0 23 23 32 30:
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 : 54.3 51.5 70.0 70.9 54.3 50.8 69.4 70.3
Old : 54.3 51.5 70.0 70.9 54.3 50.8 69.4 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
Commitments of Traders - Futures Only, February 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CME HDD INDEX X $20) :
: : :
All : 5,654: 1,976 1,501 50 3,304 4,103 5,330 5,654: 324 0
Old : 5,654: 1,976 1,501 50 3,304 4,103 5,330 5,654: 324 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 955: 675 415 50 550 1,005 1,275 1,470: -320 -515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 26.5 0.9 58.4 72.6 94.3 100.0: 5.7 0.0
Old : 100.0: 34.9 26.5 0.9 58.4 72.6 94.3 100.0: 5.7 0.0
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 : 23: 6 7 1 5 5 12 12:
Old : 23: 6 7 1 5 5 12 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 : 57.0 75.5 89.3 93.4 57.0 75.5 89.3 92.5
Old : 57.0 75.5 89.3 93.4 57.0 75.5 89.3 92.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, February 21, 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 : 65,403: 13,064 8,709 280 31,775 49,991 45,119 58,980: 20,284 6,423
Old : 65,403: 13,064 8,709 280 31,775 49,991 45,119 58,980: 20,284 6,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 4,494: 118 -66 0 683 4,495 801 4,429: 3,693 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 13.3 0.4 48.6 76.4 69.0 90.2: 31.0 9.8
Old : 100.0: 20.0 13.3 0.4 48.6 76.4 69.0 90.2: 31.0 9.8
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 : 84: 19 13 2 34 27 54 41:
Old : 84: 19 13 2 34 27 54 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 35.1 35.9 55.8 25.0 32.5 34.6 51.1
Old : 25.0 35.1 35.9 55.8 25.0 32.5 34.6 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, February 21, 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 : 382,881: 109,064 131,814 4,282 244,319 188,392 357,665 324,488: 25,216 58,393
Old : 382,881: 109,064 131,814 4,282 244,319 188,392 357,665 324,488: 25,216 58,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 36,229: 2,859 28,448 1,782 30,972 -9,694 35,613 20,536: 616 15,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 34.4 1.1 63.8 49.2 93.4 84.7: 6.6 15.3
Old : 100.0: 28.5 34.4 1.1 63.8 49.2 93.4 84.7: 6.6 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 : 220: 71 80 12 47 34 125 119:
Old : 220: 71 80 12 47 34 125 119:
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 : 45.3 33.4 57.3 45.4 31.4 22.6 38.7 29.7
Old : 45.3 33.4 57.3 45.4 31.4 22.6 38.7 29.7
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 - Futures Only, February 21, 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 : 62,973: 19,649 15,648 0 26,327 31,353 45,976 47,001: 16,997 15,972
Old : 62,973: 19,649 15,648 0 26,327 31,353 45,976 47,001: 16,997 15,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 40: -3,020 1,030 -3 910 -1,846 -2,113 -819: 2,153 859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 24.8 0.0 41.8 49.8 73.0 74.6: 27.0 25.4
Old : 100.0: 31.2 24.8 0.0 41.8 49.8 73.0 74.6: 27.0 25.4
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 : 47: 12 11 0 16 15 28 26:
Old : 47: 12 11 0 16 15 28 26:
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 : 38.1 30.1 53.5 45.8 38.1 28.9 52.0 42.6
Old : 38.1 30.1 53.5 45.8 38.1 28.9 52.0 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, February 21, 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 : 30,266: 5,371 6,676 2 19,861 17,057 25,234 23,735: 5,032 6,531
Old : 30,266: 5,371 6,676 2 19,861 17,057 25,234 23,735: 5,032 6,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -1,414: 3 400 0 78 -225 81 175: -1,495 -1,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 22.1 0.0 65.6 56.4 83.4 78.4: 16.6 21.6
Old : 100.0: 17.7 22.1 0.0 65.6 56.4 83.4 78.4: 16.6 21.6
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 : 59: 3 14 1 29 23 33 37:
Old : 59: 3 14 1 29 23 33 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 : 35.4 28.0 53.8 41.9 34.8 24.8 50.0 37.3
Old : 35.4 28.0 53.8 41.9 34.8 24.8 50.0 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, February 21, 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 : 276,041: 34,380 59,143 1,257 219,991 203,083 255,628 263,483: 20,413 12,558
Old : 276,041: 34,380 59,143 1,257 219,991 203,083 255,628 263,483: 20,413 12,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 3,222: -3,832 -2,946 237 8,290 2,938 4,695 229: -1,473 2,993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 21.4 0.5 79.7 73.6 92.6 95.5: 7.4 4.5
Old : 100.0: 12.5 21.4 0.5 79.7 73.6 92.6 95.5: 7.4 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 27 53 10 34 55 68 111:
Old : 151: 27 53 10 34 55 68 111:
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 : 58.1 29.5 69.4 45.9 54.5 27.9 63.0 41.8
Old : 58.1 29.5 69.4 45.9 54.5 27.9 63.0 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 - Futures Only, February 21, 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 : 65,913: 21,469 16,757 71 29,501 37,068 51,041 53,896: 14,872 12,017
Old : 65,913: 21,469 16,757 71 29,501 37,068 51,041 53,896: 14,872 12,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 4,883: 2,051 1,152 2 1,272 1,262 3,325 2,416: 1,558 2,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 25.4 0.1 44.8 56.2 77.4 81.8: 22.6 18.2
Old : 100.0: 32.6 25.4 0.1 44.8 56.2 77.4 81.8: 22.6 18.2
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 : 106: 35 26 3 21 31 59 57:
Old : 106: 35 26 3 21 31 59 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 35.9 40.3 48.3 23.4 27.9 34.7 40.3
Old : 27.4 35.9 40.3 48.3 23.4 27.9 34.7 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, February 21, 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 : 41,164: 13,535 9,660 366 22,217 25,302 36,118 35,328: 5,046 5,836
Old : 41,164: 13,535 9,660 366 22,217 25,302 36,118 35,328: 5,046 5,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 5,954: 2,476 2,069 366 3,737 3,723 6,579 6,158: -625 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 23.5 0.9 54.0 61.5 87.7 85.8: 12.3 14.2
Old : 100.0: 32.9 23.5 0.9 54.0 61.5 87.7 85.8: 12.3 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 17 8 2 21 13 39 22:
Old : 55: 17 8 2 21 13 39 22:
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 : 33.8 58.2 50.8 74.9 23.3 40.6 39.1 55.3
Old : 33.8 58.2 50.8 74.9 23.3 40.6 39.1 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, February 21, 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 : 39,509: 3,041 3,497 1,478 12,934 31,379 17,453 36,354: 22,056 3,155
Old : 39,509: 3,041 3,497 1,478 12,934 31,379 17,453 36,354: 22,056 3,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 309: 391 800 1,147 -1,469 -1,711 69 236: 240 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 8.9 3.7 32.7 79.4 44.2 92.0: 55.8 8.0
Old : 100.0: 7.7 8.9 3.7 32.7 79.4 44.2 92.0: 55.8 8.0
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 : 47: 5 10 4 19 27 27 39:
Old : 47: 5 10 4 19 27 27 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 : 24.4 42.7 34.0 59.0 11.6 38.0 16.6 48.5
Old : 24.4 42.7 34.0 59.0 11.6 38.0 16.6 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 24, 2006